# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-002216
**Filing Date:** 2025-11
**Character Count:** 981704
**Document Hash:** 3954acc680d03b190e69fd6617bd1e22
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-002216.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000035402-25-002216

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**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:** 251519660

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® International Bond Index Fund**

**September 30, 2025**

IBI-NPRT3-1125

1.9896130.105 ---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 73.4%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 73.4%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 73.4%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 73.4%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 3.1%  |  |  |  |
| Australian Commonwealth 1% 12/21/2030 (b) | AUD | 5842000 | 3364547 |
| Australian Commonwealth 1.25% 5/21/2032  | AUD | 3470000 | 1936369 |
| Australian Commonwealth 1.75% 11/21/2032 (b) | AUD | 490000 | 278811 |
| Australian Commonwealth 1.75% 6/21/2051 (b) | AUD | 809000 | 285146 |
| Australian Commonwealth 2.25% 5/21/2028 (b) | AUD | 2740000 | 1755475 |
| Australian Commonwealth 2.75% 11/21/2027 (b) | AUD | 1360000 | 886179 |
| Australian Commonwealth 2.75% 11/21/2028 (b) | AUD | 1329000 | 858540 |
| Australian Commonwealth 2.75% 11/21/2029 (b) | AUD | 3840000 | 2454892 |
| Australian Commonwealth 2.75% 5/21/2041 (b) | AUD | 244000 | 127464 |
| Australian Commonwealth 2.75% 6/21/2035 (b) | AUD | 7850000 | 4557987 |
| Australian Commonwealth 3% 11/21/2033 (b) | AUD | 3690000 | 2250930 |
| Australian Commonwealth 3% 3/21/2047 (b) | AUD | 1128000 | 560418 |
| Australian Commonwealth 3.25% 4/21/2029 (b) | AUD | 70000 | 45788 |
| Australian Commonwealth 3.5% 12/21/2034 (b) | AUD | 2630000 | 1641772 |
| Australian Commonwealth 3.75% 5/21/2034 (b) | AUD | 1910000 | 1223505 |
| Australian Commonwealth 4.5% 4/21/2033 (b) | AUD | 980000 | 666824 |
| Australian Commonwealth 4.75% 4/21/2027 (b) | AUD | 370000 | 249439 |
| New South Wales Treasury Corp 1.25% 11/20/2030  | AUD | 670000 | 386073 |
| New South Wales Treasury Corp 1.75% 3/20/2034 (b) | AUD | 840000 | 440683 |
| New South Wales Treasury Corp 2% 3/20/2031  | AUD | 1106000 | 655092 |
| New South Wales Treasury Corp 3% 4/20/2029 (b) | AUD | 860000 | 553293 |
| New South Wales Treasury Corp 3% 5/20/2027 (b) | AUD | 620000 | 406168 |
| New South Wales Treasury Corp 4.25% 2/20/2036 (b) | AUD | 470000 | 293300 |
| New South Wales Treasury Corp 4.75% 2/20/2037 (b) | AUD | 600000 | 385514 |
| Queensland Treasury Corp 1.75% 7/20/2034 (b)(c) | AUD | 450000 | 232304 |
| Queensland Treasury Corp 1.75% 8/21/2031 (b)(c) | AUD | 2631000 | 1514160 |
| Queensland Treasury Corp 2% 8/22/2033  | AUD | 1000000 | 545777 |
| Queensland Treasury Corp 2.25% 11/20/2041 (b)(c) | AUD | 70000 | 30144 |
| Queensland Treasury Corp 3.25% 7/21/2026 (b)(c) | AUD | 247000 | 163021 |
| Queensland Treasury Corp 3.25% 7/21/2028 (b)(c) | AUD | 154000 | 100519 |
| Queensland Treasury Corp 3.5% 8/21/2030 (b)(c) | AUD | 58000 | 37400 |
| South Australian Government Financing Authority 1.75% 5/24/2032 (b) | AUD | 490000 | 275384 |
| South Australian Government Financing Authority 2% 5/23/2036 (b) | AUD | 150000 | 74698 |
| Treasury Corp of Victoria 0.5% 11/20/2025  | AUD | 110000 | 72492 |
| Treasury Corp of Victoria 1.25% 11/19/2027  | AUD | 952000 | 598870 |
| Treasury Corp of Victoria 1.5% 11/20/2030  | AUD | 1347000 | 781919 |
| Treasury Corp of Victoria 1.5% 9/10/2031  | AUD | 1000000 | 564371 |
| Treasury Corp of Victoria 2% 11/20/2037  | AUD | 260000 | 121780 |
| Treasury Corp of Victoria 2.25% 11/20/2034  | AUD | 350000 | 186784 |
| Treasury Corp of Victoria 2.25% 11/20/2042  | AUD | 330000 | 137952 |
| Treasury Corp of Victoria 2.5% 10/22/2029  | AUD | 424000 | 265105 |
| Treasury Corp of Victoria 4.75% 9/15/2036  | AUD | 50000 | 32178 |
| Treasury Corp of Victoria 5% 11/20/2040  | AUD | 300000 | 187927 |
| Treasury Corp of Victoria 5.25% 9/15/2038  | AUD | 410000 | 270269 |
| Western Australian Treasury Corp 3% 10/21/2026 (b) | AUD | 1842000 | 1212123 |
| Western Australian Treasury Corp 4.25% 7/20/2033  | AUD | 150000 | 97789 |
| TOTAL AUSTRALIA |  |  | 33767175 |
| AUSTRIA - 1.2%  |  |  |  |
| Austrian Republic 0% 10/20/2028 (b)(c) | EUR | 600000 | 658482 |
| Austrian Republic 0% 10/20/2040 (b)(c) | EUR | 788000 | 555575 |
| Austrian Republic 0% 2/20/2030 (b)(c) | EUR | 1972000 | 2082107 |
| Austrian Republic 0% 2/20/2031 (b)(c) | EUR | 190000 | 194553 |
| Austrian Republic 0.5% 2/20/2029 (b)(c) | EUR | 1557000 | 1721938 |
| Austrian Republic 0.5% 4/20/2027 (b)(c) | EUR | 1331000 | 1526438 |
| Austrian Republic 0.7% 4/20/2071 (b)(c) | EUR | 80000 | 33335 |
| Austrian Republic 0.75% 2/20/2028 (b)(c) | EUR | 355000 | 403534 |
| Austrian Republic 0.75% 3/20/2051 (b)(c) | EUR | 930000 | 574799 |
| Austrian Republic 0.85% 6/30/2120 (b)(c) | EUR | 1510000 | 544624 |
| Austrian Republic 0.9% 2/20/2032 (b)(c) | EUR | 394000 | 414674 |
| Austrian Republic 1.5% 11/2/2086 (b)(c) | EUR | 220000 | 124067 |
| Austrian Republic 1.5% 2/20/2047 (b)(c) | EUR | 293000 | 238203 |
| Austrian Republic 2.4% 5/23/2034 (b)(c) | EUR | 40000 | 45138 |
| Austrian Republic 2.8% 9/20/2032 (b)(c) | EUR | 1010000 | 1191565 |
| Austrian Republic 2.9% 2/20/2033 (b)(c) | EUR | 140000 | 165658 |
| Austrian Republic 2.9% 2/20/2034 (b)(c) | EUR | 620000 | 727911 |
| Austrian Republic 2.95% 2/20/2035 (b)(c) | EUR | 1000000 | 1168567 |
| Austrian Republic 3.15% 6/20/2044 (b)(c) | EUR | 520000 | 580747 |
| Austrian Republic 4.15% 3/15/2037 (b)(c) | EUR | 20000 | 25635 |
| TOTAL AUSTRIA |  |  | 12977550 |
| BELGIUM - 1.7%  |  |  |  |
| Kingdom of Belgium 0% 10/22/2027 (b)(c) | EUR | 1690000 | 1900535 |
| Kingdom of Belgium 0.1% 6/22/2030 (b)(c) | EUR | 1015000 | 1063170 |
| Kingdom of Belgium 0.35% 6/22/2032 (b)(c) | EUR | 2489000 | 2477410 |
| Kingdom of Belgium 0.4% 6/22/2040 (b)(c) | EUR | 1212000 | 894636 |
| Kingdom of Belgium 0.65% 6/22/2071 (b)(c) | EUR | 1750000 | 616384 |
| Kingdom of Belgium 0.8% 6/22/2027 (b)(c) | EUR | 39000 | 44814 |
| Kingdom of Belgium 0.9% 6/22/2029 (b)(c) | EUR | 1373000 | 1527199 |
| Kingdom of Belgium 1.25% 4/22/2033 (b)(c) | EUR | 1461000 | 1522818 |
| Kingdom of Belgium 1.4% 6/22/2053 (b)(c) | EUR | 932000 | 604610 |
| Kingdom of Belgium 1.6% 6/22/2047 (b)(c) | EUR | 38000 | 29292 |
| Kingdom of Belgium 1.7% 6/22/2050 (b)(c) | EUR | 23000 | 17105 |
| Kingdom of Belgium 2.25% 6/22/2057 (b)(c) | EUR | 124000 | 95774 |
| Kingdom of Belgium 2.85% 10/22/2034 (b)(c) | EUR | 1020000 | 1167581 |
| Kingdom of Belgium 3.1% 6/22/2035 (b)(c) | EUR | 2070000 | 2398784 |
| Kingdom of Belgium 3.3% 6/22/2054 (b)(c) | EUR | 360000 | 362366 |
| Kingdom of Belgium 3.75% 6/22/2045 (b) | EUR | 1160000 | 1333170 |
| Kingdom of Belgium 4% 3/28/2032 (b) | EUR | 30000 | 37636 |
| Kingdom of Belgium 4.25% 3/28/2041 (b)(c) | EUR | 545000 | 679210 |
| Kingdom of Belgium 5.5% 3/28/2028 (b) | EUR | 40000 | 50684 |
| Ministeries Van de Vlaamse Gemeenschap 1.875% 6/2/2042  | EUR | 400000 | 354067 |
| Ministeries Van de Vlaamse Gemeenschap 3.125% 6/22/2034 (b) | EUR | 300000 | 347705 |
| Ministeries Van de Vlaamse Gemeenschap 3.25% 4/5/2033 (b) | EUR | 300000 | 353906 |
| Region Wallonne Belgium 1.05% 6/22/2040 (b) | EUR | 100000 | 78323 |
| Region Wallonne Belgium 1.25% 5/3/2034 (b) | EUR | 400000 | 393479 |
| TOTAL BELGIUM |  |  | 18350658 |
| BULGARIA - 0.1%  |  |  |  |
| Bulgarian Republic 4.5% 1/27/2033 (b) | EUR | 370000 | 472140 |
| Bulgarian Republic 4.625% 9/23/2034 (b) | EUR | 190000 | 244888 |
| TOTAL BULGARIA |  |  | 717028 |
| CANADA - 5.2%  |  |  |  |
| Canada Housing Trust No 1 1.6% 12/15/2031 (c) | CAD | 320000 | 211448 |
| Canada Housing Trust No 1 1.75% 6/15/2030 (c) | CAD | 730000 | 499675 |
| Canada Housing Trust No 1 1.9% 9/15/2026 (c) | CAD | 480000 | 343108 |
| Canada Housing Trust No 1 2.1% 9/15/2029 (c) | CAD | 70000 | 49125 |
| Canada Housing Trust No 1 3.6% 12/15/2027 (c) | CAD | 1910000 | 1403508 |
| Canada Housing Trust No 1 4.25% 3/15/2034 (c) | CAD | 780000 | 598908 |
| Canadian Government 0.5% 12/1/2030  | CAD | 491000 | 314411 |
| Canadian Government 1% 6/1/2027  | CAD | 58000 | 40684 |
| Canadian Government 1.25% 3/1/2027  | CAD | 2330000 | 1645877 |
| Canadian Government 1.25% 6/1/2030  | CAD | 16000 | 10760 |
| Canadian Government 1.5% 12/1/2031  | CAD | 1470000 | 974180 |
| Canadian Government 1.75% 12/1/2053  | CAD | 180000 | 86562 |
| Canadian Government 2% 6/1/2028  | CAD | 50000 | 35459 |
| Canadian Government 2% 6/1/2032  | CAD | 5230000 | 3547690 |
| Canadian Government 2.75% 12/1/2055  | CAD | 250000 | 150793 |
| Canadian Government 2.75% 12/1/2064  | CAD | 7090000 | 4168502 |
| Canadian Government 2.75% 3/1/2030  | CAD | 2310000 | 1663394 |
| Canadian Government 2.75% 6/1/2033  | CAD | 430000 | 303420 |
| Canadian Government 2.75% 9/1/2030  | CAD | 3960000 | 2843848 |
| Canadian Government 3% 6/1/2034  | CAD | 3210000 | 2289009 |
| Canadian Government 3.25% 12/1/2033  | CAD | 1640000 | 1194809 |
| Canadian Government 3.25% 12/1/2034  | CAD | 2240000 | 1623017 |
| Canadian Government 3.25% 6/1/2035  | CAD | 8060000 | 5822068 |
| Canadian Government 3.25% 9/1/2028  | CAD | 3330000 | 2439748 |
| Canadian Government 3.5% 12/1/2045  | CAD | 1940000 | 1388219 |
| Canadian Government 3.5% 9/1/2029  | CAD | 1970000 | 1460143 |
| City of Montreal 2.3% 9/1/2029  | CAD | 140000 | 98458 |
| City of Montreal 2.4% 12/1/2041  | CAD | 70000 | 38550 |
| City of Montreal 4.4% 12/1/2043  | CAD | 50000 | 35198 |
| City of Ottawa Ontario 4.6% 7/14/2042  | CAD | 70000 | 51022 |
| City of Toronto Canada 2.15% 8/25/2040  | CAD | 70000 | 38419 |
| City of Toronto Canada 2.8% 11/22/2049  | CAD | 180000 | 94647 |
| Export Development Canada 0.5% 2/25/2027 (b) | EUR | 330000 | 378572 |
| Province of Alberta 2.05% 6/1/2030  | CAD | 1100000 | 761819 |
| Province of Alberta 3.05% 12/1/2048  | CAD | 724000 | 414153 |
| Province of Alberta 3.1% 6/1/2050  | CAD | 231000 | 132097 |
| Province of British Columbia 2.3% 6/18/2026  | CAD | 210000 | 150762 |
| Province of British Columbia 2.75% 6/18/2052  | CAD | 140000 | 73512 |
| Province of British Columbia 2.95% 6/18/2050  | CAD | 924000 | 511111 |
| Province of British Columbia 3.55% 6/18/2033  | CAD | 970000 | 704593 |
| Province of Manitoba 3% 6/2/2028  | CAD | 320000 | 232082 |
| Province of Manitoba 3.2% 3/5/2050  | CAD | 256000 | 147326 |
| Province of Manitoba 3.4% 9/5/2048  | CAD | 470000 | 282385 |
| Province of New Brunswick 3.05% 8/14/2050  | CAD | 227000 | 126728 |
| Province of New Brunswick 3.55% 6/3/2043  | CAD | 100000 | 64178 |
| Province of New Brunswick 4.8% 9/26/2039  | CAD | 90000 | 69048 |
| Province of Newfoundland 1.75% 6/2/2030  | CAD | 290000 | 197378 |
| Province of Newfoundland 2.65% 10/17/2050  | CAD | 217000 | 109735 |
| Province of Newfoundland 3.3% 10/17/2046  | CAD | 50000 | 29508 |
| Province of Newfoundland 3.7% 10/17/2048  | CAD | 70000 | 43472 |
| Province of Nova Scotia 3.15% 12/1/2051  | CAD | 160000 | 90445 |
| Province of Nova Scotia 3.45% 6/1/2045  | CAD | 150000 | 93021 |
| Province of Ontario 0.25% 12/15/2026 (b) | GBP | 638000 | 819519 |
| Province of Ontario 0.375% 4/8/2027 (b) | EUR | 283000 | 323171 |
| Province of Ontario 1.05% 9/8/2027  | CAD | 2770000 | 1934781 |
| Province of Ontario 1.9% 12/2/2051  | CAD | 210000 | 91933 |
| Province of Ontario 2.05% 6/2/2030  | CAD | 59000 | 40840 |
| Province of Ontario 2.15% 6/2/2031  | CAD | 170000 | 116465 |
| Province of Ontario 2.4% 6/2/2026  | CAD | 49000 | 35203 |
| Province of Ontario 2.65% 12/2/2050  | CAD | 49000 | 25701 |
| Province of Ontario 2.7% 6/2/2029  | CAD | 1703000 | 1222080 |
| Province of Ontario 2.8% 6/2/2048  | CAD | 1868000 | 1029286 |
| Province of Ontario 2.9% 12/2/2046  | CAD | 480000 | 272604 |
| Province of Ontario 2.9% 6/2/2049  | CAD | 1735000 | 965713 |
| Province of Ontario 3.65% 6/2/2033  | CAD | 1500000 | 1097953 |
| Province of Ontario 3.75% 12/2/2053  | CAD | 210000 | 134224 |
| Province of Ontario 4.1% 3/4/2033  | CAD | 840000 | 633956 |
| Province of Ontario 4.6% 6/2/2039  | CAD | 230000 | 174279 |
| Province of Ontario 4.7% 6/2/2037  | CAD | 190000 | 146415 |
| Province of Quebec 0% 10/29/2030 (b) | EUR | 1050000 | 1076116 |
| Province of Quebec 0.5% 1/25/2032 (b) | EUR | 330000 | 334245 |
| Province of Quebec 1.5% 9/1/2031  | CAD | 1966000 | 1291454 |
| Province of Quebec 1.9% 9/1/2030  | CAD | 131000 | 89742 |
| Province of Quebec 2.25% 9/15/2026 (b) | GBP | 112000 | 147941 |
| Province of Quebec 2.3% 9/1/2029  | CAD | 1179000 | 832560 |
| Province of Quebec 2.5% 9/1/2026  | CAD | 423000 | 304063 |
| Province of Quebec 2.85% 12/1/2053  | CAD | 110000 | 58434 |
| Province of Quebec 3.1% 12/1/2051  | CAD | 230000 | 130188 |
| Province of Quebec 3.5% 12/1/2045  | CAD | 880000 | 553217 |
| Province of Quebec 3.5% 12/1/2048  | CAD | 270000 | 166503 |
| Province of Quebec 3.6% 9/1/2033  | CAD | 300000 | 218288 |
| Province of Quebec 3.65% 5/20/2032  | CAD | 410000 | 302476 |
| Province of Quebec 4.4% 12/1/2055  | CAD | 260000 | 184246 |
| Province of Quebec 5% 12/1/2038  | CAD | 90000 | 70749 |
| Province of Quebec 5% 12/1/2041  | CAD | 420000 | 326623 |
| Province of Saskatchewan 3.1% 6/2/2050  | CAD | 293000 | 167613 |
| Province of Saskatchewan 3.3% 6/2/2048  | CAD | 150000 | 90026 |
| Province of Saskatchewan 3.9% 6/2/2033  | CAD | 70000 | 52098 |
| Province of Saskatchewan 4.75% 6/1/2040  | CAD | 120000 | 91938 |
| TOTAL CANADA |  |  | 55629227 |
| CHILE - 0.0%  |  |  |  |
| Chilean Republic 1.25% 1/29/2040  | EUR | 114000 | 94943 |
| Chilean Republic 1.875% 5/27/2030  | EUR | 100000 | 112049 |
| TOTAL CHILE |  |  | 206992 |
| CHINA - 0.1%  |  |  |  |
| Peoples Republic of China 0.5% 11/12/2031 (b) | EUR | 820000 | 843815 |
| Peoples Republic of China 0.625% 11/25/2035 (b) | EUR | 150000 | 140986 |
| TOTAL CHINA |  |  | 984801 |
| CYPRUS - 0.1%  |  |  |  |
| Cyprus Government Bond 0.625% 1/21/2030 (b) | EUR | 50000 | 54128 |
| Cyprus Government Bond 1.25% 1/21/2040 (b) | EUR | 50000 | 43462 |
| Cyprus Government Bond 2.25% 4/16/2050 (b) | EUR | 59000 | 50996 |
| Cyprus Government Bond 2.375% 9/25/2028 (b) | EUR | 584000 | 684788 |
| TOTAL CYPRUS |  |  | 833374 |
| DENMARK - 0.4%  |  |  |  |
| Danish Kingdom 0% 11/15/2031  | DKK | 610000 | 84058 |
| Danish Kingdom 0.25% 11/15/2052  | DKK | 2571000 | 206206 |
| Danish Kingdom 0.5% 11/15/2027  | DKK | 3050000 | 467386 |
| Danish Kingdom 0.5% 11/15/2029  | DKK | 13434000 | 1988876 |
| Danish Kingdom 2.25% 11/15/2033  | DKK | 2510000 | 391297 |
| Danish Kingdom 2.25% 11/15/2035  | DKK | 4640000 | 710860 |
| Danish Kingdom 4.5% 11/15/2039  | DKK | 3960000 | 754648 |
| TOTAL DENMARK |  |  | 4603331 |
| ESTONIA - 0.0%  |  |  |  |
| Estonia Government International Bond 0.125% 6/10/2030 (b) | EUR | 380000 | 394806 |
| FINLAND - 0.5%  |  |  |  |
| Finnish Government 0% 9/15/2030 (b)(c) | EUR | 740000 | 767435 |
| Finnish Government 0.125% 4/15/2036 (b)(c) | EUR | 452000 | 387095 |
| Finnish Government 0.125% 4/15/2052 (b)(c) | EUR | 294000 | 141303 |
| Finnish Government 0.25% 9/15/2040 (b)(c) | EUR | 433000 | 320682 |
| Finnish Government 0.5% 4/15/2026 (b)(c) | EUR | 44000 | 51229 |
| Finnish Government 0.5% 4/15/2043 (b)(c) | EUR | 1033000 | 737241 |
| Finnish Government 0.5% 9/15/2028 (b)(c) | EUR | 1080000 | 1205854 |
| Finnish Government 1.125% 4/15/2034 (b)(c) | EUR | 166000 | 168112 |
| Finnish Government 1.5% 9/15/2032 (b)(c) | EUR | 830000 | 896022 |
| Finnish Government 2.625% 7/4/2042 (b)(c) | EUR | 20000 | 20996 |
| Finnish Government 2.875% 4/15/2029 (b)(c) | EUR | 440000 | 525877 |
| Finnish Government 2.95% 4/15/2055 (b)(c) | EUR | 110000 | 110967 |
| Finnish Government 3% 9/15/2033 (b)(c) | EUR | 200000 | 236760 |
| Finnish Government 3% 9/15/2035 (b)(c) | EUR | 110000 | 128214 |
| TOTAL FINLAND |  |  | 5697787 |
| FRANCE - 8.4%  |  |  |  |
| Action Logement Services 0.375% 10/5/2031 (b) | EUR | 600000 | 598971 |
| Agence France Locale-Societe Territoriale SA 3.125% 3/20/2034 (b) | EUR | 100000 | 114557 |
| Caisse d'Amortissement de la Dette Sociale 0% 11/25/2030 (b) | EUR | 900000 | 916148 |
| Caisse d'Amortissement de la Dette Sociale 0% 2/25/2028 (b) | EUR | 600000 | 666942 |
| Caisse d'Amortissement de la Dette Sociale 0% 5/25/2031 (b) | EUR | 300000 | 299805 |
| Caisse d'Amortissement de la Dette Sociale 0.125% 12/15/2025 (b) | GBP | 400000 | 533576 |
| Caisse d'Amortissement de la Dette Sociale 1.75% 11/25/2027 (b) | EUR | 500000 | 580756 |
| Caisse d'Amortissement de la Dette Sociale 3% 11/25/2031 (b) | EUR | 200000 | 234925 |
| French Government 0% 11/25/2029 (b)(c) | EUR | 1147000 | 1211379 |
| French Government 0% 11/25/2030 (b)(c) | EUR | 1209000 | 1233290 |
| French Government 0% 11/25/2031 (b)(c) | EUR | 1617000 | 1588425 |
| French Government 0% 5/25/2032 (b)(c) | EUR | 2183000 | 2101105 |
| French Government 0.5% 5/25/2026 (b)(c) | EUR | 33000 | 38360 |
| French Government 0.5% 5/25/2029 (b)(c) | EUR | 1326000 | 1449166 |
| French Government 0.5% 5/25/2040 (b)(c) | EUR | 3197000 | 2348023 |
| French Government 0.5% 5/25/2072 (b)(c) | EUR | 3810000 | 1143511 |
| French Government 0.5% 6/25/2044 (b)(c) | EUR | 690000 | 438245 |
| French Government 0.75% 2/25/2028 (b)(c) | EUR | 5370000 | 6085675 |
| French Government 0.75% 5/25/2028 (b)(c) | EUR | 473000 | 533526 |
| French Government 0.75% 5/25/2052 (b)(c) | EUR | 2316000 | 1215599 |
| French Government 0.75% 5/25/2053 (b)(c) | EUR | 2348000 | 1194071 |
| French Government 1% 11/25/2025 (b)(c) | EUR | 36000 | 42199 |
| French Government 1% 5/25/2027 (b)(c) | EUR | 466000 | 537423 |
| French Government 1.25% 5/25/2034 (b)(c) | EUR | 137000 | 135917 |
| French Government 1.25% 5/25/2036 (b)(c) | EUR | 1858000 | 1735750 |
| French Government 1.25% 5/25/2038 (b)(c) | EUR | 390000 | 342999 |
| French Government 1.5% 5/25/2031 (b)(c) | EUR | 1913000 | 2089459 |
| French Government 1.5% 5/25/2050 (b)(c) | EUR | 494000 | 340323 |
| French Government 1.75% 5/25/2066 (b)(c) | EUR | 1043000 | 623129 |
| French Government 1.75% 6/25/2039 (b)(c) | EUR | 655000 | 602527 |
| French Government 2% 11/25/2032 (b)(c) | EUR | 7240000 | 7903787 |
| French Government 2% 5/25/2048 (b)(c) | EUR | 124000 | 99931 |
| French Government 2.5% 5/25/2030 (b)(c) | EUR | 840000 | 978948 |
| French Government 2.5% 5/25/2043 (b)(c) | EUR | 7750000 | 7369780 |
| French Government 2.5% 9/24/2027 (b)(c) | EUR | 3440000 | 4064261 |
| French Government 2.7% 2/25/2031 (b)(c) | EUR | 2660000 | 3103230 |
| French Government 2.75% 2/25/2029 (b)(c) | EUR | 11800000 | 13980428 |
| French Government 2.75% 2/25/2030 (b)(c) | EUR | 3520000 | 4150286 |
| French Government 3% 11/25/2034 (b)(c) | EUR | 3680000 | 4186482 |
| French Government 3% 5/25/2033 (b)(c) | EUR | 870000 | 1008278 |
| French Government 3% 5/25/2054 (b)(c) | EUR | 610000 | 561829 |
| French Government 3.2% 5/25/2035 (b)(c) | EUR | 1430000 | 1642768 |
| French Government 3.5% 11/25/2033 (b)(c) | EUR | 2300000 | 2745834 |
| French Government 3.5% 11/25/2035 (b)(c) | EUR | 3610000 | 4227258 |
| French Government 4% 4/25/2060 (b)(c) | EUR | 490000 | 535080 |
| French Government 4.75% 4/25/2035 (b)(c) | EUR | 100000 | 129932 |
| Societe Des Grands Projets EPIC 0% 11/25/2030 (b) | EUR | 1000000 | 1013959 |
| Societe Des Grands Projets EPIC 1.7% 5/25/2050 (b) | EUR | 500000 | 358004 |
| Ville de Paris 1.375% 11/20/2034 (b) | EUR | 100000 | 97434 |
| TOTAL FRANCE |  |  | 89133290 |
| GERMANY - 13.8%  |  |  |  |
| Free State of Saxony 0.01% 12/17/2035 (b) | EUR | 490000 | 423683 |
| Gemeinsame Deutsche Bundeslaender HB HH MV RP SL SH 0.01% 2/4/2031 (b) | EUR | 50000 | 50958 |
| German Federal Republic 0% 2/15/2032 (b) | EUR | 6418000 | 6476905 |
| German Federal Republic 0% 8/15/2029 (b) | EUR | 1560000 | 1685583 |
| German Federal Republic 0% 8/15/2031 (b)(e) | EUR | 380000 | 389347 |
| German Federal Republic 0.25% 2/15/2029 (b) | EUR | 6000 | 6621 |
| German Federal Republic 0.5% 2/15/2028 (b) | EUR | 7000 | 7933 |
| German Federal Republic 1.7% 8/15/2032 (b) | EUR | 15760000 | 17641324 |
| German Federal Republic 1.8% 8/15/2053 (b) | EUR | 1040000 | 897969 |
| German Federal Republic 1.9% 9/16/2027 (b) | EUR | 10900000 | 12767238 |
| German Federal Republic 2.1% 4/12/2029 (b) | EUR | 530000 | 621103 |
| German Federal Republic 2.2% 10/10/2030 (b) | EUR | 16840000 | 19668786 |
| German Federal Republic 2.2% 3/11/2027 (b) | EUR | 10000 | 11773 |
| German Federal Republic 2.4% 10/19/2028 (b) | EUR | 21890000 | 25929095 |
| German Federal Republic 2.4% 11/15/2030 (b) | EUR | 970000 | 1143448 |
| German Federal Republic 2.5% 2/15/2035 (b) | EUR | 5440000 | 6299058 |
| German Federal Republic 2.5% 7/4/2044 (b) | EUR | 4690000 | 5006648 |
| German Federal Republic 2.5% 8/15/2046 (b) | EUR | 6610000 | 6954869 |
| German Federal Republic 2.5% 8/15/2054 (b) | EUR | 2680000 | 2701218 |
| German Federal Republic 2.6% 8/15/2033 (b) | EUR | 340000 | 400692 |
| German Federal Republic 2.6% 8/15/2034 (b) | EUR | 3310000 | 3877066 |
| German Federal Republic 2.6% 8/15/2035 (b) | EUR | 16620000 | 19330853 |
| German Federal Republic 2.9% 8/15/2056 (b) | EUR | 2770000 | 3013276 |
| German Federal Republic 3.25% 7/4/2042 (b)(d) | EUR | 2730000 | 3267631 |
| German Federal Republic 4% 1/4/2037 (b) | EUR | 40000 | 52326 |
| German Federal Republic 4.75% 7/4/2040 (b) | EUR | 20000 | 28293 |
| Land Berlin 0.125% 11/24/2045 (b) | EUR | 270000 | 161242 |
| Land Berlin 2.75% 2/14/2033  | EUR | 340000 | 396965 |
| State of Brandenburg 0.05% 7/1/2031 (b) | EUR | 110000 | 111479 |
| State of Bremen 0.15% 10/24/2031  | EUR | 50000 | 50419 |
| State of Bremen 0.4% 8/20/2049 (b) | EUR | 29000 | 16240 |
| State of Hesse 0.01% 6/18/2031 (b) | EUR | 540000 | 546455 |
| State of Hesse 0.125% 10/10/2031  | EUR | 210000 | 211903 |
| State of Lower Saxony 0.01% 1/10/2031 (b) | EUR | 130000 | 133257 |
| State of Lower Saxony 0.01% 11/25/2027 (b) | EUR | 430000 | 481587 |
| State of Lower Saxony 0.125% 1/9/2032 (b) | EUR | 200000 | 200000 |
| State of Lower Saxony 0.75% 3/21/2031  | EUR | 170000 | 180523 |
| State of Lower Saxony 1.125% 9/12/2033 (b) | EUR | 70000 | 72039 |
| State of North Rhine-Westphalia Germany 0% 10/12/2035 (b) | EUR | 80000 | 69457 |
| State of North Rhine-Westphalia Germany 0.2% 1/27/2051 (b) | EUR | 50000 | 25235 |
| State of North Rhine-Westphalia Germany 0.2% 3/31/2027 (b) | EUR | 1513000 | 1725836 |
| State of North Rhine-Westphalia Germany 0.2% 4/9/2030 (b) | EUR | 725000 | 767841 |
| State of North Rhine-Westphalia Germany 0.5% 11/25/2039 (b) | EUR | 72000 | 57970 |
| State of North Rhine-Westphalia Germany 0.625% 7/21/2031 (b) | EUR | 24000 | 25111 |
| State of North Rhine-Westphalia Germany 0.8% 7/30/2049 (b) | EUR | 434000 | 279409 |
| State of North Rhine-Westphalia Germany 1.25% 5/12/2036 (b) | EUR | 226000 | 221046 |
| State of North Rhine-Westphalia Germany 1.375% 1/15/2120 (b) | EUR | 70000 | 31737 |
| State of North Rhine-Westphalia Germany 1.55% 6/16/2048 (b) | EUR | 178000 | 141482 |
| State of North Rhine-Westphalia Germany 1.65% 2/22/2038 (b) | EUR | 607000 | 599316 |
| State of North Rhine-Westphalia Germany 1.95% 9/26/2078 (b) | EUR | 270000 | 184608 |
| State of North Rhine-Westphalia Germany 2% 6/15/2032 (b) | EUR | 590000 | 660521 |
| State of North Rhine-Westphalia Germany 2.15% 3/21/2119 (b) | EUR | 70000 | 47832 |
| State of Rhineland-Palatinate 0.01% 1/21/2031 (b) | EUR | 340000 | 347970 |
| State of Rhineland-Palatinate 0.75% 2/23/2032  | EUR | 130000 | 134932 |
| State of Saxony-Anhalt 3.15% 2/6/2054  | EUR | 50000 | 52432 |
| State of Schleswig-Holstein Germany 0.05% 7/8/2031 (b) | EUR | 410000 | 414568 |
| TOTAL GERMANY |  |  | 147003108 |
| GREECE - 0.3%  |  |  |  |
| Greek Government 1.875% 1/24/2052 (b)(c) | EUR | 320000 | 239828 |
| Greek Government 3.9% 1/30/2033 (b) | EUR | 1280000 | 1580262 |
| Greek Government 4.2% 1/30/2042 (b) | EUR | 880000 | 1078329 |
| TOTAL GREECE |  |  | 2898419 |
| HONG KONG - 0.0%  |  |  |  |
| Hong Kong Government 1.59% 3/4/2036  | HKD | 1050000 | 116377 |
| HUNGARY - 0.1%  |  |  |  |
| Hungary Government 1.625% 4/28/2032 (b) | EUR | 246000 | 255341 |
| Hungary Government 1.75% 10/10/2027 (b) | EUR | 150000 | 173764 |
| Hungary Government 1.75% 6/5/2035 (b) | EUR | 130000 | 123864 |
| TOTAL HUNGARY |  |  | 552969 |
| INDONESIA - 0.0%  |  |  |  |
| Indonesia Government 1.45% 9/18/2026  | EUR | 430000 | 499288 |
| IRELAND - 0.4%  |  |  |  |
| Republic of Ireland 0% 10/18/2031 (b) | EUR | 430000 | 431907 |
| Republic of Ireland 0.2% 10/18/2030 (b) | EUR | 86000 | 90168 |
| Republic of Ireland 0.2% 5/15/2027 (b) | EUR | 225000 | 256512 |
| Republic of Ireland 0.35% 10/18/2032 (b) | EUR | 290000 | 289301 |
| Republic of Ireland 0.4% 5/15/2035 (b) | EUR | 355000 | 326645 |
| Republic of Ireland 0.55% 4/22/2041 (b) | EUR | 130000 | 100750 |
| Republic of Ireland 1.1% 5/15/2029 (b) | EUR | 1129000 | 1271719 |
| Republic of Ireland 1.3% 5/15/2033 (b) | EUR | 570000 | 603479 |
| Republic of Ireland 1.5% 5/15/2050 (b) | EUR | 460000 | 359965 |
| Republic of Ireland 1.7% 5/15/2037 (b) | EUR | 380000 | 384336 |
| Republic of Ireland 2% 2/18/2045 (b) | EUR | 580000 | 540827 |
| TOTAL IRELAND |  |  | 4655609 |
| ISRAEL - 0.0%  |  |  |  |
| Israel Government 1.5% 1/16/2029 (b) | EUR | 335000 | 372853 |
| ITALY - 7.4%  |  |  |  |
| Cassa Depositi e Prestiti SpA 1% 2/11/2030 (b) | EUR | 100000 | 108383 |
| Italian Republic 0.45% 2/15/2029 (b) | EUR | 190000 | 208944 |
| Italian Republic 0.5% 7/15/2028 (b) | EUR | 1040000 | 1162062 |
| Italian Republic 0.9% 4/1/2031 (b) | EUR | 82000 | 86829 |
| Italian Republic 0.95% 6/1/2032 (b) | EUR | 1241000 | 1276095 |
| Italian Republic 0.95% 8/1/2030 (b) | EUR | 142000 | 153578 |
| Italian Republic 0.95% 9/15/2027 (b) | EUR | 1948000 | 2235193 |
| Italian Republic 1.35% 4/1/2030 (b) | EUR | 1900000 | 2111732 |
| Italian Republic 1.45% 3/1/2036 (b)(c) | EUR | 1347000 | 1295093 |
| Italian Republic 1.5% 4/30/2045 (b)(c) | EUR | 3030000 | 2330434 |
| Italian Republic 1.65% 3/1/2032 (b)(c) | EUR | 575000 | 623202 |
| Italian Republic 1.8% 3/1/2041 (b)(c) | EUR | 2541000 | 2244665 |
| Italian Republic 2.05% 8/1/2027 (b) | EUR | 213000 | 249721 |
| Italian Republic 2.15% 3/1/2072 (b)(c) | EUR | 2770000 | 1906408 |
| Italian Republic 2.15% 9/1/2052 (b)(c) | EUR | 172000 | 133803 |
| Italian Republic 2.25% 9/1/2036 (b)(c) | EUR | 639000 | 661601 |
| Italian Republic 2.45% 9/1/2033 (b)(c) | EUR | 897000 | 998150 |
| Italian Republic 2.5% 12/1/2032 (b) | EUR | 260000 | 293438 |
| Italian Republic 2.55% 2/25/2027 (b) | EUR | 1820000 | 2148115 |
| Italian Republic 2.65% 12/1/2027 (b) | EUR | 640000 | 758004 |
| Italian Republic 2.65% 6/15/2028 (b) | EUR | 4740000 | 5607791 |
| Italian Republic 2.7% 3/1/2047 (b)(c) | EUR | 116000 | 108255 |
| Italian Republic 2.8% 3/1/2067 (b)(c) | EUR | 290000 | 239721 |
| Italian Republic 2.8% 6/15/2029 (b) | EUR | 1740000 | 2064229 |
| Italian Republic 2.95% 7/1/2030 (b) | EUR | 4000000 | 4739396 |
| Italian Republic 2.95% 9/1/2038 (b)(c) | EUR | 433000 | 466725 |
| Italian Republic 3% 8/1/2029 (b) | EUR | 1708000 | 2042375 |
| Italian Republic 3.1% 3/1/2040 (b)(c) | EUR | 1208000 | 1297735 |
| Italian Republic 3.15% 11/15/2031 (b)(c) | EUR | 1190000 | 1409621 |
| Italian Republic 3.25% 7/15/2032 (b)(c) | EUR | 4900000 | 5805541 |
| Italian Republic 3.35% 3/1/2035 (b)(c) | EUR | 1808000 | 2116038 |
| Italian Republic 3.45% 3/1/2048 (b)(c) | EUR | 1000 | 1048 |
| Italian Republic 3.45% 7/15/2027 (b) | EUR | 5780000 | 6933557 |
| Italian Republic 3.45% 7/15/2031 (b) | EUR | 1450000 | 1749304 |
| Italian Republic 3.5% 2/15/2031 (b)(c) | EUR | 330000 | 399655 |
| Italian Republic 3.65% 8/1/2035 (b)(c) | EUR | 6070000 | 7216563 |
| Italian Republic 3.7% 6/15/2030 (b) | EUR | 1220000 | 1494003 |
| Italian Republic 3.85% 12/15/2029 (b) | EUR | 1770000 | 2179312 |
| Italian Republic 3.85% 2/1/2035 (b) | EUR | 970000 | 1176477 |
| Italian Republic 3.85% 7/1/2034 (b) | EUR | 1280000 | 1558700 |
| Italian Republic 3.85% 9/1/2049 (b)(c) | EUR | 679000 | 751738 |
| Italian Republic 4% 11/15/2030 (b) | EUR | 2510000 | 3113950 |
| Italian Republic 4.1% 2/1/2029 (b) | EUR | 130000 | 160577 |
| Italian Republic 4.15% 10/1/2039 (b)(c) | EUR | 50000 | 60468 |
| Italian Republic 4.2% 3/1/2034 (b) | EUR | 590000 | 737864 |
| Italian Republic 4.4% 5/1/2033 (b) | EUR | 760000 | 965206 |
| Italian Republic 4.45% 9/1/2043 (b)(c) | EUR | 2760000 | 3385884 |
| Italian Republic 4.5% 10/1/2053 (b)(c) | EUR | 390000 | 466344 |
| Italian Republic 5% 8/1/2034 (b)(c) | EUR | 20000 | 26447 |
| Italian Republic 5% 8/1/2039 (b)(c) | EUR | 20000 | 26439 |
| Italian Republic 6.5% 11/1/2027 (b) | EUR | 50000 | 63817 |
| TOTAL ITALY |  |  | 79350230 |
| JAPAN - 12.3%  |  |  |  |
| Japan Government 0.005% 6/20/2027  | JPY | 230000000 | 1531560 |
| Japan Government 0.1% 12/20/2027  | JPY | 439850000 | 2919484 |
| Japan Government 0.1% 12/20/2028  | JPY | 69800000 | 457645 |
| Japan Government 0.1% 12/20/2029  | JPY | 327900000 | 2118994 |
| Japan Government 0.1% 12/20/2030  | JPY | 83550000 | 531989 |
| Japan Government 0.1% 12/20/2031  | JPY | 453900000 | 2841383 |
| Japan Government 0.1% 3/20/2027  | JPY | 4100000 | 27418 |
| Japan Government 0.1% 3/20/2028  | JPY | 53650000 | 355091 |
| Japan Government 0.1% 3/20/2029  | JPY | 183300000 | 1197905 |
| Japan Government 0.1% 3/20/2030  | JPY | 15400000 | 99158 |
| Japan Government 0.1% 3/20/2031  | JPY | 407600000 | 2584926 |
| Japan Government 0.1% 6/20/2027  | JPY | 406450000 | 2710931 |
| Japan Government 0.1% 6/20/2028  | JPY | 780800000 | 5152747 |
| Japan Government 0.1% 6/20/2028  | JPY | 302750000 | 1997943 |
| Japan Government 0.1% 6/20/2030  | JPY | 393950000 | 2526411 |
| Japan Government 0.1% 9/20/2027  | JPY | 510700000 | 3397967 |
| Japan Government 0.1% 9/20/2027  | JPY | 177000000 | 1177678 |
| Japan Government 0.1% 9/20/2028  | JPY | 231650000 | 1523892 |
| Japan Government 0.1% 9/20/2030  | JPY | 362600000 | 2317247 |
| Japan Government 0.2% 12/20/2027  | JPY | 169000000 | 1124210 |
| Japan Government 0.2% 12/20/2028  | JPY | 46550000 | 306279 |
| Japan Government 0.2% 3/20/2032  | JPY | 68000000 | 426632 |
| Japan Government 0.2% 6/20/2028  | JPY | 54650000 | 361628 |
| Japan Government 0.2% 6/20/2032  | JPY | 227950000 | 1424007 |
| Japan Government 0.2% 9/20/2032  | JPY | 801750000 | 4986372 |
| Japan Government 0.3% 12/20/2039  | JPY | 900000 | 4722 |
| Japan Government 0.3% 6/20/2039  | JPY | 144250000 | 768807 |
| Japan Government 0.3% 6/20/2046  | JPY | 17900000 | 76042 |
| Japan Government 0.3% 9/20/2039  | JPY | 56150000 | 296835 |
| Japan Government 0.4% 3/20/2036  | JPY | 192500000 | 1138104 |
| Japan Government 0.4% 3/20/2040  | JPY | 51800000 | 273997 |
| Japan Government 0.4% 3/20/2050  | JPY | 35400000 | 135692 |
| Japan Government 0.4% 3/20/2056  | JPY | 333750000 | 1091579 |
| Japan Government 0.4% 6/20/2040  | JPY | 10450000 | 54852 |
| Japan Government 0.4% 9/20/2040  | JPY | 73150000 | 380834 |
| Japan Government 0.4% 9/20/2049  | JPY | 5450000 | 21288 |
| Japan Government 0.5% 12/20/2038  | JPY | 15550000 | 86561 |
| Japan Government 0.5% 3/20/2033  | JPY | 20850000 | 131450 |
| Japan Government 0.5% 3/20/2049  | JPY | 10450000 | 42767 |
| Japan Government 0.5% 9/20/2036  | JPY | 93750000 | 553733 |
| Japan Government 0.6% 12/20/2033  | JPY | 301400000 | 1893428 |
| Japan Government 0.6% 12/20/2037  | JPY | 6700000 | 38826 |
| Japan Government 0.6% 6/20/2037  | JPY | 136750000 | 802579 |
| Japan Government 0.6% 6/20/2050  | JPY | 27350000 | 110241 |
| Japan Government 0.7% 12/20/2048  | JPY | 10800000 | 47018 |
| Japan Government 0.7% 3/20/2037  | JPY | 22050000 | 131689 |
| Japan Government 0.7% 6/20/2048  | JPY | 13100000 | 57890 |
| Japan Government 0.7% 9/20/2038  | JPY | 863100000 | 4969544 |
| Japan Government 0.8% 3/20/2034  | JPY | 190550000 | 1212621 |
| Japan Government 0.8% 3/20/2042  | JPY | 149000000 | 795785 |
| Japan Government 0.8% 9/20/2033  | JPY | 83150000 | 532793 |
| Japan Government 0.8% 9/20/2047  | JPY | 10200000 | 47217 |
| Japan Government 0.9% 3/20/2057  | JPY | 184150000 | 712219 |
| Japan Government 0.9% 6/20/2042  | JPY | 345000000 | 1862536 |
| Japan Government 0.9% 9/20/2034  | JPY | 598400000 | 3814246 |
| Japan Government 0.9% 9/20/2048  | JPY | 249150000 | 1149997 |
| Japan Government 1% 12/20/2035  | JPY | 647550000 | 4095480 |
| Japan Government 1% 3/20/2052  | JPY | 170000000 | 729741 |
| Japan Government 1.1% 3/20/2043  | JPY | 45600000 | 250477 |
| Japan Government 1.1% 6/20/2030  | JPY | 725150000 | 4873659 |
| Japan Government 1.1% 6/20/2034  | JPY | 27100000 | 176280 |
| Japan Government 1.1% 6/20/2043  | JPY | 110150000 | 601440 |
| Japan Government 1.1% 9/20/2042  | JPY | 219650000 | 1219798 |
| Japan Government 1.2% 12/20/2034  | JPY | 163750000 | 1068823 |
| Japan Government 1.2% 3/20/2035  | JPY | 19650000 | 127925 |
| Japan Government 1.2% 6/20/2053  | JPY | 19800000 | 87976 |
| Japan Government 1.3% 12/20/2043  | JPY | 398750000 | 2231824 |
| Japan Government 1.3% 3/20/2063  | JPY | 47600000 | 188037 |
| Japan Government 1.3% 6/20/2052  | JPY | 232000000 | 1076956 |
| Japan Government 1.4% 12/20/2042  | JPY | 193650000 | 1124305 |
| Japan Government 1.4% 12/20/2045  | JPY | 232050000 | 1270756 |
| Japan Government 1.4% 3/20/2035  | JPY | 138300000 | 916838 |
| Japan Government 1.4% 3/20/2053  | JPY | 110700000 | 521623 |
| Japan Government 1.4% 3/20/2055  | JPY | 5500000 | 25275 |
| Japan Government 1.4% 9/20/2052  | JPY | 52050000 | 247088 |
| Japan Government 1.5% 6/20/2035  | JPY | 1986450000 | 13259388 |
| Japan Government 1.5% 9/20/2043  | JPY | 51950000 | 302331 |
| Japan Government 1.6% 12/20/2052  | JPY | 170150000 | 847132 |
| Japan Government 1.6% 12/20/2053  | JPY | 171100000 | 840824 |
| Japan Government 1.6% 3/20/2033  | JPY | 4300000 | 29366 |
| Japan Government 1.6% 3/20/2044  | JPY | 163650000 | 959558 |
| Japan Government 1.6% 6/20/2030  | JPY | 4600000 | 31630 |
| Japan Government 1.8% 9/20/2044  | JPY | 438650000 | 2637536 |
| Japan Government 1.8% 9/20/2053  | JPY | 32000000 | 165846 |
| Japan Government 1.9% 3/20/2053  | JPY | 42450000 | 226601 |
| Japan Government 1.9% 6/20/2044  | JPY | 66600000 | 408801 |
| Japan Government 2% 12/20/2044  | JPY | 184950000 | 1145943 |
| Japan Government 2% 3/20/2042  | JPY | 110000000 | 709033 |
| Japan Government 2.1% 9/20/2054  | JPY | 106900000 | 589318 |
| Japan Government 2.2% 3/20/2064  | JPY | 454450000 | 2356988 |
| Japan Government 2.2% 6/20/2054  | JPY | 19550000 | 110446 |
| Japan Government 2.3% 12/20/2054  | JPY | 64800000 | 373604 |
| Japan Government 2.3% 5/20/2032  | JPY | 1000000 | 7152 |
| Japan Government 2.4% 3/20/2045  | JPY | 107500000 | 707747 |
| Japan Government 2.4% 3/20/2055  | JPY | 62950000 | 371034 |
| Japan Government 2.5% 6/20/2045  | JPY | 1590950000 | 10606656 |
| Japan Government 3.1% 3/20/2065  | JPY | 983000000 | 6356713 |
| TOTAL JAPAN |  |  | 131213337 |
| LATVIA - 0.1%  |  |  |  |
| Republic of Latvia 1.125% 5/30/2028 (b) | EUR | 330000 | 373372 |
| Republic of Latvia 1.375% 5/16/2036 (b) | EUR | 570000 | 538248 |
| TOTAL LATVIA |  |  | 911620 |
| LITHUANIA - 0.1%  |  |  |  |
| Lithuania Government 0.5% 6/19/2029 (b) | EUR | 32000 | 34688 |
| Lithuania Government 2.1% 5/26/2047 (b) | EUR | 230000 | 188348 |
| Lithuania Government 2.125% 10/22/2035 (b) | EUR | 57000 | 58702 |
| Lithuania Government 2.875% 1/28/2030 (b) | EUR | 130000 | 152855 |
| Lithuania Government 3.875% 6/14/2033 (b) | EUR | 90000 | 109542 |
| TOTAL LITHUANIA |  |  | 544135 |
| LUXEMBOURG - 0.2%  |  |  |  |
| State of the Grand-Duchy of Luxembourg 0% 3/24/2031 (b) | EUR | 230000 | 234813 |
| State of the Grand-Duchy of Luxembourg 0% 9/14/2032 (b) | EUR | 210000 | 204881 |
| State of the Grand-Duchy of Luxembourg 1.375% 5/25/2029 (b) | EUR | 1040000 | 1178728 |
| TOTAL LUXEMBOURG |  |  | 1618422 |
| MEXICO - 0.0%  |  |  |  |
| United Mexican States 1.125% 1/17/2030  | EUR | 100000 | 106927 |
| United Mexican States 2.125% 10/25/2051  | EUR | 100000 | 64991 |
| United Mexican States 2.25% 8/12/2036  | EUR | 130000 | 124153 |
| United Mexican States 2.875% 4/8/2039  | EUR | 185000 | 175456 |
| TOTAL MEXICO |  |  | 471527 |
| MULTI-NATIONAL - 1.9%  |  |  |  |
| European Financial Stability Facility 0% 10/13/2027 (b) | EUR | 85000 | 95498 |
| European Financial Stability Facility 0.05% 1/18/2052 (b) | EUR | 225000 | 104613 |
| European Financial Stability Facility 0.05% 10/17/2029 (b) | EUR | 23000 | 24520 |
| European Financial Stability Facility 0.625% 10/16/2026 (b) | EUR | 466000 | 538885 |
| European Financial Stability Facility 0.7% 1/20/2050 (b) | EUR | 176000 | 109447 |
| European Financial Stability Facility 0.75% 5/3/2027 (b) | EUR | 43000 | 49405 |
| European Financial Stability Facility 0.875% 4/10/2035 (b) | EUR | 610000 | 588929 |
| European Financial Stability Facility 1.25% 5/24/2033 (b) | EUR | 1849000 | 1930535 |
| European Financial Stability Facility 1.45% 9/5/2040 (b) | EUR | 1125000 | 1012937 |
| European Financial Stability Facility 3.375% 8/30/2038 (b) | EUR | 50000 | 59378 |
| European Stability Mechanism Treasury Bill 0.01% 3/4/2030 (b) | EUR | 35000 | 36897 |
| European Stability Mechanism Treasury Bill 0.5% 3/5/2029 (b) | EUR | 2229000 | 2461686 |
| European Stability Mechanism Treasury Bill 0.75% 3/15/2027 (b) | EUR | 184000 | 211873 |
| European Stability Mechanism Treasury Bill 0.75% 9/5/2028 (b) | EUR | 48000 | 53979 |
| European Stability Mechanism Treasury Bill 0.875% 7/18/2042 (b) | EUR | 266000 | 211995 |
| European Stability Mechanism Treasury Bill 1.125% 5/3/2032 (b) | EUR | 47000 | 50026 |
| European Stability Mechanism Treasury Bill 1.2% 5/23/2033 (b) | EUR | 37000 | 38730 |
| European Stability Mechanism Treasury Bill 1.625% 11/17/2036 (b) | EUR | 218000 | 221827 |
| European Stability Mechanism Treasury Bill 1.85% 12/1/2055 (b) | EUR | 186000 | 145329 |
| European Union 0% 10/4/2030 (b) | EUR | 2889000 | 2990943 |
| European Union 0% 7/4/2035 (b) | EUR | 3297000 | 2881030 |
| European Union 0.1% 10/4/2040 (b) | EUR | 946000 | 676047 |
| European Union 0.25% 4/22/2036 (b) | EUR | 380000 | 329697 |
| European Union 0.3% 11/4/2050 (b) | EUR | 562000 | 298626 |
| European Union 0.45% 5/2/2046 (b) | EUR | 170000 | 107429 |
| European Union 0.45% 7/4/2041 (b) | EUR | 162000 | 118844 |
| European Union 0.7% 7/6/2051 (b) | EUR | 1070000 | 618871 |
| European Union 0.875% 3/11/2037 (b) | EUR | 100000 | 90029 |
| European Union 1.125% 4/4/2036 (b) | EUR | 94000 | 90324 |
| European Union 1.25% 2/4/2043 (b) | EUR | 172000 | 139660 |
| European Union 1.25% 4/4/2033 (b) | EUR | 1418000 | 1483223 |
| European Union 2% 10/4/2027 (b) | EUR | 860000 | 1006976 |
| European Union 2.5% 10/4/2052 (b) | EUR | 380000 | 339250 |
| European Union 3% 3/4/2053 (b) | EUR | 1120000 | 1105041 |
| European Union 3.375% 10/5/2054 (b) | EUR | 660000 | 692017 |
| TOTAL MULTI-NATIONAL |  |  | 20914496 |
| NETHERLANDS - 1.6%  |  |  |  |
| Dutch Government 0% 1/15/2052 (b)(c) | EUR | 285000 | 141061 |
| Dutch Government 0% 7/15/2030 (b)(c) | EUR | 2468000 | 2587437 |
| Dutch Government 0.25% 7/15/2029 (b)(c) | EUR | 1336000 | 1454856 |
| Dutch Government 0.5% 1/15/2040 (b)(c) | EUR | 1722000 | 1411112 |
| Dutch Government 0.5% 7/15/2032 (b)(c) | EUR | 501000 | 512458 |
| Dutch Government 0.75% 7/15/2027 (b)(c) | EUR | 1666000 | 1912240 |
| Dutch Government 0.75% 7/15/2028 (b)(c) | EUR | 3230000 | 3650146 |
| Dutch Government 2% 1/15/2054 (b)(c) | EUR | 580000 | 509092 |
| Dutch Government 2.5% 1/15/2033 (b)(c) | EUR | 80000 | 93177 |
| Dutch Government 2.5% 7/15/2033 (b)(c) | EUR | 540000 | 625836 |
| Dutch Government 2.5% 7/15/2034 (b)(c) | EUR | 190000 | 218334 |
| Dutch Government 2.5% 7/15/2035 (b)(c) | EUR | 1160000 | 1320101 |
| Dutch Government 2.75% 1/15/2047 (b)(c) | EUR | 810000 | 869914 |
| Dutch Government 3.25% 1/15/2044 (b)(c) | EUR | 710000 | 832512 |
| Dutch Government 3.5% 1/15/2056 (b)(c) | EUR | 140000 | 166232 |
| Dutch Government 3.75% 1/15/2042 (b)(c) | EUR | 530000 | 664004 |
| Dutch Government 4% 1/15/2037 (b)(c) | EUR | 30000 | 38685 |
| TOTAL NETHERLANDS |  |  | 17007197 |
| NEW ZEALAND - 0.4%  |  |  |  |
| New Zealand Government 0.25% 5/15/2028  | NZD | 3850000 | 2082246 |
| New Zealand Government 1.5% 5/15/2031  | NZD | 2032000 | 1053465 |
| New Zealand Government 1.75% 5/15/2041  | NZD | 752000 | 292433 |
| New Zealand Government 2% 5/15/2032  | NZD | 380000 | 197344 |
| New Zealand Government 2.75% 4/15/2037 (b) | NZD | 410000 | 201910 |
| New Zealand Government 4.5% 5/15/2035  | NZD | 1210000 | 717981 |
| New Zealand Government 5% 5/15/2054  | NZD | 170000 | 97637 |
| New Zealand Local Government Funding Agency Bond 5.1% 11/28/2030  | AUD | 50000 | 33978 |
| TOTAL NEW ZEALAND |  |  | 4676994 |
| NORWAY - 0.1%  |  |  |  |
| Kingdom of Norway 1.5% 2/19/2026 (b)(c) | NOK | 10000 | 992 |
| Kingdom of Norway 2.125% 5/18/2032 (b)(c) | NOK | 6630000 | 594162 |
| Kingdom of Norway 3% 8/15/2033 (b)(c) | NOK | 2060000 | 192696 |
| Kingdom of Norway 3.5% 10/6/2042 (b)(c) | NOK | 2430000 | 226144 |
| Kingdom of Norway 3.75% 6/12/2035 (b)(c) | NOK | 2400000 | 234792 |
| TOTAL NORWAY |  |  | 1248786 |
| POLAND - 0.1%  |  |  |  |
| Bank Gospodarstwa Krajowego 4% 3/13/2032 (b) | EUR | 330000 | 402922 |
| Republic of Poland 1% 3/7/2029 (b) | EUR | 309000 | 344625 |
| Republic of Poland 2% 3/8/2049 (b) | EUR | 17000 | 13400 |
| Republic of Poland 3.875% 2/14/2033 (b) | EUR | 220000 | 269912 |
| Republic of Poland 4.125% 1/11/2044 (b) | EUR | 100000 | 115242 |
| TOTAL POLAND |  |  | 1146101 |
| PORTUGAL - 0.6%  |  |  |  |
| Portugal Obrigacoes do Tesouro 0.475% 10/18/2030 (b)(c) | EUR | 648000 | 690704 |
| Portugal Obrigacoes do Tesouro 0.7% 10/15/2027 (b)(c) | EUR | 350000 | 400112 |
| Portugal Obrigacoes do Tesouro 0.9% 10/12/2035 (b)(c) | EUR | 734000 | 697160 |
| Portugal Obrigacoes do Tesouro 1% 4/12/2052 (b)(c) | EUR | 220000 | 137154 |
| Portugal Obrigacoes do Tesouro 1.65% 7/16/2032 (b)(c) | EUR | 253000 | 277429 |
| Portugal Obrigacoes do Tesouro 1.95% 6/15/2029 (b)(c) | EUR | 458000 | 532275 |
| Portugal Obrigacoes do Tesouro 2.25% 4/18/2034 (b)(c) | EUR | 260000 | 288809 |
| Portugal Obrigacoes do Tesouro 2.875% 10/15/2025 (b)(c) | EUR | 22000 | 25829 |
| Portugal Obrigacoes do Tesouro 2.875% 10/20/2034 (b)(c) | EUR | 390000 | 452181 |
| Portugal Obrigacoes do Tesouro 3% 6/15/2035 (b)(c) | EUR | 890000 | 1034756 |
| Portugal Obrigacoes do Tesouro 3.625% 6/12/2054 (b)(c) | EUR | 150000 | 166298 |
| Portugal Obrigacoes do Tesouro 3.875% 2/15/2030 (b)(c) | EUR | 760000 | 948474 |
| Portugal Obrigacoes do Tesouro 4.1% 2/15/2045 (b)(c) | EUR | 510000 | 628452 |
| Republic of Portugal 2.125% 10/17/2028 (b)(c) | EUR | 250000 | 293573 |
| TOTAL PORTUGAL |  |  | 6573206 |
| ROMANIA - 0.1%  |  |  |  |
| Romanian Republic 1.375% 12/2/2029 (b) | EUR | 567000 | 591879 |
| Romanian Republic 2.125% 3/7/2028 (b) | EUR | 470000 | 535249 |
| Romanian Republic 2.875% 4/13/2042 (b) | EUR | 60000 | 45140 |
| Romanian Republic 2.875% 5/26/2028 (b) | EUR | 32000 | 36943 |
| Romanian Republic 3.375% 1/28/2050 (b) | EUR | 54000 | 39684 |
| TOTAL ROMANIA |  |  | 1248895 |
| RUSSIA - 0.0%  |  |  |  |
| Ministry of Finance of the Russian Federation 7.6% (f)(g) | RUB | 4237000 | 0 |
| SAUDI ARABIA - 0.0%  |  |  |  |
| Kingdom of Saudi Arabia 2% 7/9/2039 (b) | EUR | 163000 | 150512 |
| SINGAPORE - 0.5%  |  |  |  |
| Republic of Singapore 1.625% 7/1/2031  | SGD | 520000 | 400617 |
| Republic of Singapore 1.875% 10/1/2051  | SGD | 330000 | 248405 |
| Republic of Singapore 2.25% 8/1/2036  | SGD | 768000 | 613531 |
| Republic of Singapore 2.375% 7/1/2039  | SGD | 325000 | 263663 |
| Republic of Singapore 2.625% 5/1/2028  | SGD | 1016000 | 808895 |
| Republic of Singapore 2.625% 8/1/2032  | SGD | 1220000 | 995428 |
| Republic of Singapore 2.75% 3/1/2035  | SGD | 140000 | 116257 |
| Republic of Singapore 2.75% 3/1/2046  | SGD | 310000 | 271486 |
| Republic of Singapore 2.75% 4/1/2042  | SGD | 260000 | 223528 |
| Republic of Singapore 2.875% 9/1/2027  | SGD | 690000 | 548598 |
| Republic of Singapore 3% 8/1/2072 (b) | SGD | 670000 | 637302 |
| Republic of Singapore Treasury Bills 3% 4/1/2029  | SGD | 700000 | 568977 |
| TOTAL SINGAPORE |  |  | 5696687 |
| SLOVAKIA - 0.3%  |  |  |  |
| Slovakia Treasury Bill 0.125% 6/17/2027 (b) | EUR | 288000 | 326546 |
| Slovakia Treasury Bill 0.75% 4/9/2030 (b) | EUR | 600000 | 648648 |
| Slovakia Treasury Bill 1% 10/13/2051 (b) | EUR | 160000 | 93744 |
| Slovakia Treasury Bill 1% 10/9/2030 (b) | EUR | 110000 | 118717 |
| Slovakia Treasury Bill 1% 5/14/2032 (b) | EUR | 120000 | 123677 |
| Slovakia Treasury Bill 1.625% 1/21/2031 (b) | EUR | 348000 | 385664 |
| Slovakia Treasury Bill 1.875% 3/9/2037 (b) | EUR | 515000 | 504833 |
| Slovakia Treasury Bill 2.25% 6/12/2068 (b) | EUR | 240000 | 161455 |
| Slovakia Treasury Bill 3.75% 3/6/2034 (b) | EUR | 180000 | 216564 |
| Slovakia Treasury Bill 4% 2/23/2043 (b) | EUR | 150000 | 174291 |
| TOTAL SLOVAKIA |  |  | 2754139 |
| SLOVENIA - 0.1%  |  |  |  |
| Republic of Slovenia 0.125% 7/1/2031 (b) | EUR | 288000 | 294284 |
| Republic of Slovenia 0.6875% 3/3/2081 (b) | EUR | 550000 | 177420 |
| Republic of Slovenia 1.1875% 3/14/2029 (b) | EUR | 560000 | 635492 |
| Republic of Slovenia 1.75% 11/3/2040 (b) | EUR | 89000 | 82998 |
| Republic of Slovenia 2.25% 3/3/2032 (b) | EUR | 230000 | 262724 |
| Republic of Slovenia 3.625% 3/11/2033 (b) | EUR | 110000 | 136023 |
| TOTAL SLOVENIA |  |  | 1588941 |
| SPAIN - 4.9%  |  |  |  |
| Autonomous Community of Madrid Spain 0.827% 7/30/2027 (b) | EUR | 50000 | 57290 |
| Autonomous Community of Madrid Spain 1.571% 4/30/2029 (b) | EUR | 606000 | 689497 |
| Basque Government 1.45% 4/30/2028 (b) | EUR | 370000 | 425476 |
| Junta de Andalucia 0.5% 4/30/2031 (b) | EUR | 180000 | 185579 |
| Spanish Kingdom 0% 1/31/2028  | EUR | 1320000 | 1474357 |
| Spanish Kingdom 0.1% 4/30/2031 (b)(c) | EUR | 1410000 | 1437807 |
| Spanish Kingdom 0.5% 10/31/2031 (b)(c) | EUR | 976000 | 1004014 |
| Spanish Kingdom 0.5% 4/30/2030 (b)(c) | EUR | 143000 | 153409 |
| Spanish Kingdom 0.6% 10/31/2029 (b)(c) | EUR | 574000 | 626101 |
| Spanish Kingdom 0.7% 4/30/2032 (b)(c) | EUR | 140000 | 143781 |
| Spanish Kingdom 0.8% 7/30/2027 (b)(c) | EUR | 1203000 | 1380058 |
| Spanish Kingdom 0.85% 7/30/2037 (b)(c) | EUR | 1098000 | 966985 |
| Spanish Kingdom 1% 10/31/2050 (b)(c) | EUR | 1856000 | 1168960 |
| Spanish Kingdom 1% 7/30/2042 (b)(c) | EUR | 171000 | 132585 |
| Spanish Kingdom 1.2% 10/31/2040 (b)(c) | EUR | 2179000 | 1834294 |
| Spanish Kingdom 1.25% 10/31/2030 (b)(c) | EUR | 1376000 | 1512840 |
| Spanish Kingdom 1.4% 4/30/2028 (b)(c) | EUR | 100000 | 115129 |
| Spanish Kingdom 1.45% 10/31/2027 (b)(c) | EUR | 100000 | 115855 |
| Spanish Kingdom 1.45% 10/31/2071 (b)(c) | EUR | 1890000 | 1006717 |
| Spanish Kingdom 1.45% 4/30/2029 (b)(c) | EUR | 2176000 | 2475845 |
| Spanish Kingdom 1.5% 4/30/2027 (b)(c) | EUR | 157000 | 182671 |
| Spanish Kingdom 1.85% 7/30/2035 (b)(c) | EUR | 480000 | 500051 |
| Spanish Kingdom 1.9% 10/31/2052 (b)(c) | EUR | 960000 | 737663 |
| Spanish Kingdom 1.95% 7/30/2030 (b)(c) | EUR | 26000 | 29712 |
| Spanish Kingdom 2.15% 10/31/2025 (b)(c) | EUR | 44000 | 51664 |
| Spanish Kingdom 2.35% 7/30/2033 (b)(c) | EUR | 292000 | 328068 |
| Spanish Kingdom 2.4% 5/31/2028  | EUR | 50000 | 58936 |
| Spanish Kingdom 2.5% 5/31/2027  | EUR | 3740000 | 4419286 |
| Spanish Kingdom 2.55% 10/31/2032 (b)(c) | EUR | 2490000 | 2862982 |
| Spanish Kingdom 2.7% 1/31/2030  | EUR | 5210000 | 6165540 |
| Spanish Kingdom 2.7% 10/31/2048 (b)(c) | EUR | 189000 | 181407 |
| Spanish Kingdom 3.1% 7/30/2031  | EUR | 1100000 | 1317442 |
| Spanish Kingdom 3.15% 4/30/2033 (b)(c) | EUR | 510000 | 606756 |
| Spanish Kingdom 3.15% 4/30/2035 (b)(c) | EUR | 530000 | 619838 |
| Spanish Kingdom 3.2% 10/31/2035 (b)(c) | EUR | 2740000 | 3202710 |
| Spanish Kingdom 3.25% 4/30/2034 (b)(c) | EUR | 1110000 | 1318507 |
| Spanish Kingdom 3.45% 10/31/2034 (b)(c) | EUR | 1460000 | 1755322 |
| Spanish Kingdom 3.45% 7/30/2043 (b)(c) | EUR | 4140000 | 4634108 |
| Spanish Kingdom 3.5% 5/31/2029  | EUR | 2220000 | 2705898 |
| Spanish Kingdom 3.55% 10/31/2033 (b)(c) | EUR | 1450000 | 1765718 |
| Spanish Kingdom 5.15% 10/31/2028 (b)(c) | EUR | 1660000 | 2113186 |
| TOTAL SPAIN |  |  | 52464044 |
| SWEDEN - 0.4%  |  |  |  |
| Sweden Kingdom 0.125% 5/12/2031 (b) | SEK | 7940000 | 750861 |
| Sweden Kingdom 0.5% 11/24/2045 (b) | SEK | 1660000 | 112273 |
| Sweden Kingdom 0.75% 11/12/2029 (b) | SEK | 11950000 | 1204594 |
| Sweden Kingdom 0.75% 5/12/2028 (b) | SEK | 16670000 | 1718664 |
| Sweden Kingdom 1.375% 6/23/2071 (b) | SEK | 580000 | 35312 |
| Sweden Kingdom 1.75% 11/11/2033 (b) | SEK | 2500000 | 251611 |
| Sweden Kingdom 2.5% 10/15/2036 (b) | SEK | 2120000 | 221273 |
| Sweden Kingdom 3.5% 3/30/2039 (b) | SEK | 760000 | 87140 |
| TOTAL SWEDEN |  |  | 4381728 |
| SWITZERLAND - 0.8%  |  |  |  |
| Swiss Confederation 0% 6/22/2029 (b) | CHF | 662000 | 832697 |
| Swiss Confederation 0% 6/26/2034 (b) | CHF | 974000 | 1208553 |
| Swiss Confederation 0% 7/24/2039 (b) | CHF | 273000 | 327333 |
| Swiss Confederation 0.25% 6/23/2035 (b) | CHF | 1550000 | 1959135 |
| Swiss Confederation 0.5% 5/24/2055 (b) | CHF | 350000 | 455290 |
| Swiss Confederation 0.5% 6/28/2045 (b) | CHF | 600000 | 760354 |
| Swiss Confederation 1.25% 6/28/2043 (b) | CHF | 260000 | 372703 |
| Swiss Confederation 1.5% 4/30/2042 (b) | CHF | 200000 | 296033 |
| Swiss Confederation 2% 6/25/2064 (b) | CHF | 170000 | 345335 |
| Swiss Confederation 3.25% 6/27/2027 (b) | CHF | 860000 | 1144026 |
| Swiss Confederation 3.5% 4/8/2033 (b) | CHF | 625000 | 984792 |
| TOTAL SWITZERLAND |  |  | 8686251 |
| UNITED KINGDOM - 6.1%  |  |  |  |
| United Kingdom of Great Britain and Northern Ireland 0.25% 7/31/2031 (b) | GBP | 2137000 | 2302914 |
| United Kingdom of Great Britain and Northern Ireland 0.375% 10/22/2030 (b) | GBP | 497000 | 557692 |
| United Kingdom of Great Britain and Northern Ireland 0.5% 1/31/2029 (b) | GBP | 1230000 | 1479209 |
| United Kingdom of Great Britain and Northern Ireland 0.625% 10/22/2050 (b) | GBP | 845000 | 395486 |
| United Kingdom of Great Britain and Northern Ireland 0.625% 7/31/2035 (b) | GBP | 2162000 | 1980960 |
| United Kingdom of Great Britain and Northern Ireland 0.875% 1/31/2046 (b) | GBP | 665000 | 398463 |
| United Kingdom of Great Britain and Northern Ireland 1.125% 10/22/2073 (b) | GBP | 12420000 | 5101297 |
| United Kingdom of Great Britain and Northern Ireland 1.25% 10/22/2041 (b) | GBP | 4399076 | 3408646 |
| United Kingdom of Great Britain and Northern Ireland 1.25% 7/22/2027 (b) | GBP | 42000 | 53950 |
| United Kingdom of Great Britain and Northern Ireland 1.25% 7/31/2051 (b) | GBP | 1420000 | 797156 |
| United Kingdom of Great Britain and Northern Ireland 1.5% 7/22/2047 (b) | GBP | 195000 | 131311 |
| United Kingdom of Great Britain and Northern Ireland 1.625% 10/22/2054 (b) | GBP | 409000 | 243359 |
| United Kingdom of Great Britain and Northern Ireland 1.75% 1/22/2049 (b) | GBP | 742000 | 512833 |
| United Kingdom of Great Britain and Northern Ireland 1.75% 7/22/2057 (b) | GBP | 1294000 | 771951 |
| United Kingdom of Great Britain and Northern Ireland 1.75% 9/7/2037 (b) | GBP | 7000 | 6765 |
| United Kingdom of Great Britain and Northern Ireland 3.25% 1/22/2044 (b) | GBP | 450000 | 456437 |
| United Kingdom of Great Britain and Northern Ireland 3.25% 1/31/2033 (b) | GBP | 2090000 | 2599856 |
| United Kingdom of Great Britain and Northern Ireland 3.5% 1/22/2045 (b) | GBP | 6170000 | 6427181 |
| United Kingdom of Great Britain and Northern Ireland 3.75% 10/22/2053 (b) | GBP | 1670000 | 1681275 |
| United Kingdom of Great Britain and Northern Ireland 4% 10/22/2031 (b) | GBP | 630000 | 834366 |
| United Kingdom of Great Britain and Northern Ireland 4% 10/22/2063 (b) | GBP | 660000 | 678818 |
| United Kingdom of Great Britain and Northern Ireland 4.125% 7/22/2029 (b) | GBP | 1630000 | 2195668 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 12/7/2040 (b) | GBP | 19000 | 23073 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 12/7/2055 (b) | GBP | 30000 | 33005 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 6/7/2032 (b) | GBP | 340000 | 456082 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 7/31/2034 (b) | GBP | 3250000 | 4249244 |
| United Kingdom of Great Britain and Northern Ireland 4.25% 9/7/2039 (b) | GBP | 13000 | 16049 |
| United Kingdom of Great Britain and Northern Ireland 4.375% 3/7/2030 (b) | GBP | 7170000 | 9733447 |
| United Kingdom of Great Britain and Northern Ireland 4.5% 12/7/2042 (b) | GBP | 600000 | 736413 |
| United Kingdom of Great Britain and Northern Ireland 4.5% 3/7/2035 (b) | GBP | 8770000 | 11611006 |
| United Kingdom of Great Britain and Northern Ireland 4.5% 6/7/2028 (b) | GBP | 3240000 | 4413417 |
| United Kingdom of Great Britain and Northern Ireland 4.625% 1/31/2034 (b) | GBP | 560000 | 755632 |
| TOTAL UNITED KINGDOM |  |  | 65042961 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $821,716,524) |  |  | <br> **787084851** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 24.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 24.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 24.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 24.3%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.6%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| NBN Co Ltd 4.125% 3/15/2029 (b) | EUR | 100000 | 122491 |
| Telstra Group Ltd 4.9% 3/8/2028  | AUD | 220000 | 148128 |
|  |  |  | 270619 |
| Financials - 0.6% |  |  |  |
| Banks - 0.4% |  |  |  |
| Australia & New Zealand Banking Group Ltd 5.35% 11/4/2027  | AUD | 300000 | 203826 |
| Australia & New Zealand Banking Group Ltd 5.906% 8/12/2032 (h) | AUD | 620000 | 420416 |
| Commonwealth Bank of Australia 0.125% 10/15/2029 (b) | EUR | 120000 | 127734 |
| Commonwealth Bank of Australia 4.4% 8/18/2027  | AUD | 260000 | 173424 |
| Commonwealth Bank of Australia 6.86% 11/9/2032 (b)(h) | AUD | 540000 | 373705 |
| National Australia Bank Ltd 2.125% 5/24/2028 (b) | EUR | 160000 | 186037 |
| National Australia Bank Ltd 2.347% 8/30/2029 (b) | EUR | 130000 | 151114 |
| National Australia Bank Ltd 4.95% 5/10/2027  | AUD | 530000 | 356214 |
| National Australia Bank Ltd 6.163% 3/9/2033 (b)(h) | AUD | 420000 | 287819 |
| Westpac Banking Corp 2.4% 1/25/2027  | AUD | 500000 | 324389 |
| Westpac Banking Corp 4.6% 2/16/2026  | AUD | 300000 | 198891 |
| Westpac Banking Corp 5.754% 4/3/2034 (b)(h) | AUD | 400000 | 272972 |
|  |  |  | 3076541 |
| Capital Markets - 0.0% |  |  |  |
| Macquarie Bank Ltd 1.125% 12/15/2025 (b) | GBP | 110000 | 146953 |
| Macquarie Group Ltd 0.943% 1/19/2029 (b) | EUR | 120000 | 132413 |
|  |  |  | 279366 |
| Financial Services - 0.2% |  |  |  |
| Amcor UK Finance PLC 1.125% 6/23/2027  | EUR | 1384000 | 1586403 |
| Australian Capital Territory 5.25% 10/23/2036 (b) | AUD | 110000 | 73184 |
|  |  |  | 1659587 |
| TOTAL FINANCIALS |  |  | 5015494 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Sydney Airport Finance Co Pty Ltd 1.75% 4/26/2028 (b) | EUR | 310000 | 354520 |
| Transurban Finance Co Pty Ltd 3.713% 3/12/2032 (b) | EUR | 100000 | 119920 |
|  |  |  | 474440 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Glencore Capital Finance DAC 0.75% 3/1/2029 (b) | EUR | 240000 | 261909 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| AusNet Services Holdings Pty Ltd 1.625% 3/11/2081 (b)(h) | EUR | 100000 | 115653 |
| Gas Utilities - 0.0% |  |  |  |
| APA Infrastructure Ltd 2% 7/15/2030 (b) | EUR | 110000 | 122557 |
| TOTAL UTILITIES |  |  | 238210 |
| TOTAL AUSTRALIA |  |  | 6260672 |
| AUSTRIA - 0.2%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| OMV AG 2.375% 4/9/2032 (b) | EUR | 76000 | 86794 |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 0.1% 5/12/2031 (b) | EUR | 300000 | 302085 |
| Erste Group Bank AG 0.01% 9/11/2029 (b) | EUR | 400000 | 424262 |
| Erste Group Bank AG 0.25% 9/14/2029 (b) | EUR | 100000 | 106428 |
| Oesterreichische Kontrollbank AG 0.5% 12/15/2025 (b) | GBP | 152000 | 202925 |
| Raiffeisen Bank International AG 4.75% 1/26/2027 (b)(h) | EUR | 200000 | 236386 |
| Raiffeisenlandesbank Niederoesterreich-Wien AG 2.375% 8/31/2032 (b) | EUR | 100000 | 112707 |
|  |  |  | 1384793 |
| Industrials - 0.1% |  |  |  |
| Construction & Engineering - 0.1% |  |  |  |
| Autobahnen- und Schnell- strassen-Finanzierungs AG 0.1% 7/16/2035 (b) | EUR | 710000 | 624889 |
| TOTAL AUSTRIA |  |  | 2096476 |
| BELGIUM - 0.3%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| Communaute Francaise de Belgique 1.625% 5/3/2032 (b) | EUR | 100000 | 106742 |
| Consumer Staples - 0.1% |  |  |  |
| Beverages - 0.1% |  |  |  |
| Anheuser-Busch InBev SA/NV 1.5% 4/18/2030 (b) | EUR | 49000 | 54660 |
| Anheuser-Busch InBev SA/NV 2% 3/17/2028 (b) | EUR | 23000 | 26762 |
| Anheuser-Busch InBev SA/NV 2.85% 5/25/2037 (b) | GBP | 200000 | 210757 |
| Anheuser-Busch InBev SA/NV 3.7% 4/2/2040 (b) | EUR | 331000 | 377341 |
|  |  |  | 669520 |
| Financials - 0.2% |  |  |  |
| Banks - 0.2% |  |  |  |
| Belfius Bank SA 0% 8/28/2026 (b) | EUR | 100000 | 115105 |
| Belfius Bank SA 5.25% 4/19/2033 (b)(h) | EUR | 200000 | 245867 |
| Dexia SA 0.625% 1/17/2026 (b) | EUR | 500000 | 584360 |
| Dexia SA 1% 10/18/2027 (b) | EUR | 100000 | 114270 |
| KBC Group NV 0.125% 1/14/2029 (b)(h) | EUR | 200000 | 222082 |
| KBC Group NV 0.625% 12/7/2031 (b)(h) | EUR | 300000 | 344607 |
| KBC Group NV 4.375% 4/19/2030 (b)(h) | EUR | 200000 | 246481 |
|  |  |  | 1872772 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Elia Transmission Belgium SA 0.875% 4/28/2030 (b) | EUR | 100000 | 107579 |
| FLUVIUS System Operator CV 0.25% 6/14/2028 (b) | EUR | 500000 | 550479 |
|  |  |  | 658058 |
| TOTAL BELGIUM |  |  | 3307092 |
| CANADA - 2.5%  |  |  |  |
| Communication Services - 0.2% |  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |  |
| Bell Canada 4.45% 2/27/2047 (b) | CAD | 29000 | 18853 |
| Bell Canada 5.15% 8/24/2034  | CAD | 590000 | 449760 |
| TELUS Corp 2.05% 10/7/2030  | CAD | 740000 | 498748 |
| TELUS Corp 3.95% 2/16/2050  | CAD | 33000 | 19586 |
|  |  |  | 986947 |
| Wireless Telecommunication Services - 0.1% |  |  |  |
| Rogers Communications Inc 2.9% 12/9/2030  | CAD | 968000 | 677113 |
| TOTAL COMMUNICATION SERVICES |  |  | 1664060 |
| Consumer Staples - 0.0% |  |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| Loblaw Cos Ltd 3.564% 12/12/2029  | CAD | 200000 | 145225 |
| Energy - 0.3% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |  |
| Enbridge Pipelines Inc 4.13% 8/9/2046  | CAD | 406000 | 254642 |
| Inter Pipeline Ltd/AB 4.232% 6/1/2027  | CAD | 1526000 | 1110635 |
| Keyera Corp 3.959% 5/29/2030  | CAD | 761000 | 555130 |
| North West Redwater Partnership / NWR Financing Co Ltd 4.35% 1/10/2039  | CAD | 591000 | 413938 |
| Pembina Pipeline Corp 4.74% 1/21/2047  | CAD | 402000 | 271590 |
| TransCanada PipeLines Ltd 3% 9/18/2029 (b) | CAD | 30000 | 21415 |
| TransCanada PipeLines Ltd 4.18% 7/3/2048 (b) | CAD | 33000 | 20690 |
| TransCanada PipeLines Ltd 4.35% 6/6/2046  | CAD | 456000 | 295062 |
|  |  |  | 2943102 |
| Financials - 1.6% |  |  |  |
| Banks - 1.2% |  |  |  |
| Bank of Montreal 3.19% 3/1/2028  | CAD | 585000 | 422414 |
| Bank of Montreal 5.039% 5/29/2028  | CAD | 320000 | 241199 |
| Bank of Montreal 6.034% 9/7/2033 (h) | CAD | 60000 | 46323 |
| Bank of Nova Scotia/The 0.01% 1/14/2027 (b) | EUR | 500000 | 571047 |
| Bank of Nova Scotia/The 0.25% 11/1/2028 (b) | EUR | 140000 | 153059 |
| Bank of Nova Scotia/The 3.1% 2/2/2028  | CAD | 85000 | 61327 |
| Bank of Nova Scotia/The 3.934% 5/3/2032 (h) | CAD | 860000 | 626125 |
| Bank of Nova Scotia/The 5.5% 12/29/2025  | CAD | 840000 | 607743 |
| Bank of Nova Scotia/The 5.679% 8/2/2033 (h) | CAD | 160000 | 122098 |
| Canadian Imperial Bank of Commerce 0.01% 4/30/2029 (b) | EUR | 3019000 | 3237402 |
| Canadian Imperial Bank of Commerce 1.7% 7/15/2026  | CAD | 498000 | 355420 |
| Canadian Imperial Bank of Commerce 2.25% 1/7/2027  | CAD | 930000 | 663906 |
| Canadian Imperial Bank of Commerce 4.9% 4/2/2027 (h) | CAD | 840000 | 609771 |
| Canadian Imperial Bank of Commerce 5.33% 1/20/2033 (h) | CAD | 240000 | 180253 |
| Federation des Caisses Desjardins du Quebec 5.279% 5/15/2034 (h) | CAD | 50000 | 38013 |
| Federation des Caisses Desjardins du Quebec 5.467% 11/17/2028  | CAD | 80000 | 61354 |
| National Bank of Canada 2.237% 11/4/2026  | CAD | 360000 | 257238 |
| National Bank of Canada 4.968% 12/7/2026  | CAD | 400000 | 294337 |
| National Bank of Canada 5.426% 8/16/2032 (h) | CAD | 240000 | 179547 |
| Royal Bank of Canada 0.01% 1/27/2031 (b) | EUR | 120000 | 121569 |
| Royal Bank of Canada 2.125% 4/26/2029 (b) | EUR | 110000 | 126293 |
| Royal Bank of Canada 2.14% 11/3/2031 (h) | CAD | 650000 | 463711 |
| Royal Bank of Canada 4.612% 7/26/2027  | CAD | 530000 | 392147 |
| Royal Bank of Canada 4.632% 5/1/2028  | CAD | 880000 | 657265 |
| Royal Bank of Canada 5.01% 2/1/2033 (h) | CAD | 250000 | 186793 |
| Toronto Dominion Bank 2.776% 9/3/2027 (b) | EUR | 840000 | 994488 |
| Toronto Dominion Bank 3.06% 1/26/2032 (b)(h) | CAD | 340000 | 244408 |
| Toronto Dominion Bank 3.631% 12/13/2029 (b) | EUR | 320000 | 385314 |
| Toronto Dominion Bank 4.002% 10/31/2030 (h) | CAD | 210000 | 154662 |
| Toronto Dominion Bank 4.68% 1/8/2029  | CAD | 350000 | 263165 |
| Toronto Dominion Bank 5.177% 4/9/2034 (b)(h) | CAD | 80000 | 60654 |
|  |  |  | 12779045 |
| Capital Markets - 0.3% |  |  |  |
| Brookfield Corp 3.8% 3/16/2027  | CAD | 260000 | 188647 |
| CPPIB Capital Inc 0.25% 4/6/2027 (b) | EUR | 300000 | 342212 |
| CPPIB Capital Inc 1.25% 12/7/2027 (b) | GBP | 544000 | 688522 |
| CPPIB Capital Inc 3% 6/15/2028 (b) | CAD | 1310000 | 949559 |
| CPPIB Capital Inc 4.2% 5/2/2028 (b) | AUD | 90000 | 59938 |
| IGM Financial Inc 3.44% 1/26/2027  | CAD | 1090000 | 787280 |
| Ontario Teachers' Finance Trust 0.95% 11/24/2051 (b) | EUR | 110000 | 66276 |
| PSP Capital Inc 1.5% 3/15/2028 (b) | CAD | 340000 | 237665 |
|  |  |  | 3320099 |
| Insurance - 0.1% |  |  |  |
| Fairfax Financial Holdings Ltd 4.7% 12/16/2026  | CAD | 704000 | 513909 |
| Great-West Lifeco Inc 5.998% 11/16/2039  | CAD | 50000 | 39822 |
| Intact Financial Corp 4.653% 5/16/2034 (h) | CAD | 260000 | 195119 |
| Manulife Financial Corp 5.409% 3/10/2033 (h) | CAD | 310000 | 233956 |
| Sun Life Financial Inc 2.06% 10/1/2035 (h) | CAD | 200000 | 135476 |
| Sun Life Financial Inc 2.58% 5/10/2032 (b)(h) | CAD | 50000 | 35671 |
| Sun Life Financial Inc 2.8% 11/21/2033 (h) | CAD | 50000 | 35604 |
|  |  |  | 1189557 |
| TOTAL FINANCIALS |  |  | 17288701 |
| Industrials - 0.0% |  |  |  |
| Electrical Equipment - 0.0% |  |  |  |
| Brookfield Renewable Partners ULC 5.84% 11/5/2036  | CAD | 80000 | 64083 |
| Ground Transportation - 0.0% |  |  |  |
| Canadian National Railway Co 3.6% 8/1/2047  | CAD | 229000 | 138096 |
| Transportation Infrastructure - 0.0% |  |  |  |
| 407 International Inc 2.84% 3/7/2050  | CAD | 73000 | 37714 |
| 407 International Inc 3.65% 9/8/2044 (b) | CAD | 295000 | 183179 |
| Greater Toronto Airports Authority 2.75% 10/17/2039  | CAD | 516000 | 306000 |
|  |  |  | 526893 |
| TOTAL INDUSTRIALS |  |  | 729072 |
| Real Estate - 0.1% |  |  |  |
| Office REITs - 0.0% |  |  |  |
| Allied Properties Real Estate Investment Trust 3.113% 4/8/2027  | CAD | 110000 | 78702 |
| Retail REITs - 0.1% |  |  |  |
| Choice Properties Real Estate Investment Trust 2.848% 5/21/2027  | CAD | 200000 | 143593 |
| Choice Properties Real Estate Investment Trust 4.178% 3/8/2028  | CAD | 128000 | 94119 |
| Choice Properties Real Estate Investment Trust 5.03% 2/28/2031  | CAD | 60000 | 45761 |
| RioCan Real Estate Investment Trust 2.361% 3/10/2027  | CAD | 440000 | 313344 |
| SmartCentres Real Estate Investment Trust 2.307% 12/18/2028  | CAD | 100000 | 69381 |
|  |  |  | 666198 |
| TOTAL REAL ESTATE |  |  | 744900 |
| Utilities - 0.3% |  |  |  |
| Electric Utilities - 0.3% |  |  |  |
| AltaLink LP 3.717% 12/3/2046  | CAD | 338000 | 210375 |
| Brookfield Infrastructure Finance ULC 5.98% 2/14/2033  | CAD | 90000 | 72032 |
| Bruce Power LP 4.7% 12/21/2027  | CAD | 410000 | 304712 |
| FortisAlberta Inc 2.632% 6/8/2051  | CAD | 50000 | 24668 |
| Hydro One Inc 1.69% 1/16/2031  | CAD | 417000 | 278030 |
| Hydro One Inc 3.02% 4/5/2029  | CAD | 30000 | 21555 |
| Hydro One Inc 4.46% 1/27/2053  | CAD | 230000 | 158143 |
| Hydro One Inc 5.36% 5/20/2036  | CAD | 50000 | 39583 |
| Hydro-Quebec 2.1% 2/15/2060  | CAD | 70000 | 29520 |
| Hydro-Quebec 4% 2/15/2055  | CAD | 220000 | 145113 |
| Hydro-Quebec 4% 2/15/2063  | CAD | 500000 | 328480 |
| Hydro-Quebec 5% 2/15/2050  | CAD | 370000 | 284908 |
| Nova Scotia Power Inc 5.67% 11/14/2035  | CAD | 90000 | 70822 |
| Ontario Power Generation Inc 3.215% 4/8/2030  | CAD | 100000 | 71667 |
| Ontario Power Generation Inc 4.248% 1/18/2049  | CAD | 50000 | 32601 |
| Toronto Hydro Corp 2.43% 12/11/2029  | CAD | 80000 | 56256 |
|  |  |  | 2128465 |
| Gas Utilities - 0.0% |  |  |  |
| Enbridge Gas Inc 3.65% 4/1/2050  | CAD | 290000 | 173200 |
| FortisBC Energy Inc 2.82% 8/9/2049  | CAD | 70000 | 36422 |
|  |  |  | 209622 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Capital Power Corp 5.378% 1/25/2027  | CAD | 240000 | 177445 |
| Multi-Utilities - 0.0% |  |  |  |
| CU Inc 3.548% 11/22/2047  | CAD | 280000 | 167934 |
| EPCOR Utilities Inc 3.554% 11/27/2047  | CAD | 571000 | 343051 |
|  |  |  | 510985 |
| TOTAL UTILITIES |  |  | 3026517 |
| TOTAL CANADA |  |  | 26541577 |
| CHINA - 0.0%  |  |  |  |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| State Grid Overseas Investment BVI Ltd 0.797% 8/5/2026 (b) | EUR | 160000 | 185436 |
| CZECH REPUBLIC - 0.0%  |  |  |  |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| CPI Property Group SA 2.75% 5/12/2026 (b) | EUR | 153000 | 178358 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| CEZ AS 0.875% 12/2/2026 (b) | EUR | 210000 | 242140 |
| TOTAL CZECH REPUBLIC |  |  | 420498 |
| DENMARK - 0.3%  |  |  |  |
| Financials - 0.2% |  |  |  |
| Banks - 0.2% |  |  |  |
| Danske Bank A/S 0.75% 6/9/2029 (b)(h) | EUR | 270000 | 300817 |
| Danske Bank A/S 4% 1/12/2027 (b)(h) | EUR | 210000 | 247716 |
| Danske Bank A/S 4.5% 11/9/2028 (b)(h) | EUR | 110000 | 134095 |
| Danske Bank A/S 4.625% 4/13/2027 (b)(h) | GBP | 100000 | 134582 |
| Jyske Bank A/S 0.25% 2/17/2028 (b)(h) | EUR | 100000 | 113945 |
| Jyske Bank A/S 2.875% 5/5/2029 (b)(h) | EUR | 200000 | 235390 |
| Nykredit Realkredit A/S 0.75% 1/20/2027  | EUR | 550000 | 632512 |
|  |  |  | 1799057 |
| Financial Services - 0.0% |  |  |  |
| Kommunekredit 0% 11/17/2029  | EUR | 240000 | 254460 |
| Kommunekredit 0% 8/27/2030 (b) | EUR | 130000 | 134627 |
| Kommunekredit 0.125% 9/26/2040 (b) | EUR | 100000 | 72642 |
|  |  |  | 461729 |
| TOTAL FINANCIALS |  |  | 2260786 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| Novo Nordisk Finance Netherlands BV 3.375% 5/21/2034 (b) | EUR | 240000 | 283494 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| DSV Finance BV 3.375% 11/6/2032 (b) | EUR | 200000 | 236492 |
| Utilities - 0.1% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |  |
| Orsted AS 2.125% 5/17/2027 (b) | GBP | 104000 | 133992 |
| Orsted AS 2.5% 5/16/2033 (b) | GBP | 104000 | 112469 |
| Orsted AS 5.125% 9/13/2034 (b) | GBP | 290000 | 368226 |
|  |  |  | 614687 |
| TOTAL DENMARK |  |  | 3395459 |
| FINLAND - 0.2%  |  |  |  |
| Financials - 0.2% |  |  |  |
| Banks - 0.1% |  |  |  |
| Nordea Bank Abp 0.5% 3/19/2031 (b) | EUR | 120000 | 123933 |
| Nordea Bank Abp 0.625% 8/18/2031 (b)(h) | EUR | 220000 | 254523 |
| Nordea Bank Abp 2.5% 5/23/2029 (b) | EUR | 244000 | 284150 |
| Nordea Kiinnitysluottopankki Oyj 2.5% 9/14/2032 (b) | EUR | 110000 | 126437 |
| OP Mortgage Bank 0.01% 11/19/2030 (b) | EUR | 180000 | 184172 |
|  |  |  | 973215 |
| Capital Markets - 0.0% |  |  |  |
| Finnvera Oyj 2.875% 8/30/2029 (b) | EUR | 200000 | 237632 |
| Financial Services - 0.1% |  |  |  |
| Kuntarahoitus Oyj 0.25% 2/25/2032 (b) | EUR | 140000 | 140392 |
| Kuntarahoitus Oyj 2.75% 2/2/2034 (b) | EUR | 110000 | 126906 |
| Kuntarahoitus Oyj 5.125% 7/22/2027 (b) | GBP | 120000 | 164103 |
| OP Corporate Bank plc 0.1% 11/16/2027 (b) | EUR | 130000 | 145201 |
| OP Corporate Bank plc 1.375% 9/4/2026 (b) | GBP | 160000 | 209319 |
|  |  |  | 785921 |
| TOTAL FINLAND |  |  | 1996768 |
| FRANCE - 4.1%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |  |
| Ile-de-France Mobilites 0.4% 5/28/2031 (b) | EUR | 300000 | 304451 |
| Ile-de-France Mobilites 3.7% 6/14/2038 (b) | EUR | 100000 | 114050 |
| Orange SA 0.75% 6/29/2034 (b) | EUR | 600000 | 564095 |
| Orange SA 8.125% 1/28/2033  | EUR | 70000 | 107680 |
|  |  |  | 1090276 |
| Media - 0.0% |  |  |  |
| Publicis Groupe SA 2.875% 6/12/2029 (b) | EUR | 200000 | 235019 |
| TOTAL COMMUNICATION SERVICES |  |  | 1325295 |
| Consumer Discretionary - 0.1% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Cie Generale des Etablissements Michelin SCA 0.25% 11/2/2032 (b) | EUR | 200000 | 192333 |
| Automobiles - 0.1% |  |  |  |
| RCI Banque SA 1.625% 5/26/2026 (b) | EUR | 37000 | 43216 |
| RCI Banque SA 4.875% 10/2/2029 (b) | EUR | 270000 | 334777 |
|  |  |  | 377993 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |  |
| Kering SA 3.625% 3/11/2036 (b) | EUR | 200000 | 226909 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 797235 |
| Consumer Staples - 0.1% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Pernod Ricard SA 3.625% 5/7/2034 (b) | EUR | 100000 | 118031 |
| Consumer Staples Distribution & Retail - 0.1% |  |  |  |
| Carrefour SA 3.75% 10/10/2030 (b) | EUR | 200000 | 240672 |
| Food Products - 0.0% |  |  |  |
| Danone SA 3.071% 9/7/2032 (b) | EUR | 200000 | 233122 |
| TOTAL CONSUMER STAPLES |  |  | 591825 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| TotalEnergies Capital International SA 1.491% 4/8/2027 (b) | EUR | 100000 | 115931 |
| Financials - 2.7% |  |  |  |
| Banks - 1.8% |  |  |  |
| Agence Francaise de Developpement EPIC 0.125% 9/29/2031 (b) | EUR | 200000 | 196514 |
| Arkea Public Sector SCF SA 0.875% 3/31/2028 (b) | EUR | 200000 | 225810 |
| Arkea Public Sector SCF SA 3.004% 1/27/2032 (b) | EUR | 200000 | 235813 |
| Banque Federative du Credit Mutuel SA 0.625% 11/19/2027 (b) | EUR | 100000 | 112849 |
| Banque Federative du Credit Mutuel SA 0.75% 1/17/2030 (b) | EUR | 200000 | 213460 |
| Banque Federative du Credit Mutuel SA 0.875% 12/7/2027 (b) | GBP | 600000 | 747342 |
| Banque Federative du Credit Mutuel SA 1% 7/16/2026 (b) | GBP | 100000 | 131102 |
| Banque Federative du Credit Mutuel SA 1.125% 11/19/2031 (b) | EUR | 300000 | 305147 |
| Banque Federative du Credit Mutuel SA 1.25% 5/26/2027 (b) | EUR | 100000 | 115223 |
| Banque Federative du Credit Mutuel SA 1.25% 6/3/2030 (b) | EUR | 300000 | 323074 |
| Banque Federative du Credit Mutuel SA 2.5% 5/25/2028 (b) | EUR | 300000 | 348817 |
| Banque Federative du Credit Mutuel SA 2.625% 11/6/2029 (b) | EUR | 100000 | 115570 |
| Banque Federative du Credit Mutuel SA 3.875% 6/16/2032 (b)(h) | EUR | 200000 | 238165 |
| Banque Federative du Credit Mutuel SA 4.375% 5/2/2030 (b) | EUR | 100000 | 123132 |
| Banque Federative du Credit Mutuel SA 4.75% 11/10/2031 (b) | EUR | 500000 | 628597 |
| BNP Paribas SA 0.5% 1/19/2030 (b)(h) | EUR | 300000 | 325301 |
| BNP Paribas SA 0.5% 2/19/2028 (b)(h) | EUR | 400000 | 456821 |
| BNP Paribas SA 0.625% 12/3/2032 (b) | EUR | 100000 | 96886 |
| BNP Paribas SA 0.875% 7/11/2030 (b)(h) | EUR | 100000 | 108305 |
| BNP Paribas SA 1.25% 7/13/2031 (b) | GBP | 100000 | 108998 |
| BNP Paribas SA 1.625% 7/2/2031 (b) | EUR | 100000 | 105897 |
| BNP Paribas SA 1.875% 12/14/2027 (b) | GBP | 200000 | 254107 |
| BNP Paribas SA 2% 5/24/2031 (b)(h) | GBP | 200000 | 264030 |
| BNP Paribas SA 2% 9/13/2036 (b) | GBP | 100000 | 95183 |
| BNP Paribas SA 2.5% 3/31/2032 (b)(h) | EUR | 100000 | 116656 |
| BNP Paribas SA 2.538% 7/13/2029 (h) | CAD | 250000 | 175462 |
| BNP Paribas SA 3.375% 1/23/2026 (b) | GBP | 550000 | 737214 |
| BNP Paribas SA 4.159% 8/28/2034 (b)(h) | EUR | 200000 | 239858 |
| BNP Paribas SA 4.75% 11/13/2032 (b)(h) | EUR | 300000 | 377509 |
| BPCE SA 0.25% 1/14/2031 (b) | EUR | 200000 | 203028 |
| BPCE SA 0.25% 1/15/2026 (b) | EUR | 100000 | 116759 |
| BPCE SA 0.5% 9/15/2027 (b)(h) | EUR | 600000 | 691722 |
| BPCE SA 0.75% 3/3/2031 (b) | EUR | 200000 | 206633 |
| BPCE SA 1% 1/14/2032 (b) | EUR | 200000 | 203118 |
| BPCE SA 1.375% 12/23/2026 (b) | GBP | 100000 | 129724 |
| BPCE SA 1.625% 1/31/2028 (b) | EUR | 100000 | 114998 |
| BPCE SA 2.25% 3/2/2032 (b)(h) | EUR | 100000 | 116269 |
| BPCE SA 2.5% 11/30/2032 (b)(h) | GBP | 100000 | 127257 |
| BPCE SA 4.125% 3/8/2033 (b)(h) | EUR | 200000 | 241875 |
| BPCE SA 5.75% 6/1/2033 (b)(h) | EUR | 300000 | 376476 |
| Carrefour Banque SA 4.079% 5/5/2027 (b) | EUR | 100000 | 119541 |
| Cie de Financement Foncier SA 0.01% 4/16/2029 (b) | EUR | 1000000 | 1073147 |
| Credit Agricole Home Loan SFH SA 0.05% 12/6/2029 (b) | EUR | 200000 | 210988 |
| Credit Agricole Home Loan SFH SA 1.5% 9/28/2038 (b) | EUR | 300000 | 278338 |
| Credit Agricole SA 0.375% 4/20/2028 (b) | EUR | 100000 | 110958 |
| Credit Agricole SA 0.5% 9/21/2029 (b)(h) | EUR | 100000 | 109641 |
| Credit Agricole SA 1.125% 7/12/2032 (b) | EUR | 400000 | 405524 |
| Credit Agricole SA 1.874% 12/9/2031 (b)(h) | GBP | 200000 | 259430 |
| Credit Agricole SA 2.625% 3/17/2027 (b) | EUR | 107000 | 125703 |
| Credit Agricole SA 3.75% 1/23/2031 (b)(h) | EUR | 300000 | 360710 |
| Credit Agricole SA 3.875% 11/28/2034 (b) | EUR | 100000 | 120549 |
| Credit Agricole SA 4% 1/18/2033 (b) | EUR | 100000 | 122672 |
| Credit Agricole SA 4.875% 10/23/2029 (b) | GBP | 100000 | 135300 |
| Credit Agricole SA 5.5% 8/28/2033 (b)(h) | EUR | 200000 | 249984 |
| Credit Mutuel Arkea SA 0.375% 10/3/2028 (b) | EUR | 300000 | 329511 |
| Credit Mutuel Arkea SA 0.875% 10/25/2031 (b) | EUR | 200000 | 203249 |
| HSBC Continental Europe SA 0.1% 9/3/2027 (b) | EUR | 200000 | 224628 |
| HSBC Continental Europe SA 1.375% 9/4/2028 (b) | EUR | 300000 | 341522 |
| La Banque Postale Home Loan SFH SA 2.75% 6/12/2032 (b) | EUR | 300000 | 348978 |
| La Banque Postale SA 0.75% 8/2/2032 (b)(h) | EUR | 100000 | 113039 |
| La Banque Postale SA 1% 2/9/2028 (b)(h) | EUR | 400000 | 460002 |
| La Banque Postale SA 5.625% 9/21/2028 (b)(h) | GBP | 100000 | 136497 |
| SFIL SA 0.25% 12/1/2031 (b) | EUR | 200000 | 197254 |
| SFIL SA 3.125% 9/17/2029 (b) | EUR | 100000 | 119028 |
| Societe Generale SA 0.875% 9/22/2028 (b)(h) | EUR | 500000 | 566969 |
| Societe Generale SA 0.875% 9/24/2029 (b) | EUR | 100000 | 108025 |
| Societe Generale SA 1% 11/24/2030 (h) | EUR | 200000 | 234194 |
| Societe Generale SA 1.125% 6/30/2031 (b)(h) | EUR | 200000 | 231668 |
| Societe Generale SA 1.25% 12/7/2027 (b) | GBP | 300000 | 376539 |
| Societe Generale SA 1.25% 6/12/2030 (b) | EUR | 200000 | 215792 |
| Societe Generale SA 4.25% 11/16/2032 (b) | EUR | 100000 | 125050 |
| Societe Generale SA 4.25% 12/6/2030 (b)(h) | EUR | 200000 | 244283 |
| Societe Generale SA 5.25% 9/6/2032 (b)(h) | EUR | 200000 | 244908 |
| Societe Generale SFH SA 3.125% 2/24/2026 (b) | EUR | 1000000 | 1178583 |
|  |  |  | 19732905 |
| Capital Markets - 0.2% |  |  |  |
| Bpifrance SACA 0.05% 9/26/2029 (b) | EUR | 600000 | 634296 |
| Bpifrance SACA 0.25% 3/29/2030 (b) | EUR | 100000 | 105020 |
| Bpifrance SACA 0.625% 5/25/2026 (b) | EUR | 200000 | 232491 |
| Bpifrance SACA 2.125% 11/29/2027 (b) | EUR | 200000 | 234007 |
| Bpifrance SACA 3% 9/10/2026 (b) | EUR | 500000 | 591402 |
|  |  |  | 1797216 |
| Financial Services - 0.6% |  |  |  |
| BPCE SFH SA 0.01% 10/16/2028 (b) | EUR | 500000 | 545498 |
| BPCE SFH SA 3.25% 6/26/2035 (b) | EUR | 200000 | 234540 |
| BPCE SFH SA 3.375% 6/27/2033 (b) | EUR | 400000 | 478850 |
| Caisse de Refinancement de l'Habitat SA 0.01% 10/8/2029 (b) | EUR | 600000 | 635114 |
| Caisse de Refinancement de l'Habitat SA 2.875% 3/25/2031 (b) | EUR | 300000 | 352728 |
| Caisse Francaise de Financement Local SA 0.125% 2/15/2036 (b) | EUR | 900000 | 758811 |
| Caisse Francaise de Financement Local SA 0.125% 6/30/2031 (b) | EUR | 1200000 | 1202528 |
| UNEDIC ASSEO 0% 11/25/2028 (b) | EUR | 200000 | 217535 |
| UNEDIC ASSEO 0.25% 11/25/2029 (b) | EUR | 600000 | 638751 |
| UNEDIC ASSEO 0.25% 7/16/2035 (b) | EUR | 400000 | 345618 |
| UNEDIC ASSEO 0.875% 5/25/2028 (b) | EUR | 400000 | 451799 |
| UNEDIC ASSEO 1.25% 10/21/2027 (b) | EUR | 100000 | 115063 |
| UNEDIC ASSEO 1.5% 4/20/2032 (b) | EUR | 100000 | 106652 |
|  |  |  | 6083487 |
| Insurance - 0.1% |  |  |  |
| AXA SA 1.875% 7/10/2042 (b)(h) | EUR | 253000 | 266732 |
| AXA SA 3.375% 7/6/2047 (b)(h) | EUR | 100000 | 118582 |
| CNP Assurances SA 2.5% 6/30/2051 (b)(h) | EUR | 100000 | 111212 |
| Credit Agricole Assurances SA 1.5% 10/6/2031 (b) | EUR | 100000 | 104685 |
| Credit Agricole Assurances SA 2% 7/17/2030 (b) | EUR | 100000 | 110758 |
| La Mondiale SAM 0.75% 4/20/2026 (b) | EUR | 100000 | 116422 |
| Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal 0.625% 6/21/2027 (b) | EUR | 200000 | 225842 |
|  |  |  | 1054233 |
| TOTAL FINANCIALS |  |  | 28667841 |
| Industrials - 0.6% |  |  |  |
| Aerospace & Defense - 0.0% |  |  |  |
| Airbus SE 2.375% 6/9/2040 (b) | EUR | 166000 | 164592 |
| Building Products - 0.0% |  |  |  |
| Cie de Saint-Gobain SA 3.375% 4/8/2030 (b) | EUR | 200000 | 238856 |
| Cie de Saint-Gobain SA 3.875% 11/29/2030 (b) | EUR | 200000 | 243715 |
|  |  |  | 482571 |
| Construction & Engineering - 0.0% |  |  |  |
| Bouygues SA 0.5% 2/11/2030 (b) | EUR | 100000 | 105907 |
| Bouygues SA 2.25% 6/29/2029 (b) | EUR | 100000 | 115157 |
| Bouygues SA 4.625% 6/7/2032 (b) | EUR | 100000 | 126545 |
|  |  |  | 347609 |
| Electrical Equipment - 0.0% |  |  |  |
| Legrand SA 0.375% 10/6/2031 (b) | EUR | 200000 | 200914 |
| Ground Transportation - 0.4% |  |  |  |
| Ayvens SA 4% 7/5/2027 (b) | EUR | 200000 | 240548 |
| SNCF Reseau 0.875% 1/22/2029 (b) | EUR | 1000000 | 1107698 |
| SNCF Reseau 1.125% 5/19/2027 (b) | EUR | 1100000 | 1266544 |
| Societe Nationale SNCF SACA 0.625% 4/17/2030 (b) | EUR | 500000 | 532125 |
| Societe Nationale SNCF SACA 3.125% 11/2/2027 (b) | EUR | 500000 | 596596 |
|  |  |  | 3743511 |
| Transportation Infrastructure - 0.2% |  |  |  |
| Aeroports de Paris SA 2.125% 10/2/2026 (b) | EUR | 200000 | 234401 |
| APRR SA 1.875% 1/6/2031 (b) | EUR | 200000 | 222076 |
| Autoroutes du Sud de la France SA 2.75% 9/2/2032 (b) | EUR | 300000 | 341189 |
| La Poste SA 1.375% 4/21/2032 (b) | EUR | 400000 | 418513 |
|  |  |  | 1216179 |
| TOTAL INDUSTRIALS |  |  | 6155376 |
| Information Technology - 0.0% |  |  |  |
| IT Services - 0.0% |  |  |  |
| Capgemini SE 1.125% 6/23/2030 (b) | EUR | 100000 | 107931 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Arkema SA 0.75% 12/3/2029 (b) | EUR | 100000 | 108558 |
| Real Estate - 0.2% |  |  |  |
| Diversified REITs - 0.0% |  |  |  |
| ICADE 1.625% 2/28/2028 (b) | EUR | 300000 | 343375 |
| Office REITs - 0.0% |  |  |  |
| Gecina SA 1.375% 1/26/2028 (b) | EUR | 200000 | 228968 |
| Retail REITs - 0.2% |  |  |  |
| Klepierre SA 0.875% 2/17/2031 (b) | EUR | 100000 | 105359 |
| Unibail-Rodamco-Westfield SE 0.75% 10/25/2028 (b) | EUR | 500000 | 553809 |
| Unibail-Rodamco-Westfield SE 1% 2/27/2027 (b) | EUR | 600000 | 691301 |
| Unibail-Rodamco-Westfield SE 1.5% 5/29/2029 (b) | EUR | 120000 | 134156 |
| Unibail-Rodamco-Westfield SE 3.5% 9/11/2029 (b) | EUR | 400000 | 477464 |
|  |  |  | 1962089 |
| TOTAL REAL ESTATE |  |  | 2534432 |
| Utilities - 0.3% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| Coentreprise de Transport d'Electricite SA 1.5% 7/29/2028 (b) | EUR | 100000 | 113355 |
| Electricite de France SA 1% 11/29/2033 (b) | EUR | 100000 | 95701 |
| Electricite de France SA 2% 12/9/2049 (b) | EUR | 400000 | 283375 |
| Electricite de France SA 5.5% 1/25/2035 (b) | GBP | 200000 | 261221 |
| RTE Reseau de Transport d'Electricite SADIR 0% 9/9/2027 (b) | EUR | 100000 | 111952 |
| RTE Reseau de Transport d'Electricite SADIR 0.625% 7/8/2032 (b) | EUR | 500000 | 492575 |
|  |  |  | 1358179 |
| Multi-Utilities - 0.2% |  |  |  |
| Engie SA 0.375% 10/26/2029 (b) | EUR | 700000 | 744436 |
| Engie SA 1.25% 10/24/2041 (b) | EUR | 300000 | 228976 |
| Engie SA 5.625% 4/3/2053 (b) | GBP | 100000 | 117031 |
| Veolia Environnement SA 0.664% 1/15/2031 (b) | EUR | 100000 | 103622 |
| Veolia Environnement SA 1.25% 4/15/2028 (b) | EUR | 100000 | 114135 |
| Veolia Environnement SA 1.25% 5/14/2035 (b) | EUR | 100000 | 94935 |
| Veolia Environnement SA 1.625% 9/17/2030 (b) | EUR | 200000 | 219752 |
|  |  |  | 1622887 |
| Water Utilities - 0.0% |  |  |  |
| Suez SACA 1.875% 5/24/2027 (b) | EUR | 100000 | 115909 |
| Suez SACA 2.375% 5/24/2030 (b) | EUR | 200000 | 227924 |
| Suez SACA 4.625% 11/3/2028 (b) | EUR | 100000 | 123247 |
|  |  |  | 467080 |
| TOTAL UTILITIES |  |  | 3448146 |
| TOTAL FRANCE |  |  | 43852570 |
| GERMANY - 2.9%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Deutsche Telekom AG 3.125% 2/6/2034 (b) | GBP | 60000 | 70474 |
| Deutsche Telekom AG 3.25% 3/20/2036 (b) | EUR | 180000 | 207844 |
|  |  |  | 278318 |
| Consumer Discretionary - 0.3% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Robert Bosch GmbH 4.375% 6/2/2043 (b) | EUR | 100000 | 117320 |
| Automobiles - 0.3% |  |  |  |
| BMW Finance NV 1.5% 2/6/2029 (b) | EUR | 86000 | 96931 |
| BMW Finance NV 3.25% 7/22/2030 (b) | EUR | 350000 | 418709 |
| BMW Finance NV 3.75% 11/20/2034 (b) | EUR | 200000 | 237469 |
| Mercedes-Benz Group AG 1.125% 8/8/2034 (b) | EUR | 267000 | 259495 |
| Mercedes-Benz Group AG 1.5% 7/3/2029 (b) | EUR | 44000 | 49501 |
| Mercedes-Benz Group AG 2.375% 5/22/2030 (b) | EUR | 100000 | 114705 |
| Mercedes-Benz International Finance BV 0.375% 11/8/2026 (b) | EUR | 23000 | 26446 |
| Mercedes-Benz International Finance BV 1.375% 6/26/2026 (b) | EUR | 44000 | 51336 |
| Mercedes-Benz International Finance BV 3.25% 9/15/2027 (b) | EUR | 410000 | 488369 |
| Volkswagen Financial Services NV 1.125% 7/5/2026 (b) | GBP | 100000 | 131121 |
| Volkswagen Financial Services NV 3.25% 4/13/2027 (b) | GBP | 200000 | 263132 |
| Volkswagen International Finance NV 1.625% 1/16/2030 (b) | EUR | 45000 | 49862 |
| Volkswagen International Finance NV 3.25% 11/18/2030 (b) | EUR | 200000 | 233530 |
| Volkswagen International Finance NV 4.125% 11/16/2038 (b) | EUR | 200000 | 232032 |
|  |  |  | 2652638 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 2769958 |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Vier Gas Transport GmbH 1.5% 9/25/2028 (b) | EUR | 100000 | 113374 |
| Financials - 1.9% |  |  |  |
| Banks - 0.4% |  |  |  |
| Commerzbank AG 0.01% 3/11/2030  | EUR | 183000 | 191963 |
| Commerzbank AG 0.5% 12/4/2026 (b) | EUR | 58000 | 66768 |
| Commerzbank AG 1.25% 1/9/2034  | EUR | 58000 | 59822 |
| Commerzbank AG 1.375% 12/29/2031 (b)(h) | EUR | 300000 | 346565 |
| Commerzbank AG 1.5% 8/28/2028 (b) | EUR | 100000 | 115663 |
| Commerzbank AG 1.875% 2/28/2028 (b) | EUR | 100000 | 115866 |
| Commerzbank AG 3.125% 6/6/2030 (b)(h) | EUR | 200000 | 235458 |
| Commerzbank AG 4.625% 3/21/2028 (b)(h) | EUR | 300000 | 362883 |
| Hamburg Commercial Bank AG 0.01% 1/19/2027 (b) | EUR | 100000 | 113934 |
| Hamburg Commercial Bank AG 4.875% 3/30/2027 (b) | EUR | 270000 | 326917 |
| Investitionsbank Berlin 0.01% 7/15/2027  | EUR | 500000 | 564247 |
| Landesbank Baden-Wuerttemberg 0.25% 5/19/2033 (b) | EUR | 1020000 | 982386 |
| Landesbank Baden-Wuerttemberg 0.375% 5/7/2029 (b) | EUR | 100000 | 107588 |
| Landesbank Baden-Wuerttemberg 3% 4/26/2027 (b) | EUR | 200000 | 237572 |
| Muenchener Hypothekenbank eG 1.875% 8/25/2032 (b) | EUR | 60000 | 66347 |
| NRW Bank 0.5% 6/17/2041 (b) | EUR | 50000 | 37369 |
| NRW Bank 0.875% 4/12/2034  | EUR | 387000 | 384197 |
| UniCredit Bank GmbH 0.25% 1/15/2032 (b) | EUR | 39000 | 39092 |
| UniCredit Bank GmbH 0.375% 1/17/2033 (b) | EUR | 200000 | 196072 |
| UniCredit Bank GmbH 0.85% 5/22/2034 (b) | EUR | 102000 | 99420 |
| Volkswagen Bank GmbH 2.5% 7/31/2026 (b) | EUR | 100000 | 117395 |
|  |  |  | 4767524 |
| Capital Markets - 0.2% |  |  |  |
| Deutsche Bank AG 0.75% 2/17/2027 (b)(h) | EUR | 100000 | 116684 |
| Deutsche Bank AG 1.625% 1/20/2027 (b) | EUR | 700000 | 812232 |
| Deutsche Bank AG 1.875% 2/23/2028 (b)(h) | EUR | 200000 | 232420 |
| Deutsche Bank AG 3.25% 5/24/2028 (b)(h) | EUR | 100000 | 118554 |
| Deutsche Bank AG 3.375% 2/13/2031 (b)(h) | EUR | 200000 | 235891 |
| Deutsche Bank AG 4% 6/24/2032 (b)(h) | EUR | 100000 | 118845 |
| Deutsche Bank AG 4.125% 4/4/2030 (b)(h) | EUR | 200000 | 242710 |
| Deutsche Boerse AG 0.125% 2/22/2031 (b) | EUR | 100000 | 102265 |
| Deutsche Boerse AG 1.5% 4/4/2032 (b) | EUR | 100000 | 107217 |
|  |  |  | 2086818 |
| Consumer Finance - 0.1% |  |  |  |
| Volkswagen Financial Services AG 0.375% 2/12/2030 (b) | EUR | 70000 | 73176 |
| Volkswagen Financial Services AG 0.875% 1/31/2028 (b) | EUR | 630000 | 708308 |
| Volkswagen Financial Services AG 3.375% 4/6/2028 (b) | EUR | 32000 | 38100 |
|  |  |  | 819584 |
| Financial Services - 1.1% |  |  |  |
| Aareal Bank AG 0.01% 2/1/2028 (b) | EUR | 100000 | 111190 |
| Aareal Bank AG 0.05% 9/2/2026 (b) | EUR | 100000 | 114812 |
| DZ HYP AG 0.5% 6/16/2026 (b) | EUR | 1200000 | 1392337 |
| Free and Hanseatic City of Hamburg 0.25% 2/18/2041 (b) | EUR | 190000 | 138058 |
| KfW 0% 9/15/2028 (b) | EUR | 442000 | 486035 |
| KfW 0% 9/17/2030 (b) | EUR | 261000 | 271522 |
| KfW 0% 9/30/2026 (b) | EUR | 273000 | 314033 |
| KfW 0.01% 5/5/2027 (b) | EUR | 38000 | 43184 |
| KfW 0.05% 9/29/2034 (b) | EUR | 1284000 | 1174363 |
| KfW 0.125% 12/30/2026 (b) | GBP | 1064000 | 1364688 |
| KfW 0.625% 1/7/2028  | EUR | 1834000 | 2080261 |
| KfW 0.625% 2/22/2027  | EUR | 283000 | 325795 |
| KfW 0.75% 12/7/2027 (b) | GBP | 320000 | 401386 |
| KfW 0.75% 6/28/2028  | EUR | 72000 | 81264 |
| KfW 0.875% 7/4/2039 (b) | EUR | 110000 | 96236 |
| KfW 0.875% 9/15/2026 (b) | GBP | 43000 | 56145 |
| KfW 1.375% 2/2/2028 (b) | SEK | 310000 | 32274 |
| KfW 2.625% 1/10/2034 (b) | EUR | 420000 | 485786 |
| KfW 2.875% 12/28/2029 (b) | EUR | 740000 | 884566 |
| KfW 3.2% 9/11/2026  | AUD | 118000 | 77693 |
| Landwirtschaftliche Rentenbank 0.05% 1/31/2031 (b) | EUR | 480000 | 493235 |
| Landwirtschaftliche Rentenbank 0.05% 12/18/2029 (b) | EUR | 42000 | 44645 |
| Landwirtschaftliche Rentenbank 0.875% 12/15/2026 (b) | GBP | 19000 | 24619 |
| Landwirtschaftliche Rentenbank 2.6% 3/23/2027 (b) | AUD | 60000 | 39045 |
| Landwirtschaftliche Rentenbank 4% 1/19/2028  | AUD | 350000 | 232362 |
| Volkswagen Leasing GmbH 0.625% 7/19/2029 (b) | EUR | 50000 | 53833 |
| Volkswagen Leasing GmbH 4% 4/11/2031 (b) | EUR | 290000 | 350504 |
|  |  |  | 11169871 |
| Insurance - 0.1% |  |  |  |
| Allianz Finance II BV 1.5% 1/15/2030 (b) | EUR | 200000 | 224463 |
| Allianz SE 1.301% 9/25/2049 (b)(h) | EUR | 200000 | 218081 |
| Allianz SE 4.252% 7/5/2052 (b)(h) | EUR | 200000 | 241969 |
| Hannover Rueck SE 1.75% 10/8/2040 (b)(h) | EUR | 100000 | 109190 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 1.25% 5/26/2041 (b)(h) | EUR | 200000 | 208648 |
|  |  |  | 1002351 |
| TOTAL FINANCIALS |  |  | 19846148 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| Bayer AG 1.375% 7/6/2032 (b) | EUR | 300000 | 307893 |
| Industrials - 0.3% |  |  |  |
| Air Freight & Logistics - 0.0% |  |  |  |
| Deutsche Post AG 3.375% 7/3/2033 (b) | EUR | 100000 | 120632 |
| Electrical Equipment - 0.1% |  |  |  |
| Eurogrid GmbH 3.598% 2/1/2029 (b) | EUR | 600000 | 721891 |
| Ground Transportation - 0.1% |  |  |  |
| Deutsche Bahn AG 0.375% 12/3/2026 (b) | GBP | 214000 | 275807 |
| Deutsche Bahn AG 0.625% 12/8/2050 (b) | EUR | 144000 | 82183 |
| Deutsche Bahn AG 0.625% 4/15/2036 (b) | EUR | 260000 | 232102 |
| Deutsche Bahn AG 0.875% 6/23/2039 (b) | EUR | 198000 | 164683 |
| Deutsche Bahn AG 1.875% 2/13/2026 (b) | GBP | 171000 | 228036 |
|  |  |  | 982811 |
| Industrial Conglomerates - 0.1% |  |  |  |
| Siemens Financieringsmaatschappij NV 0.125% 9/5/2029 (b) | EUR | 24000 | 25975 |
| Siemens Financieringsmaatschappij NV 1.75% 2/28/2039 (b) | EUR | 23000 | 21982 |
| Siemens Financieringsmaatschappij NV 3% 11/22/2028 (b) | EUR | 500000 | 596099 |
| Siemens Financieringsmaatschappij NV 3% 9/8/2033 (b) | EUR | 100000 | 116987 |
| Siemens Financieringsmaatschappij NV 3.125% 5/22/2032 (b) | EUR | 200000 | 237076 |
| Siemens Financieringsmaatschappij NV 3.625% 2/24/2043 (b) | EUR | 100000 | 112680 |
|  |  |  | 1110799 |
| Machinery - 0.0% |  |  |  |
| Traton Finance Luxembourg SA 4.5% 11/23/2026 (b) | EUR | 200000 | 239571 |
| TOTAL INDUSTRIALS |  |  | 3175704 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| BASF SE 4.25% 3/8/2032 (b) | EUR | 200000 | 248520 |
| Construction Materials - 0.0% |  |  |  |
| Heidelberg Materials Finance Luxembourg SA 4.875% 11/21/2033 (b) | EUR | 100000 | 128013 |
| TOTAL MATERIALS |  |  | 376533 |
| Real Estate - 0.2% |  |  |  |
| Real Estate Management & Development - 0.2% |  |  |  |
| Aroundtown SA 0.375% 4/15/2027 (b) | EUR | 200000 | 226051 |
| Aroundtown SA 1.45% 7/9/2028 (b) | EUR | 100000 | 112593 |
| Grand City Properties SA 1.375% 8/3/2026 (b) | EUR | 400000 | 464241 |
| LEG Immobilien SE 0.375% 1/17/2026 (b) | EUR | 100000 | 116758 |
| LEG Immobilien SE 0.875% 1/17/2029 (b) | EUR | 200000 | 218878 |
| LEG Immobilien SE 0.875% 11/28/2027 (b) | EUR | 100000 | 112893 |
| Vonovia SE 0.625% 10/7/2027 (b) | EUR | 200000 | 225873 |
| Vonovia SE 0.75% 9/1/2032 (b) | EUR | 100000 | 97559 |
| Vonovia SE 1% 6/16/2033 (b) | EUR | 400000 | 385580 |
|  |  |  | 1960426 |
| Utilities - 0.2% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| Amprion GmbH 3.45% 9/22/2027 (b) | EUR | 100000 | 119043 |
| Amprion GmbH 3.971% 9/22/2032 (b) | EUR | 200000 | 243731 |
| E.ON International Finance BV 1.5% 7/31/2029 (b) | EUR | 115000 | 129286 |
| E.ON International Finance BV 5.75% 2/14/2033 (b) | EUR | 130000 | 176330 |
| EnBW Energie Baden-Wuerttemberg AG 1.375% 8/31/2081 (b)(h) | EUR | 100000 | 110973 |
| EnBW International Finance BV 0.5% 3/1/2033 (b) | EUR | 391000 | 377961 |
| EnBW International Finance BV 3.625% 11/22/2026 (b) | EUR | 260000 | 309423 |
|  |  |  | 1466747 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| RWE AG 2.75% 5/24/2030 (b) | EUR | 120000 | 140330 |
| Multi-Utilities - 0.1% |  |  |  |
| E.ON SE 0.25% 10/24/2026 (b) | EUR | 69000 | 79294 |
| E.ON SE 0.35% 2/28/2030 (b) | EUR | 190000 | 202158 |
| E.ON SE 0.75% 2/20/2028 (b) | EUR | 99000 | 111647 |
| E.ON SE 0.875% 10/18/2034 (b) | EUR | 117000 | 112969 |
| E.ON SE 0.875% 8/20/2031 (b) | EUR | 200000 | 207998 |
| E.ON SE 3.5% 1/12/2028 (b) | EUR | 140000 | 168018 |
| E.ON SE 4.125% 3/25/2044 (b) | EUR | 110000 | 128214 |
|  |  |  | 1010298 |
| TOTAL UTILITIES |  |  | 2617375 |
| TOTAL GERMANY |  |  | 31445729 |
| HONG KONG - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Hongkong & Shanghai Banking Corp Ltd-The-/Sydney 5.1% 3/3/2028 (b) | AUD | 250000 | 169041 |
| IRELAND - 0.1%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| AIB Group PLC 4.625% 7/23/2029 (b)(h) | EUR | 250000 | 307943 |
| Bank of Ireland Group PLC 0.375% 5/10/2027 (b)(h) | EUR | 140000 | 162505 |
| Bank of Ireland Group PLC 1.375% 8/11/2031 (b)(h) | EUR | 100000 | 116320 |
|  |  |  | 586768 |
| Materials - 0.0% |  |  |  |
| Containers & Packaging - 0.0% |  |  |  |
| Smurfit Kappa Treasury ULC 1.5% 9/15/2027 (b) | EUR | 100000 | 115226 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| ESB Finance DAC 1.125% 6/11/2030 (b) | EUR | 135000 | 145721 |
| ESB Finance DAC 4% 10/3/2028 (b) | EUR | 250000 | 303813 |
|  |  |  | 449534 |
| TOTAL IRELAND |  |  | 1151528 |
| ITALY - 0.8%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Eni SpA 3.625% 5/19/2027 (b) | EUR | 100000 | 119589 |
| Eni SpA 4.25% 5/19/2033 (b) | EUR | 120000 | 148050 |
|  |  |  | 267639 |
| Financials - 0.4% |  |  |  |
| Banks - 0.4% |  |  |  |
| Credit Agricole Italia SpA 0.375% 1/20/2032 (b) | EUR | 200000 | 199330 |
| Credit Agricole Italia SpA 3.5% 1/15/2030 (b) | EUR | 300000 | 363390 |
| Iccrea Banca SpA 4% 11/8/2027 (b) | EUR | 140000 | 169552 |
| Intesa Sanpaolo SpA 0.75% 3/16/2028 (b) | EUR | 360000 | 404542 |
| Intesa Sanpaolo SpA 2.5% 1/15/2030 (b) | GBP | 100000 | 122825 |
| Intesa Sanpaolo SpA 4.875% 5/19/2030 (b) | EUR | 200000 | 253976 |
| Intesa Sanpaolo SpA 5.125% 8/29/2031 (b) | EUR | 100000 | 129828 |
| Mediobanca Banca di Credito Finanziario SpA 2.375% 6/30/2027 (b) | EUR | 160000 | 187716 |
| Mediobanca Banca di Credito Finanziario SpA 4.625% 2/7/2029 (b)(h) | EUR | 200000 | 244378 |
| Mediobanca Banca di Credito Finanziario SpA 4.75% 3/14/2028 (b)(h) | EUR | 100000 | 120954 |
| UniCredit SpA 0.85% 1/19/2031 (b) | EUR | 140000 | 146698 |
| UniCredit SpA 2.2% 7/22/2027 (b)(h) | EUR | 490000 | 574843 |
| UniCredit SpA 2.731% 1/15/2032 (b)(h) | EUR | 400000 | 468502 |
| UniCredit SpA 4.3% 1/23/2031 (b)(h) | EUR | 230000 | 283144 |
| UniCredit SpA 4.45% 2/16/2029 (b)(h) | EUR | 320000 | 389707 |
|  |  |  | 4059385 |
| Insurance - 0.0% |  |  |  |
| Generali 1.713% 6/30/2032 (b) | EUR | 100000 | 104518 |
| Generali 2.124% 10/1/2030 (b) | EUR | 130000 | 146164 |
| Generali 5.5% 10/27/2047 (b)(h) | EUR | 100000 | 123434 |
|  |  |  | 374116 |
| TOTAL FINANCIALS |  |  | 4433501 |
| Industrials - 0.1% |  |  |  |
| Ground Transportation - 0.0% |  |  |  |
| Ferrovie dello Stato Italiane SpA 1.125% 7/9/2026 (b) | EUR | 230000 | 267454 |
| Transportation Infrastructure - 0.1% |  |  |  |
| Autostrade per l'Italia SpA 1.875% 9/26/2029 (b) | EUR | 460000 | 520709 |
| Autostrade per l'Italia SpA 2% 12/4/2028 (b) | EUR | 200000 | 228884 |
|  |  |  | 749593 |
| TOTAL INDUSTRIALS |  |  | 1017047 |
| Utilities - 0.3% |  |  |  |
| Electric Utilities - 0.2% |  |  |  |
| Enel Finance International NV 0.375% 6/17/2027 (b) | EUR | 220000 | 249620 |
| Enel Finance International NV 0.75% 6/17/2030 (b) | EUR | 110000 | 116707 |
| Enel Finance International NV 2.875% 4/11/2029 (b) | GBP | 636000 | 806693 |
| Enel Finance International NV 4% 2/20/2031 (b) | EUR | 410000 | 503069 |
| Terna - Rete Elettrica Nazionale 0.375% 6/23/2029 (b) | EUR | 120000 | 129075 |
| Terna - Rete Elettrica Nazionale 1.375% 7/26/2027 (b) | EUR | 150000 | 172951 |
|  |  |  | 1978115 |
| Gas Utilities - 0.0% |  |  |  |
| Italgas SpA 1% 12/11/2031 (b) | EUR | 110000 | 112854 |
| Snam SpA 0.75% 6/20/2029 (b) | EUR | 420000 | 457819 |
|  |  |  | 570673 |
| Multi-Utilities - 0.1% |  |  |  |
| A2A SpA 0.625% 7/15/2031 (b) | EUR | 140000 | 142202 |
| ACEA SpA 1.5% 6/8/2027 (b) | EUR | 217000 | 250646 |
| Hera SpA 0.875% 7/5/2027 (b) | EUR | 190000 | 216723 |
|  |  |  | 609571 |
| TOTAL UTILITIES |  |  | 3158359 |
| TOTAL ITALY |  |  | 8876546 |
| JAPAN - 0.4%  |  |  |  |
| Communication Services - 0.2% |  |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |  |
| NTT Finance Corp 0.18% 12/19/2025  | JPY | 200000000 | 1350438 |
| NTT Finance Corp 3.678% 7/16/2033 (b) | EUR | 210000 | 250297 |
|  |  |  | 1600735 |
| Consumer Discretionary - 0.1% |  |  |  |
| Automobiles - 0.1% |  |  |  |
| Toyota Finance Corp 0.37% 10/13/2026  | JPY | 100000000 | 671579 |
| Consumer Staples - 0.0% |  |  |  |
| Tobacco - 0.0% |  |  |  |
| JT International Financial Services BV 2.375% 4/7/2081 (b)(h) | EUR | 120000 | 140307 |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| Development Bank of Japan Inc 3.125% 4/13/2028 (b) | EUR | 140000 | 167259 |
| Mizuho Financial Group Inc 0.797% 4/15/2030 (b) | EUR | 470000 | 500735 |
| Mizuho Financial Group Inc 1.412% 7/13/2033  | JPY | 12000000 | 76196 |
| Sumitomo Mitsui Financial Group Inc 0.632% 10/23/2029 (b) | EUR | 210000 | 225843 |
|  |  |  | 970033 |
| Consumer Finance - 0.0% |  |  |  |
| Toyota Motor Finance Netherlands BV 3.5% 1/13/2028 (b) | EUR | 300000 | 359338 |
| TOTAL FINANCIALS |  |  | 1329371 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| Takeda Pharmaceutical Co Ltd 2% 7/9/2040  | EUR | 157000 | 141604 |
| Industrials - 0.0% |  |  |  |
| Ground Transportation - 0.0% |  |  |  |
| East Japan Railway Co 1.104% 9/15/2039 (b) | EUR | 160000 | 133694 |
| East Japan Railway Co 1.162% 9/15/2028 (b) | GBP | 210000 | 257168 |
|  |  |  | 390862 |
| TOTAL JAPAN |  |  | 4274458 |
| LUXEMBOURG - 0.2%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Capital Markets - 0.0% |  |  |  |
| JAB Holdings BV 1% 7/14/2031 (b) | EUR | 100000 | 104273 |
| JAB Holdings BV 2.5% 6/25/2029 (b) | EUR | 100000 | 115537 |
|  |  |  | 219810 |
| Real Estate - 0.2% |  |  |  |
| Industrial REITs - 0.1% |  |  |  |
| Prologis International Funding II SA 1.75% 3/15/2028 (b) | EUR | 514000 | 592719 |
| Real Estate Management & Development - 0.1% |  |  |  |
| Blackstone Property Partners Europe Holdings Sarl 1.25% 4/26/2027 (b) | EUR | 313000 | 359898 |
| CBRE Open-Ended Funds SCA SICAV-SIF 0.5% 1/27/2028 (b) | EUR | 200000 | 222502 |
| Logicor Financing Sarl 1.625% 7/15/2027 (b) | EUR | 290000 | 333495 |
| SELP Finance Sarl 1.5% 11/20/2025 (b) | EUR | 100000 | 117217 |
| SELP Finance Sarl 1.5% 12/20/2026 (b) | EUR | 260000 | 301034 |
|  |  |  | 1334146 |
| TOTAL REAL ESTATE |  |  | 1926865 |
| TOTAL LUXEMBOURG |  |  | 2146675 |
| MEXICO - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| America Movil SAB de CV 0.75% 6/26/2027  | EUR | 100000 | 113767 |
| America Movil SAB de CV 2.125% 3/10/2028  | EUR | 200000 | 232283 |
|  |  |  | 346050 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Petroleos Mexicanos 4.75% 2/26/2029 (b) | EUR | 100000 | 118109 |
| TOTAL MEXICO |  |  | 464159 |
| MULTI-NATIONAL - 1.5%  |  |  |  |
| Financials - 1.5% |  |  |  |
| Banks - 1.1% |  |  |  |
| African Development Bank 0.125% 10/7/2026  | EUR | 41000 | 47163 |
| African Development Bank 0.875% 5/24/2028  | EUR | 87000 | 98356 |
| African Development Bank 1.1% 12/16/2026  | AUD | 260000 | 166550 |
| Asian Development Bank 1.125% 12/15/2025  | GBP | 32000 | 42778 |
| Asian Development Bank 3.3% 8/8/2028 (b) | AUD | 55000 | 35805 |
| Asian Development Bank 3.875% 7/22/2027  | GBP | 310000 | 415691 |
| Asian Development Bank 4.65% 2/16/2027  | CAD | 700000 | 517433 |
| Council Of Europe Development Bank 0% 4/9/2027 (b) | EUR | 33000 | 37501 |
| Council Of Europe Development Bank 1% 4/13/2029 (b) | EUR | 210000 | 234543 |
| European Investment Bank 0% 6/17/2027  | EUR | 215000 | 243696 |
| European Investment Bank 0% 9/9/2030 (b) | EUR | 309000 | 321070 |
| European Investment Bank 0.01% 5/15/2041 (b) | EUR | 330000 | 228643 |
| European Investment Bank 0.05% 10/13/2034 (b) | EUR | 1677000 | 1528767 |
| European Investment Bank 0.05% 11/15/2029 (b) | EUR | 2750000 | 2933581 |
| European Investment Bank 0.125% 6/20/2029 (b) | EUR | 578000 | 625442 |
| European Investment Bank 0.375% 4/14/2026 (b) | EUR | 413000 | 480612 |
| European Investment Bank 0.75% 7/15/2027  | AUD | 340000 | 213362 |
| European Investment Bank 1% 4/14/2032 (b) | EUR | 736000 | 778083 |
| European Investment Bank 1% 9/21/2026 (b) | GBP | 226000 | 295325 |
| European Investment Bank 1.125% 4/13/2033 (b) | EUR | 265000 | 276670 |
| European Investment Bank 1.75% 11/12/2026 (b) | SEK | 240000 | 25403 |
| European Investment Bank 3.625% 1/12/2032 (b) | GBP | 550000 | 710089 |
| Inter-American Development Bank 1.25% 12/15/2025  | GBP | 308000 | 411827 |
| Inter-American Development Bank 3.15% 6/26/2029  | AUD | 120000 | 76949 |
| Inter-American Development Bank 3.875% 2/15/2029  | GBP | 130000 | 173354 |
| International Development Association 0% 7/15/2031 (b) | EUR | 110000 | 110608 |
| International Development Association 0.7% 1/17/2042 (b) | EUR | 297000 | 228506 |
| International Development Association 4.75% 10/14/2031 (b) | GBP | 230000 | 315027 |
|  |  |  | 11572834 |
| Financial Services - 0.4% |  |  |  |
| International Bank for Reconstruction & Development 0% 1/15/2027  | EUR | 1828000 | 2088660 |
| International Bank for Reconstruction & Development 0.01% 4/24/2028  | EUR | 687000 | 761819 |
| International Bank for Reconstruction & Development 1% 12/21/2029  | GBP | 248000 | 293390 |
| International Bank for Reconstruction & Development 1.2% 8/8/2034  | EUR | 403000 | 409751 |
| International Bank for Reconstruction & Development 1.25% 12/13/2028  | GBP | 100000 | 123147 |
| International Bank for Reconstruction & Development 3.3% 8/14/2028  | AUD | 210000 | 136750 |
| International Bank for Reconstruction & Development 3.45% 9/13/2038  | EUR | 140000 | 166059 |
| International Finance Corp 3.15% 6/26/2029 (b) | AUD | 90000 | 57825 |
| International Finance Corp 4.5% 10/2/2028  | GBP | 370000 | 503002 |
|  |  |  | 4540403 |
| TOTAL FINANCIALS |  |  | 16113237 |
| Industrials - 0.0% |  |  |  |
| Ground Transportation - 0.0% |  |  |  |
| EUROFIMA 0.15% 10/10/2034 (b) | EUR | 191000 | 172451 |
| TOTAL MULTI-NATIONAL |  |  | 16285688 |
| NETHERLANDS - 1.3%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Koninklijke KPN NV 3.875% 7/3/2031 (b) | EUR | 100000 | 121918 |
| Consumer Staples - 0.0% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Heineken NV 1.75% 5/7/2040 (b) | EUR | 160000 | 144807 |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| Koninklijke Ahold Delhaize NV 0.375% 3/18/2030 (b) | EUR | 120000 | 127123 |
| Food Products - 0.0% |  |  |  |
| JDE Peet's NV 0.5% 1/16/2029 (b) | EUR | 130000 | 141054 |
| TOTAL CONSUMER STAPLES |  |  | 412984 |
| Financials - 1.2% |  |  |  |
| Banks - 1.1% |  |  |  |
| ABN AMRO Bank NV 0.375% 1/14/2035 (b) | EUR | 200000 | 184398 |
| ABN AMRO Bank NV 0.5% 9/23/2029 (b) | EUR | 300000 | 321549 |
| ABN AMRO Bank NV 0.6% 1/15/2027 (b) | EUR | 300000 | 344473 |
| ABN AMRO Bank NV 1.375% 1/12/2037 (b) | EUR | 400000 | 387199 |
| ABN AMRO Bank NV 4.5% 11/21/2034 (b) | EUR | 100000 | 127159 |
| BNG Bank NV 0% 1/20/2031 (b) | EUR | 120000 | 122654 |
| BNG Bank NV 0.75% 1/24/2029 (b) | EUR | 2384000 | 2654855 |
| BNG Bank NV 3.3% 7/17/2028 (b) | AUD | 1267000 | 823284 |
| Cooperatieve Rabobank UA 0.25% 10/30/2026 (b) | EUR | 500000 | 574482 |
| Cooperatieve Rabobank UA 0.625% 2/25/2033 (b) | EUR | 100000 | 97586 |
| Cooperatieve Rabobank UA 1.125% 5/7/2031 (b) | EUR | 100000 | 105585 |
| Cooperatieve Rabobank UA 1.25% 3/23/2026 (b) | EUR | 79000 | 92358 |
| Cooperatieve Rabobank UA 1.875% 7/12/2028 (b)(h) | GBP | 200000 | 257277 |
| Cooperatieve Rabobank UA 3.202% 5/6/2036 (b) | EUR | 400000 | 474184 |
| ING Bank NV 3% 5/21/2034 (b) | EUR | 300000 | 352911 |
| ING Groep NV 0.25% 2/1/2030 (b)(h) | EUR | 200000 | 215112 |
| ING Groep NV 0.25% 2/18/2029 (b)(h) | EUR | 500000 | 554190 |
| ING Groep NV 1% 11/16/2032 (b)(h) | EUR | 500000 | 566020 |
| ING Groep NV 2.125% 5/26/2031 (b)(h) | EUR | 400000 | 468367 |
| ING Groep NV 3% 2/18/2026 (b) | GBP | 100000 | 133689 |
| ING Groep NV 3.5% 9/3/2030 (b)(h) | EUR | 300000 | 358559 |
| ING Groep NV 4.75% 5/23/2034 (b)(h) | EUR | 200000 | 254398 |
| ING Groep NV 4.875% 11/14/2027 (b)(h) | EUR | 200000 | 241136 |
| Nationale-Nederlanden Bank NV/The Netherlands 1% 9/25/2028 (b) | EUR | 700000 | 786682 |
| Nederlandse Waterschapsbank NV 0.75% 10/4/2041 (b) | EUR | 748000 | 576834 |
| Nederlandse Waterschapsbank NV 3.3% 5/2/2029 (b) | AUD | 40000 | 25755 |
|  |  |  | 11100696 |
| Financial Services - 0.0% |  |  |  |
| EXOR NV 1.75% 1/18/2028 (b) | EUR | 170000 | 195433 |
| Insurance - 0.1% |  |  |  |
| ASR Nederland NV 3.375% 5/2/2049 (b)(h) | EUR | 100000 | 117541 |
| NN Group NV 4.625% 1/13/2048 (b)(h) | EUR | 180000 | 218691 |
|  |  |  | 336232 |
| TOTAL FINANCIALS |  |  | 11632361 |
| Health Care - 0.0% |  |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |  |
| Koninklijke Philips NV 2.125% 11/5/2029 (b) | EUR | 110000 | 125640 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Royal Schiphol Group NV 2% 4/6/2029 (b) | EUR | 117000 | 134019 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| CTP NV 0.625% 9/27/2026 (b) | EUR | 110000 | 126692 |
| CTP NV 0.75% 2/18/2027 (b) | EUR | 108000 | 123536 |
| CTP NV 1.25% 6/21/2029 (b) | EUR | 220000 | 241770 |
|  |  |  | 491998 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| Enexis Holding NV 0.75% 7/2/2031 (b) | EUR | 100000 | 103462 |
| Tennet Netherlands BV 0.875% 6/16/2035 (b) | EUR | 574000 | 548363 |
|  |  |  | 651825 |
| Multi-Utilities - 0.0% |  |  |  |
| Stedin Holding NV 0% 11/16/2026 (b) | EUR | 117000 | 133794 |
| TOTAL UTILITIES |  |  | 785619 |
| TOTAL NETHERLANDS |  |  | 13704539 |
| NEW ZEALAND - 0.1%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| Westpac Securities NZ Ltd/London 0.01% 6/8/2028 (b) | EUR | 998000 | 1096421 |
| NORWAY - 0.3%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Telenor ASA 0.75% 5/31/2026 (b) | EUR | 100000 | 116304 |
| Telenor ASA 1.125% 5/31/2029 (b) | EUR | 157000 | 174450 |
|  |  |  | 290754 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Equinor ASA 1.375% 5/22/2032 (b) | EUR | 241000 | 253073 |
| Financials - 0.2% |  |  |  |
| Banks - 0.2% |  |  |  |
| DNB Bank ASA 3.125% 9/21/2027 (b)(h) | EUR | 170000 | 201220 |
| DNB Bank ASA 4% 8/17/2027 (b)(h) | GBP | 100000 | 134069 |
| DNB Bank ASA 4.625% 11/1/2029 (b)(h) | EUR | 200000 | 247926 |
| SpareBank 1 Boligkreditt AS 0.01% 9/22/2027 (b) | EUR | 1151000 | 1293341 |
|  |  |  | 1876556 |
| Capital Markets - 0.0% |  |  |  |
| Kommunalbanken AS 0.6% 6/1/2026  | AUD | 500000 | 323793 |
| TOTAL FINANCIALS |  |  | 2200349 |
| Real Estate - 0.1% |  |  |  |
| Real Estate Management & Development - 0.1% |  |  |  |
| DNB Boligkreditt AS 2.625% 1/28/2030 (b) | EUR | 460000 | 540894 |
| TOTAL NORWAY |  |  | 3285070 |
| PORTUGAL - 0.1%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| Banco Santander Totta SA 3.25% 2/15/2031 (b) | EUR | 100000 | 120109 |
| Banco Santander Totta SA 3.375% 4/19/2028 (b) | EUR | 400000 | 480859 |
|  |  |  | 600968 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| EDP Finance BV 1.875% 9/21/2029 (b) | EUR | 100000 | 113187 |
| TOTAL PORTUGAL |  |  | 714155 |
| SOUTH AFRICA - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Anglo American Capital PLC 3.75% 6/15/2029 (b) | EUR | 260000 | 313245 |
| SPAIN - 0.7%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |  |
| Telefonica Emisiones SA 0.664% 2/3/2030 (b) | EUR | 300000 | 319669 |
| Telefonica Emisiones SA 1.93% 10/17/2031 (b) | EUR | 300000 | 328231 |
|  |  |  | 647900 |
| Financials - 0.4% |  |  |  |
| Banks - 0.4% |  |  |  |
| Banco Bilbao Vizcaya Argentaria SA 4.375% 10/14/2029 (b) | EUR | 300000 | 374148 |
| Banco Bilbao Vizcaya Argentaria SA 5.75% 9/15/2033 (b)(h) | EUR | 300000 | 377517 |
| Banco Santander SA 0.2% 2/11/2028 (b) | EUR | 300000 | 334095 |
| Banco Santander SA 0.5% 3/24/2027 (b)(h) | EUR | 100000 | 116410 |
| Banco Santander SA 1.375% 1/5/2026 (b) | EUR | 300000 | 351488 |
| Banco Santander SA 2.125% 2/8/2028 (b) | EUR | 100000 | 116338 |
| Banco Santander SA 3.25% 4/2/2029 (b)(h) | EUR | 300000 | 356554 |
| Banco Santander SA 3.5% 1/9/2030 (b)(h) | EUR | 300000 | 359771 |
| Banco Santander SA 3.75% 1/9/2034 (b) | EUR | 200000 | 241249 |
| Banco Santander SA 5.125% 1/25/2030 (b) | GBP | 100000 | 136912 |
| Banco Santander SA 5.75% 8/23/2033 (b)(h) | EUR | 100000 | 125168 |
| CaixaBank SA 0.5% 2/9/2029 (b)(h) | EUR | 400000 | 447202 |
| CaixaBank SA 0.75% 5/26/2028 (b)(h) | EUR | 300000 | 342365 |
| CaixaBank SA 1.5% 12/3/2026 (b)(h) | GBP | 200000 | 267652 |
| CaixaBank SA 5% 7/19/2029 (b)(h) | EUR | 100000 | 124404 |
| CaixaBank SA 5.375% 11/14/2030 (b)(h) | EUR | 200000 | 256653 |
| CaixaBank SA 6.25% 2/23/2033 (b)(h) | EUR | 300000 | 376912 |
|  |  |  | 4704838 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Abertis Infraestructuras SA 2.375% 9/27/2027 (b) | EUR | 400000 | 467015 |
| Information Technology - 0.1% |  |  |  |
| Communications Equipment - 0.1% |  |  |  |
| Cellnex Finance Co SA 1% 9/15/2027 (b) | EUR | 400000 | 455835 |
| Cellnex Finance Co SA 3.625% 1/24/2029 (b) | EUR | 200000 | 240253 |
|  |  |  | 696088 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Iberdrola Finanzas SA 3.375% 11/22/2032 (b) | EUR | 200000 | 237374 |
| Gas Utilities - 0.1% |  |  |  |
| Naturgy Finance Iberia SA 1.25% 1/15/2026 (b) | EUR | 200000 | 234150 |
| Naturgy Finance Iberia SA 1.5% 1/29/2028 (b) | EUR | 100000 | 114625 |
|  |  |  | 348775 |
| TOTAL UTILITIES |  |  | 586149 |
| TOTAL SPAIN |  |  | 7101990 |
| SWEDEN - 1.2%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Telia Co AB 0.125% 11/27/2030 (b) | EUR | 310000 | 315985 |
| Financials - 1.1% |  |  |  |
| Banks - 0.8% |  |  |  |
| Lansforsakringar Hypotek AB 1.5% 9/16/2026 (b) | SEK | 5600000 | 592259 |
| Lansforsakringar Hypotek AB 3.75% 9/30/2030 (b) | SEK | 4000000 | 444598 |
| Nordea Hypotek AB 0.5% 9/16/2026 (b) | SEK | 15200000 | 1591953 |
| Skandinaviska Enskilda Banken AB 0.625% 11/12/2029 (b) | EUR | 200000 | 214124 |
| Skandinaviska Enskilda Banken AB 0.75% 11/15/2027 (b) | EUR | 100000 | 113661 |
| Skandinaviska Enskilda Banken AB 1.75% 11/11/2026 (b) | EUR | 210000 | 245223 |
| Skandinaviska Enskilda Banken AB 3% 11/6/2028 (b) | SEK | 4000000 | 432184 |
| Skandinaviska Enskilda Banken AB 3.25% 5/4/2028 (b) | EUR | 250000 | 299677 |
| Skandinaviska Enskilda Banken AB 3.75% 2/7/2028 (b) | EUR | 160000 | 193018 |
| Stadshypotek AB 0.375% 3/13/2026 (b) | EUR | 500000 | 582557 |
| Stadshypotek AB 2% 9/1/2028 (b) | SEK | 10000000 | 1050976 |
| Svenska Handelsbanken AB 0.5% 2/18/2030 (b) | EUR | 200000 | 211899 |
| Svenska Handelsbanken AB 1.375% 2/23/2029 (b) | EUR | 110000 | 123287 |
| Sveriges Sakerstallda Obligationer AB 2% 6/17/2026 (b) | SEK | 11000000 | 1168832 |
| Sveriges Sakerstallda Obligationer AB 3.5% 6/14/2028 (b) | SEK | 8000000 | 875209 |
| Swedbank AB 0.3% 5/20/2027 (b)(h) | EUR | 240000 | 278194 |
| Swedbank AB 2.1% 5/25/2027 (b) | EUR | 108000 | 126294 |
|  |  |  | 8543945 |
| Financial Services - 0.3% |  |  |  |
| Danske Hypotek AB 3.5% 12/15/2027 (b) | SEK | 8000000 | 872385 |
| Investor AB 1.5% 9/12/2030 (b) | EUR | 220000 | 241828 |
| Kommuninvest I Sverige AB 1% 11/12/2026 (b) | SEK | 6710000 | 705344 |
| Swedbank Hypotek AB 3% 10/29/2030 (b) | SEK | 2800000 | 300901 |
| Swedbank Hypotek AB 3% 3/28/2029 (b) | SEK | 1900000 | 205279 |
| Swedbank Hypotek AB 3.125% 7/5/2028 (b) | EUR | 390000 | 466154 |
|  |  |  | 2791891 |
| TOTAL FINANCIALS |  |  | 11335836 |
| Real Estate - 0.1% |  |  |  |
| Real Estate Management & Development - 0.1% |  |  |  |
| Akelius Residential Property Financing BV 1% 1/17/2028 (b) | EUR | 100000 | 112382 |
| Balder Finland Oyj 1% 1/18/2027 (b) | EUR | 260000 | 298662 |
| Fastighets AB Balder 1.25% 1/28/2028 (b) | EUR | 108000 | 122074 |
| Heimstaden Bostad Treasury BV 1.375% 7/24/2028 (b) | EUR | 135000 | 150957 |
| Samhallsbyggnadsbolaget i Norden AB 2.25% 8/12/2027 (b)(i) | EUR | 108000 | 104850 |
|  |  |  | 788925 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Vattenfall AB 0.125% 2/12/2029 (b) | EUR | 108000 | 116911 |
| TOTAL SWEDEN |  |  | 12557657 |
| SWITZERLAND - 0.8%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Swisscom Finance BV 0.375% 11/14/2028 (b) | EUR | 590000 | 648318 |
| Financials - 0.8% |  |  |  |
| Banks - 0.3% |  |  |  |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0% 3/13/2028 (b) | CHF | 600000 | 749319 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0% 7/25/2031 (b) | CHF | 340000 | 414283 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0.1% 12/3/2031 (b) | CHF | 795000 | 971695 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0.125% 3/23/2032 (b) | CHF | 1000000 | 1220774 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0.5% 11/24/2028 (b) | CHF | 40000 | 50554 |
| UBS AG/Australia 5.808% 11/24/2028 (b) | AUD | 90000 | 62245 |
|  |  |  | 3468870 |
| Capital Markets - 0.2% |  |  |  |
| UBS AG/London 0.25% 9/1/2028 (b) | EUR | 390000 | 428689 |
| UBS Group AG 0.65% 1/14/2028 (b)(h) | EUR | 100000 | 114615 |
| UBS Group AG 1% 6/24/2027 (b)(h) | EUR | 150000 | 174351 |
| UBS Group AG 2.125% 11/15/2029 (b)(h) | GBP | 130000 | 162427 |
| UBS Group AG 2.875% 4/2/2032 (b)(h) | EUR | 420000 | 483620 |
| UBS Group AG 7.75% 3/1/2029 (b)(h) | EUR | 260000 | 340296 |
|  |  |  | 1703998 |
| Financial Services - 0.3% |  |  |  |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG 0% 10/26/2029 (b) | CHF | 50000 | 61834 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG 0% 8/26/2049 (b) | CHF | 520000 | 511525 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG 0.125% 12/19/2031 (b) | CHF | 1270000 | 1556676 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG 0.125% 3/19/2031 (b) | CHF | 460000 | 566212 |
|  |  |  | 2696247 |
| Insurance - 0.0% |  |  |  |
| Argentum Netherlands BV for Zurich Insurance Co Ltd 2.75% 2/19/2049 (b)(h) | EUR | 120000 | 138747 |
| Zurich Finance Ireland Designated Activity Co 1.625% 6/17/2039 (b) | EUR | 100000 | 93408 |
|  |  |  | 232155 |
| TOTAL FINANCIALS |  |  | 8101270 |
| Industrials - 0.0% |  |  |  |
| Building Products - 0.0% |  |  |  |
| ABB Finance BV 0% 1/19/2030 (b) | EUR | 130000 | 135543 |
| Materials - 0.0% |  |  |  |
| Construction Materials - 0.0% |  |  |  |
| Holcim Finance Luxembourg SA 0.5% 4/23/2031 (b) | EUR | 130000 | 132164 |
| TOTAL SWITZERLAND |  |  | 9017295 |
| UNITED KINGDOM - 1.6%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| British Telecommunications PLC 3.75% 5/13/2031 (b) | EUR | 270000 | 326653 |
| Media - 0.0% |  |  |  |
| Informa PLC 1.25% 4/22/2028 (b) | EUR | 250000 | 283276 |
| WPP Finance SA 4.125% 5/30/2028 (b) | EUR | 170000 | 205805 |
|  |  |  | 489081 |
| Wireless Telecommunication Services - 0.1% |  |  |  |
| CK Hutchison Group Telecom Finance SA 1.125% 10/17/2028 (b) | EUR | 100000 | 111781 |
| Vodafone International Financing DAC 3.75% 12/2/2034 (b) | EUR | 330000 | 391514 |
|  |  |  | 503295 |
| TOTAL COMMUNICATION SERVICES |  |  | 1319029 |
| Consumer Staples - 0.1% |  |  |  |
| Beverages - 0.0% |  |  |  |
| CCEP Finance Ireland DAC 0.875% 5/6/2033 (b) | EUR | 210000 | 206915 |
| Diageo Finance PLC 3.125% 2/28/2031 (b) | EUR | 270000 | 318754 |
|  |  |  | 525669 |
| Household Products - 0.0% |  |  |  |
| Reckitt Benckiser Treasury Services Nederland BV 0.75% 5/19/2030 (b) | EUR | 110000 | 118040 |
| Personal Care Products - 0.0% |  |  |  |
| Unilever Finance Netherlands BV 3.5% 2/15/2037 (b) | EUR | 170000 | 199726 |
| Tobacco - 0.1% |  |  |  |
| BAT International Finance PLC 2.25% 6/26/2028 (b) | GBP | 240000 | 303207 |
| BAT Netherlands Finance BV 3.125% 4/7/2028 (b) | EUR | 100000 | 118999 |
| BAT Netherlands Finance BV 5.375% 2/16/2031 (b) | EUR | 110000 | 141607 |
|  |  |  | 563813 |
| TOTAL CONSUMER STAPLES |  |  | 1407248 |
| Financials - 0.9% |  |  |  |
| Banks - 0.5% |  |  |  |
| Barclays PLC 0.577% 8/9/2029 (b)(h) | EUR | 300000 | 331203 |
| Barclays PLC 1.106% 5/12/2032 (b)(h) | EUR | 110000 | 114552 |
| Barclays PLC 1.125% 3/22/2031 (b)(h) | EUR | 230000 | 268117 |
| Barclays PLC 3.25% 1/17/2033  | GBP | 299000 | 348895 |
| HSBC Holdings PLC 3% 5/29/2030 (h) | GBP | 130000 | 164322 |
| HSBC Holdings PLC 3% 7/22/2028 (h) | GBP | 110000 | 144102 |
| HSBC Holdings PLC 3.313% 5/13/2030 (b)(h) | EUR | 230000 | 272908 |
| HSBC Holdings PLC 3.445% 9/25/2030 (b)(h) | EUR | 200000 | 238018 |
| HSBC Holdings PLC 3.755% 5/20/2029 (b)(h) | EUR | 210000 | 252455 |
| HSBC Holdings PLC 6.364% 11/16/2032 (b)(h) | EUR | 270000 | 338899 |
| HSBC Holdings PLC 8.201% 11/16/2034 (b)(h) | GBP | 150000 | 222312 |
| Lloyds Bank PLC 0.125% 9/23/2029 (b) | EUR | 100000 | 106418 |
| Lloyds Banking Group PLC 1.985% 12/15/2031 (h) | GBP | 104000 | 135993 |
| Lloyds Banking Group PLC 2% 4/12/2028 (b)(h) | GBP | 140000 | 181294 |
| Lloyds Banking Group PLC 3.5% 11/6/2030 (b)(h) | EUR | 210000 | 251673 |
| Lloyds Banking Group PLC 5.802% 3/17/2029 (h) | AUD | 100000 | 68105 |
| NatWest Group PLC 1.043% 9/14/2032 (b)(h) | EUR | 230000 | 261213 |
| NatWest Group PLC 3.575% 9/12/2032 (b)(h) | EUR | 240000 | 286036 |
| NatWest Group PLC 4.771% 2/16/2029 (b)(h) | EUR | 120000 | 147515 |
| NatWest Markets PLC 6.375% 11/8/2027 (b) | GBP | 280000 | 390752 |
| Santander UK Group Holdings PLC 7.098% 11/16/2027 (b)(h) | GBP | 110000 | 151873 |
| Santander UK PLC 0.05% 1/12/2027 (b) | EUR | 200000 | 228368 |
| Standard Chartered PLC 0.8% 11/17/2029 (b)(h) | EUR | 110000 | 121161 |
| Standard Chartered PLC 0.85% 1/27/2028 (b)(h) | EUR | 107000 | 122953 |
|  |  |  | 5149137 |
| Capital Markets - 0.0% |  |  |  |
| London Stock Exchange Group PLC 1.75% 9/19/2029 (b) | EUR | 110000 | 123694 |
| Consumer Finance - 0.1% |  |  |  |
| Motability Operations Group PLC 1.5% 1/20/2041 (b) | GBP | 220000 | 162305 |
| Motability Operations Group PLC 3.5% 7/17/2031 (b) | EUR | 330000 | 391475 |
|  |  |  | 553780 |
| Financial Services - 0.2% |  |  |  |
| Clarion Funding PLC 1.25% 11/13/2032 (b) | GBP | 120000 | 124432 |
| LCR Finance PLC 5.1% 3/7/2051  | GBP | 93000 | 115548 |
| M&G PLC 5.625% 10/20/2051 (b)(h) | GBP | 104000 | 138175 |
| Nationwide Building Society 0.625% 3/25/2027 (b) | EUR | 903000 | 1035592 |
| Nationwide Building Society 3% 3/3/2030 (b) | EUR | 320000 | 376721 |
| Nationwide Building Society 6.178% 12/7/2027 (b)(h) | GBP | 110000 | 150639 |
|  |  |  | 1941107 |
| Insurance - 0.1% |  |  |  |
| Aviva PLC 6.875% 11/27/2053 (b)(h) | GBP | 100000 | 142670 |
| Legal & General Group PLC 5.125% 11/14/2048 (b)(h) | GBP | 100000 | 134704 |
| Pension Insurance Corp PLC 5.625% 9/20/2030 (b) | GBP | 100000 | 135202 |
| Phoenix Group Holdings PLC 5.867% 6/13/2029 (b) | GBP | 100000 | 136957 |
|  |  |  | 549533 |
| TOTAL FINANCIALS |  |  | 8317251 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| GlaxoSmithKline Capital PLC 1.625% 5/12/2035 (b) | GBP | 140000 | 137704 |
| Industrials - 0.1% |  |  |  |
| Commercial Services & Supplies - 0.0% |  |  |  |
| AA Bond Co Ltd 7.375% 7/31/2050 (b) | GBP | 120000 | 169341 |
| AA Bond Co Ltd 8.45% 7/31/2050 (b) | GBP | 130000 | 186092 |
|  |  |  | 355433 |
| Transportation Infrastructure - 0.1% |  |  |  |
| Gatwick Funding Ltd 2.5% 4/15/2032 (b) | GBP | 220000 | 267923 |
| Heathrow Funding Ltd 2.625% 3/16/2028 (b) | GBP | 440000 | 558814 |
| Heathrow Funding Ltd 3.661% 1/13/2033 (b) | CAD | 215000 | 154110 |
|  |  |  | 980847 |
| TOTAL INDUSTRIALS |  |  | 1336280 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Land Securities Capital Markets PLC 2.375% 3/29/2029 (b) | GBP | 160000 | 208110 |
| London & Quadrant Housing Trust 2% 3/31/2032 (b) | GBP | 112000 | 124587 |
| Segro Capital Sarl 1.25% 3/23/2026 (b) | EUR | 160000 | 186912 |
|  |  |  | 519609 |
| Utilities - 0.4% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| National Grid Electricity Distribution South West PLC 2.375% 5/16/2029 (b) | GBP | 250000 | 311401 |
| National Grid Electricity Transmission PLC 0.823% 7/7/2032 (b) | EUR | 140000 | 139641 |
| National Grid Electricity Transmission PLC 1.375% 9/16/2026 (b) | GBP | 200000 | 261666 |
| NIE Finance PLC 2.5% 10/27/2025 (b) | GBP | 200000 | 268604 |
| South Eastern Power Networks PLC 1.75% 9/30/2034 (b) | GBP | 100000 | 100304 |
|  |  |  | 1081616 |
| Multi-Utilities - 0.1% |  |  |  |
| Cadent Finance PLC 3.125% 3/21/2040 (b) | GBP | 100000 | 95003 |
| National Grid PLC 0.163% 1/20/2028 (b) | EUR | 220000 | 244610 |
| National Grid PLC 0.25% 9/1/2028 (b) | EUR | 130000 | 142601 |
| National Grid PLC 2.179% 6/30/2026 (b) | EUR | 430000 | 504367 |
| National Grid PLC 3.875% 1/16/2029 (b) | EUR | 220000 | 266307 |
|  |  |  | 1252888 |
| Water Utilities - 0.2% |  |  |  |
| Northumbrian Water Finance PLC 5.5% 10/2/2037 (b) | GBP | 100000 | 126840 |
| Severn Trent Utilities Finance PLC 2.625% 2/22/2033 (b) | GBP | 100000 | 112640 |
| Severn Trent Utilities Finance PLC 4.625% 11/30/2034 (b) | GBP | 100000 | 125937 |
| SW Finance I PLC 1.625% 3/30/2027 (b) | GBP | 150000 | 188998 |
| SW Finance I PLC 2.375% 5/28/2028 (b) | GBP | 200000 | 246024 |
| United Utilities Water Finance PLC 0.875% 10/28/2029 (b) | GBP | 200000 | 231506 |
| Yorkshire Water Finance PLC 1.75% 10/27/2032 (b) | GBP | 220000 | 228221 |
|  |  |  | 1260166 |
| TOTAL UTILITIES |  |  | 3594670 |
| TOTAL UNITED KINGDOM |  |  | 16631791 |
| UNITED STATES - 4.1%  |  |  |  |
| Communication Services - 0.6% |  |  |  |
| Diversified Telecommunication Services - 0.6% |  |  |  |
| AT&T Inc 0.25% 3/4/2026  | EUR | 100000 | 116404 |
| AT&T Inc 2.05% 5/19/2032  | EUR | 370000 | 402141 |
| AT&T Inc 2.9% 12/4/2026  | GBP | 2720000 | 3591943 |
| Verizon Communications Inc 1.125% 9/19/2035  | EUR | 220000 | 203263 |
| Verizon Communications Inc 1.3% 5/18/2033  | EUR | 120000 | 120686 |
| Verizon Communications Inc 2.1% 5/6/2026 (b) | AUD | 200000 | 130809 |
| Verizon Communications Inc 3.375% 10/27/2036  | GBP | 486000 | 528757 |
|  |  |  | 5094003 |
| Entertainment - 0.0% |  |  |  |
| Netflix Inc 3.625% 6/15/2030 (b) | EUR | 100000 | 121383 |
| Media - 0.0% |  |  |  |
| Comcast Corp 1.875% 2/20/2036  | GBP | 405000 | 390950 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| T-Mobile USA Inc 3.15% 2/11/2032  | EUR | 240000 | 279927 |
| TOTAL COMMUNICATION SERVICES |  |  | 5886263 |
| Consumer Discretionary - 0.2% |  |  |  |
| Automobiles - 0.1% |  |  |  |
| General Motors Financial Co Inc 3.9% 1/12/2028 (b) | EUR | 100000 | 120443 |
| Stellantis NV 2.75% 4/1/2032 (b) | EUR | 200000 | 216518 |
| Stellantis NV 3.375% 11/19/2028 (b) | EUR | 350000 | 414239 |
|  |  |  | 751200 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |  |
| Booking Holdings Inc 4.125% 5/12/2033  | EUR | 430000 | 529473 |
| Booking Holdings Inc 4.5% 11/15/2031  | EUR | 150000 | 188823 |
| McDonald's Corp 1.6% 3/15/2031 (b) | EUR | 200000 | 217087 |
|  |  |  | 935383 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |  |
| VF Corp 0.25% 2/25/2028  | EUR | 606000 | 652102 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 2338685 |
| Consumer Staples - 0.4% |  |  |  |
| Beverages - 0.1% |  |  |  |
| Coca-Cola Co/The 0.375% 3/15/2033  | EUR | 906000 | 868607 |
| PepsiCo Inc 0.4% 10/9/2032  | EUR | 250000 | 245163 |
|  |  |  | 1113770 |
| Consumer Staples Distribution & Retail - 0.2% |  |  |  |
| Mondelez International Holdings Netherlands BV 0.25% 9/9/2029 (b) | EUR | 310000 | 331056 |
| Mondelez International Holdings Netherlands BV 0.875% 10/1/2031 (b) | EUR | 110000 | 113054 |
| Nestle Finance International Ltd 0% 6/14/2026 (b) | EUR | 540000 | 624323 |
| Nestle Finance International Ltd 0.25% 6/14/2029 (b) | EUR | 120000 | 130486 |
| Nestle Finance International Ltd 1.25% 11/2/2029 (b) | EUR | 30000 | 33521 |
| Nestle Finance International Ltd 3% 1/23/2031 (b) | EUR | 200000 | 237604 |
| Nestle Finance International Ltd 3.25% 1/23/2037 (b) | EUR | 190000 | 218597 |
| Nestle Holdings Inc 1.375% 6/23/2033 (b) | GBP | 120000 | 126474 |
|  |  |  | 1815115 |
| Food Products - 0.0% |  |  |  |
| General Mills Inc 3.907% 4/13/2029  | EUR | 210000 | 254672 |
| Household Products - 0.0% |  |  |  |
| Procter & Gamble Co/The 1.8% 5/3/2029  | GBP | 381000 | 474822 |
| Tobacco - 0.1% |  |  |  |
| Altria Group Inc 2.2% 6/15/2027  | EUR | 398000 | 464968 |
| Altria Group Inc 3.125% 6/15/2031  | EUR | 174000 | 201934 |
| Philip Morris International Inc 1.45% 8/1/2039  | EUR | 100000 | 84896 |
| Philip Morris International Inc 2% 5/9/2036  | EUR | 210000 | 206793 |
|  |  |  | 958591 |
| TOTAL CONSUMER STAPLES |  |  | 4616970 |
| Energy - 0.1% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Schlumberger Finance BV 2% 5/6/2032 (b) | EUR | 230000 | 250682 |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| BP Capital Markets BV 0.933% 12/4/2040 (b) | EUR | 290000 | 216296 |
| BP Capital Markets PLC 1.637% 6/26/2029 (b) | EUR | 100000 | 112966 |
| Shell International Finance BV 0.5% 11/8/2031 (b) | EUR | 310000 | 313195 |
|  |  |  | 642457 |
| TOTAL ENERGY |  |  | 893139 |
| Financials - 1.5% |  |  |  |
| Banks - 0.3% |  |  |  |
| Bank of America Corp 0.694% 3/22/2031 (b)(h) | EUR | 486000 | 514416 |
| Bank of America Corp 1.667% 6/2/2029 (b)(h) | GBP | 100000 | 124870 |
| Citigroup Inc 4.112% 9/22/2033 (b)(h) | EUR | 220000 | 269594 |
| John Deere Bank SA 3.3% 10/15/2029 (b) | EUR | 200000 | 239513 |
| JPMorgan Chase & Co 0.389% 2/24/2028 (b)(h) | EUR | 792000 | 903432 |
| JPMorgan Chase & Co 1.001% 7/25/2031 (b)(h) | EUR | 100000 | 107200 |
| JPMorgan Chase & Co 1.638% 5/18/2028 (b)(h) | EUR | 210000 | 243235 |
| JPMorgan Chase & Co 3.588% 1/23/2036 (b)(h) | EUR | 220000 | 258073 |
| Wells Fargo & Co 2.125% 9/24/2031 (b) | GBP | 350000 | 406340 |
|  |  |  | 3066673 |
| Capital Markets - 0.2% |  |  |  |
| Athene Global Funding 0.832% 1/8/2027 (b) | EUR | 140000 | 160706 |
| Goldman Sachs Group Inc/The 0.75% 3/23/2032 (b) | EUR | 170000 | 171452 |
| Goldman Sachs Group Inc/The 1% 3/18/2033 (b) | EUR | 70000 | 70079 |
| Goldman Sachs Group Inc/The 1.25% 2/7/2029 (b) | EUR | 50000 | 55943 |
| Goldman Sachs Group Inc/The 1.875% 12/16/2030 (b) | GBP | 100000 | 117030 |
| Goldman Sachs Group Inc/The 2% 11/1/2028 (b) | EUR | 51000 | 58886 |
| Goldman Sachs Group Inc/The 3.125% 7/25/2029 (b) | GBP | 27000 | 34353 |
| Morgan Stanley 0.495% 10/26/2029 (h) | EUR | 100000 | 109566 |
| Morgan Stanley 1.102% 4/29/2033 (h) | EUR | 493000 | 502445 |
| Morgan Stanley 5.789% 11/18/2033 (h) | GBP | 170000 | 238026 |
| Nasdaq Inc 0.875% 2/13/2030  | EUR | 100000 | 107520 |
|  |  |  | 1626006 |
| Consumer Finance - 0.1% |  |  |  |
| Ford Credit Canada Co/Canada 4.222% 1/10/2028  | CAD | 300000 | 214990 |
| Ford Motor Credit Co LLC 2.33% 11/25/2025  | EUR | 100000 | 117378 |
| Ford Motor Credit Co LLC 4.867% 8/3/2027  | EUR | 320000 | 387473 |
| Ford Motor Credit Co LLC 6.125% 5/15/2028  | EUR | 130000 | 162923 |
| General Motors Financial of Canada Ltd 3.15% 2/8/2027  | CAD | 200000 | 143786 |
|  |  |  | 1026550 |
| Financial Services - 0.7% |  |  |  |
| Berkshire Hathaway Inc 2.15% 3/15/2028  | EUR | 797000 | 929609 |
| CRH SMW Finance DAC 4% 7/11/2031 (b) | EUR | 120000 | 146972 |
| DH Europe Finance II Sarl 0.2% 3/18/2026  | EUR | 2894000 | 3367226 |
| DH Europe Finance II Sarl 0.75% 9/18/2031  | EUR | 456000 | 469190 |
| DH Europe Finance II Sarl 1.35% 9/18/2039  | EUR | 192000 | 167062 |
| Fidelity National Information Services Inc 1.5% 5/21/2027  | EUR | 758000 | 874823 |
| Fiserv Inc 1.625% 7/1/2030  | EUR | 210000 | 230418 |
| Upjohn Finance BV 1.362% 6/23/2027 (b) | EUR | 460000 | 527642 |
|  |  |  | 6712942 |
| Insurance - 0.2% |  |  |  |
| Chubb INA Holdings LLC 1.55% 3/15/2028  | EUR | 639000 | 732290 |
| Marsh & McLennan Cos Inc 1.349% 9/21/2026  | EUR | 768000 | 889807 |
| Metropolitan Life Global Funding I 0.5% 5/25/2029 (b) | EUR | 100000 | 108395 |
| Metropolitan Life Global Funding I 1.625% 10/12/2028 (b) | GBP | 110000 | 136321 |
| Metropolitan Life Global Funding I 2.45% 1/12/2029 (b) | CAD | 230000 | 162225 |
| New York Life Global Funding 0.125% 7/23/2030 (b) | CHF | 215000 | 262822 |
| New York Life Global Funding 1.25% 12/17/2026 (b) | GBP | 290000 | 376825 |
|  |  |  | 2668685 |
| TOTAL FINANCIALS |  |  | 15100856 |
| Health Care - 0.4% |  |  |  |
| Health Care Equipment & Supplies - 0.2% |  |  |  |
| Becton Dickinson Euro Finance Sarl 1.208% 6/4/2026  | EUR | 1553000 | 1810843 |
| Medtronic Global Holdings SCA 1.75% 7/2/2049  | EUR | 227000 | 167156 |
| Thermo Fisher Scientific Finance I BV 1.625% 10/18/2041  | EUR | 150000 | 126552 |
|  |  |  | 2104551 |
| Health Care Providers & Services - 0.1% |  |  |  |
| McKesson Corp 3.125% 2/17/2029  | GBP | 573000 | 738072 |
| Life Sciences Tools & Services - 0.0% |  |  |  |
| Thermo Fisher Scientific Inc 1.875% 10/1/2049  | EUR | 106000 | 79729 |
| Pharmaceuticals - 0.1% |  |  |  |
| Johnson & Johnson 3.2% 6/1/2032  | EUR | 260000 | 310278 |
| MSD Netherlands Capital BV 3.7% 5/30/2044  | EUR | 100000 | 112627 |
| Pfizer Netherlands International Finance BV 3.25% 5/19/2032  | EUR | 220000 | 259799 |
| Roche Finance Europe BV 3.227% 5/3/2030 (b) | EUR | 380000 | 457611 |
|  |  |  | 1140315 |
| TOTAL HEALTH CARE |  |  | 4062667 |
| Industrials - 0.1% |  |  |  |
| Aerospace & Defense - 0.0% |  |  |  |
| GE Aerospace 2.125% 5/17/2037  | EUR | 230000 | 232276 |
| Air Freight & Logistics - 0.1% |  |  |  |
| FedEx Corp 0.95% 5/4/2033  | EUR | 371000 | 358949 |
| Building Products - 0.0% |  |  |  |
| Carrier Global Corp 4.125% 5/29/2028  | EUR | 260000 | 316510 |
| Electrical Equipment - 0.0% |  |  |  |
| Schneider Electric SE 3% 1/10/2031 (b) | EUR | 300000 | 354473 |
| Industrial Conglomerates - 0.0% |  |  |  |
| Honeywell International Inc 0.75% 3/10/2032  | EUR | 150000 | 151290 |
| Machinery - 0.0% |  |  |  |
| Illinois Tool Works Inc 1% 6/5/2031  | EUR | 100000 | 105106 |
| TOTAL INDUSTRIALS |  |  | 1518604 |
| Information Technology - 0.2% |  |  |  |
| IT Services - 0.1% |  |  |  |
| DXC Technology Co 1.75% 1/15/2026  | EUR | 914000 | 1071582 |
| IBM Corporation 1.2% 2/11/2040  | EUR | 272000 | 225330 |
|  |  |  | 1296912 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |  |
| Apple Inc 0.5% 11/15/2031  | EUR | 911000 | 938630 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 2235542 |
| Materials - 0.2% |  |  |  |
| Chemicals - 0.2% |  |  |  |
| Air Products and Chemicals Inc 0.5% 5/5/2028  | EUR | 1223000 | 1364782 |
| Dow Chemical Co/The 1.875% 3/15/2040  | EUR | 232000 | 197108 |
| Linde PLC 0.375% 9/30/2033 (b) | EUR | 200000 | 190651 |
| PPG Industries Inc 0.875% 11/3/2025  | EUR | 744000 | 872433 |
|  |  |  | 2624974 |
| Real Estate - 0.3% |  |  |  |
| Diversified REITs - 0.2% |  |  |  |
| Digital Dutch Finco BV 1.5% 3/15/2030 (b) | EUR | 100000 | 109104 |
| Digital Intrepid Holding BV 0.625% 7/15/2031 (b) | EUR | 280000 | 280603 |
| Equinix Europe 2 Financing Corp LLC 3.25% 3/15/2031  | EUR | 210000 | 245727 |
| WPC Eurobond BV 2.25% 4/9/2026  | EUR | 870000 | 1018908 |
|  |  |  | 1654342 |
| Industrial REITs - 0.1% |  |  |  |
| Prologis Euro Finance LLC 1.875% 1/5/2029  | EUR | 440000 | 501876 |
| Prologis LP 2.25% 6/30/2029  | GBP | 619000 | 767979 |
|  |  |  | 1269855 |
| Retail REITs - 0.0% |  |  |  |
| Realty Income Corp 1.75% 7/13/2033  | GBP | 413000 | 429490 |
| Specialized REITs - 0.0% |  |  |  |
| American Tower Corp 1% 1/15/2032  | EUR | 140000 | 142699 |
| Public Storage Operating Co 0.875% 1/24/2032  | EUR | 245000 | 248465 |
|  |  |  | 391164 |
| TOTAL REAL ESTATE |  |  | 3744851 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Duke Energy Corp 3.1% 6/15/2028  | EUR | 220000 | 260599 |
| Gas Utilities - 0.1% |  |  |  |
| National Grid North America Inc 3.247% 11/25/2029 (b) | EUR | 470000 | 558149 |
| TOTAL UTILITIES |  |  | 818748 |
| TOTAL UNITED STATES |  |  | 43841299 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $254,127,685) |  |  | <br> **261133834** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| FRANCE - 0.2%  |  |  |  |
| Energy - 0.2% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |  |
| TotalEnergies SE 2% (b)(h)(j) | EUR | 1020000 | 1190756 |
| TotalEnergies SE 2.125% (b)(h)(j) | EUR | 160000 | 167827 |
|  |  |  | 1358583 |
| Utilities - 0.0% |  |  |  |
| Multi-Utilities - 0.0% |  |  |  |
| Engie SA 1.5% (b)(h)(j) | EUR | 300000 | 340798 |
| Veolia Environnement SA 1.625% (b)(h)(j) | EUR | 100000 | 115716 |
|  |  |  | 456514 |
| TOTAL FRANCE |  |  | 1815097 |
| GERMANY - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobiles - 0.0% |  |  |  |
| Volkswagen International Finance NV 4.625% (b)(h)(j) | EUR | 300000 | 361760 |
| ITALY - 0.1%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Eni SpA 3.375% (b)(h)(j) | EUR | 220000 | 263194 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| Enel SpA 1.375% (b)(h)(j) | EUR | 430000 | 488540 |
| Enel SpA 6.375% (b)(h)(j) | EUR | 100000 | 127582 |
|  |  |  | 616122 |
| TOTAL ITALY |  |  | 879316 |
| SPAIN - 0.1%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Repsol International Finance BV 4.247% (b)(h)(j) | EUR | 200000 | 248470 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| Iberdrola Finanzas SA 1.575% (b)(h)(j) | EUR | 300000 | 345767 |
| Iberdrola International BV 1.825% (b)(h)(j) | EUR | 100000 | 110191 |
|  |  |  | 455958 |
| TOTAL SPAIN |  |  | 704428 |
| UNITED KINGDOM - 0.0%  |  |  |  |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| SSE PLC 3.74% (b)(h)(j) | GBP | 216000 | 293498 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $3,537,091) |  |  | <br> **4054099** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.2%** | &nbsp;&nbsp;**Money Market Funds - 0.2%** | &nbsp;&nbsp;**Money Market Funds - 0.2%** | &nbsp;&nbsp;**Money Market Funds - 0.2%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (k)<br>(Cost $2,045,068)<br>| 4.21 | 2044659 | **2045068** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 98.3%**<br> (Cost $1,081,426,368)<br>| <br>**1054317852** |
| **NET OTHER ASSETS (LIABILITIES) - 1.7%**  | **18528772** |
| **NET ASSETS - 100.0%** | **1072846624** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| Eurex Euro-Bobl Contracts (Germany) | 19 | 12/8/2025 | 2627982 | 183 | 183 |
| ICE United Kingdom of Great Britain and Northern Ireland Contracts (United Kingdom) | 7 | 12/29/2025 | 855195 | 4637 | 4637 |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **4820** |
| The notional amount of futures purchased as a percentage of Net Assets is 0.3% | The notional amount of futures purchased as a percentage of Net Assets is 0.3% | The notional amount of futures purchased as a percentage of Net Assets is 0.3% | The notional amount of futures purchased as a percentage of Net Assets is 0.3% | The notional amount of futures purchased as a percentage of Net Assets is 0.3% | The notional amount of futures purchased as a percentage of Net Assets is 0.3% |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| AUD | 60109000 | USD | 39551722 | Bank of America NA | 10/2/2025 | 222403 |
| AUD | 85000 | USD | 55948 | Bank of America NA | 10/2/2025 | 296 |
| CAD | 1085298 | USD | 779534 | State Street Bank & Trust Co | 10/1/2025 | 302 |
| CAD | 288000 | USD | 207327 | Goldman Sachs Bank USA | 10/2/2025 | (386) |
| CAD | 100750005 | USD | 72409088 | JPMorgan Chase Bank NA | 10/2/2025 | (15609) |
| CHF | 11785000 | USD | 14784845 | Goldman Sachs Bank USA | 10/2/2025 | 19501 |
| CHF | 173660 | USD | 218086 | Morgan Stanley Capital Services LLC | 10/2/2025 | 66 |
| CLP | 795759000 | USD | 840739 | Bank of America NA | 10/2/2025 | (13056) |
| CZK | 87110000 | USD | 4203269 | Canadian Imperial Bank of Commerce | 10/2/2025 | (2078) |
| CZK | 36000 | USD | 1738 | Goldman Sachs Bank USA | 10/2/2025 | (2) |
| DKK | 59003000 | USD | 9272754 | HSBC Bank USA NA | 10/2/2025 | 7292 |
| DKK | 29292000 | USD | 4616004 | Brown Brothers Harriman & Co. | 11/4/2025 | 2346 |
| EUR | 562793000 | USD | 661506892 | Bank of America NA | 10/2/2025 | (759770) |
| EUR | 737000 | USD | 865414 | Goldman Sachs Bank USA | 10/2/2025 | (139) |
| EUR | 618000 | USD | 724274 | Goldman Sachs Bank USA | 10/2/2025 | 1289 |
| EUR | 7987000 | USD | 9373711 | JPMorgan Chase Bank NA | 10/2/2025 | 3426 |
| EUR | 630000 | USD | 735051 | State Street Bank & Trust Co | 10/2/2025 | 4600 |
| GBP | 71481000 | USD | 95998983 | Bank of America NA | 10/2/2025 | 135813 |
| GBP | 1422000 | USD | 1911836 | Bank of America NA | 10/2/2025 | 611 |
| GBP | 1008000 | USD | 1355555 | JPMorgan Chase Bank NA | 10/2/2025 | 104 |
| GBP | 419000 | USD | 566190 | State Street Bank & Trust Co | 10/2/2025 | (2677) |
| HKD | 915584 | USD | 117649 | Canadian Imperial Bank of Commerce | 10/2/2025 | 6 |
| HUF | 307227000 | USD | 919553 | Bank of America NA | 10/2/2025 | 5318 |
| HUF | 57855000 | USD | 173355 | Goldman Sachs Bank USA | 10/2/2025 | 811 |
| IDR | 122359900000 | USD | 7330452 | Bank of America NA | 10/2/2025 | 11877 |
| ILS | 4000 | USD | 1207 | Goldman Sachs Bank USA | 10/3/2025 | 0 |
| ILS | 7409000 | USD | 2210229 | State Street Bank & Trust Co | 10/3/2025 | 26654 |
| JPY | 20035700000 | USD | 134847893 | JPMorgan Chase Bank NA | 10/2/2025 | 633731 |
| JPY | 92800000 | USD | 633781 | JPMorgan Chase Bank NA | 10/2/2025 | (6266) |
| JPY | 247700000 | USD | 1680082 | JPMorgan Chase Bank NA | 11/4/2025 | 1143 |
| KRW | 32371800000 | USD | 23069983 | Bank of America NA | 10/2/2025 | (20205) |
| MXN | 120209000 | USD | 6543550 | Bank of America NA | 10/2/2025 | 20405 |
| MXN | 2992000 | USD | 162273 | Bank of America NA | 10/2/2025 | 1104 |
| MXN | 25000 | USD | 1364 | Canadian Imperial Bank of Commerce | 10/2/2025 | 1 |
| MXN | 1470000 | USD | 78308 | Goldman Sachs Bank USA | 10/2/2025 | 1961 |
| MYR | 33986000 | USD | 8059284 | Goldman Sachs Bank USA | 10/2/2025 | 16278 |
| MYR | 33986000 | USD | 8063108 | Goldman Sachs Bank USA | 10/2/2025 | 12453 |
| NOK | 28592000 | USD | 2866395 | HSBC Bank USA NA | 10/2/2025 | (1336) |
| NOK | 15941000 | USD | 1596666 | Bank of America NA | 11/4/2025 | 1039 |
| NZD | 7982000 | USD | 4617787 | HSBC Bank USA NA | 10/2/2025 | 9778 |
| PEN | 4564000 | USD | 1305119 | Bank of America NA | 10/2/2025 | 9379 |
| PLN | 21967000 | USD | 6024160 | Canadian Imperial Bank of Commerce | 10/2/2025 | 19613 |
| PLN | 372000 | USD | 102353 | Goldman Sachs Bank USA | 10/2/2025 | (5) |
| RON | 7578000 | USD | 1746305 | Goldman Sachs Bank USA | 10/2/2025 | 3244 |
| SEK | 120585000 | USD | 12808978 | Bank of America NA | 10/2/2025 | (408) |
| SEK | 2100000 | USD | 223317 | Bank of America NA | 10/2/2025 | (255) |
| SGD | 98441 | USD | 76301 | Brown Brothers Harriman & Co. | 10/2/2025 | 13 |
| SGD | 7304831 | USD | 5663538 | HSBC Bank USA NA | 10/2/2025 | (659) |
| THB | 100000000 | USD | 3102411 | JPMorgan Chase Bank NA | 10/2/2025 | (20272) |
| THB | 157862000 | USD | 4874992 | JPMorgan Chase Bank NA | 10/2/2025 | (9466) |
| USD | 503600 | AUD | 772000 | Bank of America NA | 10/2/2025 | (7232) |
| USD | 30535820 | AUD | 46688000 | Bank of America NA | 10/2/2025 | (357630) |
| USD | 7850274 | AUD | 11984000 | Canadian Imperial Bank of Commerce | 10/2/2025 | (79539) |
| USD | 499373 | AUD | 750000 | JPMorgan Chase Bank NA | 10/2/2025 | 3098 |
| USD | 39692736 | AUD | 60296000 | Bank of America NA | 11/4/2025 | (224783) |
| USD | 92697 | CAD | 128000 | BNP Paribas SA | 10/2/2025 | 723 |
| USD | 15207023 | CAD | 21191000 | Bank of America NA | 10/2/2025 | (19678) |
| USD | 92893 | CAD | 128000 | Bank of America NA | 10/2/2025 | 920 |
| USD | 57928109 | CAD | 79619000 | JPMorgan Chase Bank NA | 10/2/2025 | 718222 |
| USD | 1331096 | CAD | 1849000 | BNP Paribas SA | 11/4/2025 | 231 |
| USD | 72709277 | CAD | 101007000 | JPMorgan Chase Bank NA | 11/4/2025 | 6911 |
| USD | 782028 | CAD | 1087000 | State Street Bank & Trust Co | 11/4/2025 | (368) |
| USD | 3072872 | CHF | 2450000 | BNP Paribas SA | 10/2/2025 | (4824) |
| USD | 11693042 | CHF | 9335000 | Goldman Sachs Bank USA | 10/2/2025 | (33608) |
| USD | 14812622 | CHF | 11761000 | Goldman Sachs Bank USA | 11/4/2025 | (23677) |
| USD | 339166 | CHF | 269000 | Morgan Stanley Capital Services LLC | 11/4/2025 | (173) |
| USD | 819947 | CLP | 795759000 | Goldman Sachs Bank USA | 10/2/2025 | (7735) |
| USD | 4148490 | CZK | 87146000 | HSBC Bank USA NA | 10/2/2025 | (54437) |
| USD | 5865641 | DKK | 37397000 | BNP Paribas SA | 10/2/2025 | (16194) |
| USD | 4603682 | DKK | 29281582 | Brown Brothers Harriman & Co. | 10/2/2025 | (1752) |
| USD | 3024030 | DKK | 19282000 | HSBC Bank USA NA | 10/2/2025 | (8661) |
| USD | 368450 | DKK | 2324000 | JPMorgan Chase Bank NA | 10/2/2025 | 2930 |
| USD | 9299930 | DKK | 59042000 | HSBC Bank USA NA | 11/4/2025 | (8981) |
| USD | 2893496 | EUR | 2457000 | Bank of America NA | 10/2/2025 | 8855 |
| USD | 2911699 | EUR | 2497000 | Bank of America NA | 10/2/2025 | (19904) |
| USD | 556387 | EUR | 475000 | Bank of America NA | 10/2/2025 | (1286) |
| USD | 4986801 | EUR | 4214000 | Brown Brothers Harriman & Co. | 10/2/2025 | 39355 |
| USD | 488802566 | EUR | 417548000 | Royal Bank of Canada | 10/2/2025 | (1419664) |
| USD | 161111742 | EUR | 137630000 | Royal Bank of Canada | 10/2/2025 | (472759) |
| USD | 663449259 | EUR | 563325000 | Bank of America NA | 11/4/2025 | 684747 |
| USD | 1890546 | EUR | 1606000 | JPMorgan Chase Bank NA | 11/4/2025 | 1051 |
| USD | 9421855 | EUR | 8012000 | JPMorgan Chase Bank NA | 11/4/2025 | (4443) |
| USD | 75511234 | GBP | 55816000 | Bank of America NA | 10/2/2025 | 444296 |
| USD | 92412 | GBP | 69000 | Bank of America NA | 10/2/2025 | (386) |
| USD | 22845979 | GBP | 17041000 | Canadian Imperial Bank of Commerce | 10/2/2025 | (72462) |
| USD | 2544180 | GBP | 1892000 | Bank of America NA | 11/4/2025 | (815) |
| USD | 96269921 | GBP | 71671000 | Bank of America NA | 11/4/2025 | (137236) |
| USD | 118661 | HKD | 924000 | Canadian Imperial Bank of Commerce | 10/2/2025 | (75) |
| USD | 118430 | HKD | 921000 | Canadian Imperial Bank of Commerce | 11/4/2025 | (17) |
| USD | 1069177 | HUF | 364095000 | HSBC Bank USA NA | 10/2/2025 | (26888) |
| USD | 2959 | HUF | 987000 | Royal Bank of Canada | 10/2/2025 | (12) |
| USD | 686181 | IDR | 11457094548 | CITIGROUP GLOBAL MKTS INC (ID) | 10/1/2025 | (1313) |
| USD | 712488 | IDR | 11896346716 | CITIGROUP GLOBAL MKTS INC (ID) | 10/1/2025 | (1364) |
| USD | 125980 | IDR | 2103470948 | CITIGROUP GLOBAL MKTS INC (ID) | 10/1/2025 | (241) |
| USD | 1539868 | IDR | 25726426756 | CITIGROUP GLOBAL MKTS INC (ID) | 10/1/2025 | (3872) |
| USD | 7441911 | IDR | 122359900000 | Bank of America NA | 10/2/2025 | 99583 |
| USD | 2228970 | ILS | 7413000 | Canadian Imperial Bank of Commerce | 10/3/2025 | (9120) |
| USD | 1178065 | JPY | 173300000 | Bank of America NA | 10/2/2025 | 6208 |
| USD | 421893 | JPY | 62400000 | Bank of America NA | 10/2/2025 | (57) |
| USD | 243212 | JPY | 35650000 | Brown Brothers Harriman & Co. | 10/2/2025 | 2146 |
| USD | 33119546 | JPY | 4950350000 | Canadian Imperial Bank of Commerce | 10/2/2025 | (354776) |
| USD | 1811940 | JPY | 268068866 | JPMorgan Chase Bank NA | 10/2/2025 | (745) |
| USD | 101764988 | JPY | 14906800000 | JPMorgan Chase Bank NA | 10/2/2025 | 965042 |
| USD | 135371586 | JPY | 20044200000 | JPMorgan Chase Bank NA | 11/4/2025 | (675275) |
| USD | 23214078 | KRW | 32371800000 | Bank of America NA | 10/2/2025 | 164300 |
| USD | 166053 | MXN | 3119000 | Bank of America NA | 10/2/2025 | (4259) |
| USD | 6496039 | MXN | 121577000 | State Street Bank & Trust Co | 10/2/2025 | (142616) |
| USD | 8029770 | MYR | 33986000 | Goldman Sachs Bank USA | 10/2/2025 | (45792) |
| USD | 8063108 | MYR | 33986000 | Goldman Sachs Bank USA | 10/2/2025 | (12453) |
| USD | 1576460 | NOK | 15742530 | Bank of America NA | 10/2/2025 | (1019) |
| USD | 606457 | NOK | 6048000 | Brown Brothers Harriman & Co. | 10/2/2025 | 418 |
| USD | 2238454 | NOK | 22544000 | HSBC Bank USA NA | 10/2/2025 | (20565) |
| USD | 2877927 | NOK | 28702000 | HSBC Bank USA NA | 11/4/2025 | 1236 |
| USD | 691871 | NZD | 1198000 | Brown Brothers Harriman & Co. | 10/2/2025 | (2669) |
| USD | 3752557 | NZD | 6380000 | HSBC Bank USA NA | 10/2/2025 | 53751 |
| USD | 236334 | NZD | 404000 | HSBC Bank USA NA | 10/2/2025 | 2115 |
| USD | 4632302 | NZD | 7997000 | HSBC Bank USA NA | 11/4/2025 | (10210) |
| USD | 1280871 | PEN | 4564000 | Goldman Sachs Bank USA | 10/2/2025 | (33626) |
| USD | 38507 | PLN | 141000 | Brown Brothers Harriman & Co. | 10/2/2025 | (286) |
| USD | 6068222 | PLN | 22178000 | Canadian Imperial Bank of Commerce | 10/2/2025 | (33603) |
| USD | 5494 | PLN | 20000 | HSBC Bank USA NA | 10/2/2025 | (9) |
| USD | 5080 | RON | 22000 | Brown Brothers Harriman & Co. | 10/2/2025 | 1 |
| USD | 1736512 | RON | 7556000 | Royal Bank of Canada | 10/2/2025 | (7959) |
| USD | 12140329 | SEK | 114751000 | Bank of America NA | 10/2/2025 | (48552) |
| USD | 843871 | SEK | 7934000 | Brown Brothers Harriman & Co. | 10/2/2025 | 1120 |
| USD | 12835093 | SEK | 120578000 | Bank of America NA | 11/4/2025 | (1751) |
| USD | 1232753 | SGD | 1592000 | Brown Brothers Harriman & Co. | 10/2/2025 | (1403) |
| USD | 4478557 | SGD | 5730000 | HSBC Bank USA NA | 10/2/2025 | 36524 |
| USD | 46627 | SGD | 60000 | Brown Brothers Harriman & Co. | 11/4/2025 | (14) |
| USD | 5683262 | SGD | 7312000 | HSBC Bank USA NA | 11/4/2025 | (797) |
| USD | 7956862 | THB | 257862000 | JPMorgan Chase Bank NA | 10/2/2025 | 9197 |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **(846317)** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 4425837 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (5272154) |

---

**Currency Abbreviations**

---

| | | |
|:---|:---|:---|
| AUD | - | Australian Dollar |
| CAD | - | Canadian Dollar |
| CHF | - | Swiss Franc |
| CLP | - | Chilean Peso |
| CZK | - | Czech Koruna |
| DKK | - | Danish Krone |
| EUR | - | European Monetary Unit (Euro) |
| GBP | - | British Pound Sterling |
| HKD | - | Hong Kong Dollar |
| HUF | - | Hungarian Forint |
| IDR | - | Indonesian Rupiah |
| ILS | - | Israeli Shekel |
| JPY | - | Japanese Yen |
| KRW | - | Korean Won |
| MXN | - | Mexican Peso |
| MYR | - | Malaysian Ringgit |
| NOK | - | Norwegian Krone |
| NZD | - | New Zealand Dollar |
| PEN | - | Peruvian New Sol |
| PLN | - | Polish Zloty |
| RON | - | Romanian Leu |
| RUB | - | Russian Ruble |
| SEK | - | Swedish Krona |
| SGD | - | Singapore Dollar |
| THB | - | Thai Baht |
| USD | - | United States Dollar |

---

**Legend**

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

(b) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $758,595,374 or 70.7% of net assets.

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $216,983,896 or 20.2% of net assets.

(d) Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $257,341.

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $76,845.

(f) Level 3 security.

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

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

(i) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

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

(k) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 5113906 | 357078649 | 360147308 | 350501 | (179) | - | 2045068 | 2044659 | 0.0% |
| Total | 5113906 | 357078649 | 360147308 | 350501 | (179) | - | 2045068 |  |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1062022715.84

**Total Liabilities:** $1643091.98

**Net Assets:** $1060379623.86

**Cash Not Reported:** $3209724.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6532.06004152 | **1-Year:** 57494.68968424 | **5-Year:** 157937.48435161 | **10-Year:** 224419.10710504 | **30-Year:** 131094.63008365

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

- **3-Month:** 165.32294040 | **1-Year:** 10323.22182679 | **5-Year:** 38636.15683896 | **10-Year:** 62626.36569452 | **30-Year:** 38879.39681021

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000214977 | 0.16%                | -0.11%               | 0.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $113412.78               | $-1998618.88                               |
| Month 2  | $636508.82               | $-4596835.32                               |
| Month 3  | $4176525.54              | $-6400095.50                               |

**Designated Index Information**

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

- **Index Identifier:** 87644778

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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      | $338898.53    | 0.03%             | 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      | $709032.69    | 0.07%             | 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      | $137951.75    | 0.01%             | 2042-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.8% 06/22/2027 144A REGS                                                            | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      39000 | PA      | $44813.98     | 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      | $3367225.61   | 0.32%             | 2026-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 2.125% 05/18/2032 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    6630000 | PA      | $594162.39    | 0.06%             | 2032-05-18      | Fixed         | 0.02%                 | 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      | $127734.64    | 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        |     300000 | PA      | $376911.68    | 0.04%             | 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      | $134157.00    | 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        |     860000 | PA      | $626124.74    | 0.06%             | 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      | $116320.37    | 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      | $3385883.94   | 0.32%             | 2043-09-01      | Fixed         | 0.04%                 | 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      | $114812.42    | 0.01%             | 2026-09-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 5.75%/VAR 06/01/2033 REGS                                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $376476.19    | 0.04%             | 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      | $175461.67    | 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      | $60654.45     | 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      | $113054.75    | 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      | $154110.37    | 0.01%             | 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: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    2060000 | PA      | $192695.89    | 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      | $1008277.78   | 0.10%             | 2033-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTERNATIONAL BV                                                       | IBERDROLA INTL BV EUSA5+NA PERP REGS                                                                    | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | EP               | CORP              | NL        |     100000 | PA      | $108823.32    | 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      | $255340.67    | 0.02%             | 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        |     660000 | PA      | $678818.10    | 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      | $47216.51     | 0.00%             | 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      | $33334.57     | 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      | $107588.58    | 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        |     704000 | PA      | $513909.38    | 0.05%             | 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      | $129286.06    | 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: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     330000 | PA      | $248404.95    | 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      | $304063.35    | 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      | $1318506.75   | 0.12%             | 2034-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC 1.043%/VAR 09/14/2032 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     230000 | PA      | $261212.88    | 0.02%             | 2032-09-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/CHF settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-4824.41     | -0.00%            |  |  |  | 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      | $1194809.35   | 0.11%             | 2033-12-01      | Fixed         | 0.03%                 | 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      | $211903.56    | 0.02%             | 2031-10-10      | Fixed         | 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      | $385663.98    | 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      | $112592.56    | 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        |     430000 | PA      | $488103.01    | 0.05%             |  |  |  | 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      | $35202.75     | 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      | $112848.85    | 0.01%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 2% 09/13/2036 REGS                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $95183.17     | 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      | $1177678.06   | 0.11%             | 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      | $326545.57    | 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      | $1076956.28   | 0.10%             | 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      | $28292.91     | 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        |     300000 | PA      | $360709.55    | 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      | $502444.89    | 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      | $107428.51    | 0.01%             | 2046-05-02      | Fixed         | 0.00%                 | 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      | $219254.93    | 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      | $112708.32    | 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      | $26446.85     | 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      | $390949.61    | 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      | $136750.36    | 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      | $135916.80    | 0.01%             | 2034-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.5% 06/20/2035                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1861250000 | PA      | $12423688.00  | 1.17%             | 2035-06-20      | Fixed         | 0.01%                 | 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      | $457610.71    | 0.04%             | 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      | $916148.00    | 0.09%             | 2030-11-25      | Fixed         | 0.00%                 | 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      | $302475.53    | 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      | $66347.44     | 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      | $240548.38    | 0.02%             | 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      | $110607.99    | 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      | $26447.35     | 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      | $3408645.93   | 0.32%             | 2041-10-22      | Fixed         | 0.01%                 | 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      | $254107.10    | 0.02%             | 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      | $415690.65    | 0.04%             | 2027-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 2.776% 09/03/2027 REGS                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     840000 | PA      | $994487.06    | 0.09%             | 2027-09-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: ILS/USD settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $26653.86     | 0.00%             |  |  |  | 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      | $243235.30    | 0.02%             | 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      | $174449.60    | 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      | $160706.54    | 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      | $146698.18    | 0.01%             | 2031-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.35% 07/30/2033 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     292000 | PA      | $328068.20    | 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      | $329511.17    | 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      | $112679.65    | 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      | $238026.01    | 0.02%             | 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      | $311400.62    | 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      | $535080.17    | 0.05%             | 2060-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 4.125%/VAR 03/08/2033 REGS                                                                      | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $241874.63    | 0.02%             | 2033-03-08      | Variable      | 0.04%                 | 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      | $244888.49    | 0.02%             | 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      | $303420.08    | 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      | $7151.57      | 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      | $464967.82    | 0.04%             | 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      | $3237401.14   | 0.31%             | 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      | $145328.75    | 0.01%             | 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      | $218333.73    | 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      | $1591953.46   | 0.15%             | 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: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     590000 | PA      | $561206.43    | 0.05%             | 2072-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 4.3%/VAR 01/23/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     230000 | PA      | $283144.25    | 0.03%             | 2031-01-23      | Variable      | 0.04%                 | 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      | $132096.74    | 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        |      29000 | PA      | $18853.02     | 0.00%             | 2047-02-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/CAD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $722.75       | 0.00%             |  |  |  | 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        |    5440000 | PA      | $6299057.77   | 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        |     330000 | PA      | $391474.76    | 0.04%             | 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      | $843815.33    | 0.08%             | 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        |    3240000 | PA      | $4413417.08   | 0.42%             | 2028-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 2.75% 06/21/2035 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    7850000 | PA      | $4557985.79   | 0.43%             | 2035-06-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 3.5% 12/21/2034 REGS                                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    2630000 | PA      | $1641771.66   | 0.15%             | 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      | $49861.66     | 0.00%             | 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      | $372852.86    | 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      | $389347.29    | 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      | $254641.96    | 0.02%             | 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      | $1588425.48   | 0.15%             | 2031-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB NAERINGSKREDITT AS                                                           | DNB NAERINGSKREDITT AS 2.625% 01/28/2030 REGS                                                           | CUSIP: N/A<br>LEI: 5967007LIEEXZX64HS18       | Long             | DBT              | CORP              | NO        |     460000 | PA      | $540893.90    | 0.05%             | 2030-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.6% 12/20/2033                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  301400000 | PA      | $1893428.29   | 0.18%             | 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      | $273996.90    | 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      | $43183.87     | 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      | $1512839.54   | 0.14%             | 2030-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: JPY/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6266.07     | -0.00%            |  |  |  | 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      | $389706.78    | 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      | $45788.18     | 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      | $104850.04    | 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      | $307893.24    | 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      | $6765.21      | 0.00%             | 2037-09-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: SEK/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-254.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                               | BELGIUM KINGDOM OF 0.35% 06/22/2032 144A REGS                                                           | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    2489000 | PA      | $2477409.14   | 0.23%             | 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      | $36943.31     | 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      | $234542.90    | 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      | $1522818.12   | 0.14%             | 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      | $591878.38    | 0.06%             | 2029-12-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVESTMENT TRUST                                              | RIOCAN REAL ESTATE INVT TR 2.361% 03/10/2027                                                            | CUSIP: 766910BF9<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |     440000 | PA      | $313343.11    | 0.03%             | 2027-03-10      | Fixed         | 0.02%                 | 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      | $2116038.41   | 0.20%             | 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      | $90025.87     | 0.01%             | 2048-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTERNATIONAL BK RECON and DEVEL 3.45% 09/13/2038                                                       | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | US        |     140000 | PA      | $166058.99    | 0.02%             | 2038-09-13      | Fixed         | 0.03%                 | 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      | $249439.13    | 0.02%             | 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      | $387095.02    | 0.04%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0.5% 06/28/2045 REGS                                                          | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     600000 | PA      | $760354.25    | 0.07%             | 2045-06-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | NATIONAL BANK OF CANADA 4.968% 12/07/2026                                                               | CUSIP: 63306AHU3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $294336.42    | 0.03%             | 2026-12-07      | Fixed         | 0.05%                 | 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      | $358004.41    | 0.03%             | 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      | $32178.47     | 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      | $119920.31    | 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      | $253976.03    | 0.02%             | 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      | $249721.30    | 0.02%             | 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      | $216517.55    | 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      | $64083.35     | 0.01%             | 2036-11-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | MANULIFE FINANCIAL CORP 5.409%/VAR 03/10/2033                                                           | CUSIP: 56501RAQ9<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     310000 | PA      | $233955.67    | 0.02%             | 2033-03-10      | Variable      | 0.05%                 | 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      | $1222080.24   | 0.12%             | 2029-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: USD/CNY settle 2025-10-09                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00         | 0.00%             |  |  |  | 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      | $564094.68    | 0.05%             | 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      | $531988.95    | 0.05%             | 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      | $104685.05    | 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      | $217535.03    | 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      | $59938.31     | 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      | $342999.37    | 0.03%             | 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      | $33521.22     | 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      | $116404.35    | 0.01%             | 2026-03-04      | Fixed         | 0.00%                 | 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      | $767978.39    | 0.07%             | 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      | $197107.84    | 0.02%             | 2040-03-15      | Fixed         | 0.02%                 | 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      | $1556675.64   | 0.15%             | 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      | $38685.18     | 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        |    1460000 | PA      | $1845379.11   | 0.17%             | 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      | $140307.19    | 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      | $109190.40    | 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      | $127256.78    | 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      | $1449166.28   | 0.14%             | 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      | $938630.72    | 0.09%             | 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      | $334244.58    | 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      | $351487.92    | 0.03%             | 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      | $115855.49    | 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      | $1094993.04   | 0.10%             | 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      | $119589.03    | 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      | $368225.02    | 0.03%             | 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      | $93407.65     | 0.01%             | 2039-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/AUD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7232.33     | -0.00%            |  |  |  | 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      | $234007.43    | 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      | $257238.20    | 0.02%             | 2026-11-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES NV                                                 | VOLKSWAGEN FIN SERV NV 3.25% 04/13/2027 REGS                                                            | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $263132.36    | 0.02%             | 2027-04-13      | Fixed         | 0.03%                 | 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      | $79294.21     | 0.01%             | 2026-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                                                   | LOBLAW COS LTD 3.564% 12/12/2029                                                                        | CUSIP: 539481AT8<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $145225.26    | 0.01%             | 2029-12-12      | Fixed         | 0.04%                 | 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      | $50555.43     | 0.00%             | 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      | $210987.77    | 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      | $236760.33    | 0.02%             | 2033-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/SEK settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-48551.51    | -0.00%            |  |  |  | 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      | $153408.71    | 0.01%             | 2030-04-30      | Fixed         | 0.01%                 | 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      | $115931.13    | 0.01%             | 2027-04-08      | Fixed         | 0.01%                 | 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      | $238164.90    | 0.02%             | 2032-06-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                                           | IBERDROLA FINANZAS SAU 1.575%/VAR PERP REGS                                                             | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | EP               | CORP              | ES        |     300000 | PA      | $340918.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                             | HEATHROW FUNDING LTD 2.625% 03/16/2028 REGS                                                             | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     440000 | PA      | $558813.98    | 0.05%             | 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      | $269594.48    | 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      | $234400.56    | 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      | $485785.85    | 0.05%             | 2034-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF SA                                                       | ARKEA PUBLIC SECTOR SCF SA 3.004% 01/27/2032 REGS                                                       | CUSIP: N/A<br>LEI: 9695002BGH4R9KJFC936       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $235813.36    | 0.02%             | 2032-01-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.25% 08/01/2036                                                                  | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     768000 | PA      | $613531.01    | 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        |    1750000 | PA      | $932145.80    | 0.09%             | 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      | $823283.17    | 0.08%             | 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      | $1162061.54   | 0.11%             | 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      | $114050.60    | 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      | $38730.08     | 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      | $136912.41    | 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      | $406340.47    | 0.04%             | 2031-09-24      | 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      | $228643.44    | 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      | $377341.47    | 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      | $115129.22    | 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      | $10759.73     | 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      | $237374.31    | 0.02%             | 2032-11-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 2% 06/25/2064 REGS                                                            | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     120000 | PA      | $243765.59    | 0.02%             | 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      | $889807.47    | 0.08%             | 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      | $116707.04    | 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      | $520708.46    | 0.05%             | 2029-09-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: CAD/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-385.84      | -0.00%            |  |  |  | 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      | $42767.38     | 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      | $70078.90     | 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      | $37369.13     | 0.00%             | 2041-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 4.867% 08/03/2027                                                              | CUSIP: 345397C76<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     320000 | PA      | $387473.24    | 0.04%             | 2027-08-03      | Fixed         | 0.05%                 | 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      | $164592.81    | 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      | $188037.46    | 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      | $1276095.42   | 0.12%             | 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      | $561828.60    | 0.05%             | 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      | $150957.33    | 0.01%             | 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      | $114134.72    | 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      | $113039.51    | 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      | $115536.68    | 0.01%             | 2029-06-25      | Fixed         | 0.03%                 | 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      | $263165.19    | 0.02%             | 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      | $213362.39    | 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      | $20690.15     | 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      | $832511.86    | 0.08%             | 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      | $812231.60    | 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        |     220000 | PA      | $241828.39    | 0.02%             | 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      | $118844.03    | 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      | $418708.16    | 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      | $391513.78    | 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      | $554190.05    | 0.05%             | 2029-02-18      | Variable      | 0.00%                 | 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      | $52098.37     | 0.00%             | 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: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     325000 | PA      | $263663.30    | 0.02%             | 2039-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: CZK/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2.13        | -0.00%            |  |  |  | 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      | $323073.96    | 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        |     300000 | PA      | $305147.16    | 0.03%             | 2031-11-19      | Fixed         | 0.01%                 | 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      | $232361.58    | 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      | $47162.74     | 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      | $117394.53    | 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      | $340323.01    | 0.03%             | 2050-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA 2.14%/VAR 11/03/2031                                                               | CUSIP: 780086UA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     650000 | PA      | $463710.57    | 0.04%             | 2031-11-03      | Variable      | 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      | $533525.78    | 0.05%             | 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      | $2881029.63   | 0.27%             | 2035-07-04      | Fixed         | 0.00%                 | 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      | $123433.93    | 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      | $190650.99    | 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      | $76196.20     | 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        |    1210000 | PA      | $717981.42    | 0.07%             | 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      | $104518.23    | 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      | $1364688.46   | 0.13%             | 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      | $97434.41     | 0.01%             | 2034-11-20      | 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      | $97604.41     | 0.01%             | 2027-03-22      | Fixed         | 0.01%                 | 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      | $344472.89    | 0.03%             | 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      | $112892.62    | 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      | $6621.40      | 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      | $136956.68    | 0.01%             | 2029-06-13      | Fixed         | 0.06%                 | 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      | $184172.11    | 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: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     700000 | PA      | $568977.08    | 0.05%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 2.75% 01/15/2047 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     810000 | PA      | $869914.17    | 0.08%             | 2047-01-15      | 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      | $267454.73    | 0.03%             | 2026-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.7% 01/31/2030                                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    5210000 | PA      | $6165539.17   | 0.58%             | 2030-01-31      | Fixed         | 0.03%                 | 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      | $786682.43    | 0.07%             | 2028-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.2% 10/10/2030 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   16840000 | PA      | $19668785.94  | 1.85%             | 2030-10-10      | Fixed         | 0.02%                 | 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      | $268603.87    | 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      | $422413.13    | 0.04%             | 2028-03-01      | 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      | $237633.12    | 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      | $106651.62    | 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      | $512458.42    | 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      | $264029.54    | 0.02%             | 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      | $429490.18    | 0.04%             | 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      | $70749.30     | 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      | $113661.20    | 0.01%             | 2027-11-15      | Fixed         | 0.01%                 | 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      | $150638.81    | 0.01%             | 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      | $25110.70     | 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      | $33978.63     | 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      | $154662.28    | 0.01%             | 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      | $1208552.85   | 0.11%             | 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      | $34688.01     | 0.00%             | 2029-06-19      | Fixed         | 0.01%                 | 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      | $45139.87     | 0.00%             | 2042-04-13      | Fixed         | 0.03%                 | 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      | $468367.31    | 0.04%             | 2031-05-26      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: RON/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3244.34      | 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      | $100749.67    | 0.01%             | 2041-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.5% 05/31/2027                                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    3740000 | PA      | $4419286.18   | 0.42%             | 2027-05-31      | Fixed         | 0.03%                 | 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      | $971694.71    | 0.09%             | 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      | $211995.47    | 0.02%             | 2042-07-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.55% 02/25/2027 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1820000 | PA      | $2148115.12   | 0.20%             | 2027-02-25      | Fixed         | 0.03%                 | 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      | $63817.07     | 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      | $781919.44    | 0.07%             | 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      | $78701.73     | 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      | $710088.73    | 0.07%             | 2032-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/DKK settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8661.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA 1.875%/VAR 07/10/2042 REGS                                                                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     253000 | PA      | $266732.20    | 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      | $708307.70    | 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      | $140330.36    | 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      | $761818.67    | 0.07%             | 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      | $727911.00    | 0.07%             | 2034-02-20      | Fixed         | 0.03%                 | 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      | $136320.96    | 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      | $176330.18    | 0.02%             | 2033-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: EUR/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-139.22      | -0.00%            |  |  |  | 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      | $6085675.45   | 0.57%             | 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      | $240252.98    | 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      | $499288.24    | 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      | $329696.72    | 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      | $49125.24     | 0.00%             | 2029-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/KRW settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $164300.07    | 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      | $2302914.07   | 0.22%             | 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        |    2770000 | PA      | $1906408.13   | 0.18%             | 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      | $43471.73     | 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      | $1531560.33   | 0.14%             | 2027-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: MXN/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $20405.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                                                   | BRUCE POWER LP 4.7% 12/21/2027                                                                          | CUSIP: 116705AL8<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |     410000 | PA      | $304711.58    | 0.03%             | 2027-12-21      | Fixed         | 0.05%                 | 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      | $76948.83     | 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      | $21556.37     | 0.00%             | 2029-04-05      | Fixed         | 0.03%                 | 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      | $208647.80    | 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      | $755632.34    | 0.07%             | 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      | $1211379.30   | 0.11%             | 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      | $325301.02    | 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      | $481586.86    | 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      | $452180.73    | 0.04%             | 2034-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                                              | UNICREDIT BANK GMBH 0.25% 01/15/2032 REGS                                                               | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      39000 | PA      | $39092.78     | 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      | $50995.80     | 0.00%             | 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      | $392147.45    | 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      | $218597.05    | 0.02%             | 2037-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 2% 05/15/2032                                                                 | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     380000 | PA      | $197344.44    | 0.02%             | 2032-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.65% 06/15/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    4740000 | PA      | $5607791.22   | 0.53%             | 2028-06-15      | 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        |     200000 | PA      | $241248.53    | 0.02%             | 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      | $358558.70    | 0.03%             | 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        |    1100000 | PA      | $1317441.66   | 0.12%             | 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      | $123147.21    | 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      | $29365.96     | 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        |     300000 | PA      | $343374.71    | 0.03%             | 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      | $455834.58    | 0.04%             | 2027-09-15      | 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      | $243731.25    | 0.02%             | 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      | $124432.49    | 0.01%             | 2032-11-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: HUF/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $5318.28      | 0.00%             |  |  |  | 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      | $528756.83    | 0.05%             | 2036-10-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: THB/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20271.57    | -0.00%            |  |  |  | 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      | $1681275.15   | 0.16%             | 2053-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC(UNGTD) 3% 03/03/2030 REGS                                                       | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     320000 | PA      | $376720.82    | 0.04%             | 2030-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPCE SFH                                                                         | BPCE SFH 3.375% 06/27/2033 REGS                                                                         | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $478849.50    | 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: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     520000 | PA      | $400617.41    | 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      | $591402.39    | 0.06%             | 2026-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK DER SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                        | PFANDBRIEFBANK SCHWEIZERISCHER 0.125% 03/23/2032 REGS                                                   | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $1220773.64   | 0.12%             | 2032-03-23      | Fixed         | 0.00%                 | 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      | $7933.34      | 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      | $21982.20     | 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      | $115865.82    | 0.01%             | 2028-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                      | COMMONWEALTH BANK AUSTRALIA 4.4% 08/18/2027                                                             | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     260000 | PA      | $173423.50    | 0.02%             | 2027-08-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                                              | UNICREDIT BANK GMBH 0.85% 05/22/2034 REGS                                                               | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |     102000 | PA      | $99419.99     | 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      | $385579.54    | 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      | $133992.28    | 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      | $1174363.26   | 0.11%             | 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        |     260000 | PA      | $313244.52    | 0.03%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/RON settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.78         | 0.00%             |  |  |  | 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      | $108395.61    | 0.01%             | 2029-05-25      | Fixed         | 0.01%                 | 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      | $705344.15    | 0.07%             | 2026-11-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: EUR/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1288.53      | 0.00%             |  |  |  | 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      | $1110634.58   | 0.10%             | 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      | $355090.92    | 0.03%             | 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      | $2475845.21   | 0.23%             | 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      | $469190.47    | 0.04%             | 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      | $376539.45    | 0.04%             | 2027-12-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/JPY settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6208.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: USD/CNY settle 2025-10-09                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00         | 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      | $456821.35    | 0.04%             | 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        |     200000 | PA      | $240459.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/JPY settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-354775.65   | -0.03%            |  |  |  | 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      | $228506.09    | 0.02%             | 2042-01-17      | Fixed         | 0.01%                 | 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      | $226600.93    | 0.02%             | 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      | $112469.31    | 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      | $648318.18    | 0.06%             | 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      | $25830.13     | 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      | $231668.30    | 0.02%             | 2031-06-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.75% 11/21/2032 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     490000 | PA      | $278811.20    | 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        |     430000 | PA      | $529471.92    | 0.05%             | 2033-05-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                                              | UNICREDIT BANK GMBH 0.375% 01/17/2033 REGS                                                              | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $196071.54    | 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      | $23073.17     | 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      | $352911.46    | 0.03%             | 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      | $6476905.43   | 0.61%             | 2032-02-15      | Fixed         | 0.00%                 | 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      | $344624.24    | 0.03%             | 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      | $1219797.54   | 0.12%             | 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        |    1020000 | PA      | $1179797.75   | 0.11%             |  |  |  | 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      | $115242.40    | 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      | $1194070.65   | 0.11%             | 2053-05-25      | Fixed         | 0.01%                 | 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      | $59822.59     | 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      | $749318.57    | 0.07%             | 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      | $1029285.85   | 0.10%             | 2048-06-02      | Fixed         | 0.03%                 | 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      | $119042.96    | 0.01%             | 2027-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA SPA                                                      | AUTOSTRADE PER LITALIA SPA 2% 12/04/2028 REGS                                                           | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |     200000 | PA      | $228884.17    | 0.02%             | 2028-12-04      | Fixed         | 0.02%                 | 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      | $1623017.37   | 0.15%             | 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      | $1755475.28   | 0.17%             | 2028-05-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                             | ONTARIO PROVINCE CDA 1.9% 12/02/2051                                                                    | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     210000 | PA      | $91932.95     | 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      | $2701218.18   | 0.25%             | 2054-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCEMENT DE LHABITAT                                                 | CAISSE REFINANCE LHABIT 2.875% 03/25/2031 REGS                                                          | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $352727.85    | 0.03%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.125% 07/22/2029 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1630000 | PA      | $2195668.33   | 0.21%             | 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      | $121779.93    | 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      | $373704.60    | 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      | $582557.38    | 0.05%             | 2026-03-13      | Fixed         | 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      | $249620.16    | 0.02%             | 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      | $79728.88     | 0.01%             | 2049-10-01      | 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      | $109447.34    | 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      | $398463.19    | 0.04%             | 2046-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 1.75% 12/01/2053                                                                   | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     180000 | PA      | $86561.77     | 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      | $295061.52    | 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      | $186091.39    | 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      | $24619.16     | 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      | $130187.90    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC 1.625% 07/01/2030                                                                            | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     210000 | PA      | $230417.66    | 0.02%             | 2030-07-01      | Fixed         | 0.02%                 | 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      | $124869.69    | 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      | $553216.93    | 0.05%             | 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      | $692016.61    | 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      | $555130.28    | 0.05%             | 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      | $116421.51    | 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      | $1091579.27   | 0.10%             | 2056-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC 0.25% 09/01/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     130000 | PA      | $142600.69    | 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      | $125702.70    | 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      | $150761.80    | 0.01%             | 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      | $269911.51    | 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      | $115663.33    | 0.01%             | 2028-08-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/CAD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $718221.97    | 0.07%             |  |  |  | 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      | $1392337.40   | 0.13%             | 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      | $384196.70    | 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      | $208943.85    | 0.02%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 1.9% 09/16/2027 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   10900000 | PA      | $12767238.08  | 1.20%             | 2027-09-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GOLDMAN SACHS GROUP INC (THE) 0.75% 03/23/2032 REGS                                                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     170000 | PA      | $171451.98    | 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      | $2317246.56   | 0.22%             | 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      | $624322.63    | 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      | $25234.81     | 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      | $109565.79    | 0.01%             | 2029-10-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: USD/CNY settle 2025-10-09                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00         | 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      | $130808.83    | 0.01%             | 2026-05-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CTP BV                                                                           | CTP BV 1.25% 06/21/2029 REGS                                                                            | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     220000 | PA      | $241770.31    | 0.02%             | 2029-06-21      | Fixed         | 0.01%                 | 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      | $252454.50    | 0.02%             | 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      | $493234.42    | 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      | $238856.39    | 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      | $326644.90    | 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      | $222082.21    | 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      | $111952.01    | 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      | $1735749.78   | 0.16%             | 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      | $105897.46    | 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      | $1178583.41   | 0.11%             | 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      | $1018908.39   | 0.10%             | 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      | $61328.02     | 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      | $232031.52    | 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      | $373372.56    | 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      | $1004013.75   | 0.09%             | 2031-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK 0.05% 12/18/2029 REGS                                                    | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      42000 | PA      | $44645.14     | 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      | $35805.74     | 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      | $114705.17    | 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      | $36897.28     | 0.00%             | 2030-03-04      | Fixed         | 0.00%                 | 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      | $126002.87    | 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      | $771950.82    | 0.07%             | 2057-07-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: AUD/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $222403.26    | 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      | $42198.76     | 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      | $414152.76    | 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      | $253072.77    | 0.02%             | 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      | $186037.32    | 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      | $116912.19    | 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      | $1212621.36   | 0.11%             | 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      | $313195.12    | 0.03%             | 2031-11-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV 1.75% 01/18/2028 REGS                                                                           | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |     170000 | PA      | $195433.33    | 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        |   13434000 | PA      | $1988876.44   | 0.19%             | 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      | $233530.38    | 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      | $51229.03     | 0.00%             | 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      | $533575.69    | 0.05%             | 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      | $176279.65    | 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      | $184607.52    | 0.02%             | 2078-09-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                                              | CYPRUS REPUBLIC OF 0.625% 01/21/2030 REGS                                                               | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |      50000 | PA      | $54127.81     | 0.01%             | 2030-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: GBP/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2676.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: CLP/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13055.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NETHERLANDS BV                                              | NOVO NORDISK FINANCE NETHERLANDS BV 3.375% 05/21/2034 REGS                                              | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |     240000 | PA      | $283493.91    | 0.03%             | 2034-05-21      | Fixed         | 0.03%                 | 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      | $302331.19    | 0.03%             | 2043-09-20      | Fixed         | 0.01%                 | 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      | $238018.36    | 0.02%             | 2030-09-25      | Variable      | 0.03%                 | 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      | $113933.92    | 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      | $405524.01    | 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      | $172450.91    | 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      | $211447.87    | 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      | $114998.82    | 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      | $1197904.57   | 0.11%             | 2029-03-20      | Fixed         | 0.00%                 | 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      | $25275.04     | 0.00%             | 2055-03-20      | Fixed         | 0.01%                 | 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      | $25755.22     | 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      | $257277.19    | 0.02%             | 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      | $134069.05    | 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      | $166502.91    | 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        |     580000 | PA      | $509091.77    | 0.05%             | 2054-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/NOK settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $418.10       | 0.00%             |  |  |  | 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      | $153059.02    | 0.01%             | 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      | $26438.85     | 0.00%             | 2039-08-01      | Fixed         | 0.05%                 | 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      | $283375.28    | 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        |    1080000 | PA      | $1205853.42   | 0.11%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC 3.875% 01/16/2029 REGS                                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     220000 | PA      | $266307.37    | 0.03%             | 2029-01-16      | Fixed         | 0.04%                 | 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      | $38826.34     | 0.00%             | 2037-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 2% 02/18/2045 REGS                                                                  | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     580000 | PA      | $540827.40    | 0.05%             | 2045-02-18      | Fixed         | 0.02%                 | 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      | $550478.87    | 0.05%             | 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      | $69457.02     | 0.01%             | 2035-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/CHF settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-33608.04    | -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      | $105106.65    | 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      | $293437.88    | 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      | $1124209.69   | 0.11%             | 2027-12-20      | Fixed         | 0.00%                 | 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      | $209318.11    | 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      | $122654.33    | 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      | $254459.58    | 0.02%             | 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      | $758004.25    | 0.07%             | 2027-12-01      | Fixed         | 0.03%                 | 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      | $275384.06    | 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      | $51664.09     | 0.00%             | 2025-10-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.5% 06/20/2045                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1590950000 | PA      | $10606656.07  | 1.00%             | 2045-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 1.5% 04/30/2042 REGS                                                          | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     200000 | PA      | $296033.41    | 0.03%             | 2042-04-30      | Fixed         | 0.01%                 | 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      | $126691.91    | 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      | $103622.33    | 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      | $362365.84    | 0.03%             | 2054-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LA POSTE                                                                         | LA POSTE 1.375% 04/21/2032 REGS                                                                         | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $418512.58    | 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      | $90029.78     | 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        |     313000 | PA      | $359898.27    | 0.03%             | 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      | $109542.39    | 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      | $342365.37    | 0.03%             | 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      | $2710930.94   | 0.26%             | 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      | $259494.74    | 0.02%             | 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      | $145201.42    | 0.01%             | 2027-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                            | PFANDBRIEF SCHWEIZ HYPO 0% 10/26/2029 REGS                                                              | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      50000 | PA      | $61833.96     | 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      | $737663.32    | 0.07%             | 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        |    5130000 | PA      | $6099005.66   | 0.58%             | 2035-08-01      | Fixed         | 0.04%                 | 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      | $93021.13     | 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      | $181406.63    | 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      | $424261.87    | 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      | $251610.54    | 0.02%             | 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      | $112272.67    | 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      | $150512.62    | 0.01%             | 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      | $140985.50    | 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      | $114624.70    | 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      | $564246.67    | 0.05%             | 2027-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                 | NTT FINANCE CORP 3.678% 07/16/2033 REGS                                                                 | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     210000 | PA      | $250297.46    | 0.02%             | 2033-07-16      | Fixed         | 0.04%                 | 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      | $206915.38    | 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      | $192333.27    | 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      | $129074.85    | 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      | $185579.76    | 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        |     600000 | PA      | $721891.42    | 0.07%             | 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      | $144102.83    | 0.01%             | 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      | $321069.57    | 0.03%             | 2030-09-09      | Fixed         | 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      | $205279.21    | 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      | $39822.52     | 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      | $120548.91    | 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      | $239827.98    | 0.02%             | 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      | $257167.70    | 0.02%             | 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      | $57970.32     | 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      | $525876.86    | 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      | $1096421.22   | 0.10%             | 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      | $1076115.72   | 0.10%             | 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      | $123535.98    | 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      | $691721.67    | 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      | $95003.10     | 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      | $118717.00    | 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      | $84057.59     | 0.01%             | 2031-11-15      | Fixed         | 0.00%                 | 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      | $1350436.99   | 0.13%             | 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        |    6170000 | PA      | $6427180.77   | 0.61%             | 2045-01-22      | Fixed         | 0.04%                 | 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      | $188647.12    | 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      | $288438.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                 | DEUTSCHE BAHN AG 0.375% 12/03/2026 REGS                                                                 | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     214000 | PA      | $275806.28    | 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        |     410000 | PA      | $503068.87    | 0.05%             | 2031-02-20      | Fixed         | 0.04%                 | 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      | $123694.27    | 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        |     648000 | PA      | $690703.98    | 0.07%             | 2030-10-18      | Fixed         | 0.00%                 | 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      | $105019.74    | 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      | $98355.53     | 0.01%             | 2028-05-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL OF CANADA LTD                                           | GENERAL MTRS FINL CDA LTD 3.15% 02/08/2027                                                              | CUSIP: 37045YAJ3<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $143786.10    | 0.01%             | 2027-02-08      | 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      | $289301.18    | 0.03%             | 2032-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTAL HOME LOAN SFH                                                   | LA BANQUE POSTAL HOME LOAN SFH 2.75% 06/12/2032 REGS                                                    | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $348978.14    | 0.03%             | 2032-06-12      | Fixed         | 0.03%                 | 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      | $64178.34     | 0.01%             | 2043-06-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                                                               | CAPITAL PWR CORP 5.378% 01/25/2027                                                                      | CUSIP: 14046ZAQ2<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $177445.14    | 0.02%             | 2027-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 4.625%/VAR 07/23/2029 REGS                                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     250000 | PA      | $307942.70    | 0.03%             | 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      | $59378.52     | 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      | $116758.94    | 0.01%             | 2026-01-15      | Fixed         | 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      | $138747.39    | 0.01%             | 2049-02-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                                                 | AUSTRALIA and N ZEAL BKG GRP LTD 5.35% 11/04/2027                                                       | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     300000 | PA      | $203826.10    | 0.02%             | 2027-11-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/RON settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-7958.91     | -0.00%            |  |  |  | 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      | $100304.36    | 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        |    5842000 | PA      | $3364547.01   | 0.32%             | 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      | $691300.54    | 0.07%             | 2027-02-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                         | LAND NORDRHEIN WESTFALEN 1.375% 01/15/2120 REGS                                                         | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      70000 | PA      | $31736.64     | 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      | $112969.35    | 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        |    7940000 | PA      | $750860.66    | 0.07%             | 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      | $323792.97    | 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      | $712218.51    | 0.07%             | 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        |    1160000 | PA      | $1333170.12   | 0.13%             | 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      | $210756.92    | 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      | $355420.35    | 0.03%             | 2026-07-15      | Fixed         | 0.02%                 | 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      | $557691.52    | 0.05%             | 2030-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/SEK settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1119.91      | 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      | $86560.98     | 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      | $480612.03    | 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      | $1050975.71   | 0.10%             | 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      | $126474.05    | 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      | $2862981.53   | 0.27%             | 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      | $123864.04    | 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      | $108305.35    | 0.01%             | 2030-07-11      | Variable      | 0.01%                 | 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      | $90325.27     | 0.01%             | 2036-04-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LUXEMBOURG GRAND DUCHY OF                                                        | LUXEMBOURG GRAND DUCHY OF 0% 11/13/2026 REGS                                                            | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     230000 | PA      | $263751.53    | 0.02%             | 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      | $2113186.03   | 0.20%             | 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      | $658482.14    | 0.06%             | 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      | $124404.84    | 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      | $1167580.75   | 0.11%             | 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      | $532275.37    | 0.05%             | 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      | $126293.99    | 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      | $118999.09    | 0.01%             | 2028-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS SCA SICAV-SIF                                              | CBRE OPEN-ENDED FUNDS SCA SICAV-SIF 0.5% 01/27/2028 REGS                                                | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $222502.79    | 0.02%             | 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      | $1479209.43   | 0.14%             | 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      | $2235192.85   | 0.21%             | 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      | $92359.01     | 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      | $1514158.81   | 0.14%             | 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      | $492575.06    | 0.05%             | 2032-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: SEK/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-408.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    2730000 | PA      | $3267631.41   | 0.31%             | 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      | $293389.91    | 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      | $126906.45    | 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      | $512832.59    | 0.05%             | 2049-01-22      | Fixed         | 0.02%                 | 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      | $404542.34    | 0.04%             | 2028-03-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.75% 05/25/2052 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    2316000 | PA      | $1215598.50   | 0.11%             | 2052-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.5% 05/25/2030 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     840000 | PA      | $978947.50    | 0.09%             | 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      | $167061.53    | 0.02%             | 2039-09-18      | Fixed         | 0.01%                 | 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      | $340296.06    | 0.03%             | 2029-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 09/01/2028                                                                   | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3330000 | PA      | $2439748.42   | 0.23%             | 2028-09-01      | Fixed         | 0.03%                 | 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      | $166298.31    | 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      | $81264.29     | 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      | $331055.66    | 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      | $146973.17    | 0.01%             | 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      | $545776.78    | 0.05%             | 2033-08-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                    | LONG GILT FUTURE DEC25 G Z5                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          7 | NC      | $4636.76      | 0.00%             |  |  |  | No            |                  1 | 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      | $1437806.79   | 0.14%             | 2031-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/EUR settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-1419663.62  | -0.13%            |  |  |  | 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      | $248464.79    | 0.02%             | 2032-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 2.5% 01/15/2030 REGS                                                                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $122824.70    | 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      | $2289009.32   | 0.22%             | 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      | $276670.03    | 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      | $232275.91    | 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      | $145112.74    | 0.01%             | 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      | $438244.92    | 0.04%             | 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      | $129827.94    | 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      | $553808.58    | 0.05%             | 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      | $1380058.37   | 0.13%             | 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      | $460002.15    | 0.04%             | 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      | $144806.45    | 0.01%             | 2040-05-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/NZD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $53751.49     | 0.01%             |  |  |  | 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      | $633956.46    | 0.06%             | 2033-03-04      | Fixed         | 0.04%                 | 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      | $25635.48     | 0.00%             | 2037-03-15      | Fixed         | 0.04%                 | 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      | $115156.64    | 0.01%             | 2029-06-29      | Fixed         | 0.02%                 | 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      | $20996.01     | 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      | $1912239.69   | 0.18%             | 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      | $37714.31     | 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      | $196513.72    | 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      | $293300.05    | 0.03%             | 2036-02-20      | Fixed         | 0.04%                 | 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      | $1718664.34   | 0.16%             | 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      | $100518.99    | 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      | $499675.22    | 0.05%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                                        | DANONE SA 3.071% 09/07/2032 REGS                                                                        | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $233121.52    | 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      | $356554.07    | 0.03%             | 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      | $17105.31     | 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      | $119027.78    | 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      | $2841383.00   | 0.27%             | 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      | $115654.03    | 0.01%             | 2081-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.95% 07/01/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    4000000 | PA      | $4739395.65   | 0.45%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.45% 07/15/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1450000 | PA      | $1749303.51   | 0.16%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19904.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 2.731%/VAR 01/15/2032 REGS                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     400000 | PA      | $468502.30    | 0.04%             | 2032-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 4.75% 04/25/2035 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $129931.53    | 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      | $1411111.97   | 0.13%             | 2040-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 1.625% 10/22/2054 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     409000 | PA      | $243358.82    | 0.02%             | 2054-10-22      | Fixed         | 0.02%                 | 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      | $348893.82    | 0.03%             | 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: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     220000 | PA      | $260598.78    | 0.02%             | 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      | $966984.87    | 0.09%             | 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      | $604610.46    | 0.06%             | 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      | $124587.20    | 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      | $193018.12    | 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      | $137153.55    | 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      | $141481.56    | 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      | $46323.35     | 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        |    1128000 | PA      | $560417.71    | 0.05%             | 2047-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 0.7% 10/15/2027 144A REGS                                             | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     350000 | PA      | $400112.42    | 0.04%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 0.95% 08/01/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     142000 | PA      | $153578.46    | 0.01%             | 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      | $596595.76    | 0.06%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.8% 09/20/2044                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  438650000 | PA      | $2637535.70   | 0.25%             | 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      | $1900534.47   | 0.18%             | 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      | $1073146.60   | 0.10%             | 2029-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: DKK/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $7292.14      | 0.00%             |  |  |  | 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      | $138058.30    | 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      | $112048.98    | 0.01%             | 2030-05-27      | 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      | $117030.18    | 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      | $167156.13    | 0.02%             | 2049-07-02      | Fixed         | 0.02%                 | 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      | $514415.46    | 0.05%             | 2031-03-22      | Variable      | 0.01%                 | 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      | $897968.86    | 0.08%             | 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      | $401385.58    | 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      | $243714.54    | 0.02%             | 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      | $126728.21    | 0.01%             | 2050-08-14      | Fixed         | 0.03%                 | 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      | $1291454.48   | 0.12%             | 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      | $110966.98    | 0.01%             | 2055-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: AUD/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $296.24       | 0.00%             |  |  |  | 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      | $425475.94    | 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      | $200000.29    | 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      | $180522.94    | 0.02%             | 2031-03-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                 | DEUTSCHE BAHN AG 0.625% 12/08/2050 REGS                                                                 | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     144000 | PA      | $82183.11     | 0.01%             | 2050-12-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDEN KINGDOM OF                                                                | SWEDEN KINGDOM OF 2.5% 10/15/2036 REGS                                                                  | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |    2120000 | PA      | $221273.20    | 0.02%             | 2036-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2035 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   14960000 | PA      | $17400093.51  | 1.64%             | 2035-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                                            | BP CAPITAL MARKETS BV 0.933% 12/04/2040 REGS                                                            | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     290000 | PA      | $216295.88    | 0.02%             | 2040-12-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                                              | SWEDBANK HYPOTEK AB 3% 10/29/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |    2800000 | PA      | $300901.20    | 0.03%             | 2030-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.8% 09/20/2033                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   83150000 | PA      | $532793.11    | 0.05%             | 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      | $1105040.66   | 0.10%             | 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      | $168017.53    | 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      | $121918.53    | 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: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     740000 | PA      | $498748.46    | 0.05%             | 2030-10-07      | Fixed         | 0.02%                 | 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      | $94943.96     | 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        |   12170000 | PA      | $4998614.01   | 0.47%             | 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      | $119541.48    | 0.01%             | 2027-05-05      | Fixed         | 0.04%                 | 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      | $133689.85    | 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      | $107520.51    | 0.01%             | 2030-02-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 5.375%/VAR 11/14/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $256652.73    | 0.02%             | 2030-11-14      | Variable      | 0.05%                 | 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      | $108382.92    | 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      | $112854.25    | 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      | $532125.51    | 0.05%             | 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        |     260000 | PA      | $195118.63    | 0.02%             | 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      | $138174.49    | 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      | $207997.56    | 0.02%             | 2031-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                                                | SELP FINANCE SARL 1.5% 12/20/2026 REGS                                                                  | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |     260000 | PA      | $301034.04    | 0.03%             | 2026-12-20      | 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      | $872432.59    | 0.08%             | 2025-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/AUD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $3098.18      | 0.00%             |  |  |  | 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      | $136496.63    | 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      | $147325.54    | 0.01%             | 2050-03-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 1.7% 08/15/2032 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   14600000 | PA      | $16342850.45  | 1.54%             | 2032-08-15      | Fixed         | 0.02%                 | 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      | $2990943.23   | 0.28%             | 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      | $1527199.02   | 0.14%             | 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      | $1295093.04   | 0.12%             | 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      | $423683.22    | 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      | $115548.17    | 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      | $270268.78    | 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: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      33000 | PA      | $19585.64     | 0.00%             | 2050-02-16      | Fixed         | 0.04%                 | 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      | $305999.83    | 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      | $16049.39     | 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        |     200000 | PA      | $135476.04    | 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      | $150793.40    | 0.01%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                 | SW FINANCE I PLC 2.375% 05/28/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $246023.35    | 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      | $232419.53    | 0.02%             | 2028-02-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                 | DEUTSCHE BAHN AG 0.875% 06/23/2039 REGS                                                                 | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     198000 | PA      | $164683.08    | 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      | $4150285.91   | 0.39%             | 2030-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.75% 03/01/2046                                                                  | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     310000 | PA      | $271486.41    | 0.03%             | 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      | $201934.06    | 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        |     200000 | PA      | $246481.17    | 0.02%             | 2030-04-19      | Variable      | 0.04%                 | 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      | $56144.77     | 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      | $732289.69    | 0.07%             | 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        |     300000 | PA      | $321548.73    | 0.03%             | 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      | $348816.60    | 0.03%             | 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      | $1143447.87   | 0.11%             | 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      | $213460.41    | 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      | $538247.74    | 0.05%             | 2036-05-16      | Fixed         | 0.01%                 | 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      | $1006976.04   | 0.09%             | 2027-10-04      | Fixed         | 0.02%                 | 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      | $334777.36    | 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      | $239571.29    | 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      | $457818.73    | 0.04%             | 2029-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/EUR settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-472759.19   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                    | STELLANTIS NV 3.375% 11/19/2028 REGS                                                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     350000 | PA      | $414238.92    | 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        |    1260000 | PA      | $1423895.71   | 0.13%             | 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      | $2654854.25   | 0.25%             | 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      | $186783.68    | 0.02%             | 2034-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC                                                                | IGM FINANCIAL INC 3.44% 01/26/2027                                                                      | CUSIP: 449586AC0<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |    1090000 | PA      | $787279.66    | 0.07%             | 2027-01-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 4.95% 05/10/2027                                                            | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     530000 | PA      | $356214.02    | 0.03%             | 2027-05-10      | Fixed         | 0.05%                 | 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      | $625442.23    | 0.06%             | 2029-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 06/20/2043                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  110150000 | PA      | $601439.78    | 0.06%             | 2043-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1286.35     | -0.00%            |  |  |  | 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      | $886179.34    | 0.08%             | 2027-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.55% 10/31/2033 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    1450000 | PA      | $1765717.78   | 0.17%             | 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      | $592258.76    | 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      | $108025.30    | 0.01%             | 2029-09-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/GBP settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-385.80      | -0.00%            |  |  |  | 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      | $221046.49    | 0.02%             | 2036-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                        | TORONTO DOMINION BANK 3.06%/VAR 01/26/2032 REGS                                                         | CUSIP: 89117FPG8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     340000 | PA      | $244408.13    | 0.02%             | 2032-01-26      | Variable      | 0.03%                 | 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      | $43215.95     | 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      | $350503.93    | 0.03%             | 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      | $127925.31    | 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      | $115063.24    | 0.01%             | 2027-10-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 2.375% 05/24/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $227924.49    | 0.02%             | 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      | $1138104.10   | 0.11%             | 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      | $761819.36    | 0.07%             | 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      | $232082.20    | 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      | $47017.99     | 0.00%             | 2048-12-20      | Fixed         | 0.01%                 | 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      | $1212123.34   | 0.11%             | 2026-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK AG                                                       | HAMBURG COMMERCIAL BANK AG 4.875% 03/30/2027 REGS                                                       | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |     270000 | PA      | $326917.37    | 0.03%             | 2027-03-30      | Fixed         | 0.05%                 | 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      | $148127.37    | 0.01%             | 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      | $73183.69     | 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      | $127463.72    | 0.01%             | 2041-05-21      | Fixed         | 0.03%                 | 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      | $32274.51     | 0.00%             | 2028-02-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 0.65%/VAR 01/14/2028 REGS                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     100000 | PA      | $114615.20    | 0.01%             | 2028-01-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/ILS settle 2025-10-03                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-9119.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PORTUGAL OBRIGACOES DO TESOURO OT                                                | PORTUGAL OBRIGACOES DO TESOURO OT 3.875% 02/15/2030 144A REGS                                           | CUSIP: N/A<br>LEI: 549300FLKF3NX2O0U724       | Long             | DBT              | NUSS              | PT        |     760000 | PA      | $948473.67    | 0.09%             | 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      | $127159.47    | 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      | $599315.59    | 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      | $225872.54    | 0.02%             | 2027-10-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/CAD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $919.53       | 0.00%             |  |  |  | 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      | $174651.62    | 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      | $623202.33    | 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        |     210000 | PA      | $225843.11    | 0.02%             | 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      | $112966.25    | 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      | $2933580.72   | 0.28%             | 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        |    2571000 | PA      | $206205.68    | 0.02%             | 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      | $218690.72    | 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      | $51335.62     | 0.00%             | 2026-06-26      | Fixed         | 0.01%                 | 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        |    1033000 | PA      | $737241.49    | 0.07%             | 2043-04-15      | Fixed         | 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      | $2111732.04   | 0.20%             | 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      | $50026.20     | 0.00%             | 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      | $89742.11     | 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      | $1168831.25   | 0.11%             | 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      | $59307.14     | 0.01%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: MXN/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $1.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                   | EUROPEAN UNION 0.7% 07/06/2051 REGS                                                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |    1070000 | PA      | $618870.87    | 0.06%             | 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      | $428688.56    | 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        |     300000 | PA      | $357475.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: NZD/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $9777.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                                                 | ENBRIDGE GAS INC 3.65% 04/01/2050                                                                       | CUSIP: 29260ZAD8<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |     290000 | PA      | $173199.83    | 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      | $169551.70    | 0.02%             | 2027-11-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC 0.4% 10/09/2032                                                                             | CUSIP: 713448FC7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     250000 | PA      | $245163.35    | 0.02%             | 2032-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/JPY settle 2025-11-04                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-675274.53   | -0.06%            |  |  |  | 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      | $1663393.87   | 0.16%             | 2030-03-01      | Fixed         | 0.03%                 | 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      | $1403507.58   | 0.13%             | 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      | $188998.00    | 0.02%             | 2027-03-30      | Fixed         | 0.02%                 | 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      | $386072.90    | 0.04%             | 2030-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.2% 10/31/2035 144A REGS                                                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    2740000 | PA      | $3202710.49   | 0.30%             | 2035-10-31      | Fixed         | 0.03%                 | 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      | $1035591.63   | 0.10%             | 2027-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 4% 02/23/2043 REGS                                                                   | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     150000 | PA      | $174291.40    | 0.02%             | 2043-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 2.4% 03/20/2055                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   62950000 | PA      | $371034.03    | 0.03%             | 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      | $2250929.50   | 0.21%             | 2033-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/NZD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2669.14     | -0.00%            |  |  |  | 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      | $359964.95    | 0.03%             | 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      | $1270755.60   | 0.12%             | 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      | $35312.41     | 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      | $70473.92     | 0.01%             | 2034-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF                                                              | CYPRUS REPUBLIC OF 1.25% 01/21/2040 REGS                                                                | CUSIP: N/A<br>LEI: 213800IOEYYAHPDLUL60       | Long             | DBT              | NUSS              | CY        |      50000 | PA      | $43462.16     | 0.00%             | 2040-01-21      | Fixed         | 0.01%                 | 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      | $45762.02     | 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      | $606756.03    | 0.06%             | 2033-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV AMSTERDAM                                                         | EDP FINANCE BV AMSTERDAM 1.875% 09/21/2029 REGS                                                         | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $113187.33    | 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      | $111780.76    | 0.01%             | 2028-10-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/GBP settle 2025-11-04                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-137235.63   | -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      | $634295.87    | 0.06%             | 2029-09-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/PLN settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8.88        | -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      | $688521.65    | 0.06%             | 2027-12-07      | Fixed         | 0.01%                 | 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      | $197254.08    | 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      | $320682.40    | 0.03%             | 2040-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 3.45% 07/30/2043 144A REGS                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    3970000 | PA      | $4443818.85   | 0.42%             | 2043-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0% 10/20/2040 144A REGS                                                             | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     788000 | PA      | $555574.69    | 0.05%             | 2040-10-20      | Fixed         | 0.00%                 | 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      | $819519.24    | 0.08%             | 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      | $874822.65    | 0.08%             | 2027-05-21      | Fixed         | 0.01%                 | 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      | $1145943.37   | 0.11%             | 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      | $778083.02    | 0.07%             | 2032-04-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY OF LUXEMBOURG                                                        | GRAND DUCHY OF LUXEMBOURG 0% 03/24/2031 REGS                                                            | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |     230000 | PA      | $234812.59    | 0.02%             | 2031-03-24      | Fixed         | 0.00%                 | 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      | $571047.05    | 0.05%             | 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      | $138096.03    | 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      | $76042.17     | 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      | $299677.08    | 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      | $38549.54     | 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      | $345617.91    | 0.03%             | 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      | $139641.48    | 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: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     690000 | PA      | $548598.01    | 0.05%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/JPY settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-56.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 4.75%/VAR 05/23/2034 REGS                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $254397.53    | 0.02%             | 2034-05-23      | Variable      | 0.05%                 | 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      | $217087.41    | 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      | $271522.00    | 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      | $402141.37    | 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      | $206632.61    | 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      | $118040.35    | 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      | $95701.28     | 0.01%             | 2033-11-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA 1.625% 09/17/2030 REGS                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $219752.05    | 0.02%             | 2030-09-17      | Fixed         | 0.02%                 | 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      | $2089459.32   | 0.20%             | 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        |     200000 | PA      | $241969.37    | 0.02%             | 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      | $24667.67     | 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      | $25402.67     | 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      | $635492.13    | 0.06%             | 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      | $328479.56    | 0.03%             | 2063-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: GBP/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $135813.42    | 0.01%             |  |  |  | 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      | $751737.50    | 0.07%             | 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      | $137704.04    | 0.01%             | 2035-05-12      | Fixed         | 0.02%                 | 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      | $1523891.55   | 0.14%             | 2028-09-20      | Fixed         | 0.00%                 | 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      | $187927.43    | 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      | $125652.89    | 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      | $141061.46    | 0.01%             | 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      | $126840.13    | 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      | $116655.83    | 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: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    1220000 | PA      | $995426.91    | 0.09%             | 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      | $109103.69    | 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      | $949559.39    | 0.09%             | 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      | $440682.67    | 0.04%             | 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      | $234925.44    | 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      | $86828.58     | 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      | $1483222.85   | 0.14%             | 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        |     220000 | PA      | $124066.98    | 0.01%             | 2086-11-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                                                   | BMW FINANCE NV 3.75% 11/20/2034 REGS                                                                    | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $237469.15    | 0.02%             | 2034-11-20      | 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      | $965713.19    | 0.09%             | 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        |     280000 | PA      | $280603.34    | 0.03%             | 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      | $1558699.59   | 0.15%             | 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      | $47832.15     | 0.00%             | 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      | $222311.63    | 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      | $141303.22    | 0.01%             | 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      | $480859.16    | 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      | $167933.61    | 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      | $1460143.13   | 0.14%             | 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      | $96931.35     | 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      | $127122.89    | 0.01%             | 2030-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | NATIONAL BANK OF CANADA 5.426%/VAR 08/16/2032                                                           | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $179547.32    | 0.02%             | 2032-08-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 5.25%/VAR 09/06/2032 REGS                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $244908.02    | 0.02%             | 2032-09-06      | Variable      | 0.05%                 | 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      | $237665.30    | 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        |     240000 | PA      | $261909.16    | 0.02%             | 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      | $107680.31    | 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      | $203263.41    | 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      | $107199.73    | 0.01%             | 2031-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.75% 06/21/2051 REGS                                                         | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     809000 | PA      | $285146.40    | 0.03%             | 2051-06-21      | Fixed         | 0.02%                 | 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      | $1862535.75   | 0.18%             | 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      | $1293341.38   | 0.12%             | 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      | $37400.33     | 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      | $373603.98    | 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      | $1494003.28   | 0.14%             | 2030-06-15      | Fixed         | 0.04%                 | 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      | $140392.16    | 0.01%             | 2032-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC 3.313%/VAR 05/13/2030 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     230000 | PA      | $272907.75    | 0.03%             | 2030-05-13      | Variable      | 0.03%                 | 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      | $57289.87     | 0.01%             | 2027-07-30      | Fixed         | 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      | $1454856.24   | 0.14%             | 2029-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                             | BANK OF MONTREAL QUE 5.039% 05/29/2028                                                                  | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     320000 | PA      | $241199.07    | 0.02%             | 2028-05-29      | Fixed         | 0.05%                 | 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      | $250681.61    | 0.02%             | 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      | $134703.69    | 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      | $131102.06    | 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      | $2356987.86   | 0.22%             | 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      | $1580261.53   | 0.15%             | 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      | $802579.22    | 0.08%             | 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      | $120686.33    | 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      | $295325.28    | 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      | $68106.13     | 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        |  801750000 | PA      | $4986371.59   | 0.47%             | 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      | $298625.51    | 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      | $116304.36    | 0.01%             | 2026-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/CAD settle 2025-11-04                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $6910.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0.5% 05/25/2072 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    3810000 | PA      | $1143511.08   | 0.11%             | 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      | $262723.78    | 0.02%             | 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      | $203118.29    | 0.02%             | 2032-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2046 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    6300000 | PA      | $6628694.77   | 0.63%             | 2046-08-15      | Fixed         | 0.03%                 | 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      | $84895.90     | 0.01%             | 2039-08-01      | Fixed         | 0.01%                 | 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      | $420415.99    | 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        |     830000 | PA      | $896021.25    | 0.08%             | 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      | $21288.11     | 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        |     880000 | PA      | $1078329.07   | 0.10%             | 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      | $262821.93    | 0.02%             | 2030-07-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/JPY settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $965041.89    | 0.09%             |  |  |  | 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      | $242710.45    | 0.02%             | 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      | $117319.71    | 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      | $278193.61    | 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      | $218080.55    | 0.02%             | 2049-09-25      | Variable      | 0.01%                 | 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      | $232490.56    | 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      | $53978.73     | 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      | $858539.95    | 0.08%             | 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      | $123131.52    | 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      | $488368.57    | 0.05%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.7% 02/25/2031 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    2660000 | PA      | $3103229.57   | 0.29%             | 2031-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 4.625%/VAR 03/21/2028 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $362882.89    | 0.03%             | 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      | $3814246.15   | 0.36%             | 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      | $164102.61    | 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      | $118554.24    | 0.01%             | 2028-05-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: HUF/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $811.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 0% 05/25/2032 144A REGS                                                              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    2183000 | PA      | $2101104.80   | 0.20%             | 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      | $95773.87     | 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      | $1012936.88   | 0.10%             | 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      | $116684.96    | 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        |    2468000 | PA      | $2587435.85   | 0.24%             | 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      | $237076.16    | 0.02%             | 2032-05-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NORTH AMERICA                                                      | NATIONAL GRID NORTH AMERICA 3.247% 11/25/2029 REGS                                                      | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |     470000 | PA      | $558149.17    | 0.05%             | 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      | $53949.69     | 0.01%             | 2027-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 12/07/2055 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      30000 | PA      | $33005.31     | 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      | $256511.67    | 0.02%             | 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      | $132413.00    | 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      | $133256.98    | 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      | $99930.53     | 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      | $198891.14    | 0.02%             | 2026-02-16      | Fixed         | 0.05%                 | 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      | $228967.97    | 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      | $447202.24    | 0.04%             | 2029-02-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/HKD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-74.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                     | KREDITANSTALT FUR WIEDER(UNGTD 0% 09/15/2028 REGS                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     442000 | PA      | $486035.12    | 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      | $202157.72    | 0.02%             | 2030-02-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 1.25% 10/24/2041 REGS                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $228976.35    | 0.02%             | 2041-10-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/NZD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2115.30      | 0.00%             |  |  |  | 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        |    1160000 | PA      | $1320101.35   | 0.12%             | 2035-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                 | DEUTSCHE BAHN AG 0.625% 04/15/2036 REGS                                                                 | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     260000 | PA      | $232102.00    | 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      | $173353.67    | 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      | $1409620.93   | 0.13%             | 2031-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC CONTINENTAL EUROPE                                                          | HSBC CONTINENTAL EUROPE 1.375% 09/04/2028 REGS                                                          | CUSIP: N/A<br>LEI: F0HUI1NY1AZMJMD8LP67       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $341522.02    | 0.03%             | 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      | $316509.71    | 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      | $457644.64    | 0.04%             | 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        |  895850000 | PA      | $5793145.16   | 0.55%             | 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      | $676046.78    | 0.06%             | 2040-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/MYR settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-45791.72    | -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      | $35671.09     | 0.00%             | 2032-05-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF                                                                | SPAIN KINGDOM OF 2.4% 05/31/2028                                                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      50000 | PA      | $58935.84     | 0.01%             | 2028-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 1.375%/VAR 12/29/2031 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $346564.50    | 0.03%             | 2031-12-29      | Variable      | 0.01%                 | 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      | $553293.29    | 0.05%             | 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      | $1124305.30   | 0.11%             | 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      | $13400.28     | 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      | $133802.99    | 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      | $136022.50    | 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        |     510000 | PA      | $628452.29    | 0.06%             | 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      | $134931.95    | 0.01%             | 2032-02-23      | 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      | $464241.45    | 0.04%             | 2026-08-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESTONIA REPUBLIC OF                                                              | ESTONIA REPUBLIC OF 0.125% 06/10/2030 REGS                                                              | CUSIP: N/A<br>LEI: 254900EIG0O7C6C9R437       | Long             | DBT              | NUSS              | EE        |     380000 | PA      | $394806.25    | 0.04%             | 2030-06-10      | Fixed         | 0.00%                 | 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      | $113373.72    | 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      | $466344.32    | 0.04%             | 2053-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | GENERAL MILLS INC 3.907% 04/13/2029                                                                     | CUSIP: 370334CU6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     210000 | PA      | $254672.50    | 0.02%             | 2029-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.9% 08/15/2056 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    2370000 | PA      | $2578146.25   | 0.24%             | 2056-08-15      | Fixed         | 0.03%                 | 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      | $135300.30    | 0.01%             | 2029-10-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP 2.4% 01/25/2027                                                                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     500000 | PA      | $324388.50    | 0.03%             | 2027-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TERNA - RETE ELETTRICA NAZIONALE                                                 | TERNA - RETE ELETTRICA NAZIONALE 1.375% 07/26/2027 REGS                                                 | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |     150000 | PA      | $172950.86    | 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      | $736413.44    | 0.07%             | 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        |    1530000 | PA      | $538896.14    | 0.05%             | 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      | $82998.07     | 0.01%             | 2040-11-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK AS (UNGTD) 0.75%/VAR 06/09/2029 REGS                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     270000 | PA      | $300816.88    | 0.03%             | 2029-06-09      | Variable      | 0.01%                 | 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      | $108255.37    | 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      | $2088659.10   | 0.20%             | 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        |    1430000 | PA      | $515770.06    | 0.05%             | 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      | $107930.75    | 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        |     460000 | PA      | $527641.55    | 0.05%             | 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      | $116409.91    | 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      | $215111.61    | 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      | $226051.13    | 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      | $216722.91    | 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      | $122671.58    | 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      | $576834.23    | 0.05%             | 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      | $38099.86     | 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        |    7240000 | PA      | $7903787.45   | 0.75%             | 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      | $115226.46    | 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      | $134018.54    | 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      | $331203.25    | 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      | $684788.14    | 0.06%             | 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        |     350000 | PA      | $455289.74    | 0.04%             | 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        |    1331000 | PA      | $1526438.08   | 0.14%             | 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      | $449760.01    | 0.04%             | 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      | $327332.50    | 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        |    5230000 | PA      | $3547690.10   | 0.33%             | 2032-06-01      | 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      | $98457.71     | 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      | $385313.51    | 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      | $151113.55    | 0.01%             | 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: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    2430000 | PA      | $226144.34    | 0.02%             | 2042-10-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/IDR settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $99582.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                                      | INFORMA PLC 1.25% 04/22/2028 REGS                                                                       | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |     250000 | PA      | $283275.54    | 0.03%             | 2028-04-22      | Fixed         | 0.01%                 | 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      | $222076.86    | 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        |     400000 | PA      | $272972.42    | 0.03%             | 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      | $414283.12    | 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      | $1048.03      | 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      | $704593.45    | 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      | $380834.08    | 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      | $466152.83    | 0.04%             | 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      | $504833.06    | 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      | $261220.75    | 0.02%             | 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      | $621102.81    | 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      | $334095.01    | 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      | $103462.08    | 0.01%             | 2031-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TENNET NETHERLANDS BV                                                            | TENNET NETHERLANDS BV 0.875% 06/16/2035 REGS                                                            | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |     574000 | PA      | $548361.98    | 0.05%             | 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      | $133794.47    | 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      | $114556.99    | 0.01%             | 2034-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.25% 07/15/2032 144A REGS                                                            | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    4610000 | PA      | $5461947.82   | 0.52%             | 2032-07-15      | 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      | $396965.08    | 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      | $303207.21    | 0.03%             | 2028-06-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 4.625%/VAR 11/01/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     200000 | PA      | $247925.08    | 0.02%             | 2029-11-01      | Variable      | 0.05%                 | 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      | $546454.81    | 0.05%             | 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      | $214397.38    | 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      | $619838.41    | 0.06%             | 2035-04-30      | Fixed         | 0.03%                 | 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      | $199330.30    | 0.02%             | 2032-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                                                               | BALDER FINLAND OYJ 1% 01/18/2027 REGS                                                                   | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |     260000 | PA      | $298660.96    | 0.03%             | 2027-01-18      | Fixed         | 0.01%                 | 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      | $664004.22    | 0.06%             | 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      | $402922.34    | 0.04%             | 2032-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 4.9%/VAR 04/02/2027                                                        | CUSIP: 13607L3Y7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     840000 | PA      | $609771.07    | 0.06%             | 2027-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 1.5% 04/30/2045 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    2910000 | PA      | $2238139.65   | 0.21%             | 2045-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $8855.27      | 0.00%             |  |  |  | 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      | $187715.79    | 0.02%             | 2027-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                         | NEW YORK LIFE GLOBAL FDG 1.25% 12/17/2026 REGS                                                          | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |     290000 | PA      | $376825.19    | 0.04%             | 2026-12-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 0.75% 03/20/2051 144A REGS                                                          | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |     930000 | PA      | $574798.68    | 0.05%             | 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      | $130485.70    | 0.01%             | 2029-06-14      | Fixed         | 0.00%                 | 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      | $135202.47    | 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        |     110000 | PA      | $128214.16    | 0.01%             | 2044-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                | EURO-BOBL FUTURE DEC25 OEZ5                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         19 | NC      | $181.05       | 0.00%             |  |  |  | No            |                  1 | 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      | $385514.36    | 0.04%             | 2037-02-20      | Fixed         | 0.05%                 | 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      | $208109.82    | 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      | $87976.35     | 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      | $71667.03     | 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      | $146953.01    | 0.01%             | 2025-12-15      | Fixed         | 0.01%                 | 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      | $598869.84    | 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      | $511111.36    | 0.05%             | 2050-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | FX Forward: USD/DKK settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-16194.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | TELEFONICA EMISIONES SAU 0.664% 02/03/2030 REGS                                                         | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $319669.23    | 0.03%             | 2030-02-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG 3.375%/VAR 02/13/2031 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $235890.83    | 0.02%             | 2031-02-13      | Variable      | 0.03%                 | 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      | $125050.44    | 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      | $72491.73     | 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      | $37501.27     | 0.00%             | 2027-04-09      | Fixed         | 0.00%                 | 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      | $625836.46    | 0.06%             | 2033-07-15      | Fixed         | 0.03%                 | 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      | $768806.61    | 0.07%             | 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      | $660521.27    | 0.06%             | 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      | $474184.48    | 0.04%             | 2036-05-06      | Fixed         | 0.03%                 | 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      | $580755.84    | 0.05%             | 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      | $143780.69    | 0.01%             | 2032-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 0% 01/15/2027 144A REGS                                                       | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     172000 | PA      | $196807.41    | 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      | $1223505.00   | 0.12%             | 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      | $315027.28    | 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      | $125167.71    | 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      | $2064229.48   | 0.19%             | 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      | $225809.66    | 0.02%             | 2028-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: CHF/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $19501.40     | 0.00%             |  |  |  | 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      | $372702.92    | 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      | $239513.01    | 0.02%             | 2029-10-15      | Fixed         | 0.03%                 | 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      | $131688.68    | 0.01%             | 2037-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | FX Forward: USD/HUF settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-12.44       | -0.00%            |  |  |  | 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      | $354472.79    | 0.03%             | 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      | $225330.00    | 0.02%             | 2040-02-11      | Fixed         | 0.01%                 | 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      | $353906.14    | 0.03%             | 2033-04-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 2.75% 09/01/2030                                                                   | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3960000 | PA      | $2843847.38   | 0.27%             | 2030-09-01      | 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      | $245222.72    | 0.02%             | 2026-11-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 3.1% 03/01/2040 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1208000 | PA      | $1297734.98   | 0.12%             | 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      | $86793.85     | 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      | $232283.44    | 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      | $1068823.49   | 0.10%             | 2034-12-20      | Fixed         | 0.01%                 | 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      | $4249243.81   | 0.40%             | 2034-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/HKD settle 2025-11-04                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-16.87       | -0.00%            |  |  |  | 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      | $111647.45    | 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        |    2044659 | NS      | $2045068.09   | 0.19%             |  |  |  | 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      | $391297.16    | 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      | $384336.26    | 0.04%             | 2037-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/AUD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-357630.05   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATION PLC                                                    | BRITISH TELECOMMUNICATION PLC 3.75% 05/13/2031 REGS                                                     | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     270000 | PA      | $326653.65    | 0.03%             | 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      | $1204593.61   | 0.11%             | 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      | $73511.82     | 0.01%             | 2052-06-18      | Fixed         | 0.03%                 | 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      | $603478.84    | 0.06%             | 2033-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 2.25% 11/15/2035                                                                     | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |    1280000 | PA      | $196099.37    | 0.02%             | 2035-11-15      | Fixed         | 0.02%                 | 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      | $106926.60    | 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      | $666942.02    | 0.06%             | 2028-02-25      | Fixed         | 0.00%                 | 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      | $661600.70    | 0.06%             | 2036-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/NZD settle 2025-11-04                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10209.77    | -0.00%            |  |  |  | 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      | $304450.74    | 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      | $188823.37    | 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      | $1810842.86   | 0.17%             | 2026-06-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: EUR/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-759769.98   | -0.07%            |  |  |  | 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      | $39582.52     | 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      | $278029.96    | 0.03%             | 2031-01-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTERNATIONAL FINANCE BV                                      | PFIZER NETHERLANDS INTERNATIONAL FINANCE BV 3.25% 05/19/2032                                            | CUSIP: 71708LAB5<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |     220000 | PA      | $259798.75    | 0.02%             | 2032-05-19      | Fixed         | 0.03%                 | 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      | $411827.34    | 0.04%             | 2025-12-15      | Fixed         | 0.01%                 | 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      | $126551.99    | 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      | $53832.98     | 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      | $110957.95    | 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      | $118581.89    | 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      | $168112.15    | 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      | $113354.57    | 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      | $840823.71    | 0.08%             | 2053-12-20      | Fixed         | 0.02%                 | 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      | $296835.44    | 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      | $90167.72     | 0.01%             | 2030-10-18      | Fixed         | 0.00%                 | 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      | $26761.95     | 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      | $1645876.88   | 0.16%             | 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      | $354519.63    | 0.03%             | 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        |     520000 | PA      | $580746.89    | 0.05%             | 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      | $1364782.33   | 0.13%             | 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      | $169341.43    | 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      | $378572.02    | 0.04%             | 2027-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 4.75% 02/26/2029 REGS                                                               | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |     100000 | PA      | $118109.43    | 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      | $126544.52    | 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      | $111189.77    | 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      | $359337.74    | 0.03%             | 2028-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                                               | PUBLICIS GROUPE SA 2.875% 06/12/2029 REGS                                                               | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $235018.65    | 0.02%             | 2029-06-12      | Fixed         | 0.03%                 | 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      | $243695.68    | 0.02%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/HUF settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-26888.48    | -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      | $974180.00    | 0.09%             | 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      | $393479.31    | 0.04%             | 2034-05-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                                                     | CARREFOUR SA 3.75% 10/10/2030 REGS                                                                      | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $240671.68    | 0.02%             | 2030-10-10      | Fixed         | 0.04%                 | 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      | $207844.26    | 0.02%             | 2036-03-20      | 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      | $108998.00    | 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      | $151873.07    | 0.01%             | 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      | $162305.18    | 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      | $173763.81    | 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      | $162505.22    | 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      | $110758.15    | 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      | $2118994.30   | 0.20%             | 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      | $186912.47    | 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      | $538884.91    | 0.05%             | 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      | $160577.43    | 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      | $265104.71    | 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      | $199725.76    | 0.02%             | 2037-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/SGD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1402.91     | -0.00%            |  |  |  | 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      | $795785.04    | 0.08%             | 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      | $95497.91     | 0.01%             | 2027-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 0% 06/22/2029 REGS                                                            | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     662000 | PA      | $832697.12    | 0.08%             | 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      | $584360.39    | 0.06%             | 2026-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: USD/MXN settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-142615.95   | -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      | $2244665.28   | 0.21%             | 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      | $767840.75    | 0.07%             | 2030-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA SPA                                                                   | MEDIOBANCA SPA 4.625%/VAR 02/07/2029 REGS                                                               | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |     200000 | PA      | $244377.56    | 0.02%             | 2029-02-07      | Variable      | 0.05%                 | 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      | $236385.65    | 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      | $566968.47    | 0.05%             | 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        |    1770000 | PA      | $2051133.43   | 0.19%             | 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      | $1271718.87   | 0.12%             | 2029-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/SGD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $36524.22     | 0.00%             |  |  |  | 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      | $147514.63    | 0.01%             | 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      | $677113.11    | 0.06%             | 2030-12-09      | Fixed         | 0.03%                 | 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      | $133694.54    | 0.01%             | 2039-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3.2% 05/25/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1430000 | PA      | $1642768.47   | 0.15%             | 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      | $6933556.52   | 0.65%             | 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      | $184245.60    | 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      | $58702.30     | 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        |     752000 | PA      | $292432.58    | 0.03%             | 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      | $52432.09     | 0.00%             | 2054-02-06      | Fixed         | 0.03%                 | 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        |    7750000 | PA      | $7369780.42   | 0.70%             | 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      | $598971.28    | 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      | $413937.81    | 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      | $132164.48    | 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      | $261665.99    | 0.02%             | 2026-09-16      | Fixed         | 0.01%                 | 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      | $62244.80     | 0.01%             | 2028-11-24      | Fixed         | 0.06%                 | 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      | $1233289.86   | 0.12%             | 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      | $1053464.95   | 0.10%             | 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        |     780000 | PA      | $906864.55    | 0.09%             | 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      | $929608.81    | 0.09%             | 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      | $121382.58    | 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      | $114551.87    | 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      | $124152.50    | 0.01%             | 2036-08-12      | Fixed         | 0.02%                 | 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      | $409751.30    | 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        |     300000 | PA      | $377508.52    | 0.04%             | 2032-11-13      | Variable      | 0.05%                 | 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      | $237604.24    | 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      | $70821.73     | 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      | $139660.36    | 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      | $237571.58    | 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      | $113766.62    | 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      | $38013.22     | 0.00%             | 2034-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: PEN/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $9378.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: CZK/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-2078.26     | -0.00%            |  |  |  | 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      | $106418.02    | 0.01%             | 2029-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                              | EQUINIX EUROPE 2 FINANCING CORP LLC 3.25% 03/15/2031                                                    | CUSIP: 29390XAC8<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     210000 | PA      | $245726.55    | 0.02%             | 2031-03-15      | Fixed         | 0.03%                 | 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      | $114269.69    | 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      | $58885.60     | 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      | $259430.27    | 0.02%             | 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      | $2919484.48   | 0.28%             | 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      | $142201.82    | 0.01%             | 2031-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV 1% 07/14/2031 REGS                                                                      | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $104272.95    | 0.01%             | 2031-07-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/SGD settle 2025-11-04                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-796.57      | -0.00%            |  |  |  | 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      | $34353.13     | 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      | $254786.52    | 0.02%             |  |  |  | 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      | $231505.83    | 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      | $97585.70     | 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      | $35458.54     | 0.00%             | 2028-06-01      | 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      | $406167.87    | 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      | $374148.17    | 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      | $165845.62    | 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      | $49405.21     | 0.00%             | 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      | $2348023.10   | 0.22%             | 2040-05-25      | Fixed         | 0.01%                 | 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      | $325795.09    | 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        |    4690000 | PA      | $5006647.84   | 0.47%             | 2044-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/PLN settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-33603.00    | -0.00%            |  |  |  | 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      | $108557.78    | 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      | $1980959.56   | 0.19%             | 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      | $521622.80    | 0.05%             | 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      | $183178.95    | 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      | $78323.22     | 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      | $147940.52    | 0.01%             | 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      | $847131.50    | 0.08%             | 2052-12-20      | Fixed         | 0.02%                 | 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      | $11773.00     | 0.00%             | 2027-03-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/GBP settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $444295.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                    | KOMMUNEKREDIT 0% 08/27/2030 REGS                                                                        | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | CORP              | DK        |     130000 | PA      | $134626.75    | 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      | $358949.37    | 0.03%             | 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      | $806693.22    | 0.08%             | 2029-04-11      | Fixed         | 0.03%                 | 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      | $4969544.03   | 0.47%             | 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      | $232304.34    | 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      | $97560.07     | 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        |     300000 | PA      | $377516.39    | 0.04%             | 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      | $250477.01    | 0.02%             | 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      | $4095479.53   | 0.39%             | 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      | $245866.97    | 0.02%             | 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      | $126292.92    | 0.01%             | 2029-04-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.375% 03/07/2030 REGS                                                | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    7170000 | PA      | $9733445.86   | 0.92%             | 2030-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLOVENIA REPUBLIC OF                                                             | SLOVENIA REPUBLIC OF 0.125% 07/01/2031 REGS                                                             | CUSIP: N/A<br>LEI: 485100000LWQHIX4XX88       | Long             | DBT              | NUSS              | SI        |     288000 | PA      | $294284.09    | 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      | $216563.62    | 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      | $167612.34    | 0.02%             | 2050-06-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/MXN settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4258.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROPERTY FINANCING BV                                        | AKELIUS RESIDENTIAL PROPERTY FINANCING BV 1% 01/17/2028 REGS                                            | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112382.32    | 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      | $3877066.42   | 0.37%             | 2034-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DENMARK KINGDOM OF                                                               | DENMARK KINGDOM OF 2.25% 11/15/2026                                                                     | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   31770000 | PA      | $5031832.74   | 0.47%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 1.5%/VAR PERP REGS                                                                             | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EP               | CORP              | FR        |     300000 | PA      | $336424.25    | 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      | $390751.83    | 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      | $588929.47    | 0.06%             | 2035-04-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC 3.15% 02/11/2032                                                                       | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |     240000 | PA      | $279927.24    | 0.03%             | 2032-02-11      | Fixed         | 0.03%                 | 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      | $400691.88    | 0.04%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: NOK/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1335.60     | -0.00%            |  |  |  | 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      | $467015.85    | 0.04%             | 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      | $115569.84    | 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        |  600350000 | PA      | $3961899.98   | 0.37%             | 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      | $205805.68    | 0.02%             | 2028-05-30      | Fixed         | 0.04%                 | 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      | $141604.31    | 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        |    7410000 | PA      | $9810438.73   | 0.93%             | 2035-03-07      | Fixed         | 0.04%                 | 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      | $116987.27    | 0.01%             | 2033-09-08      | 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        |  302750000 | PA      | $1997943.23   | 0.19%             | 2028-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                                                   | ABB FINANCE BV 0% 01/19/2030 REGS                                                                       | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |     130000 | PA      | $135542.71    | 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      | $181293.64    | 0.02%             | 2028-04-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/CZK settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-54436.60    | -0.01%            |  |  |  | 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      | $638751.08    | 0.06%             | 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      | $221826.59    | 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      | $146414.82    | 0.01%             | 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      | $50418.69     | 0.00%             | 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      | $42778.12     | 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: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    2400000 | PA      | $234791.66    | 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      | $343108.43    | 0.03%             | 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      | $737213.51    | 0.07%             | 2026-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN-WUERTTEMBER                                                     | LANDESBANK BADEN-WUERT (UNGTD) 0.25% 05/19/2033 REGS                                                    | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |    1020000 | PA      | $982385.86    | 0.09%             | 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      | $3113949.83   | 0.29%             | 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      | $250645.86    | 0.02%             | 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      | $671579.15    | 0.06%             | 2026-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV 1%/VAR 11/16/2032 REGS                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $566019.71    | 0.05%             | 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      | $537422.95    | 0.05%             | 2027-05-25      | Fixed         | 0.01%                 | 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      | $167259.60    | 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      | $744435.19    | 0.07%             | 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      | $500050.63    | 0.05%             | 2035-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 3.588%/VAR 01/23/2036 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     220000 | PA      | $258072.67    | 0.02%             | 2036-01-23      | Variable      | 0.04%                 | 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      | $123287.59    | 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      | $72038.83     | 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      | $2080261.33   | 0.20%             | 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      | $738072.01    | 0.07%             | 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      | $25974.80     | 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      | $279408.97    | 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      | $206793.45    | 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      | $1755321.99   | 0.17%             | 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      | $314411.22    | 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      | $965205.67    | 0.09%             | 2033-05-01      | Fixed         | 0.04%                 | 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      | $592719.14    | 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      | $272603.58    | 0.03%             | 2046-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                       | JYSKE BANK AS 2.875%/VAR 05/05/2029 REGS                                                                | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |     200000 | PA      | $235389.51    | 0.02%             | 2029-05-05      | Variable      | 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      | $377960.39    | 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      | $117216.58    | 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      | $403533.90    | 0.04%             | 2028-02-20      | Fixed         | 0.01%                 | 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      | $472139.04    | 0.04%             | 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      | $120954.51    | 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      | $117541.66    | 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      | $74698.32     | 0.01%             | 2036-05-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/PLN settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-286.21      | -0.00%            |  |  |  | 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      | $903431.11    | 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      | $210375.07    | 0.02%             | 2046-12-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE FRANCE 4.25%/VAR 12/06/2030 REGS                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $244282.52    | 0.02%             | 2030-12-06      | Variable      | 0.04%                 | 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      | $3591941.73   | 0.34%             | 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        |     500000 | PA      | $628596.67    | 0.06%             | 2031-11-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC 3.575%/VAR 09/12/2032 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     240000 | PA      | $286036.17    | 0.03%             | 2032-09-12      | Variable      | 0.04%                 | 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      | $652102.97    | 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      | $115616.68    | 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      | $175456.27    | 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      | $1107698.21   | 0.10%             | 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      | $339249.90    | 0.03%             | 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      | $93177.02     | 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      | $1266543.09   | 0.12%             | 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      | $1934780.41   | 0.18%             | 2027-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/AUD settle 2025-11-04                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-224783.48   | -0.02%            |  |  |  | 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      | $564370.55    | 0.05%             | 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      | $163021.49    | 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      | $202924.56    | 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      | $1176477.03   | 0.11%             | 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      | $30144.41     | 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      | $174279.08    | 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      | $128013.26    | 0.01%             | 2033-11-21      | Fixed         | 0.05%                 | 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      | $226908.89    | 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      | $3397967.15   | 0.32%             | 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      | $268117.36    | 0.03%             | 2031-03-22      | Variable      | 0.01%                 | 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      | $224627.75    | 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      | $747342.47    | 0.07%             | 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      | $998149.84    | 0.09%             | 2033-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST                                   | CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST 2.848% 05/21/2027                                        | CUSIP: 17039AAU0<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $143592.73    | 0.01%             | 2027-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEFBANK SCHWEIZERISCHER HYPOTHEKARINSTITUTE AG                            | PFANDBRIEF SCHWEIZ HYPO 0.125% 03/19/2031 REGS                                                          | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     460000 | PA      | $566211.96    | 0.05%             | 2031-03-19      | Fixed         | 0.00%                 | 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      | $40684.32     | 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      | $107217.42    | 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      | $162922.50    | 0.02%             | 2028-05-15      | Fixed         | 0.06%                 | 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      | $414567.59    | 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      | $500734.43    | 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      | $574481.51    | 0.05%             | 2026-10-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK AB                                                      | LANSFORSAKRINGAR HYPOTEK AB 3.75% 09/30/2030 REGS                                                       | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |    4000000 | PA      | $444598.55    | 0.04%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA 5.625% 04/03/2053 REGS                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117030.98    | 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      | $387198.11    | 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      | $200913.96    | 0.02%             | 2031-10-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.5% 12/01/2045                                                                    | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1940000 | PA      | $1388219.08   | 0.13%             | 2045-12-01      | Fixed         | 0.04%                 | 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      | $129724.12    | 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        |     880000 | PA      | $657265.22    | 0.06%             | 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      | $624889.29    | 0.06%             | 2035-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.625% 05/01/2028                                                                 | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |    1016000 | PA      | $808894.65    | 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      | $241135.78    | 0.02%             | 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      | $116377.59    | 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      | $868606.36    | 0.08%             | 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        |     250000 | PA      | $293572.67    | 0.03%             | 2028-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/CHF settle 2025-11-04                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23677.34    | -0.00%            |  |  |  | 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      | $61353.45     | 0.01%             | 2028-11-17      | Fixed         | 0.05%                 | 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      | $1528767.25   | 0.14%             | 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      | $186793.13    | 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      | $707747.41    | 0.07%             | 2045-03-20      | Fixed         | 0.02%                 | 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      | $318753.88    | 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      | $323171.22    | 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      | $303812.03    | 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      | $54659.78     | 0.01%             | 2030-04-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/DKK settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2929.59      | 0.00%             |  |  |  | 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      | $148050.05    | 0.01%             | 2033-05-19      | Fixed         | 0.04%                 | 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      | $359770.53    | 0.03%             | 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      | $238203.23    | 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      | $697159.66    | 0.07%             | 2035-10-12      | Fixed         | 0.01%                 | 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      | $104613.27    | 0.01%             | 2052-01-18      | Fixed         | 0.00%                 | 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      | $306279.07    | 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      | $247088.36    | 0.02%             | 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      | $1202527.05   | 0.11%             | 2031-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2029 REGS                                                          | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    1560000 | PA      | $1685582.65   | 0.16%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 4.5% 04/21/2033 REGS                                                          | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     980000 | PA      | $666824.07    | 0.06%             | 2033-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FINLAND REPUBLIC OF                                                              | FINLAND REPUBLIC OF 3% 09/15/2035 144A REGS                                                             | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     110000 | PA      | $128214.36    | 0.01%             | 2035-09-15      | Fixed         | 0.03%                 | 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      | $38419.27     | 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      | $299805.09    | 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      | $535249.40    | 0.05%             | 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      | $242139.71    | 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      | $56255.80     | 0.01%             | 2029-12-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: PLN/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $19612.98     | 0.00%             |  |  |  | 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      | $182671.34    | 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      | $29711.80     | 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      | $52325.72     | 0.00%             | 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      | $96235.59     | 0.01%             | 2039-07-04      | Fixed         | 0.01%                 | 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      | $282385.00    | 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      | $466724.61    | 0.04%             | 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        |    7090000 | PA      | $4168502.25   | 0.39%             | 2064-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLBL FDG I 2.45% 01/12/2029 REGS                                                      | CUSIP: 592179KB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     230000 | PA      | $162224.62    | 0.02%             | 2029-01-12      | Fixed         | 0.02%                 | 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      | $57825.37     | 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      | $191962.76    | 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      | $90444.78     | 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      | $2042375.03   | 0.19%             | 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      | $145721.49    | 0.01%             | 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      | $553732.63    | 0.05%             | 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      | $399655.09    | 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      | $132585.20    | 0.01%             | 2042-07-30      | Fixed         | 0.01%                 | 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      | $254523.10    | 0.02%             | 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      | $632511.58    | 0.06%             | 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      | $99158.36     | 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      | $87140.38     | 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      | $134095.92    | 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      | $55942.71     | 0.01%             | 2029-02-07      | Fixed         | 0.01%                 | 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      | $545497.50    | 0.05%             | 2028-10-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/JPY settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $2146.21      | 0.00%             |  |  |  | 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      | $116269.12    | 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      | $2454892.18   | 0.23%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CANADA                                                     | FORD CREDIT CANADA CO/CANADA 4.222% 01/10/2028                                                          | CUSIP: 34527ADB3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $214990.30    | 0.02%             | 2028-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SFH                                                                         | BPCE SFH 3.25% 06/26/2035 REGS                                                                          | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $234540.87    | 0.02%             | 2035-06-26      | 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      | $341188.50    | 0.03%             | 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      | $115105.41    | 0.01%             | 2026-08-28      | Fixed         | 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      | $35198.37     | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | 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      | $94935.04     | 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      | $395486.40    | 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      | $203027.74    | 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      | $178357.87    | 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      | $4722.53      | 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      | $142699.85    | 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        |     420000 | PA      | $483620.08    | 0.05%             | 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      | $105907.40    | 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      | $110445.57    | 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      | $248519.70    | 0.02%             | 2032-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/EUR settle 2025-11-04                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $684746.95    | 0.06%             |  |  |  | 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      | $97789.00     | 0.01%             | 2033-07-20      | Fixed         | 0.04%                 | 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      | $29292.42     | 0.00%             | 2047-06-22      | Fixed         | 0.02%                 | 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      | $66275.94     | 0.01%             | 2051-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                  | FX Forward: USD/EUR settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |          1 | NC      | $39354.55     | 0.00%             |  |  |  | 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      | $169041.19    | 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      | $598907.95    | 0.06%             | 2034-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BK OF COMM 2.25% 01/07/2027                                                           | CUSIP: 13607HC34<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     930000 | PA      | $663906.06    | 0.06%             | 2027-01-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | FX Forward: EUR/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |          1 | NC      | $4600.26      | 0.00%             |  |  |  | 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      | $38360.24     | 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        |     400000 | PA      | $477463.50    | 0.05%             | 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      | $247715.79    | 0.02%             | 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      | $105359.62    | 0.01%             | 2031-02-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPOTEK AB                                                                | DANSKE HYPOTEK AB 3.5% 12/15/2027 REGS                                                                  | CUSIP: N/A<br>LEI: 549300R24NNCTGT7CW53       | Long             | DBT              | CORP              | SE        |    8000000 | PA      | $872385.22    | 0.08%             | 2027-12-15      | Fixed         | 0.04%                 | 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      | $64991.89     | 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      | $40840.45     | 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      | $165658.10    | 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      | $302084.58    | 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      | $2461686.32   | 0.23%             | 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      | $1149996.95   | 0.11%             | 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      | $315984.53    | 0.03%             | 2030-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 3.5% 11/25/2035 144A REGS                                                            | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    2560000 | PA      | $2997723.47   | 0.28%             | 2035-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                             | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 3% 11/22/2028 REGS                                                 | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $596098.36    | 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      | $123247.37    | 0.01%             | 2028-11-03      | Fixed         | 0.05%                 | 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      | $24519.94     | 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      | $333494.55    | 0.03%             | 2027-07-15      | Fixed         | 0.02%                 | 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      | $347705.15    | 0.03%             | 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      | $135692.22    | 0.01%             | 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      | $146164.33    | 0.01%             | 2030-10-01      | Fixed         | 0.02%                 | 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      | $36422.43     | 0.00%             | 2049-08-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT OF                                                        | NETHERLANDS GOVERNMENT OF 3.5% 01/15/2056 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     140000 | PA      | $166231.91    | 0.02%             | 2056-01-15      | Fixed         | 0.04%                 | 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      | $288809.02    | 0.03%             | 2034-04-18      | Fixed         | 0.02%                 | 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      | $116338.60    | 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      | $115223.00    | 0.01%             | 2027-05-26      | Fixed         | 0.01%                 | 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      | $451799.33    | 0.04%             | 2028-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRELAND REPUBLIC OF                                                              | IRELAND REPUBLIC OF 0% 10/18/2031 REGS                                                                  | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     430000 | PA      | $431907.05    | 0.04%             | 2031-10-18      | Fixed         | 0.00%                 | 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      | $122491.18    | 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        |    1000000 | PA      | $1168567.19   | 0.11%             | 2035-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/AUD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-79539.00    | -0.01%            |  |  |  | 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      | $4064260.83   | 0.38%             | 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      | $2231824.39   | 0.21%             | 2043-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/NOK settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20565.33    | -0.00%            |  |  |  | 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      | $1474357.06   | 0.14%             | 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      | $93744.61     | 0.01%             | 2051-10-13      | Fixed         | 0.01%                 | 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      | $228368.25    | 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      | $31630.31     | 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      | $25700.62     | 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      | $503001.93    | 0.05%             | 2028-10-02      | Fixed         | 0.04%                 | 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      | $361628.27    | 0.03%             | 2028-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 6.163%/VAR 03/09/2033 REGS                                                  | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     420000 | PA      | $287818.85    | 0.03%             | 2033-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/SEK settle 2025-11-04                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1751.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.75% 05/25/2066 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    1043000 | PA      | $623128.90    | 0.06%             | 2066-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                      | GERMANY FEDERAL REPUBLIC OF 2.4% 10/19/2028 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |   21070000 | PA      | $24957790.70  | 2.35%             | 2028-10-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                              | LEG IMMOBILIEN GMBH 0.875% 01/17/2029 REGS                                                              | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $218878.04    | 0.02%             | 2029-01-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 0.75% 04/09/2030 REGS                                                                | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     600000 | PA      | $648647.95    | 0.06%             | 2030-04-09      | Fixed         | 0.01%                 | 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      | $501876.16    | 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        |     220000 | PA      | $228220.56    | 0.02%             | 2032-10-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: USD/CAD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19678.33    | -0.00%            |  |  |  | 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      |
| NATURGY FINANCE BV                                                               | NATURGY FINANCE BV 1.25% 01/15/2026 REGS                                                                | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $234149.75    | 0.02%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 2.75% 02/25/2029 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   11800000 | PA      | $13980427.51  | 1.32%             | 2029-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 0.2% 03/20/2032                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   68000000 | PA      | $426631.77    | 0.04%             | 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      | $112627.98    | 0.01%             | 2044-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND CORPORATION                                                 | SWEDISH COVERED BOND CORP 3.5% 06/14/2028 REGS                                                          | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |    8000000 | PA      | $875209.09    | 0.08%             | 2028-06-14      | 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      | $164321.84    | 0.02%             | 2030-05-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: JPY/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $633730.85    | 0.06%             |  |  |  | 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      | $894636.24    | 0.08%             | 2040-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/PEN settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-33626.07    | -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      | $224463.27    | 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      | $96885.58     | 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      | $77692.54     | 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      | $161242.40    | 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      | $408800.65    | 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      | $69381.33     | 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      | $211873.08    | 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      | $125937.43    | 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      | $310277.64    | 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      | $225842.15    | 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      | $188346.97    | 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      | $511525.33    | 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      | $984792.10    | 0.09%             | 2033-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN PROV CDA                                                            | SASKATCHEWAN PROV CDA 4.75% 06/01/2040                                                                  | CUSIP: 803854JL3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     120000 | PA      | $91937.92     | 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      | $165104.07    | 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        |     240000 | PA      | $180252.64    | 0.02%             | 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      | $1930533.73   | 0.18%             | 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      | $69047.86     | 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      | $66768.14     | 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      | $2705897.80   | 0.26%             | 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      | $122073.97    | 0.01%             | 2028-01-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 5.5%/VAR 08/28/2033 REGS                                                             | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $249984.17    | 0.02%             | 2033-08-28      | Variable      | 0.06%                 | 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      | $1063170.49   | 0.10%             | 2030-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                            | CANADA GOVERNMENT OF 3.25% 06/01/2035                                                                   | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    8060000 | PA      | $5822066.90   | 0.55%             | 2035-06-01      | Fixed         | 0.03%                 | 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      | $111212.43    | 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      | $655092.12    | 0.06%             | 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      | $50683.54     | 0.00%             | 2028-03-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORWAY KINGDOM OF                                                                | NORWAY KINGDOM OF 1.5% 02/19/2026 144A REGS                                                             | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |      10000 | PA      | $992.92       | 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      | $218288.42    | 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      | $267923.10    | 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      | $679209.75    | 0.06%             | 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      | $832560.21    | 0.08%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG 3.125%/VAR 06/06/2030 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $235457.61    | 0.02%             | 2030-06-06      | Variable      | 0.03%                 | 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      | $94647.12     | 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      | $184398.34    | 0.02%             | 2035-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 4.159%/VAR 08/28/2034 REGS                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $239858.10    | 0.02%             | 2034-08-28      | Variable      | 0.04%                 | 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      | $162426.93    | 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      | $29508.16     | 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      | $204881.26    | 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      | $4186481.97   | 0.39%             | 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      | $1424007.36   | 0.13%             | 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      | $126436.74    | 0.01%             | 2032-09-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OTTAWA ONTARIO                                                                   | OTTAWA ONT 4.6% 07/14/2042                                                                              | CUSIP: 689551DF3<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      70000 | PA      | $51022.49     | 0.00%             | 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: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $72032.33     | 0.01%             | 2033-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.75% 04/01/2042                                                                  | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     260000 | PA      | $223528.05    | 0.02%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA 5.679%/VAR 08/02/2033                                                               | CUSIP: 06415GM98<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     160000 | PA      | $122097.58    | 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      | $125640.54    | 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      | $37636.40     | 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      | $215791.66    | 0.02%             | 2030-06-12      | 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      | $201220.48    | 0.02%             | 2027-09-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA SPA                                                       | CREDIT AGRICOLE ITALIA SPA 3.5% 01/15/2030 REGS                                                         | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |     300000 | PA      | $363390.03    | 0.03%             | 2030-01-15      | Fixed         | 0.04%                 | 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      | $39045.33     | 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      | $116757.97    | 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      | $574842.12    | 0.05%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MOTOR CREDIT CO LLC 2.33% 11/25/2025                                                               | CUSIP: 345397ZY2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117377.61    | 0.01%             | 2025-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/31/2033 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    2090000 | PA      | $2599855.75   | 0.25%             | 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      | $112639.64    | 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      | $106742.61    | 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      | $134223.76    | 0.01%             | 2053-12-02      | Fixed         | 0.04%                 | 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      | $635114.28    | 0.06%             | 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      | $729740.68    | 0.07%             | 2052-03-20      | 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      | $123933.36    | 0.01%             | 2031-03-19      | Fixed         | 0.01%                 | 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      | $16239.81     | 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      | $267651.60    | 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      | $607743.05    | 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      | $326623.41    | 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      | $109734.92    | 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      | $54852.17     | 0.01%             | 2040-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA REPUBLIC OF                                                              | AUSTRIA REPUBLIC OF 2.8% 09/20/2032 144A REGS                                                           | CUSIP: N/A<br>LEI: 529900QWWUI4XRVR7I03       | Long             | DBT              | NUSS              | AT        |    1010000 | PA      | $1191565.30   | 0.11%             | 2032-09-20      | Fixed         | 0.03%                 | 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      | $1725836.30   | 0.16%             | 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      | $27418.45     | 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      | $2526410.66   | 0.24%             | 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      | $1097952.14   | 0.10%             | 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      | $120443.24    | 0.01%             | 2028-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: SGD/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-658.57      | -0.00%            |  |  |  | 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      | $504367.20    | 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      | $73175.97     | 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      | $1168959.54   | 0.11%             | 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      | $251672.69    | 0.02%             | 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        |     740000 | PA      | $767434.45    | 0.07%             | 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      | $109641.30    | 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      | $884566.03    | 0.08%             | 2029-12-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: GBP/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $104.32       | 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      | $102264.65    | 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      | $309422.38    | 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      | $45138.47     | 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      | $174351.05    | 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      | $121569.19    | 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      | $116465.33    | 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      | $35603.94     | 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      | $1013958.70   | 0.10%             | 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      | $2745834.21   | 0.26%             | 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      | $110973.33    | 0.01%             | 2081-08-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: PLN/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5.10        | -0.00%            |  |  |  | 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      | $111478.74    | 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      | $626101.27    | 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      | $120108.92    | 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      | $737863.94    | 0.07%             | 2034-03-01      | Fixed         | 0.04%                 | 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      | $94118.68     | 0.01%             | 2028-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                 | DEUTSCHE BAHN AG 1.875% 02/13/2026 REGS                                                                 | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     171000 | PA      | $228035.69    | 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      | $343051.32    | 0.03%             | 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      | $284908.24    | 0.03%             | 2050-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LITHUANIA REPUBLIC OF                                                            | LITHUANIA REPUBLIC OF 2.875% 01/28/2030 REGS                                                            | CUSIP: N/A<br>LEI: 529900F7Y171QF1RSU09       | Long             | DBT              | NUSS              | LT        |     130000 | PA      | $152855.44    | 0.01%             | 2030-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: MYR/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $16277.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/DKK settle 2025-11-04                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8980.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                    | KOMMUNEKREDIT 0.125% 09/26/2040 REGS                                                                    | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $72643.04     | 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      | $211898.57    | 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      | $589318.01    | 0.06%             | 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      | $151289.90    | 0.01%             | 2032-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: MXN/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1961.15      | 0.00%             |  |  |  | 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      | $121161.10    | 0.01%             | 2029-11-17      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                           | FX Forward: USD/CLP settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7735.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE REPUBLIC OF                                                               | FRANCE REPUBLIC OF 1.75% 06/25/2039 144A REGS                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     655000 | PA      | $602526.73    | 0.06%             | 2039-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                                | ITALY REPUBLIC OF 2.8% 03/01/2067 144A REGS                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     120000 | PA      | $99195.01     | 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      | $122953.14    | 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      | $1703373.16   | 0.16%             | 2026-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                       | AUSTRALIA COMMONWEALTH OF 1.25% 05/21/2032                                                              | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    3470000 | PA      | $1936369.17   | 0.18%             | 2032-05-21      | Fixed         | 0.01%                 | 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      | $57890.33     | 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      | $2179312.00   | 0.21%             | 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      | $97636.97     | 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        |     550000 | PA      | $177420.09    | 0.02%             | 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      | $21415.18     | 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      | $271590.47    | 0.03%             | 2047-01-21      | Fixed         | 0.05%                 | 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      | $244610.00    | 0.02%             | 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      | $314032.66    | 0.03%             | 2026-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: USD/THB settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $9196.56      | 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      | $107578.99    | 0.01%             | 2030-04-28      | Fixed         | 0.01%                 | 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      | $50958.33     | 0.00%             | 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      | $758811.09    | 0.07%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/NOK settle 2025-11-04                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1235.67      | 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      | $284149.28    | 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      | $131450.10    | 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      | $197377.96    | 0.02%             | 2030-06-02      | 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      | $517432.64    | 0.05%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SINGAPORE REPUBLIC OF                                                            | SINGAPORE REPUBLIC OF 2.75% 03/01/2035                                                                  | CUSIP: N/A<br>LEI: 549300ZSV6VOGFH1ER70       | Long             | DBT              | NUSS              | SG        |     140000 | PA      | $116256.60    | 0.01%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.4% 03/20/2035                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  138300000 | PA      | $916837.77    | 0.09%             | 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      | $278338.17    | 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      | $414674.13    | 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      | $60467.68     | 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      | $689496.91    | 0.07%             | 2029-04-30      | Fixed         | 0.02%                 | 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      | $797156.49    | 0.08%             | 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      | $158142.56    | 0.01%             | 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      | $834366.18    | 0.08%             | 2031-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                              | JAPAN GOVERNMENT OF 1.1% 06/20/2030                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  725150000 | PA      | $4873659.18   | 0.46%             | 2030-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | FX Forward: USD/GBP settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-72461.63    | -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      | $354066.24    | 0.03%             | 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        |    1972000 | PA      | $2082106.44   | 0.20%             | 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      | $39683.78     | 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      | $1390157.53   | 0.13%             | 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      | $166550.42    | 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      | $110241.48    | 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        |     253000 | PA      | $277428.58    | 0.03%             | 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      | $236492.12    | 0.02%             | 2032-11-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN                                                    | SKANDINAVISKA ENSKILDA BANKEN 0.625% 11/12/2029 REGS                                                    | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     200000 | PA      | $214123.97    | 0.02%             | 2029-11-12      | Fixed         | 0.01%                 | 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      | $118031.84    | 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      | $432183.85    | 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: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |   16010000 | PA      | $1560169.45   | 0.15%             | 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      | $2697826.01   | 0.25%             | 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      | $959557.68    | 0.09%             | 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      | $474821.64    | 0.04%             | 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      | $1071581.71   | 0.10%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                           | APA INFRASTRUCTURE LTD 2% 07/15/2030 REGS                                                               | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |     110000 | PA      | $122556.68    | 0.01%             | 2030-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF                                                              | SLOVAK REPUBLIC OF 1% 05/14/2032 REGS                                                                   | CUSIP: N/A<br>LEI: 097900BHFM0000074794       | Long             | DBT              | NUSS              | SK        |     120000 | PA      | $123676.78    | 0.01%             | 2032-05-14      | Fixed         | 0.01%                 | 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      | $754648.11    | 0.07%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 2.75% 04/15/2037 REGS                                                         | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     410000 | PA      | $201909.76    | 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      | $141606.51    | 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      | $141054.18    | 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      | $342211.92    | 0.03%             | 2027-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                                              | CREDIT MUTUEL ARKEA 0.875% 10/25/2031 REGS                                                              | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $203249.09    | 0.02%             | 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      | $105584.54    | 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      | $113945.31    | 0.01%             | 2028-02-17      | Variable      | 0.00%                 | 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      | $142670.14    | 0.01%             | 2053-11-27      | Variable      | 0.07%                 | 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      | $32600.78     | 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      | $135992.97    | 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      | $328230.90    | 0.03%             | 2031-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                               | FX Forward: CAD/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15608.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                             | AMCOR UK FINANCE PLC 1.125% 06/23/2027                                                                  | CUSIP: 0234EVAA9<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |    1384000 | PA      | $1586403.27   | 0.15%             | 2027-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 4.25% 06/07/2032 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     340000 | PA      | $456081.96    | 0.04%             | 2032-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, GOVERNMENT OF                                                       | NEW ZEALAND GOVERNMENT OF 0.25% 05/15/2028                                                              | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    3850000 | PA      | $2082245.47   | 0.20%             | 2028-05-15      | Fixed         | 0.00%                 | 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      | $49500.82     | 0.00%             | 2029-07-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                            | FX Forward: MXN/USD settle 2025-10-02                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $1103.73      | 0.00%             |  |  |  | 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      | $131311.33    | 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      | $347970.36    | 0.03%             | 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      | $29520.51     | 0.00%             | 2060-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                   | FX Forward: USD/CNY settle 2025-10-09                                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                | UNITED KINGDOM G.B. and N.IRELAND 3.25% 01/22/2044 REGS                                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     450000 | PA      | $456437.28    | 0.04%             | 2044-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUEZ SACA                                                                        | SUEZ SACA 1.875% 05/24/2027 REGS                                                                        | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115908.63    | 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      | $467386.04    | 0.04%             | 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      | $194552.74    | 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      | $234194.08    | 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      | $106428.23    | 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      | $118844.50    | 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      | $134581.61    | 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      | $1834294.38   | 0.17%             | 2040-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND CONFEDERATION                                                        | SWITZERLAND CONFEDERATION 3.25% 06/27/2027 REGS                                                         | CUSIP: N/A<br>LEI: 5067006OA1BJ88912Q83       | Long             | DBT              | NUSS              | CH        |     860000 | PA      | $1144026.33   | 0.11%             | 2027-06-27      | Fixed         | 0.03%                 | 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      | $185436.03    | 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      | $2584925.69   | 0.24%             | 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      | $120632.43    | 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      | $58434.21     | 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      | $131121.56    | 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      | $551729.01    | 0.05%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                 | KBC GROUPE SA/NV 0.625%/VAR 12/07/2031 REGS                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     300000 | PA      | $344605.79    | 0.03%             | 2031-12-07      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer