| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| U.S. Government and Agency Obligations (0.0%) | ||||||
| Tennessee Valley Authority (Cost $1,223) | 5.625% | 6/7/2032 | GBP | 716 | 977 | |
| Corporate Bonds (20.5%) | ||||||
| Australia (0.8%) | ||||||
| AGI Finance Pty Ltd. | 6.109% | 6/28/2030 | AUD | 800 | 573 | |
| Amcor UK Finance plc | 3.950% | 5/29/2032 | EUR | 5,000 | 5,741 | |
| APA Infrastructure Ltd. | 0.750% | 3/15/2029 | EUR | 1,000 | 1,074 | |
| APA Infrastructure Ltd. | 3.500% | 3/22/2030 | GBP | 3,000 | 3,790 | |
| APA Infrastructure Ltd. | 2.000% | 7/15/2030 | EUR | 9,000 | 9,726 | |
| APA Infrastructure Ltd. | 3.125% | 7/18/2031 | GBP | 1,000 | 1,216 | |
| APA Infrastructure Ltd. | 1.250% | 3/15/2033 | EUR | 4,608 | 4,465 | |
| APA Infrastructure Ltd. | 2.500% | 3/15/2036 | GBP | 5,176 | 5,194 | |
| Aurizon Network Pty Ltd. | 6.100% | 9/12/2031 | AUD | 4,700 | 3,325 | |
| Ausgrid Finance Pty Ltd. | 5.408% | 3/28/2031 | AUD | 10,000 | 6,940 | |
| AusNet Services Holdings Pty Ltd. | 4.400% | 8/16/2027 | AUD | 650 | 453 | |
| AusNet Services Holdings Pty Ltd. | 4.200% | 8/21/2028 | AUD | 1,410 | 970 | |
| AusNet Services Holdings Pty Ltd. | 2.600% | 7/31/2029 | AUD | 3,160 | 2,047 | |
| AusNet Services Holdings Pty Ltd. | 0.625% | 8/25/2030 | EUR | 4,500 | 4,622 | |
| AusNet Services Holdings Pty Ltd. | 6.134% | 5/31/2033 | AUD | 18,680 | 13,288 | |
| Australia & New Zealand Banking Group Ltd. | 5.350% | 11/4/2027 | AUD | 3,500 | 2,471 | |
| Australia & New Zealand Banking Group Ltd. | 4.950% | 9/11/2028 | AUD | 6,030 | 4,230 | |
| Australia & New Zealand Banking Group Ltd. | 4.950% | 2/5/2029 | AUD | 20,630 | 14,441 | |
| Australia & New Zealand Banking Group Ltd. | 2.478% | 6/4/2029 | EUR | 14,000 | 15,828 | |
| Australia & New Zealand Banking Group Ltd. | 5.000% | 6/18/2029 | AUD | 5,000 | 3,502 | |
| Australia & New Zealand Banking Group Ltd. | 5.906% | 8/12/2032 | AUD | 9,135 | 6,453 | |
| Australia & New Zealand Banking Group Ltd. | 1.500% | 9/1/2032 | JPY | 200,000 | 1,248 | |
| Australia & New Zealand Banking Group Ltd. | 6.405% | 9/20/2034 | AUD | 7,532 | 5,401 | |
| Australia & New Zealand Banking Group Ltd. | 5.545% | 1/15/2035 | AUD | 5,000 | 3,493 | |
| Australia & New Zealand Banking Group Ltd. | 3.706% | 7/31/2035 | EUR | 15,000 | 17,100 | |
| Australia & New Zealand Banking Group Ltd. | 6.124% | 7/25/2039 | AUD | 9,678 | 6,759 | |
| Australia & New Zealand Banking Group Ltd. | 6.171% | 8/14/2045 | AUD | 17,500 | 11,840 | |
| Australia Pacific Airports Melbourne Pty Ltd. | 5.598% | 11/1/2032 | AUD | 5,000 | 3,478 | |
| Australia Pacific Airports Melbourne Pty Ltd. | 4.375% | 5/24/2033 | EUR | 8,000 | 9,399 | |
| Australia Pacific Airports Melbourne Pty Ltd. | 4.250% | 3/24/2036 | EUR | 5,000 | 5,729 | |
| Bank of Queensland Ltd. | 2.732% | 6/18/2030 | EUR | 7,925 | 8,899 | |
| Bendigo & Adelaide Bank Ltd. | 2.892% | 2/3/2031 | EUR | 10,000 | 11,300 | |
| BHP Billiton Finance Ltd. | 3.250% | 9/24/2027 | EUR | 4,653 | 5,376 | |
| BHP Billiton Finance Ltd. | 1.500% | 4/29/2030 | EUR | 7,299 | 7,817 | |
| BHP Billiton Finance Ltd. | 3.180% | 9/4/2031 | EUR | 5,000 | 5,625 | |
| BHP Billiton Finance Ltd. | 3.125% | 4/29/2033 | EUR | 1,545 | 1,705 | |
| BHP Billiton Finance Ltd. | 3.643% | 9/4/2035 | EUR | 5,000 | 5,575 | |
| BHP Billiton Finance Ltd. | 4.300% | 9/25/2042 | GBP | 2,859 | 3,062 | |
| Brisbane Airport Corp. Pty Ltd. | 5.900% | 3/8/2034 | AUD | 10,000 | 6,943 | |
| Brisbane Airport Corp. Pty Ltd. | 3.856% | 11/13/2035 | EUR | 5,000 | 5,548 | |
| CIMIC Finance Ltd. | 1.500% | 5/28/2029 | EUR | 2,800 | 3,030 | |
| Coles Group Treasury Pty Ltd. | 2.650% | 11/6/2029 | AUD | 2,610 | 1,684 | |
| Coles Group Treasury Pty Ltd. | 2.100% | 8/27/2030 | AUD | 1,860 | 1,145 | |
| Commonwealth Bank of Australia | 4.400% | 8/18/2027 | AUD | 10,000 | 6,992 | |
| Commonwealth Bank of Australia | 5.000% | 1/13/2028 | AUD | 15,000 | 10,543 | |
| Commonwealth Bank of Australia | 4.900% | 8/17/2028 | AUD | 9,250 | 6,485 | |
| Commonwealth Bank of Australia | 0.875% | 2/19/2029 | EUR | 5,087 | 5,546 | |
| Commonwealth Bank of Australia | 0.125% | 10/15/2029 | EUR | 20,000 | 20,941 | |
| Commonwealth Bank of Australia | 2.853% | 10/9/2031 | EUR | 5,000 | 5,626 | |
| Commonwealth Bank of Australia | 2.855% | 2/26/2032 | EUR | 5,000 | 5,604 | |
| Commonwealth Bank of Australia | 6.860% | 11/9/2032 | AUD | 20,000 | 14,293 | |
| Commonwealth Bank of Australia | 4.266% | 6/4/2034 | EUR | 10,000 | 11,685 | |
| Commonwealth Bank of Australia | 5.252% | 9/12/2035 | AUD | 4,400 | 3,031 | |
| Commonwealth Bank of Australia | 5.520% | 12/17/2035 | AUD | 9,840 | 6,778 | |
| Commonwealth Bank of Australia | 4.454% | 5/21/2037 | EUR | 7,000 | 8,056 | |
| Commonwealth Bank of Australia | 3.788% | 8/26/2037 | EUR | 15,000 | 16,921 | |
| Commonwealth Bank of Australia | 6.152% | 11/27/2039 | AUD | 970 | 676 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Commonwealth Bank of Australia | 6.400% | 3/5/2046 | AUD | 5,000 | 3,470 | |
| Computershare US Inc. | 3.147% | 11/30/2027 | AUD | 3,000 | 2,047 | |
| CPIF Finance Pty Ltd. | 2.485% | 10/28/2030 | AUD | 2,700 | 1,664 | |
| DEXUS Finance Pty Ltd. | 3.000% | 2/3/2032 | AUD | 3,720 | 2,272 | |
| ElectraNet Pty Ltd. | 2.474% | 12/15/2028 | AUD | 1,800 | 1,185 | |
| GAIF Bond Issuer Pty Ltd. | 2.584% | 11/18/2027 | AUD | 1,800 | 1,225 | |
| GAIF Bond Issuer Pty Ltd. | 1.900% | 12/14/2028 | AUD | 2,490 | 1,615 | |
| Glencore Capital Finance DAC | 1.125% | 3/10/2028 | EUR | 9,070 | 10,094 | |
| Glencore Capital Finance DAC | 4.154% | 4/29/2031 | EUR | 8,000 | 9,357 | |
| Glencore Capital Finance DAC | 3.750% | 2/4/2032 | EUR | 15,500 | 17,743 | |
| Glencore Capital Finance DAC | 3.668% | 10/6/2032 | EUR | 1,000 | 1,134 | |
| Glencore Capital Finance DAC | 1.250% | 3/1/2033 | EUR | 4,429 | 4,310 | |
| Glencore Finance Canada Ltd. | 4.045% | 10/10/2032 | CAD | 3,750 | 2,624 | |
| 1 | Goodman Australia Finance Pty Ltd. | 3.875% | 4/29/2033 | EUR | 1,995 | 2,260 |
| GTA Finance Co. Pty Ltd. | 2.200% | 8/26/2027 | AUD | 2,810 | 1,909 | |
| ING Bank Australia Ltd. | 4.500% | 5/26/2029 | AUD | 3,000 | 2,078 | |
| Lendlease Finance Ltd. | 3.400% | 10/27/2027 | AUD | 930 | 636 | |
| Lonsdale Finance Pty Ltd. | 2.100% | 10/15/2027 | AUD | 1,490 | 1,009 | |
| Macquarie Bank Ltd. | 2.778% | 2/25/2030 | EUR | 3,465 | 3,922 | |
| Macquarie Bank Ltd. | 6.146% | 5/29/2040 | AUD | 12,000 | 8,271 | |
| Macquarie Group Ltd. | 0.350% | 3/3/2028 | EUR | 11,316 | 12,479 | |
| Macquarie Group Ltd. | 0.943% | 1/19/2029 | EUR | 5,000 | 5,434 | |
| Macquarie Group Ltd. | 4.080% | 5/31/2029 | GBP | 3,700 | 4,856 | |
| Macquarie Group Ltd. | 2.723% | 8/21/2029 | CAD | 1,495 | 1,045 | |
| Macquarie Group Ltd. | 0.950% | 5/21/2031 | EUR | 2,214 | 2,256 | |
| National Australia Bank Ltd. | 4.400% | 5/12/2028 | AUD | 16,716 | 11,621 | |
| National Australia Bank Ltd. | 2.125% | 5/24/2028 | EUR | 17,000 | 19,234 | |
| National Australia Bank Ltd. | 1.375% | 8/30/2028 | EUR | 2,500 | 2,778 | |
| National Australia Bank Ltd. | 5.400% | 11/16/2028 | AUD | 10,000 | 7,078 | |
| National Australia Bank Ltd. | 0.010% | 1/6/2029 | EUR | 28,000 | 29,930 | |
| National Australia Bank Ltd. | 4.850% | 3/22/2029 | AUD | 9,839 | 6,874 | |
| National Australia Bank Ltd. | 3.125% | 2/28/2030 | EUR | 10,000 | 11,430 | |
| National Australia Bank Ltd. | 2.723% | 8/27/2030 | EUR | 5,400 | 6,095 | |
| National Australia Bank Ltd. | 1.125% | 5/20/2031 | EUR | 2,500 | 2,599 | |
| National Australia Bank Ltd. | 2.845% | 3/3/2032 | EUR | 10,000 | 11,211 | |
| National Australia Bank Ltd. | 6.322% | 8/3/2032 | AUD | 5,000 | 3,546 | |
| National Australia Bank Ltd. | 6.163% | 3/9/2033 | AUD | 5,640 | 4,003 | |
| NBN Co. Ltd. | 2.150% | 6/2/2028 | AUD | 4,650 | 3,101 | |
| NBN Co. Ltd. | 4.125% | 3/15/2029 | EUR | 8,500 | 9,993 | |
| NBN Co. Ltd. | 2.200% | 12/16/2030 | AUD | 3,730 | 2,304 | |
| NBN Co. Ltd. | 4.375% | 3/15/2033 | EUR | 4,185 | 5,001 | |
| NBN Co. Ltd. | 5.350% | 3/6/2035 | AUD | 4,270 | 2,909 | |
| Network Finance Co. Pty Ltd. | 2.579% | 10/3/2028 | AUD | 1,160 | 770 | |
| Network Finance Co. Pty Ltd. | 6.061% | 6/19/2030 | AUD | 1,370 | 978 | |
| Norfina Ltd. | 4.600% | 5/21/2030 | AUD | 7,500 | 5,154 | |
| NSW Electricity Networks Finance Pty Ltd. | 2.732% | 4/23/2029 | AUD | 2,240 | 1,466 | |
| NSW Electricity Networks Finance Pty Ltd. | 2.543% | 9/23/2030 | AUD | 1,250 | 778 | |
| NSW Ports Finance Co Pty Ltd. | 5.432% | 9/19/2034 | AUD | 4,000 | 2,691 | |
| Optus Finance Pty Ltd. | 1.000% | 6/20/2029 | EUR | 5,000 | 5,368 | |
| Origin Energy Finance Ltd. | 1.000% | 9/17/2029 | EUR | 2,599 | 2,765 | |
| Pacific National Finance Pty Ltd. | 3.800% | 9/8/2031 | AUD | 5,000 | 3,113 | |
| Patrick Terminals Finance Pty Ltd. | 5.549% | 10/22/2035 | AUD | 3,000 | 1,993 | |
| Qantas Airways Ltd. | 3.150% | 9/27/2028 | AUD | 12,280 | 8,221 | |
| Qantas Airways Ltd. | 2.950% | 11/27/2029 | AUD | 740 | 477 | |
| Qantas Airways Ltd. | 5.250% | 9/9/2030 | AUD | 2,530 | 1,741 | |
| QIC Finance Town Centre Fund Pty Ltd. | 5.800% | 5/21/2031 | AUD | 5,400 | 3,786 | |
| Scentre Group Trust 1 | 5.350% | 9/18/2035 | AUD | 9,300 | 6,111 | |
| Scentre Group Trust 1 / Scentre Group Trust 2 | 1.750% | 4/11/2028 | EUR | 2,539 | 2,853 | |
| Scentre Group Trust 1 / Scentre Group Trust 2 | 1.450% | 3/28/2029 | EUR | 1,958 | 2,142 | |
| Stockland Trust | 5.420% | 3/25/2032 | AUD | 15,420 | 10,615 | |
| Sydney Airport Finance Co Pty Ltd. | 5.500% | 4/23/2032 | AUD | 4,000 | 2,766 | |
| Sydney Airport Finance Co. Pty Ltd. | 4.375% | 5/3/2033 | EUR | 9,000 | 10,598 | |
| Sydney Airport Finance Co. Pty Ltd. | 5.900% | 4/19/2034 | AUD | 5,000 | 3,483 | |
| Telstra Group Ltd. | 1.375% | 3/26/2029 | EUR | 1,263 | 1,385 | |
| Telstra Group Ltd. | 1.000% | 4/23/2030 | EUR | 2,543 | 2,683 | |
| Telstra Group Ltd. | 5.650% | 3/6/2034 | AUD | 8,000 | 5,618 | |
| Telstra Group Ltd. | 3.375% | 3/2/2035 | EUR | 4,000 | 4,420 | |
| Telstra Group Ltd. | 3.500% | 9/3/2036 | EUR | 6,000 | 6,590 | |
| Toyota Finance Australia Ltd. | 2.280% | 10/21/2027 | EUR | 7,631 | 8,713 | |
| Toyota Finance Australia Ltd. | 3.386% | 3/18/2030 | EUR | 7,800 | 8,958 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Transurban Finance Co. Pty Ltd. | 4.555% | 11/14/2028 | CAD | 693 | 500 | |
| Transurban Finance Co. Pty Ltd. | 3.000% | 4/8/2030 | EUR | 9,539 | 10,788 | |
| Transurban Finance Co. Pty Ltd. | 3.713% | 3/12/2032 | EUR | 5,000 | 5,739 | |
| Transurban Finance Co. Pty Ltd. | 4.225% | 4/26/2033 | EUR | 8,500 | 9,961 | |
| Transurban Queensland Finance Pty Ltd. | 3.250% | 8/5/2031 | AUD | 2,160 | 1,349 | |
| Vicinity Centres Trust | 1.125% | 11/7/2029 | EUR | 1,512 | 1,609 | |
| Victoria Power Networks Finance Pty Ltd. | 4.714% | 4/27/2032 | AUD | 7,000 | 4,682 | |
| Wesfarmers Ltd. | 1.941% | 6/23/2028 | AUD | 500 | 331 | |
| Wesfarmers Ltd. | 0.954% | 10/21/2033 | EUR | 8,836 | 8,346 | |
| WestConnex Finance Co. Pty Ltd. | 6.150% | 10/9/2030 | AUD | 2,730 | 1,948 | |
| WestConnex Finance Co. Pty Ltd. | 3.150% | 3/31/2031 | AUD | 3,360 | 2,103 | |
| Westpac Banking Corp. | 1.125% | 9/5/2027 | EUR | 5,690 | 6,432 | |
| Westpac Banking Corp. | 5.300% | 11/11/2027 | AUD | 15,000 | 10,584 | |
| Westpac Banking Corp. | 4.800% | 2/16/2028 | AUD | 5,000 | 3,504 | |
| Westpac Banking Corp. | 1.450% | 7/17/2028 | EUR | 418 | 467 | |
| Westpac Banking Corp. | 5.000% | 9/19/2028 | AUD | 7,900 | 5,546 | |
| Westpac Banking Corp. | 0.010% | 9/22/2028 | EUR | 19,280 | 20,813 | |
| Westpac Banking Corp. | 5.000% | 1/15/2029 | AUD | 10,000 | 7,013 | |
| Westpac Banking Corp. | 5.100% | 5/14/2029 | AUD | 68,000 | 47,770 | |
| Westpac Banking Corp. | 3.799% | 1/17/2030 | EUR | 10,000 | 11,726 | |
| Westpac Banking Corp. | 3.119% | 1/2/2031 | EUR | 2,727 | 3,117 | |
| Westpac Banking Corp. | 1.375% | 5/17/2032 | EUR | 5,087 | 5,251 | |
| Westpac Banking Corp. | 2.912% | 11/26/2032 | EUR | 10,000 | 11,188 | |
| Westpac Banking Corp. | 6.491% | 6/23/2033 | AUD | 6,000 | 4,287 | |
| Westpac Banking Corp. | 6.085% | 2/12/2041 | AUD | 33,380 | 22,973 | |
| Westpac Banking Corp. | 6.135% | 11/13/2045 | AUD | 15,000 | 10,157 | |
| Woolworths Group Ltd. | 1.850% | 11/15/2027 | AUD | 2,980 | 2,010 | |
| Woolworths Group Ltd. | 0.375% | 11/15/2028 | EUR | 9,300 | 10,054 | |
| Woolworths Group Ltd. | 2.800% | 5/20/2030 | AUD | 7,340 | 4,676 | |
| Woolworths Group Ltd. | 5.910% | 11/29/2034 | AUD | 10,000 | 6,950 | |
| 968,394 | ||||||
| Austria (0.4%) | ||||||
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 1.125% | 7/31/2028 | EUR | 35,800 | 39,680 | |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 1.750% | 3/8/2030 | EUR | 10,000 | 10,957 | |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 0.010% | 9/23/2030 | EUR | 4,300 | 4,337 | |
| Erste Group Bank AG | 0.750% | 1/17/2028 | EUR | 8,100 | 9,038 | |
| Erste Group Bank AG | 0.010% | 9/11/2029 | EUR | 16,500 | 17,270 | |
| Erste Group Bank AG | 0.250% | 9/14/2029 | EUR | 2,200 | 2,311 | |
| Erste Group Bank AG | 4.250% | 5/30/2030 | EUR | 5,000 | 5,888 | |
| Erste Group Bank AG | 2.875% | 1/9/2031 | EUR | 10,000 | 11,354 | |
| Erste Group Bank AG | 0.250% | 1/27/2031 | EUR | 2,500 | 2,501 | |
| Erste Group Bank AG | 0.875% | 11/15/2032 | EUR | 6,000 | 6,724 | |
| Erste Group Bank AG | 0.875% | 5/15/2034 | EUR | 7,600 | 7,242 | |
| Erste Group Bank AG | 3.100% | 5/28/2035 | EUR | 8,500 | 9,520 | |
| Erste Group Bank AG | 3.625% | 11/26/2035 | EUR | 25,000 | 28,242 | |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 1.625% | 5/11/2029 | EUR | 18,200 | 20,145 | |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 3.000% | 2/5/2030 | EUR | 10,000 | 11,431 | |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 3.000% | 4/16/2032 | EUR | 5,000 | 5,649 | |
| Kommunalkredit Austria AG | 3.000% | 4/16/2030 | EUR | 20,700 | 23,460 | |
| Kommunalkredit Austria AG | 3.250% | 4/15/2032 | EUR | 15,000 | 17,043 | |
| Mondi Finance plc | 3.750% | 5/31/2032 | EUR | 5,000 | 5,683 | |
| 2 | OeBB-Infrastruktur AG | 2.250% | 5/28/2029 | EUR | 1,536 | 1,731 |
| 2 | OeBB-Infrastruktur AG | 3.375% | 5/18/2032 | EUR | 5,362 | 6,176 |
| OMV AG | 2.000% | 4/9/2028 | EUR | 3,000 | 3,398 | |
| OMV AG | 1.875% | 12/4/2028 | EUR | 2,327 | 2,606 | |
| OMV AG | 2.375% | 4/9/2032 | EUR | 7,683 | 8,395 | |
| OMV AG | 3.125% | 11/10/2033 | EUR | 5,000 | 5,552 | |
| OMV AG | 3.750% | 9/4/2036 | EUR | 5,000 | 5,662 | |
| OMV AG | 2.875% | Perpetual | EUR | 3,300 | 3,651 | |
| Raiffeisen Bank International AG | 0.050% | 9/1/2027 | EUR | 400 | 447 | |
| Raiffeisen Bank International AG | 5.750% | 1/27/2028 | EUR | 22,000 | 26,306 | |
| Raiffeisen Bank International AG | 6.000% | 9/15/2028 | EUR | 2,500 | 2,962 | |
| Raiffeisen Bank International AG | 4.625% | 8/21/2029 | EUR | 5,000 | 5,885 | |
| Raiffeisen Bank International AG | 4.500% | 5/31/2030 | EUR | 8,000 | 9,451 | |
| Raiffeisen Bank International AG | 3.500% | 8/27/2031 | EUR | 9,000 | 10,218 | |
| Raiffeisen Bank International AG | 3.500% | 2/18/2032 | EUR | 12,000 | 13,656 | |
| Raiffeisen Bank International AG | 7.375% | 12/20/2032 | EUR | 4,800 | 5,741 | |
| Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.875% | 1/30/2029 | EUR | 6,000 | 6,534 | |
| Raiffeisenlandesbank Niederoesterreich-Wien AG | 2.375% | 8/31/2032 | EUR | 12,500 | 13,577 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Raiffeisenlandesbank Oberoesterreich AG | 3.625% | 12/13/2027 | EUR | 7,000 | 8,126 | |
| Raiffeisen-Landesbank Steiermark AG | 2.625% | 4/8/2030 | EUR | 10,000 | 11,270 | |
| Raiffeisen-Landesbank Steiermark AG | 1.375% | 5/11/2033 | EUR | 2,500 | 2,508 | |
| UniCredit Bank Austria AG | 0.625% | 3/20/2029 | EUR | 6,200 | 6,705 | |
| UniCredit Bank Austria AG | 0.250% | 6/21/2030 | EUR | 10,500 | 10,813 | |
| UniCredit Bank Austria AG | 2.625% | 2/18/2031 | EUR | 10,000 | 11,218 | |
| UNIQA Insurance Group AG | 4.500% | 5/13/2046 | EUR | 5,000 | 5,654 | |
| 426,717 | ||||||
| Belgium (0.4%) | ||||||
| Aedifica SA | 1.000% | 1/24/2028 | EUR | 3,800 | 4,236 | |
| Aedifica SA | 0.875% | 12/2/2030 | EUR | 1,500 | 1,528 | |
| Ageas SA | 3.250% | 7/2/2049 | EUR | 1,700 | 1,929 | |
| Ageas SA | 4.625% | 5/2/2056 | EUR | 1,800 | 2,070 | |
| Anheuser-Busch InBev Finance Inc. | 4.320% | 5/15/2047 | CAD | 3,061 | 1,927 | |
| Anheuser-Busch InBev SA NV | 2.125% | 12/2/2027 | EUR | 9,861 | 11,236 | |
| Anheuser-Busch InBev SA NV | 2.000% | 3/17/2028 | EUR | 16,068 | 18,214 | |
| Anheuser-Busch InBev SA NV | 1.500% | 4/18/2030 | EUR | 461 | 499 | |
| Anheuser-Busch InBev SA NV | 1.650% | 3/28/2031 | EUR | 14,558 | 15,519 | |
| Anheuser-Busch InBev SA NV | 2.875% | 4/2/2032 | EUR | 9,127 | 10,139 | |
| Anheuser-Busch InBev SA NV | 3.250% | 1/24/2033 | EUR | 2,599 | 2,924 | |
| Anheuser-Busch InBev SA NV | 2.750% | 3/17/2036 | EUR | 5,495 | 5,735 | |
| Anheuser-Busch InBev SA NV | 3.750% | 3/22/2037 | EUR | 15,000 | 16,830 | |
| Anheuser-Busch InBev SA NV | 3.700% | 4/2/2040 | EUR | 14,527 | 15,720 | |
| Anheuser-Busch InBev SA NV | 3.950% | 3/22/2044 | EUR | 10,500 | 11,206 | |
| Anheuser-Busch InBev Worldwide Inc. | 4.100% | 9/6/2027 | AUD | 1,210 | 842 | |
| Argenta Spaarbank NV | 3.375% | 6/22/2028 | EUR | 5,000 | 5,780 | |
| Argenta Spaarbank NV | 1.375% | 2/8/2029 | EUR | 12,000 | 13,415 | |
| Argenta Spaarbank NV | 2.875% | 2/3/2032 | EUR | 15,000 | 16,833 | |
| Barry Callebaut Services NV | 4.250% | 8/19/2031 | EUR | 7,000 | 8,102 | |
| Belfius Bank SA | 0.125% | 2/8/2028 | EUR | 6,300 | 6,936 | |
| Belfius Bank SA | 3.375% | 5/28/2030 | EUR | 12,000 | 13,693 | |
| Belfius Bank SA | 2.625% | 9/30/2030 | EUR | 13,600 | 15,288 | |
| Belfius Bank SA | 5.250% | 4/19/2033 | EUR | 10,600 | 12,481 | |
| Belfius Bank SA | 4.875% | 6/11/2035 | EUR | 1,800 | 2,129 | |
| BNP Paribas Fortis SA | 0.875% | 3/22/2028 | EUR | 5,000 | 5,561 | |
| Crelan Home Loan SCF | 1.375% | 4/18/2033 | EUR | 7,900 | 7,901 | |
| Crelan SA | 6.000% | 2/28/2030 | EUR | 17,700 | 21,593 | |
| Crelan SA | 5.250% | 1/23/2032 | EUR | 21,000 | 25,587 | |
| Elia Group SA | 1.500% | 9/5/2028 | EUR | 1,200 | 1,329 | |
| Elia Transmission Belgium SA | 3.250% | 4/4/2028 | EUR | 200 | 231 | |
| Elia Transmission Belgium SA | 3.000% | 4/7/2029 | EUR | 300 | 342 | |
| Elia Transmission Belgium SA | 0.875% | 4/28/2030 | EUR | 13,700 | 14,374 | |
| Elia Transmission Belgium SA | 3.625% | 1/18/2033 | EUR | 4,000 | 4,591 | |
| Elia Transmission Belgium SA | 3.750% | 1/16/2036 | EUR | 4,000 | 4,519 | |
| Euroclear Bank SA | 3.625% | 10/13/2027 | EUR | 4,000 | 4,638 | |
| Euroclear Holding NV | 2.625% | 4/11/2048 | EUR | 5,000 | 5,652 | |
| FLUVIUS System Operator CV | 0.250% | 6/14/2028 | EUR | 3,900 | 4,256 | |
| FLUVIUS System Operator CV | 2.875% | 5/7/2029 | EUR | 1,800 | 2,045 | |
| FLUVIUS System Operator CV | 0.250% | 12/2/2030 | EUR | 5,200 | 5,223 | |
| FLUVIUS System Operator CV | 0.625% | 11/24/2031 | EUR | 10,500 | 10,346 | |
| FLUVIUS System Operator CV | 4.000% | 7/6/2032 | EUR | 3,000 | 3,497 | |
| FLUVIUS System Operator CV | 3.875% | 5/9/2033 | EUR | 5,000 | 5,759 | |
| Groupe Bruxelles Lambert NV | 0.125% | 1/28/2031 | EUR | 10,000 | 9,865 | |
| ING Belgium SA | 1.500% | 5/19/2029 | EUR | 5,800 | 6,398 | |
| ING Belgium SA | 0.010% | 2/20/2030 | EUR | 15,000 | 15,460 | |
| ING Belgium SA | 3.000% | 2/15/2031 | EUR | 3,200 | 3,647 | |
| ING Belgium SA | 2.750% | 8/25/2032 | EUR | 5,000 | 5,568 | |
| KBC Bank NV | 0.750% | 10/24/2027 | EUR | 3,600 | 4,044 | |
| KBC Group NV | 5.500% | 9/20/2028 | GBP | 3,000 | 4,070 | |
| KBC Group NV | 0.125% | 1/14/2029 | EUR | 15,100 | 16,658 | |
| KBC Group NV | 4.375% | 4/19/2030 | EUR | 9,000 | 10,609 | |
| KBC Group NV | 3.750% | 3/27/2032 | EUR | 8,000 | 9,238 | |
| KBC Group NV | 3.375% | 1/15/2033 | EUR | 25,000 | 28,168 | |
| KBC Group NV | 4.875% | 4/25/2033 | EUR | 4,000 | 4,690 | |
| KBC Group NV | 4.750% | 4/17/2035 | EUR | 3,500 | 4,137 | |
| Proximus SADP | 3.750% | 3/27/2034 | EUR | 6,500 | 7,355 | |
| Proximus SADP | 0.750% | 11/17/2036 | EUR | 4,500 | 3,823 | |
| Shurgard Luxembourg Sarl | 3.625% | 10/22/2034 | EUR | 5,000 | 5,461 | |
| Shurgard Luxembourg Sarl | 4.000% | 5/27/2035 | EUR | 3,900 | 4,354 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Solvay SA | 4.250% | 10/3/2031 | EUR | 3,000 | 3,487 | |
| VGP NV | 1.500% | 4/8/2029 | EUR | 3,300 | 3,584 | |
| VGP NV | 4.250% | 1/29/2031 | EUR | 5,000 | 5,754 | |
| VGP NV | 4.000% | 1/16/2032 | EUR | 2,800 | 3,157 | |
| 502,182 | ||||||
| Bermuda (0.0%) | ||||||
| Athora Holding Ltd. | 5.875% | 9/10/2034 | EUR | 14,700 | 17,742 | |
| Brazil (0.0%) | ||||||
| Pluxee NV | 3.750% | 9/4/2032 | EUR | 5,000 | 5,681 | |
| Canada (1.7%) | ||||||
| 407 International Inc. | 4.220% | 2/14/2028 | CAD | 4,500 | 3,245 | |
| 407 International Inc. | 5.960% | 12/3/2035 | CAD | 1,200 | 951 | |
| 407 International Inc. | 5.750% | 2/14/2036 | CAD | 800 | 616 | |
| 407 International Inc. | 4.480% | 10/7/2036 | CAD | 5,000 | 3,548 | |
| 407 International Inc. | 3.650% | 9/8/2044 | CAD | 5,102 | 3,037 | |
| 407 International Inc. | 3.830% | 5/11/2046 | CAD | 5,102 | 3,066 | |
| 407 International Inc. | 3.600% | 5/21/2047 | CAD | 2,500 | 1,438 | |
| 407 International Inc. | 3.720% | 5/11/2048 | CAD | 3,026 | 1,758 | |
| 407 International Inc. | 3.670% | 3/8/2049 | CAD | 1,019 | 584 | |
| 407 International Inc. | 2.840% | 3/7/2050 | CAD | 9,060 | 4,420 | |
| 407 International Inc. | 4.860% | 7/31/2053 | CAD | 2,000 | 1,356 | |
| 407 International Inc. | 4.890% | 4/4/2054 | CAD | 750 | 511 | |
| 407 International Inc. | 4.540% | 10/9/2054 | CAD | 1,575 | 1,014 | |
| Aeroports de Montreal | 5.170% | 9/17/2035 | CAD | 1,848 | 1,395 | |
| Aeroports de Montreal | 5.670% | 10/16/2037 | CAD | 946 | 733 | |
| Aeroports de Montreal | 3.030% | 4/21/2050 | CAD | 1,962 | 1,055 | |
| Aeroports de Montreal | 3.441% | 4/26/2051 | CAD | 2,500 | 1,445 | |
| AIMCo Realty Investors LP | 3.043% | 6/1/2028 | CAD | 1,019 | 722 | |
| AIMCo Realty Investors LP | 2.712% | 6/1/2029 | CAD | 1,734 | 1,207 | |
| AIMCo Realty Investors LP | 4.640% | 2/15/2030 | CAD | 690 | 506 | |
| AIMCo Realty Investors LP | 4.970% | 5/23/2034 | CAD | 6,900 | 5,097 | |
| Alberta Powerline LP | 4.065% | 12/1/2053 | CAD | 3,405 | 2,079 | |
| Alberta Powerline LP | 4.065% | 3/1/2054 | CAD | 525 | 320 | |
| Alectra Inc. | 1.751% | 2/11/2031 | CAD | 4,200 | 2,770 | |
| Alectra Inc. | 4.309% | 10/30/2034 | CAD | 1,125 | 803 | |
| Alectra Inc. | 3.958% | 7/30/2042 | CAD | 800 | 505 | |
| Alectra Inc. | 3.458% | 4/12/2049 | CAD | 1,118 | 618 | |
| Alimentation Couche-Tard Inc. | 4.603% | 1/25/2029 | CAD | 5,000 | 3,642 | |
| Alimentation Couche-Tard Inc. | 5.592% | 9/25/2030 | CAD | 5,000 | 3,775 | |
| Alimentation Couche-Tard Inc. | 3.647% | 5/12/2031 | EUR | 3,000 | 3,457 | |
| Alimentation Couche-Tard Inc. | 4.011% | 2/12/2036 | EUR | 10,000 | 11,294 | |
| Allied Properties REIT | 5.534% | 9/26/2028 | CAD | 3,950 | 2,889 | |
| Allied Properties REIT | 3.095% | 2/6/2032 | CAD | 5,000 | 3,232 | |
| AltaGas Ltd. | 2.075% | 5/30/2028 | CAD | 1,520 | 1,057 | |
| AltaGas Ltd. | 4.672% | 1/8/2029 | CAD | 2,500 | 1,821 | |
| AltaGas Ltd. | 5.141% | 3/14/2034 | CAD | 2,500 | 1,850 | |
| AltaGas Ltd. | 5.597% | 3/14/2054 | CAD | 1,000 | 712 | |
| AltaLink LP | 1.509% | 9/11/2030 | CAD | 3,990 | 2,629 | |
| AltaLink LP | 4.692% | 11/28/2032 | CAD | 3,150 | 2,323 | |
| AltaLink LP | 4.872% | 11/15/2040 | CAD | 2,604 | 1,843 | |
| AltaLink LP | 4.462% | 11/8/2041 | CAD | 1,223 | 824 | |
| AltaLink LP | 3.990% | 6/30/2042 | CAD | 1,491 | 946 | |
| AltaLink LP | 4.922% | 9/17/2043 | CAD | 1,529 | 1,078 | |
| AltaLink LP | 4.054% | 11/21/2044 | CAD | 911 | 573 | |
| AltaLink LP | 4.090% | 6/30/2045 | CAD | 813 | 512 | |
| AltaLink LP | 3.717% | 12/3/2046 | CAD | 1,648 | 973 | |
| AltaLink LP | 4.742% | 5/22/2054 | CAD | 588 | 392 | |
| AltaLink LP | 5.463% | 10/11/2055 | CAD | 2,000 | 1,485 | |
| ARC Resources Ltd. | 3.577% | 6/17/2028 | CAD | 3,650 | 2,613 | |
| ARC Resources Ltd. | 3.465% | 3/10/2031 | CAD | 2,153 | 1,512 | |
| ARC Resources Ltd. | 4.104% | 2/25/2033 | CAD | 5,000 | 3,504 | |
| Athabasca Indigenous Midstream LP | 6.069% | 2/5/2042 | CAD | 313 | 239 | |
| Bank of Montreal | 4.709% | 12/7/2027 | CAD | 20,138 | 14,601 | |
| Bank of Montreal | 3.190% | 3/1/2028 | CAD | 12,839 | 9,159 | |
| Bank of Montreal | 5.039% | 5/29/2028 | CAD | 5,962 | 4,363 | |
| Bank of Montreal | 4.537% | 12/18/2028 | CAD | 2,000 | 1,457 | |
| Bank of Montreal | 0.050% | 6/8/2029 | EUR | 14,781 | 15,614 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Bank of Montreal | 2.750% | 1/21/2031 | EUR | 6,000 | 6,767 | |
| Bank of Montreal | 3.731% | 6/3/2031 | CAD | 18,005 | 12,766 | |
| Bank of Montreal | 3.250% | 1/9/2032 | EUR | 10,000 | 11,320 | |
| Bank of Montreal | 3.539% | 3/3/2032 | CAD | 12,300 | 8,606 | |
| Bank of Montreal | 3.797% | 7/9/2032 | CAD | 3,000 | 2,114 | |
| Bank of Montreal | 6.034% | 9/7/2033 | CAD | 1,900 | 1,417 | |
| Bank of Montreal | 4.166% | 6/15/2034 | CAD | 6,000 | 4,254 | |
| Bank of Montreal | 4.077% | 3/5/2035 | CAD | 5,000 | 3,562 | |
| Bank of Nova Scotia | 0.010% | 12/15/2027 | EUR | 22,181 | 24,582 | |
| Bank of Nova Scotia | 3.250% | 1/18/2028 | EUR | 38,000 | 43,964 | |
| Bank of Nova Scotia | 3.807% | 11/15/2028 | CAD | 20,000 | 14,334 | |
| Bank of Nova Scotia | 4.680% | 2/1/2029 | CAD | 3,000 | 2,195 | |
| Bank of Nova Scotia | 3.575% | 5/1/2030 | CAD | 8,000 | 5,686 | |
| Bank of Nova Scotia | 3.734% | 6/27/2031 | CAD | 15,000 | 10,636 | |
| Bank of Nova Scotia | 3.616% | 1/30/2032 | CAD | 11,930 | 8,381 | |
| Bank of Nova Scotia | 2.973% | 1/22/2033 | EUR | 5,000 | 5,630 | |
| Bank of Nova Scotia | 4.085% | 5/1/2034 | CAD | 8,000 | 5,638 | |
| Bank of Nova Scotia | 4.950% | 8/1/2034 | CAD | 6,000 | 4,397 | |
| Bank of Nova Scotia | 4.442% | 11/15/2035 | CAD | 6,000 | 4,278 | |
| BCI QuadReal Realty / BCI Quadreal Realty Trust | 3.281% | 3/14/2028 | CAD | 4,500 | 3,212 | |
| BCI QuadReal Realty / BCI Quadreal Realty Trust | 1.747% | 7/24/2030 | CAD | 1,859 | 1,233 | |
| Bell Telephone Co. of Canada or Bell Canada | 1.650% | 8/16/2027 | CAD | 3,000 | 2,111 | |
| Bell Telephone Co. of Canada or Bell Canada | 3.600% | 9/29/2027 | CAD | 5,700 | 4,076 | |
| Bell Telephone Co. of Canada or Bell Canada | 3.800% | 8/21/2028 | CAD | 8,324 | 5,961 | |
| Bell Telephone Co. of Canada or Bell Canada | 2.900% | 9/10/2029 | CAD | 2,550 | 1,777 | |
| Bell Telephone Co. of Canada or Bell Canada | 4.550% | 2/9/2030 | CAD | 6,360 | 4,632 | |
| Bell Telephone Co. of Canada or Bell Canada | 3.000% | 3/17/2031 | CAD | 300 | 206 | |
| Bell Telephone Co. of Canada or Bell Canada | 7.850% | 4/2/2031 | CAD | 2,550 | 2,074 | |
| Bell Telephone Co. of Canada or Bell Canada | 5.850% | 11/10/2032 | CAD | 15,941 | 12,234 | |
| Bell Telephone Co. of Canada or Bell Canada | 5.150% | 8/24/2034 | CAD | 16,385 | 12,074 | |
| Bell Telephone Co. of Canada or Bell Canada | 4.700% | 3/14/2036 | CAD | 5,990 | 4,219 | |
| Bell Telephone Co. of Canada or Bell Canada | 4.750% | 9/29/2044 | CAD | 2,086 | 1,354 | |
| Bell Telephone Co. of Canada or Bell Canada | 5.600% | 8/11/2053 | CAD | 10,834 | 7,608 | |
| Bell Telephone Co. of Canada or Bell Canada | 5.250% | 8/14/2055 | CAD | 5,000 | 3,334 | |
| Bell Telephone Co. of Canada or Bell Canada | 5.300% | 6/3/2056 | CAD | 2,000 | 1,342 | |
| BPC Generation Infrastructure Trust | 3.795% | 9/29/2030 | CAD | 6,830 | 4,818 | |
| BPC Generation Infrastructure Trust | 4.162% | 9/29/2032 | CAD | 2,450 | 1,721 | |
| Bridging North America GP | 4.341% | 8/31/2053 | CAD | 560 | 335 | |
| British Columbia Ferry Services Inc. | 4.702% | 10/23/2043 | CAD | 1,159 | 801 | |
| British Columbia Ferry Services Inc. | 4.689% | 2/19/2056 | CAD | 5,000 | 3,318 | |
| Brookfield Corp. | 5.950% | 6/14/2035 | CAD | 600 | 463 | |
| Brookfield Finance II Inc. | 5.431% | 12/14/2032 | CAD | 3,700 | 2,783 | |
| Brookfield Finance II Inc. | 4.803% | 4/21/2036 | CAD | 8,000 | 5,687 | |
| Brookfield Finance II Inc. | 5.399% | 12/11/2055 | CAD | 3,000 | 2,084 | |
| Brookfield Infrastructure Finance ULC | 4.193% | 9/11/2028 | CAD | 2,166 | 1,560 | |
| Brookfield Infrastructure Finance ULC | 2.855% | 9/1/2032 | CAD | 10,819 | 7,132 | |
| Brookfield Infrastructure Finance ULC | 5.789% | 4/25/2052 | CAD | 930 | 679 | |
| Brookfield Infrastructure Finance ULC | 5.950% | 7/27/2053 | CAD | 976 | 728 | |
| Brookfield Renewable Partners ULC | 4.250% | 1/15/2029 | CAD | 2,750 | 1,985 | |
| Brookfield Renewable Partners ULC | 3.380% | 1/15/2030 | CAD | 2,805 | 1,970 | |
| Brookfield Renewable Partners ULC | 5.880% | 11/9/2032 | CAD | 1,100 | 846 | |
| Brookfield Renewable Partners ULC | 5.292% | 10/28/2033 | CAD | 3,300 | 2,465 | |
| Brookfield Renewable Partners ULC | 4.290% | 11/5/2049 | CAD | 1,990 | 1,182 | |
| Brookfield Renewable Partners ULC | 3.330% | 8/13/2050 | CAD | 896 | 450 | |
| Brookfield Renewable Partners ULC | 5.318% | 1/10/2054 | CAD | 2,355 | 1,613 | |
| Brookfield Renewable Partners ULC | 5.204% | 1/15/2056 | CAD | 3,000 | 2,023 | |
| Bruce Power LP | 2.680% | 12/21/2028 | CAD | 6,113 | 4,271 | |
| Bruce Power LP | 4.000% | 6/21/2030 | CAD | 5,021 | 3,589 | |
| Bruce Power LP | 4.132% | 6/21/2033 | CAD | 3,245 | 2,278 | |
| Bruce Power LP | 4.270% | 12/21/2034 | CAD | 3,000 | 2,093 | |
| Bruce Power LP | 4.410% | 12/21/2035 | CAD | 7,500 | 5,223 | |
| Bruce Power LP | 4.746% | 6/21/2049 | CAD | 2,000 | 1,311 | |
| Calgary Airport Authority | 3.199% | 10/7/2036 | CAD | 2,571 | 1,659 | |
| Calgary Airport Authority | 3.341% | 10/7/2038 | CAD | 2,452 | 1,569 | |
| Cameco Corp. | 2.950% | 10/21/2027 | CAD | 1,622 | 1,152 | |
| Canadian Imperial Bank of Commerce | 5.050% | 10/7/2027 | CAD | 11,375 | 8,266 | |
| Canadian Imperial Bank of Commerce | 3.650% | 12/10/2028 | CAD | 1,660 | 1,187 | |
| Canadian Imperial Bank of Commerce | 0.010% | 4/30/2029 | EUR | 27,476 | 29,090 | |
| Canadian Imperial Bank of Commerce | 3.700% | 4/2/2030 | CAD | 13,000 | 9,265 | |
| Canadian Imperial Bank of Commerce | 2.500% | 5/7/2030 | EUR | 19,400 | 21,782 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Canadian Imperial Bank of Commerce | 3.800% | 12/10/2030 | CAD | 2,550 | 1,817 | |
| Canadian Imperial Bank of Commerce | 2.750% | 4/15/2031 | EUR | 8,500 | 9,567 | |
| Canadian Imperial Bank of Commerce | 3.900% | 6/20/2031 | CAD | 28,000 | 19,962 | |
| Canadian Imperial Bank of Commerce | 3.250% | 7/16/2031 | EUR | 10,000 | 11,346 | |
| Canadian Imperial Bank of Commerce | 3.650% | 1/13/2032 | CAD | 6,000 | 4,222 | |
| Canadian Imperial Bank of Commerce | 3.780% | 6/18/2032 | CAD | 6,000 | 4,225 | |
| Canadian Imperial Bank of Commerce | 5.330% | 1/20/2033 | CAD | 12,505 | 9,137 | |
| Canadian National Railway Co. | 3.200% | 7/31/2028 | CAD | 1,403 | 997 | |
| Canadian National Railway Co. | 4.600% | 5/2/2029 | CAD | 6,600 | 4,829 | |
| Canadian National Railway Co. | 3.500% | 6/10/2030 | CAD | 740 | 524 | |
| Canadian National Railway Co. | 4.200% | 6/10/2035 | CAD | 7,325 | 5,126 | |
| Canadian National Railway Co. | 3.600% | 7/31/2048 | CAD | 2,800 | 1,586 | |
| Canadian National Railway Co. | 3.600% | 2/8/2049 | CAD | 1,432 | 807 | |
| Canadian National Railway Co. | 3.050% | 2/8/2050 | CAD | 4,195 | 2,121 | |
| Canadian National Railway Co. | 4.700% | 5/10/2053 | CAD | 8,075 | 5,311 | |
| Canadian National Railway Co. | 5.100% | 5/2/2054 | CAD | 600 | 419 | |
| Canadian Natural Resources Ltd. | 2.500% | 1/17/2028 | CAD | 2,471 | 1,740 | |
| Canadian Natural Resources Ltd. | 3.750% | 2/8/2031 | CAD | 3,500 | 2,471 | |
| Canadian Natural Resources Ltd. | 4.550% | 2/8/2036 | CAD | 2,500 | 1,761 | |
| Canadian Pacific Railway Co. | 2.540% | 2/28/2028 | CAD | 54,405 | 38,316 | |
| Canadian Pacific Railway Co. | 3.150% | 3/13/2029 | CAD | 2,618 | 1,848 | |
| Canadian Pacific Railway Co. | 4.000% | 6/13/2032 | CAD | 1,400 | 993 | |
| Canadian Pacific Railway Co. | 3.050% | 3/9/2050 | CAD | 887 | 449 | |
| Canadian Tire Corp. Ltd. | 5.372% | 9/16/2030 | CAD | 1,000 | 748 | |
| Canadian Tire Corp. Ltd. | 5.610% | 9/4/2035 | CAD | 1,016 | 748 | |
| Canadian Utilities Ltd. | 4.851% | 6/3/2052 | CAD | 1,380 | 922 | |
| Canadian Utilities Ltd. | 5.450% | 12/22/2055 | CAD | 1,950 | 1,386 | |
| Capital City Link General Partnership | 4.386% | 3/31/2046 | CAD | 344 | 234 | |
| Capital Power Corp. | 4.424% | 2/8/2030 | CAD | 1,069 | 774 | |
| Capital Power Corp. | 4.831% | 9/16/2031 | CAD | 1,750 | 1,281 | |
| Capital Power Corp. | 3.147% | 10/1/2032 | CAD | 1,224 | 815 | |
| Capital Power Corp. | 5.973% | 1/25/2034 | CAD | 1,665 | 1,283 | |
| CCL Industries Inc. | 3.864% | 4/13/2028 | CAD | 825 | 590 | |
| Cenovus Energy Inc. | 3.500% | 2/7/2028 | CAD | 2,104 | 1,499 | |
| Cenovus Energy Inc. | 4.600% | 11/20/2035 | CAD | 8,000 | 5,669 | |
| Central 1 Credit Union | 4.648% | 2/7/2028 | CAD | 1,200 | 869 | |
| CGI Inc. | 2.100% | 9/18/2028 | CAD | 5,100 | 3,527 | |
| Choice Properties REIT | 3.532% | 6/11/2029 | CAD | 12,000 | 8,516 | |
| Choice Properties REIT | 5.030% | 2/28/2031 | CAD | 6,500 | 4,808 | |
| Choice Properties REIT | 6.003% | 6/24/2032 | CAD | 2,380 | 1,837 | |
| Choice Properties REIT | 5.400% | 3/1/2033 | CAD | 1,700 | 1,276 | |
| Choice Properties REIT | 5.699% | 2/28/2034 | CAD | 1,300 | 993 | |
| Clover LP | 4.216% | 3/31/2034 | CAD | 587 | 418 | |
| Clover LP | 4.216% | 6/30/2034 | CAD | 450 | 321 | |
| Coastal Gaslink Pipeline LP | 4.691% | 9/30/2029 | CAD | 6,400 | 4,699 | |
| Coastal Gaslink Pipeline LP | 5.395% | 9/30/2036 | CAD | 873 | 659 | |
| Coastal Gaslink Pipeline LP | 5.538% | 6/30/2039 | CAD | 1,468 | 1,109 | |
| Coastal Gaslink Pipeline LP | 5.606% | 9/30/2042 | CAD | 500 | 373 | |
| Coastal Gaslink Pipeline LP | 5.607% | 6/30/2044 | CAD | 6,710 | 4,999 | |
| Coastal Gaslink Pipeline LP | 4.868% | 6/30/2045 | CAD | 3,000 | 2,048 | |
| Coastal Gaslink Pipeline LP | 5.606% | 3/30/2047 | CAD | 9,000 | 6,688 | |
| Coastal Gaslink Pipeline LP | 5.857% | 3/30/2049 | CAD | 5,825 | 4,428 | |
| Coastal Gaslink Pipeline LP | 5.857% | 6/30/2049 | CAD | 1,313 | 1,001 | |
| Cogeco Communications Inc. | 2.991% | 9/22/2031 | CAD | 1,796 | 1,206 | |
| Concordia University | 6.550% | 9/2/2042 | CAD | 1,529 | 1,250 | |
| Co-operators Financial Services Ltd. | 3.327% | 5/13/2030 | CAD | 2,848 | 1,969 | |
| 3 | Cordelio Amalco GP I | 4.087% | 6/30/2034 | CAD | 1,459 | 1,028 |
| Crombie REIT | 2.686% | 3/31/2028 | CAD | 892 | 627 | |
| Crombie REIT | 4.732% | 1/15/2032 | CAD | 2,725 | 1,967 | |
| Crosslinx Transit Solutions GP | 4.651% | 9/30/2046 | CAD | 1,409 | 939 | |
| CU Inc. | 4.543% | 10/24/2041 | CAD | 1,019 | 693 | |
| CU Inc. | 4.722% | 9/9/2043 | CAD | 11,329 | 7,795 | |
| CU Inc. | 4.085% | 9/2/2044 | CAD | 9,155 | 5,784 | |
| CU Inc. | 3.964% | 7/27/2045 | CAD | 1,529 | 945 | |
| CU Inc. | 3.763% | 11/19/2046 | CAD | 765 | 454 | |
| CU Inc. | 3.548% | 11/22/2047 | CAD | 1,267 | 720 | |
| CU Inc. | 3.950% | 11/23/2048 | CAD | 493 | 296 | |
| CU Inc. | 2.963% | 9/7/2049 | CAD | 6,296 | 3,171 | |
| CU Inc. | 3.174% | 9/5/2051 | CAD | 823 | 422 | |
| CU Inc. | 5.088% | 9/20/2053 | CAD | 1,600 | 1,123 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| CU Inc. | 4.664% | 9/11/2054 | CAD | 2,405 | 1,580 | |
| Definity Financial Corp. | 3.709% | 9/12/2030 | CAD | 3,300 | 2,330 | |
| Definity Financial Corp. | 4.393% | 9/12/2035 | CAD | 1,870 | 1,310 | |
| Dollarama Inc. | 1.505% | 9/20/2027 | CAD | 1,019 | 715 | |
| Dollarama Inc. | 2.443% | 7/9/2029 | CAD | 1,289 | 891 | |
| Dollarama Inc. | 5.165% | 4/26/2030 | CAD | 1,300 | 966 | |
| Dollarama Inc. | 3.850% | 12/16/2030 | CAD | 2,350 | 1,670 | |
| Dollarama Inc. | 4.576% | 4/2/2036 | CAD | 3,000 | 2,121 | |
| Dream Summit Industrial LP | 2.440% | 7/14/2028 | CAD | 1,496 | 1,045 | |
| Dream Summit Industrial LP | 4.507% | 2/12/2031 | CAD | 1,050 | 756 | |
| Emera Inc. | 4.838% | 5/2/2030 | CAD | 1,700 | 1,241 | |
| Enbridge Gas Inc. | 2.880% | 11/22/2027 | CAD | 8,800 | 6,260 | |
| Enbridge Gas Inc. | 5.460% | 10/6/2028 | CAD | 5,000 | 3,705 | |
| Enbridge Gas Inc. | 2.900% | 4/1/2030 | CAD | 4,550 | 3,160 | |
| Enbridge Gas Inc. | 4.150% | 8/17/2032 | CAD | 2,200 | 1,575 | |
| Enbridge Gas Inc. | 5.700% | 10/6/2033 | CAD | 5,000 | 3,881 | |
| Enbridge Gas Inc. | 4.200% | 6/2/2044 | CAD | 6,953 | 4,446 | |
| Enbridge Gas Inc. | 4.000% | 8/22/2044 | CAD | 1,916 | 1,191 | |
| Enbridge Gas Inc. | 3.800% | 6/1/2046 | CAD | 1,529 | 910 | |
| Enbridge Gas Inc. | 3.590% | 11/22/2047 | CAD | 917 | 522 | |
| Enbridge Gas Inc. | 3.510% | 11/29/2047 | CAD | 2,391 | 1,341 | |
| Enbridge Gas Inc. | 4.950% | 11/22/2050 | CAD | 1,377 | 944 | |
| Enbridge Gas Inc. | 3.200% | 9/15/2051 | CAD | 1,871 | 957 | |
| Enbridge Gas Inc. | 4.550% | 8/17/2052 | CAD | 1,200 | 772 | |
| Enbridge Inc. | 5.700% | 11/9/2027 | CAD | 2,000 | 1,464 | |
| Enbridge Inc. | 4.900% | 5/26/2028 | CAD | 17,000 | 12,398 | |
| Enbridge Inc. | 3.900% | 2/25/2030 | CAD | 5,000 | 3,568 | |
| Enbridge Inc. | 6.100% | 11/9/2032 | CAD | 15,290 | 11,926 | |
| Enbridge Inc. | 5.360% | 5/26/2033 | CAD | 2,250 | 1,693 | |
| Enbridge Inc. | 3.100% | 9/21/2033 | CAD | 115 | 76 | |
| Enbridge Inc. | 4.730% | 8/22/2034 | CAD | 26,400 | 19,044 | |
| Enbridge Inc. | 4.560% | 2/25/2035 | CAD | 18,350 | 13,028 | |
| Enbridge Inc. | 5.330% | 4/6/2040 | CAD | 1,000 | 711 | |
| Enbridge Inc. | 4.240% | 8/27/2042 | CAD | 1,322 | 825 | |
| Enbridge Inc. | 4.570% | 3/11/2044 | CAD | 3,107 | 1,991 | |
| Enbridge Inc. | 4.870% | 11/21/2044 | CAD | 2,142 | 1,419 | |
| Enbridge Inc. | 4.550% | 9/29/2045 | CAD | 2,856 | 1,812 | |
| Enbridge Inc. | 4.330% | 2/22/2049 | CAD | 8,079 | 4,848 | |
| Enbridge Inc. | 4.200% | 5/12/2051 | CAD | 1,651 | 957 | |
| Enbridge Inc. | 4.100% | 9/21/2051 | CAD | 1,497 | 852 | |
| Enbridge Inc. | 6.510% | 11/9/2052 | CAD | 800 | 639 | |
| Enbridge Inc. | 5.760% | 5/26/2053 | CAD | 1,300 | 945 | |
| Enbridge Inc. | 5.820% | 8/17/2053 | CAD | 2,750 | 2,015 | |
| Enbridge Inc. | 5.320% | 8/22/2054 | CAD | 2,000 | 1,367 | |
| Enbridge Inc. | 5.150% | 12/17/2055 | CAD | 3,430 | 2,432 | |
| Energir Inc. | 3.530% | 5/16/2047 | CAD | 1,085 | 616 | |
| Energir SEC | 3.040% | 2/9/2032 | CAD | 2,516 | 1,706 | |
| Energir SEC | 4.830% | 6/2/2053 | CAD | 1,300 | 877 | |
| ENMAX Corp. | 3.836% | 6/5/2028 | CAD | 946 | 678 | |
| ENMAX Corp. | 3.876% | 10/18/2029 | CAD | 2,443 | 1,744 | |
| EPCOR Utilities Inc. | 2.411% | 6/30/2031 | CAD | 2,250 | 1,500 | |
| EPCOR Utilities Inc. | 4.550% | 2/28/2042 | CAD | 1,522 | 1,031 | |
| EPCOR Utilities Inc. | 3.554% | 11/27/2047 | CAD | 1,271 | 723 | |
| EPCOR Utilities Inc. | 3.106% | 7/8/2049 | CAD | 1,272 | 659 | |
| EPCOR Utilities Inc. | 2.899% | 5/19/2050 | CAD | 1,961 | 966 | |
| EPCOR Utilities Inc. | 3.287% | 6/28/2051 | CAD | 747 | 392 | |
| EPCOR Utilities Inc. | 4.725% | 9/2/2052 | CAD | 2,000 | 1,330 | |
| EPCOR Utilities Inc. | 5.326% | 10/3/2053 | CAD | 3,200 | 2,323 | |
| EPCOR Utilities Inc. | 4.990% | 5/31/2054 | CAD | 2,000 | 1,382 | |
| Equitable Bank | 2.375% | 9/28/2028 | EUR | 6,500 | 7,358 | |
| Fair Hydro Trust | 3.357% | 5/15/2033 | CAD | 3,609 | 2,490 | |
| Fairfax Financial Holdings Ltd. | 4.250% | 12/6/2027 | CAD | 7,657 | 5,511 | |
| Fairfax Financial Holdings Ltd. | 4.230% | 6/14/2029 | CAD | 1,195 | 864 | |
| Fairfax Financial Holdings Ltd. | 3.950% | 3/3/2031 | CAD | 1,800 | 1,279 | |
| Fairfax Financial Holdings Ltd. | 4.730% | 11/22/2034 | CAD | 6,800 | 4,884 | |
| Fairfax Financial Holdings Ltd. | 5.100% | 8/16/2055 | CAD | 6,330 | 4,179 | |
| Federation des Caisses Desjardins du Quebec | 5.475% | 8/16/2028 | CAD | 5,800 | 4,293 | |
| Federation des Caisses Desjardins du Quebec | 5.467% | 11/17/2028 | CAD | 2,500 | 1,854 | |
| Federation des Caisses Desjardins du Quebec | 3.804% | 9/24/2029 | CAD | 13,000 | 9,296 | |
| Federation des Caisses Desjardins du Quebec | 2.683% | 5/29/2030 | EUR | 10,000 | 11,289 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Federation des Caisses Desjardins du Quebec | 3.714% | 7/16/2031 | CAD | 14,000 | 9,850 | |
| Federation des Caisses Desjardins du Quebec | 5.035% | 8/23/2032 | CAD | 2,900 | 2,102 | |
| Federation des Caisses Desjardins du Quebec | 5.279% | 5/15/2034 | CAD | 5,000 | 3,669 | |
| Federation des Caisses Desjardins du Quebec | 4.264% | 1/24/2035 | CAD | 2,000 | 1,434 | |
| Federation des Caisses Desjardins du Quebec | 3.856% | 3/3/2036 | CAD | 3,700 | 2,592 | |
| Finning International Inc. | 5.077% | 6/13/2042 | CAD | 900 | 601 | |
| First Capital REIT | 4.832% | 6/13/2033 | CAD | 5,000 | 3,618 | |
| First National Financial Corp. | 4.891% | 10/23/2030 | CAD | 3,000 | 2,154 | |
| First National Financial Corp. | 5.443% | 10/25/2032 | CAD | 3,000 | 2,170 | |
| Fortis Inc. | 2.180% | 5/15/2028 | CAD | 1,568 | 1,097 | |
| Fortis Inc. | 4.431% | 5/31/2029 | CAD | 2,600 | 1,892 | |
| Fortis Inc. | 4.090% | 3/26/2032 | CAD | 9,340 | 6,642 | |
| Fortis Inc. | 5.677% | 11/8/2033 | CAD | 3,500 | 2,685 | |
| Fortis Inc. | 5.100% | 12/4/2055 | CAD | 3,660 | 2,606 | |
| FortisAlberta Inc. | 3.672% | 9/9/2047 | CAD | 2,136 | 1,231 | |
| FortisAlberta Inc. | 2.632% | 6/8/2051 | CAD | 748 | 344 | |
| FortisAlberta Inc. | 4.862% | 5/26/2053 | CAD | 1,500 | 1,015 | |
| FortisAlberta Inc. | 4.897% | 5/27/2054 | CAD | 1,000 | 679 | |
| FortisBC Energy Inc. | 6.500% | 5/1/2034 | CAD | 5,102 | 4,100 | |
| FortisBC Energy Inc. | 5.900% | 2/26/2035 | CAD | 1,300 | 1,012 | |
| FortisBC Energy Inc. | 6.050% | 2/15/2038 | CAD | 5,102 | 3,986 | |
| FortisBC Inc. | 4.000% | 10/28/2044 | CAD | 1,071 | 651 | |
| Gibson Energy Inc. | 3.600% | 9/17/2029 | CAD | 2,592 | 1,834 | |
| Gibson Energy Inc. | 4.450% | 11/12/2031 | CAD | 1,300 | 934 | |
| Gibson Energy Inc. | 4.450% | 8/20/2032 | CAD | 3,300 | 2,360 | |
| Gibson Energy Inc. | 5.750% | 7/12/2033 | CAD | 1,200 | 914 | |
| Gildan Activewear Inc. | 4.362% | 11/22/2029 | CAD | 5,200 | 3,770 | |
| Granite REIT Holdings LP | 2.378% | 12/18/2030 | CAD | 2,028 | 1,350 | |
| Granite REIT Holdings LP | 4.348% | 10/4/2031 | CAD | 6,390 | 4,564 | |
| Greater Toronto Airports Authority | 1.540% | 5/3/2028 | CAD | 4,121 | 2,864 | |
| Greater Toronto Airports Authority | 2.730% | 4/3/2029 | CAD | 1,009 | 710 | |
| Greater Toronto Airports Authority | 6.980% | 10/15/2032 | CAD | 1,700 | 1,404 | |
| Greater Toronto Airports Authority | 2.750% | 10/17/2039 | CAD | 4,299 | 2,527 | |
| Greater Toronto Airports Authority | 5.300% | 2/25/2041 | CAD | 2,081 | 1,579 | |
| 1 | Greater Toronto Airports Authority | 5.300% | 2/25/2041 | CAD | 2,550 | 1,788 |
| Greater Toronto Airports Authority | 3.150% | 10/5/2051 | CAD | 190 | 104 | |
| Great-West Lifeco Inc. | 3.337% | 2/28/2028 | CAD | 4,500 | 3,209 | |
| Great-West Lifeco Inc. | 2.379% | 5/14/2030 | CAD | 7,284 | 4,992 | |
| Great-West Lifeco Inc. | 6.670% | 3/21/2033 | CAD | 1,015 | 824 | |
| Great-West Lifeco Inc. | 5.998% | 11/16/2039 | CAD | 5,612 | 4,387 | |
| Great-West Lifeco Inc. | 2.981% | 7/8/2050 | CAD | 770 | 384 | |
| Honda Canada Finance Inc. | 4.873% | 9/23/2027 | CAD | 9,600 | 6,962 | |
| Honda Canada Finance Inc. | 4.899% | 2/21/2029 | CAD | 3,700 | 2,716 | |
| Honda Canada Finance Inc. | 3.539% | 9/23/2030 | CAD | 9,300 | 6,516 | |
| Hospital for Sick Children | 3.416% | 12/7/2057 | CAD | 1,346 | 698 | |
| Hospital Infrastructure Partners NOH Partnership | 5.439% | 1/31/2045 | CAD | 2,246 | 1,675 | |
| Hydro One Inc. | 4.910% | 1/27/2028 | CAD | 15,900 | 11,600 | |
| Hydro One Inc. | 3.930% | 11/30/2029 | CAD | 24,000 | 17,319 | |
| Hydro One Inc. | 1.690% | 1/16/2031 | CAD | 3,000 | 1,979 | |
| Hydro One Inc. | 6.930% | 6/1/2032 | CAD | 578 | 471 | |
| Hydro One Inc. | 4.160% | 1/27/2033 | CAD | 6,000 | 4,308 | |
| Hydro One Inc. | 4.390% | 3/1/2034 | CAD | 8,000 | 5,781 | |
| Hydro One Inc. | 5.360% | 5/20/2036 | CAD | 509 | 387 | |
| Hydro One Inc. | 4.890% | 3/13/2037 | CAD | 2,550 | 1,864 | |
| Hydro One Inc. | 4.390% | 9/26/2041 | CAD | 115 | 77 | |
| Hydro One Inc. | 4.590% | 10/9/2043 | CAD | 4,605 | 3,118 | |
| Hydro One Inc. | 4.170% | 6/6/2044 | CAD | 1,300 | 832 | |
| Hydro One Inc. | 3.910% | 2/23/2046 | CAD | 1,633 | 997 | |
| Hydro One Inc. | 5.000% | 10/19/2046 | CAD | 1,019 | 717 | |
| Hydro One Inc. | 3.720% | 11/18/2047 | CAD | 1,734 | 1,014 | |
| Hydro One Inc. | 3.630% | 6/25/2049 | CAD | 10,653 | 6,058 | |
| Hydro One Inc. | 2.710% | 2/28/2050 | CAD | 1,713 | 816 | |
| Hydro One Inc. | 3.100% | 9/15/2051 | CAD | 2,170 | 1,099 | |
| Hydro One Inc. | 4.460% | 1/27/2053 | CAD | 2,100 | 1,343 | |
| Hydro One Inc. | 4.850% | 11/30/2054 | CAD | 12,750 | 8,642 | |
| Hydro One Ltd. | 1.410% | 10/15/2027 | CAD | 3,359 | 2,352 | |
| Hydro Ottawa Capital Corp. | 3.991% | 5/14/2043 | CAD | 1,071 | 658 | |
| Hyundai Capital Canada Inc. | 3.577% | 11/22/2027 | CAD | 953 | 681 | |
| Hyundai Capital Canada Inc. | 5.565% | 3/8/2028 | CAD | 6,200 | 4,557 | |
| Hyundai Capital Canada Inc. | 4.895% | 1/31/2029 | CAD | 3,000 | 2,200 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Hyundai Capital Canada Inc. | 4.004% | 5/13/2031 | CAD | 3,000 | 2,132 | |
| iA Financial Corp. Inc. | 4.158% | 5/26/2036 | CAD | 5,000 | 3,557 | |
| IGM Financial Inc. | 4.115% | 12/9/2047 | CAD | 3,104 | 1,890 | |
| IGM Financial Inc. | 4.174% | 7/13/2048 | CAD | 500 | 306 | |
| IGM Financial Inc. | 4.206% | 3/21/2050 | CAD | 1,513 | 923 | |
| IGM Financial Inc. | 5.426% | 5/26/2053 | CAD | 800 | 581 | |
| InPower BC General Partnership | 4.471% | 3/31/2033 | CAD | 1,556 | 1,113 | |
| Intact Financial Corp. | 2.179% | 5/18/2028 | CAD | 1,800 | 1,260 | |
| Intact Financial Corp. | 4.653% | 5/16/2034 | CAD | 1,200 | 872 | |
| Intact Financial Corp. | 5.160% | 6/16/2042 | CAD | 1,520 | 1,095 | |
| Intact Financial Corp. | 2.954% | 12/16/2050 | CAD | 1,254 | 614 | |
| Intact Financial Corp. | 3.765% | 5/20/2053 | CAD | 1,000 | 559 | |
| Intact Financial Corp. | 5.276% | 9/14/2054 | CAD | 2,000 | 1,426 | |
| Integrated Team Solutions SJHC Partnership | 5.946% | 11/30/2042 | CAD | 69 | 53 | |
| Inter Pipeline Ltd. | 5.760% | 2/17/2028 | CAD | 3,526 | 2,593 | |
| Inter Pipeline Ltd. | 5.710% | 5/29/2030 | CAD | 4,000 | 3,007 | |
| Inter Pipeline Ltd. | 3.983% | 11/25/2031 | CAD | 12,818 | 9,001 | |
| Inter Pipeline Ltd. | 5.849% | 5/18/2032 | CAD | 1,060 | 808 | |
| Inter Pipeline Ltd. | 6.590% | 2/9/2034 | CAD | 4,943 | 3,922 | |
| Inter Pipeline Ltd. | 4.651% | 2/13/2036 | CAD | 5,000 | 3,462 | |
| Inter Pipeline Ltd. | 5.091% | 11/27/2051 | CAD | 847 | 548 | |
| Keyera Corp. | 3.934% | 6/21/2028 | CAD | 1,123 | 805 | |
| Keyera Corp. | 3.942% | 7/15/2031 | CAD | 5,000 | 3,524 | |
| Keyera Corp. | 4.204% | 4/15/2033 | CAD | 5,520 | 3,876 | |
| Keyera Corp. | 5.663% | 1/4/2054 | CAD | 2,000 | 1,422 | |
| Keyera Corp. | 5.309% | 10/15/2055 | CAD | 8,800 | 5,942 | |
| Kingston Solar LP | 3.571% | 7/31/2035 | CAD | 15 | 11 | |
| Liberty Utilities Canada LP | 3.315% | 2/14/2050 | CAD | 3,700 | 1,865 | |
| Loblaw Cos. Ltd. | 4.488% | 12/11/2028 | CAD | 1,782 | 1,295 | |
| Loblaw Cos. Ltd. | 3.564% | 12/12/2029 | CAD | 5,765 | 4,089 | |
| Loblaw Cos. Ltd. | 5.008% | 9/13/2032 | CAD | 600 | 447 | |
| Loblaw Cos. Ltd. | 4.387% | 6/16/2035 | CAD | 6,000 | 4,230 | |
| Loblaw Cos. Ltd. | 5.900% | 1/18/2036 | CAD | 1,272 | 982 | |
| Loblaw Cos. Ltd. | 5.336% | 9/13/2052 | CAD | 2,000 | 1,429 | |
| Loblaw Cos. Ltd. | 5.115% | 3/4/2054 | CAD | 1,565 | 1,083 | |
| Lower Mattagami Energy LP | 2.433% | 5/14/2031 | CAD | 1,459 | 983 | |
| Lower Mattagami Energy LP | 5.139% | 5/18/2041 | CAD | 2,443 | 1,775 | |
| Lower Mattagami Energy LP | 4.175% | 4/23/2052 | CAD | 900 | 551 | |
| Magna International Inc. | 4.800% | 5/30/2029 | CAD | 1,700 | 1,244 | |
| Magna International Inc. | 4.950% | 1/31/2031 | CAD | 1,200 | 886 | |
| Magna International Inc. | 3.625% | 5/21/2031 | EUR | 5,000 | 5,736 | |
| Magna International Inc. | 4.375% | 3/17/2032 | EUR | 2,500 | 2,955 | |
| Manulife Bank of Canada | 3.992% | 2/22/2028 | CAD | 3,000 | 2,158 | |
| Manulife Bank of Canada | 4.546% | 3/8/2029 | CAD | 2,000 | 1,458 | |
| Manulife Bank of Canada | 3.717% | 5/15/2030 | CAD | 1,950 | 1,384 | |
| Manulife Bank of Canada | 3.951% | 5/20/2031 | CAD | 6,000 | 4,269 | |
| Manulife Finance Delaware LP | 5.059% | 12/15/2041 | CAD | 1,933 | 1,384 | |
| Manulife Financial Corp. | 5.409% | 3/10/2033 | CAD | 4,100 | 3,009 | |
| Manulife Financial Corp. | 4.064% | 12/6/2034 | CAD | 4,000 | 2,861 | |
| Manulife Financial Corp. | 2.818% | 5/13/2035 | CAD | 13,704 | 9,393 | |
| Metro Inc. | 3.998% | 11/27/2029 | CAD | 19,420 | 13,936 | |
| Metro Inc. | 5.970% | 10/15/2035 | CAD | 575 | 455 | |
| Metro Inc. | 4.270% | 12/4/2047 | CAD | 2,474 | 1,532 | |
| Metro Inc. | 3.413% | 2/28/2050 | CAD | 1,224 | 651 | |
| Montreal International Fuel Facilities Corp. | 3.709% | 4/10/2031 | CAD | 12,500 | 8,902 | |
| Mountain View Partners GP | 3.974% | 3/31/2051 | CAD | 84 | 51 | |
| National Bank of Canada | 5.146% | 9/2/2027 | CAD | 1,500 | 1,092 | |
| National Bank of Canada | 1.818% | 12/16/2027 | CAD | 1,496 | 1,049 | |
| National Bank of Canada | 4.571% | 7/11/2028 | CAD | 1,650 | 1,202 | |
| National Bank of Canada | 3.308% | 8/15/2028 | CAD | 45,000 | 32,097 | |
| National Bank of Canada | 5.023% | 2/1/2029 | CAD | 8,000 | 5,900 | |
| National Bank of Canada | 3.522% | 7/17/2029 | CAD | 5,250 | 3,742 | |
| National Bank of Canada | 2.750% | 1/20/2031 | EUR | 10,000 | 11,290 | |
| National Bank of Canada | 3.682% | 6/23/2031 | CAD | 9,685 | 6,903 | |
| National Bank of Canada | 5.426% | 8/16/2032 | CAD | 1,015 | 738 | |
| National Bank of Canada | 5.937% | 12/22/2032 | CAD | 1,000 | 736 | |
| National Bank of Canada | 4.333% | 8/15/2035 | CAD | 4,000 | 2,868 | |
| NAV Canada | 2.063% | 5/29/2030 | CAD | 2,994 | 2,026 | |
| NAV Canada | 3.293% | 3/30/2048 | CAD | 3,572 | 1,999 | |
| NAV Canada | 2.924% | 9/29/2051 | CAD | 227 | 115 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| North Battleford Power LP | 4.958% | 12/31/2032 | CAD | 1,206 | 880 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 4.250% | 6/1/2029 | CAD | 1,580 | 1,144 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 2.800% | 6/1/2031 | CAD | 7,000 | 4,750 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 4.150% | 6/1/2033 | CAD | 2,805 | 1,994 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 4.850% | 6/1/2034 | CAD | 4,350 | 3,197 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 3.650% | 6/1/2035 | CAD | 2,493 | 1,668 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 4.750% | 6/1/2037 | CAD | 1,429 | 1,023 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 3.700% | 2/23/2043 | CAD | 1,950 | 1,171 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 4.050% | 7/22/2044 | CAD | 2,300 | 1,431 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 3.750% | 6/1/2051 | CAD | 5,200 | 2,932 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 5.080% | 6/1/2054 | CAD | 2,000 | 1,383 | |
| Northern Courier Pipeline LP | 3.365% | 6/30/2042 | CAD | 646 | 436 | |
| 1 | Northern Courier Pipeline LP | 3.365% | 6/30/2042 | CAD | 1,324 | 900 |
| Northwestern Hydro Acquisition Co. II LP | 3.877% | 12/31/2036 | CAD | 730 | 460 | |
| Northwestern Hydro Acquisition Co. III LP | 3.940% | 12/31/2038 | CAD | 1,174 | 721 | |
| Nouvelle Autoroute 30 Financement Inc. | 4.114% | 3/31/2042 | CAD | 2,809 | 1,827 | |
| Nouvelle Autoroute 30 Financement Inc. | 4.115% | 6/30/2042 | CAD | 768 | 498 | |
| Nova Scotia Power Inc. | 4.951% | 11/15/2032 | CAD | 1,000 | 734 | |
| Nova Scotia Power Inc. | 5.610% | 6/15/2040 | CAD | 3,853 | 2,849 | |
| Nova Scotia Power Inc. | 4.150% | 3/6/2042 | CAD | 900 | 566 | |
| Nova Scotia Power Inc. | 4.500% | 7/20/2043 | CAD | 1,052 | 684 | |
| Nova Scotia Power Inc. | 3.571% | 4/5/2049 | CAD | 1,401 | 764 | |
| Nova Scotia Power Inc. | 3.307% | 4/25/2050 | CAD | 946 | 487 | |
| Nova Scotia Power Inc. | 5.355% | 3/24/2053 | CAD | 2,000 | 1,413 | |
| Noverco Inc. | 4.568% | 1/28/2035 | CAD | 12,000 | 8,554 | |
| OMERS Realty Corp. | 3.244% | 10/4/2027 | CAD | 3,660 | 2,612 | |
| OMERS Realty Corp. | 5.381% | 11/14/2028 | CAD | 1,060 | 785 | |
| OMERS Realty Corp. | 3.628% | 6/5/2030 | CAD | 2,296 | 1,630 | |
| OMERS Realty Corp. | 4.960% | 2/10/2031 | CAD | 3,517 | 2,621 | |
| Ontario Power Generation Inc. | 3.315% | 10/4/2027 | CAD | 6,195 | 4,425 | |
| Ontario Power Generation Inc. | 2.977% | 9/13/2029 | CAD | 6,082 | 4,259 | |
| Ontario Power Generation Inc. | 3.215% | 4/8/2030 | CAD | 13,000 | 9,099 | |
| Ontario Power Generation Inc. | 4.922% | 7/19/2032 | CAD | 2,000 | 1,481 | |
| Ontario Power Generation Inc. | 4.831% | 6/28/2034 | CAD | 5,500 | 4,033 | |
| Ontario Power Generation Inc. | 3.838% | 6/22/2048 | CAD | 1,941 | 1,130 | |
| Ontario Power Generation Inc. | 4.248% | 1/18/2049 | CAD | 800 | 494 | |
| Ontario Power Generation Inc. | 3.651% | 9/13/2050 | CAD | 923 | 513 | |
| Ontario Power Generation Inc. | 2.947% | 2/21/2051 | CAD | 1,457 | 707 | |
| Ontario Power Generation Inc. | 4.990% | 6/28/2054 | CAD | 2,500 | 1,704 | |
| Ontario Power Generation Inc. | 4.866% | 3/13/2055 | CAD | 2,000 | 1,337 | |
| OPB Finance Trust | 3.890% | 7/4/2042 | CAD | 2,000 | 1,280 | |
| Original Wempi Inc. | 7.791% | 10/4/2027 | CAD | 3,500 | 2,591 | |
| Ottawa MacDonald-Cartier International Airport Authority | 3.933% | 6/9/2045 | CAD | 770 | 502 | |
| Oxford Properties Group Trust | 3.905% | 12/4/2029 | CAD | 1,730 | 1,237 | |
| Oxford Properties Group Trust | 3.602% | 11/13/2030 | CAD | 6,000 | 4,206 | |
| Oxford Properties Group Trust | 3.938% | 4/20/2031 | CAD | 2,000 | 1,416 | |
| Pembina Pipeline Corp. | 3.620% | 4/3/2029 | CAD | 9,154 | 6,511 | |
| Pembina Pipeline Corp. | 5.220% | 6/28/2033 | CAD | 7,000 | 5,213 | |
| Pembina Pipeline Corp. | 5.210% | 1/12/2034 | CAD | 15,070 | 11,193 | |
| Pembina Pipeline Corp. | 4.810% | 3/25/2044 | CAD | 4,000 | 2,621 | |
| Pembina Pipeline Corp. | 4.740% | 1/21/2047 | CAD | 1,723 | 1,104 | |
| Pembina Pipeline Corp. | 4.750% | 3/26/2048 | CAD | 8,314 | 5,297 | |
| Pembina Pipeline Corp. | 4.670% | 5/28/2050 | CAD | 1,523 | 949 | |
| Pembina Pipeline Corp. | 4.490% | 12/10/2051 | CAD | 5,000 | 3,015 | |
| Plenary Health Bridgepoint LP | 7.246% | 8/31/2042 | CAD | 791 | 666 | |
| Plenary Health Care Partnerships Humber LP | 4.895% | 5/31/2039 | CAD | 948 | 686 | |
| Plenary PCL Health HIEP LP | 4.907% | 6/30/2060 | CAD | 6,813 | 4,524 | |
| Plenary Properties LTAP LP | 6.288% | 1/31/2044 | CAD | 2,964 | 2,364 | |
| Power Corp. of Canada | 4.455% | 7/27/2048 | CAD | 1,496 | 958 | |
| Projet Rem SEC | 4.791% | 6/22/2056 | CAD | 5,000 | 3,445 | |
| Reliance LP | 2.680% | 12/1/2027 | CAD | 1,543 | 1,090 | |
| Reliance LP | 2.670% | 8/1/2028 | CAD | 1,496 | 1,047 | |
| RioCan REIT | 2.829% | 11/8/2028 | CAD | 2,424 | 1,697 | |
| RioCan REIT | 5.962% | 10/1/2029 | CAD | 1,400 | 1,057 | |
| RioCan REIT | 5.470% | 3/1/2030 | CAD | 2,000 | 1,489 | |
| RioCan REIT | 4.623% | 10/3/2031 | CAD | 7,400 | 5,331 | |
| Rogers Communications Inc. | 5.700% | 9/21/2028 | CAD | 5,750 | 4,264 | |
| Rogers Communications Inc. | 4.400% | 11/2/2028 | CAD | 1,066 | 771 | |
| Rogers Communications Inc. | 3.750% | 4/15/2029 | CAD | 369 | 263 | |
| Rogers Communications Inc. | 3.300% | 12/10/2029 | CAD | 1,200 | 842 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Rogers Communications Inc. | 4.250% | 4/15/2032 | CAD | 15,373 | 10,928 | |
| Rogers Communications Inc. | 5.900% | 9/21/2033 | CAD | 10,570 | 8,142 | |
| Rogers Communications Inc. | 6.680% | 11/4/2039 | CAD | 6,553 | 5,249 | |
| Rogers Communications Inc. | 6.110% | 8/25/2040 | CAD | 3,150 | 2,402 | |
| Rogers Communications Inc. | 6.560% | 3/22/2041 | CAD | 3,652 | 2,896 | |
| Royal Bank of Canada | 2.375% | 9/13/2027 | EUR | 7,500 | 8,596 | |
| Royal Bank of Canada | 1.500% | 9/15/2027 | EUR | 10,300 | 11,691 | |
| Royal Bank of Canada | 4.642% | 1/17/2028 | CAD | 31,800 | 23,086 | |
| Royal Bank of Canada | 5.000% | 1/24/2028 | GBP | 5,000 | 6,756 | |
| Royal Bank of Canada | 4.632% | 5/1/2028 | CAD | 27,235 | 19,813 | |
| Royal Bank of Canada | 3.500% | 7/25/2028 | EUR | 9,000 | 10,459 | |
| Royal Bank of Canada | 3.626% | 12/10/2028 | CAD | 11,075 | 7,922 | |
| Royal Bank of Canada | 2.125% | 4/26/2029 | EUR | 9,600 | 10,736 | |
| Royal Bank of Canada | 3.411% | 6/12/2029 | CAD | 1,000 | 712 | |
| Royal Bank of Canada | 2.750% | 2/4/2030 | EUR | 5,600 | 6,359 | |
| Royal Bank of Canada | 3.831% | 3/27/2030 | CAD | 31,400 | 22,500 | |
| Royal Bank of Canada | 4.000% | 10/17/2030 | CAD | 7,000 | 5,021 | |
| Royal Bank of Canada | 3.985% | 7/22/2031 | CAD | 4,000 | 2,861 | |
| Royal Bank of Canada | 4.738% | 9/9/2031 | AUD | 3,000 | 2,044 | |
| Royal Bank of Canada | 3.125% | 9/27/2031 | EUR | 16,000 | 18,129 | |
| Royal Bank of Canada | 3.572% | 12/9/2031 | CAD | 15,000 | 10,542 | |
| Royal Bank of Canada | 3.125% | 2/3/2032 | EUR | 15,000 | 16,911 | |
| Royal Bank of Canada | 5.125% | 8/1/2032 | GBP | 5,000 | 6,677 | |
| Royal Bank of Canada | 3.000% | 3/16/2033 | EUR | 5,000 | 5,630 | |
| Royal Bank of Canada | 5.096% | 4/3/2034 | CAD | 325 | 239 | |
| Royal Bank of Canada | 4.829% | 8/8/2034 | CAD | 22,440 | 16,402 | |
| Royal Bank of Canada | 4.464% | 10/17/2035 | CAD | 5,880 | 4,209 | |
| Royal Bank of Canada | 4.140% | 5/5/2036 | CAD | 5,000 | 3,572 | |
| Royal Bank of Canada | 4.371% | 5/1/2037 | CAD | 3,000 | 2,120 | |
| Sagen MI Canada Inc. | 3.261% | 3/5/2031 | CAD | 2,746 | 1,862 | |
| Saputo Inc. | 5.250% | 11/29/2029 | CAD | 1,100 | 819 | |
| Saputo Inc. | 5.492% | 11/20/2030 | CAD | 2,950 | 2,224 | |
| Scotiabank Capital Trust | 5.650% | 12/31/2056 | CAD | 2,013 | 1,504 | |
| SEC LP & Arci Ltd. | 5.188% | 8/29/2033 | CAD | 1,970 | 1,387 | |
| SGTP Highway Bypass LP | 4.105% | 1/31/2045 | CAD | 1,331 | 902 | |
| Simon Fraser University | 5.613% | 6/10/2043 | CAD | 130 | 95 | |
| SmartCentres REIT | 3.834% | 12/21/2027 | CAD | 2,550 | 1,826 | |
| SmartCentres REIT | 2.307% | 12/18/2028 | CAD | 1,326 | 915 | |
| SmartCentres REIT | 3.526% | 12/20/2029 | CAD | 816 | 572 | |
| SmartCentres REIT | 5.162% | 8/1/2030 | CAD | 1,100 | 810 | |
| SmartCentres REIT | 3.648% | 12/11/2030 | CAD | 1,019 | 710 | |
| SmartCentres REIT | 4.318% | 6/12/2032 | CAD | 2,650 | 1,858 | |
| South Bow Canadian Infrastructure Holdings Ltd. | 4.323% | 2/1/2030 | CAD | 2,000 | 1,442 | |
| South Bow Canadian Infrastructure Holdings Ltd. | 4.616% | 2/1/2032 | CAD | 2,500 | 1,802 | |
| South Bow Canadian Infrastructure Holdings Ltd. | 4.933% | 2/1/2035 | CAD | 5,000 | 3,598 | |
| SSL Finance Inc. | 4.099% | 10/31/2045 | CAD | 1,355 | 891 | |
| Stantec Inc. | 5.393% | 6/27/2030 | CAD | 900 | 670 | |
| Stella-Jones Inc. | 4.312% | 10/1/2031 | CAD | 3,336 | 2,381 | |
| Sun Life Financial Inc. | 2.800% | 11/21/2033 | CAD | 17,019 | 11,913 | |
| Sun Life Financial Inc. | 4.780% | 8/10/2034 | CAD | 3,300 | 2,416 | |
| Sun Life Financial Inc. | 5.500% | 7/4/2035 | CAD | 2,250 | 1,688 | |
| Sun Life Financial Inc. | 2.060% | 10/1/2035 | CAD | 6,000 | 4,003 | |
| Sun Life Financial Inc. | 5.120% | 5/15/2036 | CAD | 2,000 | 1,482 | |
| Sun Life Financial Inc. | 4.140% | 9/13/2037 | CAD | 5,000 | 3,517 | |
| Sun Life Financial Inc. | 4.560% | 12/3/2040 | CAD | 4,000 | 2,802 | |
| Sun Life Financial Inc. | 5.400% | 5/29/2042 | CAD | 2,473 | 1,831 | |
| Suncor Energy Inc. | 5.000% | 4/9/2030 | CAD | 2,000 | 1,459 | |
| Suncor Energy Inc. | 4.340% | 9/13/2046 | CAD | 1,141 | 706 | |
| Suncor Energy Inc. | 3.950% | 3/4/2051 | CAD | 862 | 489 | |
| TELUS Corp. | 2.350% | 1/27/2028 | CAD | 3,061 | 2,152 | |
| TELUS Corp. | 3.625% | 3/1/2028 | CAD | 9,899 | 7,075 | |
| TELUS Corp. | 4.800% | 12/15/2028 | CAD | 4,567 | 3,338 | |
| TELUS Corp. | 5.000% | 9/13/2029 | CAD | 2,200 | 1,621 | |
| TELUS Corp. | 4.950% | 3/28/2033 | CAD | 2,150 | 1,577 | |
| TELUS Corp. | 5.750% | 9/8/2033 | CAD | 5,035 | 3,851 | |
| TELUS Corp. | 5.100% | 2/15/2034 | CAD | 5,000 | 3,684 | |
| TELUS Corp. | 5.650% | 9/13/2052 | CAD | 7,750 | 5,487 | |
| TELUS Corp. | 5.950% | 9/8/2053 | CAD | 1,160 | 855 | |
| Teranet Holdings LP | 5.754% | 12/17/2040 | CAD | 1,732 | 1,229 | |
| Teranet Holdings LP | 6.100% | 6/17/2041 | CAD | 1,198 | 878 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| TMX Group Ltd. | 4.836% | 2/18/2032 | CAD | 4,950 | 3,662 | |
| TMX Group Ltd. | 4.970% | 2/16/2034 | CAD | 1,600 | 1,190 | |
| Toromont Industries Ltd. | 3.842% | 10/27/2027 | CAD | 1,119 | 802 | |
| Toronto Hydro Corp. | 1.500% | 10/15/2030 | CAD | 3,600 | 2,371 | |
| Toronto Hydro Corp. | 3.550% | 7/28/2045 | CAD | 846 | 494 | |
| Toronto Hydro Corp. | 3.485% | 2/28/2048 | CAD | 2,603 | 1,468 | |
| Toronto Hydro Corp. | 3.270% | 10/18/2051 | CAD | 897 | 470 | |
| Toronto Hydro Corp. | 4.950% | 10/13/2052 | CAD | 1,500 | 1,036 | |
| Toronto-Dominion Bank | 2.551% | 8/3/2027 | EUR | 4,000 | 4,595 | |
| Toronto-Dominion Bank | 2.776% | 9/3/2027 | EUR | 20,000 | 23,009 | |
| Toronto-Dominion Bank | 5.376% | 10/21/2027 | CAD | 7,000 | 5,115 | |
| Toronto-Dominion Bank | 4.477% | 1/18/2028 | CAD | 4,000 | 2,897 | |
| Toronto-Dominion Bank | 5.491% | 9/8/2028 | CAD | 10,000 | 7,413 | |
| Toronto-Dominion Bank | 3.191% | 2/16/2029 | EUR | 20,000 | 23,082 | |
| Toronto-Dominion Bank | 3.631% | 12/13/2029 | EUR | 10,000 | 11,583 | |
| Toronto-Dominion Bank | 1.952% | 4/8/2030 | EUR | 8,600 | 9,373 | |
| Toronto-Dominion Bank | 4.751% | 9/11/2030 | AUD | 5,000 | 3,415 | |
| Toronto-Dominion Bank | 2.862% | 4/15/2031 | EUR | 10,000 | 11,317 | |
| Toronto-Dominion Bank | 3.842% | 5/29/2031 | CAD | 15,000 | 10,682 | |
| Toronto-Dominion Bank | 3.605% | 9/10/2031 | CAD | 38,600 | 27,171 | |
| Toronto-Dominion Bank | 3.687% | 1/9/2032 | CAD | 11,000 | 7,756 | |
| Toronto-Dominion Bank | 3.857% | 4/7/2032 | CAD | 7,100 | 5,038 | |
| Toronto-Dominion Bank | 3.129% | 8/3/2032 | EUR | 2,000 | 2,227 | |
| Toronto-Dominion Bank | 2.973% | 9/9/2032 | EUR | 10,000 | 11,284 | |
| Toronto-Dominion Bank | 3.247% | 2/16/2034 | EUR | 4,738 | 5,386 | |
| Toronto-Dominion Bank | 5.177% | 4/9/2034 | CAD | 4,700 | 3,461 | |
| Toronto-Dominion Bank | 4.231% | 2/1/2035 | CAD | 1,000 | 717 | |
| Toronto-Dominion Bank | 4.423% | 10/31/2035 | CAD | 5,500 | 3,923 | |
| Toyota Credit Canada Inc. | 3.550% | 10/4/2027 | CAD | 4,570 | 3,271 | |
| Toyota Credit Canada Inc. | 3.360% | 5/23/2028 | CAD | 5,000 | 3,560 | |
| Toyota Credit Canada Inc. | 5.160% | 7/12/2028 | CAD | 1,600 | 1,176 | |
| Toyota Credit Canada Inc. | 4.460% | 3/19/2029 | CAD | 1,300 | 946 | |
| Toyota Credit Canada Inc. | 3.740% | 5/21/2030 | CAD | 5,000 | 3,550 | |
| Toyota Credit Canada Inc. | 3.460% | 2/24/2031 | CAD | 7,000 | 4,886 | |
| TransCanada PipeLines Ltd. | 3.390% | 3/15/2028 | CAD | 3,125 | 2,227 | |
| TransCanada PipeLines Ltd. | 6.280% | 5/26/2028 | CAD | 2,303 | 1,712 | |
| TransCanada PipeLines Ltd. | 5.277% | 7/15/2030 | CAD | 2,000 | 1,493 | |
| TransCanada PipeLines Ltd. | 4.575% | 2/20/2035 | CAD | 6,750 | 4,805 | |
| TransCanada PipeLines Ltd. | 4.609% | 6/24/2036 | CAD | 8,290 | 5,825 | |
| TransCanada PipeLines Ltd. | 4.330% | 9/16/2047 | CAD | 15,396 | 9,338 | |
| TransCanada PipeLines Ltd. | 4.180% | 7/3/2048 | CAD | 3,040 | 1,791 | |
| TransCanada PipeLines Ltd. | 5.127% | 11/19/2055 | CAD | 5,000 | 3,323 | |
| Trillium Health Partners Volunteers | 3.702% | 12/20/2058 | CAD | 315 | 170 | |
| Trillium M Project Co. General Partnership | 5.187% | 10/31/2062 | CAD | 4,960 | 3,446 | |
| University of Ottawa | 2.635% | 2/13/2060 | CAD | 1,869 | 802 | |
| University of Toronto | 4.251% | 12/7/2051 | CAD | 1,275 | 797 | |
| Vancouver Airport Authority | 2.874% | 10/18/2049 | CAD | 1,074 | 560 | |
| Vancouver Airport Authority | 2.800% | 9/21/2050 | CAD | 1,222 | 624 | |
| Videotron Ltd. | 4.650% | 7/15/2029 | CAD | 10,000 | 7,301 | |
| Videotron Ltd. | 3.950% | 10/15/2032 | CAD | 7,500 | 5,219 | |
| Westcoast Energy Inc. | 4.791% | 10/28/2041 | CAD | 1,129 | 752 | |
| Whitecap Resources Inc. | 4.968% | 6/21/2029 | CAD | 1,000 | 735 | |
| Whitecap Resources Inc. | 5.503% | 6/21/2034 | CAD | 4,000 | 3,014 | |
| WSP Global Inc. | 2.408% | 4/19/2028 | CAD | 1,821 | 1,276 | |
| WSP Global Inc. | 5.548% | 11/22/2030 | CAD | 2,065 | 1,555 | |
| WSP Global Inc. | 4.754% | 9/12/2034 | CAD | 8,025 | 5,750 | |
| WSP Global Inc. | 4.586% | 1/22/2036 | CAD | 10,990 | 7,652 | |
| York University | 6.480% | 3/7/2042 | CAD | 879 | 711 | |
| 2,133,695 | ||||||
| China (0.0%) | ||||||
| Prosus NV | 1.539% | 8/3/2028 | EUR | 400 | 443 | |
| Prosus NV | 1.288% | 7/13/2029 | EUR | 1,416 | 1,520 | |
| Prosus NV | 2.031% | 8/3/2032 | EUR | 5,485 | 5,617 | |
| Prosus NV | 2.778% | 1/19/2034 | EUR | 5,294 | 5,481 | |
| 13,061 | ||||||
| Czech Republic (0.0%) | ||||||
| CEZ A/S | 3.000% | 6/5/2028 | EUR | 6,359 | 7,308 | |
| Czech Gas Networks Investments Sarl | 0.450% | 9/8/2029 | EUR | 2,100 | 2,205 | |
| Czech Gas Networks Investments Sarl | 0.875% | 3/31/2031 | EUR | 6,000 | 6,092 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| EP Infrastructure A/S | 2.045% | 10/9/2028 | EUR | 3,187 | 3,547 | |
| EP Infrastructure A/S | 1.816% | 3/2/2031 | EUR | 2,060 | 2,137 | |
| EP Infrastructure A/S | 4.125% | 2/27/2033 | EUR | 4,000 | 4,484 | |
| EPH Financing International A/S | 6.651% | 11/13/2028 | EUR | 4,000 | 4,856 | |
| EPH Financing International A/S | 5.875% | 11/30/2029 | EUR | 4,700 | 5,688 | |
| 36,317 | ||||||
| Denmark (0.5%) | ||||||
| Carlsberg Breweries A/S | 0.875% | 7/1/2029 | EUR | 5,500 | 5,902 | |
| Carlsberg Breweries A/S | 0.625% | 3/9/2030 | EUR | 5,895 | 6,159 | |
| Carlsberg Breweries A/S | 5.500% | 2/28/2039 | GBP | 6,500 | 8,239 | |
| Danfoss Finance I BV | 0.375% | 10/28/2028 | EUR | 2,000 | 2,158 | |
| Danfoss Finance II BV | 4.125% | 12/2/2029 | EUR | 5,000 | 5,867 | |
| Danfoss Finance II BV | 0.750% | 4/28/2031 | EUR | 5,000 | 5,056 | |
| Danmarks Skibskredit A/S | 0.250% | 6/21/2028 | EUR | 9,300 | 10,157 | |
| Danske Bank A/S | 0.750% | 11/22/2027 | EUR | 7,631 | 8,550 | |
| Danske Bank A/S | 6.500% | 8/23/2028 | GBP | 2,500 | 3,428 | |
| Danske Bank A/S | 0.750% | 6/9/2029 | EUR | 10,224 | 11,249 | |
| Danske Bank A/S | 4.750% | 6/21/2030 | EUR | 20,000 | 23,848 | |
| Danske Bank A/S | 4.125% | 1/10/2031 | EUR | 3,000 | 3,528 | |
| Danske Bank A/S | 3.875% | 1/9/2032 | EUR | 10,000 | 11,628 | |
| Danske Bank A/S | 5.000% | 9/13/2033 | GBP | 5,000 | 6,558 | |
| Danske Bank A/S | 3.375% | 12/2/2033 | EUR | 12,500 | 14,035 | |
| Danske Bank A/S | 4.625% | 5/14/2034 | EUR | 10,000 | 11,763 | |
| DLR Kredit A/S | 1.000% | 4/1/2030 | DKK | 50,000 | 7,192 | |
| DSV Finance BV | 1.375% | 3/16/2030 | EUR | 5,000 | 5,364 | |
| DSV Finance BV | 3.250% | 11/6/2030 | EUR | 10,000 | 11,387 | |
| DSV Finance BV | 3.375% | 11/6/2034 | EUR | 5,000 | 5,521 | |
| DSV Finance BV | 0.875% | 9/17/2036 | EUR | 3,724 | 3,201 | |
| ISS Global A/S | 1.500% | 8/31/2027 | EUR | 10,329 | 11,706 | |
| Jyske Bank A/S | 4.875% | 11/10/2029 | EUR | 5,000 | 5,929 | |
| Jyske Bank A/S | 3.625% | 4/29/2031 | EUR | 4,000 | 4,592 | |
| Jyske Bank A/S | 5.125% | 5/1/2035 | EUR | 10,000 | 11,906 | |
| Jyske Realkredit A/S | 1.000% | 4/1/2030 | DKK | 50,000 | 7,197 | |
| Nordea Kredit Realkreditaktieselskab | 1.000% | 4/1/2029 | DKK | 200,000 | 29,410 | |
| Nordea Kredit Realkreditaktieselskab | 1.000% | 4/1/2031 | DKK | 50,000 | 7,041 | |
| Novo Nordisk Finance Netherlands BV | 2.375% | 5/27/2028 | EUR | 8,000 | 9,103 | |
| Novo Nordisk Finance Netherlands BV | 0.125% | 6/4/2028 | EUR | 5,000 | 5,462 | |
| Novo Nordisk Finance Netherlands BV | 1.375% | 3/31/2030 | EUR | 1,000 | 1,081 | |
| Novo Nordisk Finance Netherlands BV | 3.625% | 5/27/2037 | EUR | 9,000 | 10,040 | |
| Novo Nordisk Finance Netherlands BV | 4.000% | 11/20/2045 | EUR | 2,000 | 2,177 | |
| Nykredit Realkredit A/S | 1.000% | 1/1/2028 | DKK | 170,000 | 25,584 | |
| Nykredit Realkredit A/S | 0.375% | 1/17/2028 | EUR | 11,996 | 13,280 | |
| Nykredit Realkredit A/S | 1.000% | 7/1/2028 | DKK | 100,000 | 14,911 | |
| Nykredit Realkredit A/S | 1.000% | 1/1/2029 | DKK | 125,000 | 18,471 | |
| Nykredit Realkredit A/S | 1.000% | 7/1/2029 | DKK | 250,000 | 36,577 | |
| Nykredit Realkredit A/S | 1.000% | 1/1/2030 | DKK | 50,000 | 7,240 | |
| Nykredit Realkredit A/S | 3.375% | 1/10/2030 | EUR | 7,000 | 8,008 | |
| Nykredit Realkredit A/S | 1.000% | 7/1/2030 | DKK | 400,000 | 57,245 | |
| Nykredit Realkredit A/S | 3.500% | 7/10/2031 | EUR | 8,000 | 9,121 | |
| Nykredit Realkredit A/S | 3.500% | 1/12/2033 | EUR | 10,000 | 11,232 | |
| Nykredit Realkredit A/S | 4.000% | 4/24/2035 | EUR | 15,000 | 17,208 | |
| Nykredit Realkredit A/S | 2.000% | 10/1/2047 | DKK | 15,509 | 2,100 | |
| Orsted A/S | 2.250% | 6/14/2028 | EUR | 5,000 | 5,656 | |
| Orsted A/S | 1.500% | 11/26/2029 | EUR | 14,971 | 16,176 | |
| Orsted A/S | 3.250% | 9/13/2031 | EUR | 7,900 | 8,873 | |
| Orsted A/S | 4.875% | 1/12/2032 | GBP | 6,761 | 8,675 | |
| Orsted A/S | 2.500% | 5/16/2033 | GBP | 1,185 | 1,288 | |
| Orsted A/S | 2.875% | 6/14/2033 | EUR | 11,000 | 11,777 | |
| Orsted A/S | 5.125% | 9/13/2034 | GBP | 3,500 | 4,391 | |
| Orsted A/S | 5.750% | 4/9/2040 | GBP | 2,298 | 2,816 | |
| Pandora A/S | 4.500% | 4/10/2028 | EUR | 8,885 | 10,406 | |
| Realkredit Danmark A/S | 1.000% | 1/1/2029 | DKK | 250,000 | 36,941 | |
| Realkredit Danmark A/S | 1.000% | 1/1/2031 | DKK | 100,000 | 14,167 | |
| Realkredit Danmark A/S | 1.000% | 4/1/2031 | DKK | 150,000 | 21,124 | |
| TDC Net A/S | 5.186% | 8/2/2029 | EUR | 1,500 | 1,784 | |
| TDC Net A/S | 5.618% | 2/6/2030 | EUR | 3,000 | 3,617 | |
| TDC Net A/S | 6.500% | 6/1/2031 | EUR | 6,500 | 8,135 | |
| 653,237 | ||||||
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Finland (0.3%) | ||||||
| Aktia Bank OYJ | 2.625% | 9/9/2030 | EUR | 2,200 | 2,475 | |
| Fortum OYJ | 4.000% | 5/26/2028 | EUR | 5,000 | 5,826 | |
| Fortum OYJ | 2.125% | 2/27/2029 | EUR | 900 | 1,008 | |
| Fortum OYJ | 4.500% | 5/26/2033 | EUR | 3,000 | 3,568 | |
| Lumo Kodit OYJ | 0.875% | 5/28/2029 | EUR | 3,438 | 3,659 | |
| Neste OYJ | 4.250% | 3/16/2033 | EUR | 5,000 | 5,896 | |
| Nokia OYJ | 4.375% | 8/21/2031 | EUR | 1,000 | 1,183 | |
| Nordea Bank Abp | 4.125% | 5/5/2028 | EUR | 10,000 | 11,705 | |
| Nordea Bank Abp | 0.500% | 11/2/2028 | EUR | 14,938 | 16,200 | |
| Nordea Bank Abp | 2.500% | 5/23/2029 | EUR | 9,600 | 10,830 | |
| Nordea Bank Abp | 3.375% | 6/11/2029 | EUR | 4,162 | 4,816 | |
| Nordea Bank Abp | 3.250% | 4/29/2031 | EUR | 10,000 | 11,399 | |
| Nordea Bank Abp | 2.875% | 8/24/2032 | EUR | 7,000 | 7,738 | |
| Nordea Bank Abp | 1.625% | 12/9/2032 | GBP | 2,709 | 3,504 | |
| Nordea Bank Abp | 3.625% | 3/15/2034 | EUR | 5,000 | 5,717 | |
| Nordea Bank Abp | 3.500% | 9/17/2035 | EUR | 8,000 | 8,984 | |
| Nordea Bank Abp | 3.250% | 11/19/2035 | EUR | 15,000 | 16,850 | |
| Nordea Kiinnitysluottopankki OYJ | 3.000% | 2/20/2030 | EUR | 15,000 | 17,222 | |
| Nordea Kiinnitysluottopankki OYJ | 2.625% | 11/25/2030 | EUR | 10,000 | 11,255 | |
| Nordea Kiinnitysluottopankki OYJ | 3.000% | 1/31/2031 | EUR | 20,000 | 22,847 | |
| Nordea Kiinnitysluottopankki OYJ | 3.000% | 4/12/2034 | EUR | 14,000 | 15,700 | |
| Oma Saastopankki OYJ | 0.010% | 11/25/2027 | EUR | 4,700 | 5,211 | |
| OP Corporate Bank plc | 4.000% | 6/13/2028 | EUR | 10,000 | 11,699 | |
| OP Corporate Bank plc | 3.250% | 5/15/2031 | EUR | 10,000 | 11,395 | |
| OP Mortgage Bank | 0.625% | 2/15/2029 | EUR | 5,087 | 5,509 | |
| OP Mortgage Bank | 2.500% | 10/3/2029 | EUR | 4,450 | 5,030 | |
| OP Mortgage Bank | 2.750% | 1/25/2030 | EUR | 15,000 | 17,044 | |
| OP Mortgage Bank | 0.010% | 11/19/2030 | EUR | 15,362 | 15,441 | |
| Sampo OYJ | 3.375% | 5/23/2049 | EUR | 4,964 | 5,661 | |
| Sampo OYJ | 2.500% | 9/3/2052 | EUR | 13,827 | 14,582 | |
| SATO OYJ | 1.375% | 2/24/2028 | EUR | 2,100 | 2,349 | |
| SP-Kiinnitysluottopankki OYJ | 3.250% | 5/2/2031 | EUR | 5,000 | 5,731 | |
| Stora Enso OYJ | 2.500% | 3/21/2028 | EUR | 2,294 | 2,610 | |
| Stora Enso OYJ | 4.250% | 9/1/2029 | EUR | 6,273 | 7,368 | |
| Teollisuuden Voima OYJ | 1.375% | 6/23/2028 | EUR | 3,000 | 3,336 | |
| Teollisuuden Voima OYJ | 4.750% | 6/1/2030 | EUR | 5,000 | 5,963 | |
| UPM-Kymmene OYJ | 0.500% | 3/22/2031 | EUR | 7,000 | 7,044 | |
| 314,355 | ||||||
| France (3.0%) | ||||||
| Abertis France SAS | 1.625% | 11/27/2027 | EUR | 5,900 | 6,667 | |
| Abertis France SAS | 1.475% | 1/18/2031 | EUR | 8,000 | 8,399 | |
| Accor SA | 3.500% | 3/4/2033 | EUR | 9,500 | 10,467 | |
| Aeroports de Paris SA | 1.000% | 1/5/2029 | EUR | 2,600 | 2,839 | |
| Aeroports de Paris SA | 2.750% | 4/2/2030 | EUR | 5,700 | 6,410 | |
| Aeroports de Paris SA | 1.500% | 7/2/2032 | EUR | 3,400 | 3,464 | |
| Aeroports de Paris SA | 3.500% | 3/20/2033 | EUR | 4,500 | 5,062 | |
| Aeroports de Paris SA | 1.125% | 6/18/2034 | EUR | 1,500 | 1,397 | |
| Aeroports de Paris SA | 2.125% | 10/11/2038 | EUR | 3,700 | 3,392 | |
| Air Liquide Finance SA | 1.250% | 6/13/2028 | EUR | 1,800 | 2,009 | |
| Air Liquide Finance SA | 1.375% | 4/2/2030 | EUR | 7,300 | 7,888 | |
| Air Liquide Finance SA | 3.375% | 5/29/2034 | EUR | 7,000 | 7,883 | |
| Air Liquide Finance SA | 3.500% | 3/21/2035 | EUR | 5,000 | 5,638 | |
| Airbus SE | 1.625% | 6/9/2030 | EUR | 13,100 | 14,176 | |
| Airbus SE | 1.375% | 5/13/2031 | EUR | 4,904 | 5,137 | |
| Airbus SE | 2.375% | 4/7/2032 | EUR | 2,314 | 2,514 | |
| Airbus SE | 2.375% | 6/9/2040 | EUR | 14,513 | 13,572 | |
| Alstom SA | 0.000% | 1/11/2029 | EUR | 3,900 | 4,133 | |
| Altarea SCA | 1.750% | 1/16/2030 | EUR | 1,500 | 1,599 | |
| APRR SA | 1.875% | 1/3/2029 | EUR | 5,000 | 5,581 | |
| APRR SA | 3.125% | 1/24/2030 | EUR | 7,000 | 7,992 | |
| APRR SA | 1.625% | 1/13/2032 | EUR | 4,700 | 4,922 | |
| Arkea Home Loans SFH SA | 0.125% | 7/12/2029 | EUR | 15,000 | 15,806 | |
| Arkea Home Loans SFH SA | 1.500% | 6/1/2033 | EUR | 5,000 | 5,060 | |
| Arkea Public Sector SCF SA | 3.250% | 1/10/2031 | EUR | 10,000 | 11,492 | |
| Arkea Public Sector SCF SA | 3.004% | 1/27/2032 | EUR | 11,000 | 12,429 | |
| Arkea Public Sector SCF SA | 3.503% | 1/13/2036 | EUR | 10,000 | 11,328 | |
| Arkema SA | 4.250% | 5/20/2030 | EUR | 10,000 | 11,770 | |
| Arkema SA | 3.500% | 9/12/2034 | EUR | 7,000 | 7,700 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Arkema SA | 4.800% | Perpetual | EUR | 5,000 | 5,778 | |
| Autoroutes du Sud de la France SA | 1.375% | 6/27/2028 | EUR | 6,000 | 6,688 | |
| Autoroutes du Sud de la France SA | 1.375% | 1/22/2030 | EUR | 5,000 | 5,388 | |
| Autoroutes du Sud de la France SA | 1.375% | 2/21/2031 | EUR | 9,000 | 9,442 | |
| AXA Home Loan SFH SA | 0.010% | 10/16/2029 | EUR | 5,000 | 5,188 | |
| AXA SA | 3.750% | 10/12/2030 | EUR | 4,500 | 5,269 | |
| AXA SA | 3.375% | 5/31/2034 | EUR | 11,000 | 12,382 | |
| AXA SA | 1.375% | 10/7/2041 | EUR | 3,724 | 3,816 | |
| AXA SA | 1.875% | 7/10/2042 | EUR | 6,600 | 6,746 | |
| AXA SA | 4.250% | 3/10/2043 | EUR | 4,450 | 5,135 | |
| AXA SA | 5.500% | 7/11/2043 | EUR | 11,955 | 14,689 | |
| AXA SA | 3.250% | 5/28/2049 | EUR | 16,004 | 18,179 | |
| AXA SA | 4.375% | 7/24/2055 | EUR | 7,000 | 7,990 | |
| Ayvens SA | 3.875% | 1/24/2028 | EUR | 3,800 | 4,417 | |
| Ayvens SA | 4.875% | 10/6/2028 | EUR | 3,700 | 4,393 | |
| Ayvens SA | 3.250% | 2/19/2030 | EUR | 10,000 | 11,389 | |
| Ayvens SA | 4.000% | 1/24/2031 | EUR | 1,900 | 2,220 | |
| Banque Federative du Credit Mutuel SA | 0.100% | 10/8/2027 | EUR | 3,700 | 4,123 | |
| Banque Federative du Credit Mutuel SA | 1.625% | 11/15/2027 | EUR | 2,300 | 2,597 | |
| Banque Federative du Credit Mutuel SA | 0.875% | 12/7/2027 | GBP | 7,900 | 10,106 | |
| Banque Federative du Credit Mutuel SA | 2.500% | 5/25/2028 | EUR | 7,500 | 8,505 | |
| Banque Federative du Credit Mutuel SA | 0.250% | 6/29/2028 | EUR | 4,800 | 5,238 | |
| Banque Federative du Credit Mutuel SA | 0.250% | 7/19/2028 | EUR | 10,600 | 11,519 | |
| Banque Federative du Credit Mutuel SA | 1.203% | 10/16/2028 | JPY | 500,000 | 3,075 | |
| Banque Federative du Credit Mutuel SA | 1.875% | 10/26/2028 | GBP | 2,800 | 3,527 | |
| Banque Federative du Credit Mutuel SA | 0.625% | 11/3/2028 | EUR | 18,300 | 19,855 | |
| Banque Federative du Credit Mutuel SA | 4.125% | 3/13/2029 | EUR | 10,000 | 11,744 | |
| Banque Federative du Credit Mutuel SA | 1.875% | 6/18/2029 | EUR | 5,000 | 5,501 | |
| Banque Federative du Credit Mutuel SA | 5.000% | 10/22/2029 | GBP | 5,000 | 6,693 | |
| Banque Federative du Credit Mutuel SA | 0.750% | 1/17/2030 | EUR | 1,000 | 1,048 | |
| Banque Federative du Credit Mutuel SA | 1.250% | 6/3/2030 | EUR | 11,000 | 11,573 | |
| Banque Federative du Credit Mutuel SA | 0.625% | 2/21/2031 | EUR | 12,500 | 12,532 | |
| Banque Federative du Credit Mutuel SA | 5.250% | 9/10/2031 | GBP | 14,000 | 18,767 | |
| Banque Federative du Credit Mutuel SA | 4.750% | 11/10/2031 | EUR | 15,000 | 18,002 | |
| Banque Federative du Credit Mutuel SA | 1.125% | 11/19/2031 | EUR | 8,100 | 8,109 | |
| Banque Federative du Credit Mutuel SA | 3.625% | 9/14/2032 | EUR | 9,000 | 10,276 | |
| Banque Federative du Credit Mutuel SA | 5.125% | 1/13/2033 | EUR | 9,000 | 10,871 | |
| Banque Federative du Credit Mutuel SA | 3.750% | 2/1/2033 | EUR | 21,700 | 24,817 | |
| Banque Federative du Credit Mutuel SA | 4.125% | 6/14/2033 | EUR | 12,000 | 13,994 | |
| Banque Federative du Credit Mutuel SA | 3.500% | 7/21/2033 | EUR | 10,000 | 11,203 | |
| Banque Federative du Credit Mutuel SA | 4.375% | 1/11/2034 | EUR | 6,000 | 6,894 | |
| Banque Federative du Credit Mutuel SA | 3.750% | 2/3/2034 | EUR | 10,000 | 11,376 | |
| BNP Paribas Cardif SA | 4.414% | 5/27/2041 | EUR | 5,000 | 5,770 | |
| BNP Paribas Home Loan SFH SA | 3.000% | 1/31/2030 | EUR | 3,100 | 3,541 | |
| BNP Paribas SA | 1.875% | 12/14/2027 | GBP | 3,000 | 3,883 | |
| BNP Paribas SA | 1.500% | 5/25/2028 | EUR | 10,000 | 11,216 | |
| BNP Paribas SA | 0.500% | 9/1/2028 | EUR | 4,400 | 4,931 | |
| BNP Paribas SA | 3.875% | 2/23/2029 | EUR | 10,000 | 11,640 | |
| BNP Paribas SA | 2.875% | 2/24/2029 | GBP | 5,000 | 6,374 | |
| BNP Paribas SA | 1.125% | 4/17/2029 | EUR | 5,000 | 5,556 | |
| BNP Paribas SA | 1.375% | 5/28/2029 | EUR | 12,100 | 13,190 | |
| BNP Paribas SA | 2.538% | 7/13/2029 | CAD | 2,109 | 1,474 | |
| BNP Paribas SA | 6.000% | 8/18/2029 | GBP | 4,000 | 5,494 | |
| BNP Paribas SA | 3.625% | 9/1/2029 | EUR | 5,000 | 5,776 | |
| BNP Paribas SA | 0.500% | 1/19/2030 | EUR | 7,600 | 8,146 | |
| BNP Paribas SA | 0.875% | 7/11/2030 | EUR | 4,600 | 4,905 | |
| BNP Paribas SA | 3.875% | 1/10/2031 | EUR | 5,000 | 5,826 | |
| BNP Paribas SA | 1.625% | 7/2/2031 | EUR | 2,800 | 2,893 | |
| BNP Paribas SA | 1.250% | 7/13/2031 | GBP | 13,000 | 14,437 | |
| BNP Paribas SA | 4.042% | 1/10/2032 | EUR | 5,000 | 5,827 | |
| BNP Paribas SA | 2.100% | 4/7/2032 | EUR | 4,000 | 4,193 | |
| BNP Paribas SA | 4.125% | 9/26/2032 | EUR | 6,000 | 7,060 | |
| BNP Paribas SA | 4.750% | 11/13/2032 | EUR | 26,000 | 31,169 | |
| BNP Paribas SA | 4.125% | 5/24/2033 | EUR | 5,000 | 5,894 | |
| BNP Paribas SA | 0.875% | 8/31/2033 | EUR | 9,000 | 9,779 | |
| BNP Paribas SA | 3.494% | 9/17/2033 | EUR | 5,000 | 5,601 | |
| BNP Paribas SA | 3.739% | 4/20/2034 | EUR | 8,000 | 9,034 | |
| BNP Paribas SA | 4.159% | 8/28/2034 | EUR | 20,000 | 23,129 | |
| BNP Paribas SA | 4.487% | 9/3/2035 | CAD | 10,000 | 7,147 | |
| BNP Paribas SA | 3.780% | 1/19/2036 | EUR | 8,000 | 9,047 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| BNP Paribas SA | 2.000% | 9/13/2036 | GBP | 9,900 | 9,386 | |
| Bouygues SA | 1.125% | 7/24/2028 | EUR | 2,500 | 2,771 | |
| Bouygues SA | 2.250% | 6/29/2029 | EUR | 13,100 | 14,661 | |
| Bouygues SA | 4.625% | 6/7/2032 | EUR | 7,500 | 9,037 | |
| Bouygues SA | 3.250% | 6/30/2037 | EUR | 4,500 | 4,869 | |
| Bouygues SA | 5.375% | 6/30/2042 | EUR | 2,800 | 3,469 | |
| BPCE SA | 1.625% | 1/31/2028 | EUR | 5,700 | 6,418 | |
| BPCE SA | 4.500% | 4/26/2028 | AUD | 4,500 | 3,109 | |
| BPCE SA | 0.914% | 7/13/2028 | JPY | 200,000 | 1,227 | |
| BPCE SA | 6.000% | 9/29/2028 | GBP | 2,000 | 2,723 | |
| BPCE SA | 1.625% | 3/2/2029 | EUR | 8,000 | 8,985 | |
| BPCE SA | 5.250% | 4/16/2029 | GBP | 4,500 | 6,012 | |
| BPCE SA | 0.750% | 3/3/2031 | EUR | 4,000 | 4,036 | |
| BPCE SA | 3.375% | 12/19/2031 | EUR | 5,000 | 5,638 | |
| BPCE SA | 1.000% | 1/14/2032 | EUR | 4,400 | 4,368 | |
| BPCE SA | 4.000% | 11/29/2032 | EUR | 9,000 | 10,488 | |
| BPCE SA | 4.500% | 1/13/2033 | EUR | 17,000 | 20,041 | |
| BPCE SA | 4.125% | 3/8/2033 | EUR | 8,000 | 9,239 | |
| BPCE SA | 3.625% | 10/1/2033 | EUR | 7,000 | 7,854 | |
| BPCE SA | 5.125% | 12/23/2033 | GBP | 15,000 | 19,478 | |
| BPCE SA | 1.750% | 2/2/2034 | EUR | 7,500 | 8,212 | |
| BPCE SA | 4.750% | 6/14/2034 | EUR | 5,000 | 5,954 | |
| BPCE SA | 4.250% | 1/11/2035 | EUR | 5,000 | 5,777 | |
| BPCE SA | 5.125% | 1/25/2035 | EUR | 9,000 | 10,710 | |
| BPCE SA | 4.250% | 7/16/2035 | EUR | 5,000 | 5,785 | |
| BPCE SA | 3.875% | 1/25/2036 | EUR | 5,000 | 5,717 | |
| BPCE SA | 4.875% | 2/26/2036 | EUR | 6,000 | 7,084 | |
| BPCE SA | 4.125% | 2/27/2039 | EUR | 10,000 | 11,098 | |
| BPCE SFH SA | 0.625% | 9/22/2027 | EUR | 2,500 | 2,809 | |
| BPCE SFH SA | 0.010% | 11/10/2027 | EUR | 26,100 | 29,007 | |
| BPCE SFH SA | 0.875% | 4/13/2028 | EUR | 6,000 | 6,667 | |
| BPCE SFH SA | 0.750% | 2/23/2029 | EUR | 23,000 | 24,956 | |
| BPCE SFH SA | 1.000% | 6/8/2029 | EUR | 2,200 | 2,387 | |
| BPCE SFH SA | 3.000% | 10/17/2029 | EUR | 5,000 | 5,728 | |
| BPCE SFH SA | 2.500% | 10/22/2029 | EUR | 10,000 | 11,274 | |
| BPCE SFH SA | 2.750% | 2/12/2030 | EUR | 25,300 | 28,685 | |
| BPCE SFH SA | 1.125% | 4/12/2030 | EUR | 13,800 | 14,735 | |
| BPCE SFH SA | 2.625% | 7/24/2030 | EUR | 6,000 | 6,747 | |
| BPCE SFH SA | 0.010% | 3/18/2031 | EUR | 14,700 | 14,533 | |
| BPCE SFH SA | 0.625% | 5/29/2031 | EUR | 8,900 | 9,018 | |
| BPCE SFH SA | 0.375% | 1/21/2032 | EUR | 13,100 | 12,835 | |
| BPCE SFH SA | 3.000% | 3/24/2032 | EUR | 5,000 | 5,632 | |
| BPCE SFH SA | 1.750% | 5/27/2032 | EUR | 8,000 | 8,407 | |
| BPCE SFH SA | 3.375% | 1/16/2036 | EUR | 10,000 | 11,220 | |
| BPCE SFH SA | 3.125% | 2/20/2036 | EUR | 10,000 | 10,992 | |
| Bureau Veritas SA | 3.500% | 5/22/2036 | EUR | 2,000 | 2,216 | |
| Caisse de Refinancement de l'Habitat SA | 0.010% | 2/7/2028 | EUR | 5,000 | 5,505 | |
| Caisse de Refinancement de l'Habitat SA | 2.750% | 4/12/2028 | EUR | 12,000 | 13,757 | |
| Caisse de Refinancement de l'Habitat SA | 2.750% | 1/12/2029 | EUR | 15,400 | 17,589 | |
| Caisse de Refinancement de l'Habitat SA | 0.010% | 10/8/2029 | EUR | 10,700 | 11,154 | |
| Caisse de Refinancement de l'Habitat SA | 3.000% | 1/11/2030 | EUR | 5,000 | 5,719 | |
| Caisse de Refinancement de l'Habitat SA | 2.750% | 1/16/2031 | EUR | 12,000 | 13,518 | |
| Caisse de Refinancement de l'Habitat SA | 2.875% | 3/25/2031 | EUR | 10,000 | 11,307 | |
| Caisse de Refinancement de l'Habitat SA | 3.375% | 6/28/2032 | EUR | 10,000 | 11,490 | |
| Caisse de Refinancement de l'Habitat SA | 3.125% | 2/23/2033 | EUR | 4,500 | 5,074 | |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 0.750% | 7/7/2028 | EUR | 4,800 | 5,255 | |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 3.375% | 9/24/2028 | EUR | 1,700 | 1,948 | |
| Capgemini SE | 1.750% | 4/18/2028 | EUR | 7,800 | 8,785 | |
| Capgemini SE | 1.125% | 6/23/2030 | EUR | 3,000 | 3,141 | |
| Capgemini SE | 3.125% | 9/25/2031 | EUR | 8,000 | 8,869 | |
| Capgemini SE | 2.375% | 4/15/2032 | EUR | 5,700 | 6,035 | |
| Capgemini SE | 3.500% | 9/25/2034 | EUR | 1,000 | 1,087 | |
| Carmila SA | 1.625% | 4/1/2029 | EUR | 900 | 987 | |
| Carmila SA | 3.875% | 1/25/2032 | EUR | 1,500 | 1,691 | |
| Carmila SA | 3.750% | 1/13/2033 | EUR | 10,000 | 11,133 | |
| Carrefour SA | 2.625% | 12/15/2027 | EUR | 5,000 | 5,738 | |
| Carrefour SA | 2.375% | 10/30/2029 | EUR | 4,800 | 5,370 | |
| Carrefour SA | 4.375% | 11/14/2031 | EUR | 9,000 | 10,656 | |
| Carrefour SA | 3.625% | 10/17/2032 | EUR | 7,000 | 7,943 | |
| Carrefour SA | 3.750% | 5/24/2033 | EUR | 7,000 | 7,911 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| CCF SFH SACA | 2.500% | 6/28/2028 | EUR | 8,800 | 10,009 | |
| CCF SFH SACA | 2.750% | 5/7/2031 | EUR | 9,000 | 10,076 | |
| Cie de Financement Foncier SA | 0.010% | 11/10/2027 | EUR | 5,000 | 5,554 | |
| Cie de Financement Foncier SA | 0.750% | 1/11/2028 | EUR | 5,600 | 6,248 | |
| Cie de Financement Foncier SA | 0.500% | 3/16/2028 | EUR | 9,600 | 10,623 | |
| Cie de Financement Foncier SA | 0.875% | 9/11/2028 | EUR | 9,400 | 10,339 | |
| Cie de Financement Foncier SA | 0.010% | 4/16/2029 | EUR | 10,000 | 10,593 | |
| Cie de Financement Foncier SA | 2.375% | 3/15/2030 | EUR | 5,000 | 5,589 | |
| Cie de Financement Foncier SA | 3.000% | 4/24/2032 | EUR | 25,900 | 29,142 | |
| Cie de Financement Foncier SA | 3.125% | 5/28/2034 | EUR | 5,000 | 5,573 | |
| Cie de Financement Foncier SA | 0.010% | 10/29/2035 | EUR | 19,000 | 15,606 | |
| Cie de Financement Foncier SA | 0.600% | 10/25/2041 | EUR | 13,800 | 9,782 | |
| Cie de Financement Foncier SA | 3.875% | 4/25/2055 | EUR | 2,049 | 2,201 | |
| Cie de Saint-Gobain SA | 2.375% | 10/4/2027 | EUR | 2,200 | 2,518 | |
| Cie de Saint-Gobain SA | 2.125% | 6/10/2028 | EUR | 2,500 | 2,827 | |
| Cie de Saint-Gobain SA | 1.875% | 9/21/2028 | EUR | 6,200 | 6,950 | |
| Cie de Saint-Gobain SA | 3.250% | 8/9/2029 | EUR | 10,000 | 11,475 | |
| Cie de Saint-Gobain SA | 3.875% | 11/29/2030 | EUR | 10,000 | 11,679 | |
| Cie de Saint-Gobain SA | 1.875% | 3/15/2031 | EUR | 2,800 | 3,001 | |
| Cie de Saint-Gobain SA | 2.625% | 8/10/2032 | EUR | 2,200 | 2,387 | |
| Cie de Saint-Gobain SA | 3.625% | 8/9/2036 | EUR | 9,000 | 9,929 | |
| Cie Generale des Etablissements Michelin SCA | 0.000% | 11/2/2028 | EUR | 6,300 | 6,765 | |
| Cie Generale des Etablissements Michelin SCA | 1.750% | 9/3/2030 | EUR | 11,000 | 11,844 | |
| Cie Generale des Etablissements Michelin SCA | 3.375% | 5/16/2036 | EUR | 4,000 | 4,396 | |
| Cie Generale des Etablissements Michelin SCA | 2.500% | 9/3/2038 | EUR | 2,600 | 2,540 | |
| CNP Assurances SA | 1.250% | 1/27/2029 | EUR | 2,000 | 2,177 | |
| CNP Assurances SA | 2.000% | 7/27/2050 | EUR | 6,500 | 6,918 | |
| CNP Assurances SA | 2.500% | 6/30/2051 | EUR | 3,100 | 3,327 | |
| CNP Assurances SA | 5.250% | 7/18/2053 | EUR | 4,700 | 5,646 | |
| Coentreprise de Transport d'Electricite SA | 2.125% | 7/29/2032 | EUR | 8,400 | 8,766 | |
| Cofiroute SA | 3.125% | 3/6/2033 | EUR | 10,000 | 11,063 | |
| Covivio Hotels SACA | 1.000% | 7/27/2029 | EUR | 2,800 | 2,999 | |
| Covivio Hotels SACA | 4.125% | 5/23/2033 | EUR | 3,000 | 3,412 | |
| Covivio SA | 2.375% | 2/20/2028 | EUR | 100 | 114 | |
| Covivio SA | 1.625% | 6/23/2030 | EUR | 2,200 | 2,361 | |
| Covivio SA | 1.125% | 9/17/2031 | EUR | 4,000 | 4,029 | |
| Covivio SA | 4.625% | 6/5/2032 | EUR | 1,900 | 2,256 | |
| Covivio SA | 3.625% | 6/17/2034 | EUR | 7,500 | 8,275 | |
| Credit Agricole Assurances SA | 2.000% | 7/17/2030 | EUR | 2,800 | 3,004 | |
| Credit Agricole Assurances SA | 1.500% | 10/6/2031 | EUR | 7,400 | 7,557 | |
| Credit Agricole Assurances SA | 5.875% | 10/25/2033 | EUR | 1,900 | 2,396 | |
| Credit Agricole Assurances SA | 4.500% | 12/17/2034 | EUR | 2,800 | 3,254 | |
| Credit Agricole Assurances SA | 4.125% | 12/17/2036 | EUR | 3,000 | 3,339 | |
| Credit Agricole Assurances SA | 4.750% | 9/27/2048 | EUR | 1,200 | 1,410 | |
| Credit Agricole Home Loan SFH SA | 0.875% | 8/11/2028 | EUR | 14,100 | 15,543 | |
| Credit Agricole Home Loan SFH SA | 1.000% | 1/16/2029 | EUR | 7,600 | 8,319 | |
| Credit Agricole Home Loan SFH SA | 0.050% | 12/6/2029 | EUR | 15,000 | 15,584 | |
| Credit Agricole Home Loan SFH SA | 3.000% | 12/1/2030 | EUR | 12,500 | 14,247 | |
| Credit Agricole Home Loan SFH SA | 1.250% | 3/24/2031 | EUR | 9,100 | 9,574 | |
| Credit Agricole Home Loan SFH SA | 0.010% | 11/3/2031 | EUR | 16,700 | 16,179 | |
| Credit Agricole Home Loan SFH SA | 1.375% | 2/3/2032 | EUR | 2,200 | 2,284 | |
| Credit Agricole Home Loan SFH SA | 3.000% | 12/11/2032 | EUR | 9,000 | 10,106 | |
| Credit Agricole Home Loan SFH SA | 0.875% | 5/6/2034 | EUR | 10,100 | 9,529 | |
| Credit Agricole Home Loan SFH SA | 1.500% | 2/3/2037 | EUR | 10,000 | 9,275 | |
| Credit Agricole Home Loan SFH SA | 1.500% | 9/28/2038 | EUR | 2,500 | 2,220 | |
| Credit Agricole Public Sector SCF SA | 0.010% | 9/13/2028 | EUR | 5,000 | 5,398 | |
| Credit Agricole Public Sector SCF SA | 0.625% | 3/29/2029 | EUR | 7,100 | 7,660 | |
| Credit Agricole Public Sector SCF SA | 3.000% | 6/14/2030 | EUR | 4,000 | 4,563 | |
| Credit Agricole Public Sector SCF SA | 3.000% | 1/16/2033 | EUR | 10,000 | 11,216 | |
| Credit Agricole SA | 0.375% | 4/20/2028 | EUR | 4,800 | 5,275 | |
| Credit Agricole SA | 1.750% | 3/5/2029 | EUR | 6,000 | 6,629 | |
| Credit Agricole SA | 2.000% | 3/25/2029 | EUR | 6,400 | 7,101 | |
| Credit Agricole SA | 1.000% | 7/3/2029 | EUR | 7,300 | 7,887 | |
| Credit Agricole SA | 2.500% | 8/29/2029 | EUR | 9,000 | 10,138 | |
| Credit Agricole SA | 0.500% | 9/21/2029 | EUR | 13,600 | 14,727 | |
| Credit Agricole SA | 4.875% | 10/23/2029 | GBP | 2,000 | 2,674 | |
| Credit Agricole SA | 4.125% | 3/7/2030 | EUR | 6,300 | 7,428 | |
| Credit Agricole SA | 3.875% | 4/20/2031 | EUR | 12,000 | 14,015 | |
| Credit Agricole SA | 0.875% | 1/14/2032 | EUR | 6,400 | 6,334 | |
| Credit Agricole SA | 4.000% | 1/18/2033 | EUR | 3,000 | 3,521 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Credit Agricole SA | 4.375% | 11/27/2033 | EUR | 10,000 | 11,814 | |
| Credit Agricole SA | 2.500% | 4/22/2034 | EUR | 8,000 | 8,320 | |
| Credit Agricole SA | 5.750% | 11/9/2034 | GBP | 8,000 | 10,773 | |
| Credit Agricole SA | 3.875% | 11/28/2034 | EUR | 11,000 | 12,694 | |
| Credit Agricole SA | 4.125% | 3/18/2035 | EUR | 10,000 | 11,537 | |
| Credit Agricole SA | 3.750% | 5/27/2035 | EUR | 10,000 | 11,235 | |
| Credit Agricole SA | 4.186% | 10/15/2035 | CAD | 7,500 | 5,293 | |
| Credit Agricole SA | 6.000% | 10/22/2035 | GBP | 7,000 | 9,463 | |
| Credit Agricole SA | 4.125% | 2/26/2036 | EUR | 5,000 | 5,756 | |
| Credit Mutuel Arkea SA | 0.375% | 10/3/2028 | EUR | 5,100 | 5,536 | |
| Credit Mutuel Arkea SA | 3.500% | 2/9/2029 | EUR | 10,000 | 11,511 | |
| Credit Mutuel Arkea SA | 1.125% | 5/23/2029 | EUR | 1,100 | 1,193 | |
| Credit Mutuel Arkea SA | 3.375% | 3/11/2031 | EUR | 2,000 | 2,253 | |
| Credit Mutuel Arkea SA | 0.875% | 10/25/2031 | EUR | 4,200 | 4,199 | |
| Credit Mutuel Arkea SA | 0.875% | 3/11/2033 | EUR | 6,000 | 5,700 | |
| Credit Mutuel Arkea SA | 4.125% | 2/1/2034 | EUR | 7,000 | 8,169 | |
| Credit Mutuel Arkea SA | 4.810% | 5/15/2035 | EUR | 7,000 | 8,254 | |
| Credit Mutuel Home Loan SFH SA | 1.000% | 4/30/2028 | EUR | 7,500 | 8,341 | |
| Credit Mutuel Home Loan SFH SA | 0.010% | 7/20/2028 | EUR | 9,200 | 9,984 | |
| Credit Mutuel Home Loan SFH SA | 1.000% | 1/30/2029 | EUR | 2,800 | 3,062 | |
| Credit Mutuel Home Loan SFH SA | 2.625% | 6/6/2030 | EUR | 6,500 | 7,315 | |
| Credit Mutuel Home Loan SFH SA | 3.000% | 2/3/2031 | EUR | 20,400 | 23,177 | |
| Credit Mutuel Home Loan SFH SA | 3.000% | 7/29/2032 | EUR | 4,600 | 5,177 | |
| Credit Mutuel Home Loan SFH SA | 3.125% | 6/6/2035 | EUR | 5,000 | 5,519 | |
| Danone SA | 1.208% | 11/3/2028 | EUR | 2,500 | 2,747 | |
| Danone SA | 0.395% | 6/10/2029 | EUR | 9,300 | 9,903 | |
| Danone SA | 3.706% | 11/13/2029 | EUR | 500 | 581 | |
| Danone SA | 3.481% | 5/3/2030 | EUR | 4,600 | 5,301 | |
| Danone SA | 3.470% | 5/22/2031 | EUR | 11,700 | 13,429 | |
| Dassault Systemes SE | 0.375% | 9/16/2029 | EUR | 5,000 | 5,282 | |
| Edenred SE | 3.625% | 6/13/2031 | EUR | 1,000 | 1,150 | |
| Edenred SE | 3.625% | 8/5/2032 | EUR | 2,500 | 2,844 | |
| Electricite de France SA | 4.375% | 10/12/2029 | EUR | 13,500 | 15,981 | |
| Electricite de France SA | 5.875% | 7/18/2031 | GBP | 1,588 | 2,180 | |
| Electricite de France SA | 4.250% | 1/25/2032 | EUR | 1,500 | 1,772 | |
| Electricite de France SA | 1.000% | 11/29/2033 | EUR | 8,700 | 8,183 | |
| Electricite de France SA | 5.379% | 5/17/2034 | CAD | 3,700 | 2,753 | |
| Electricite de France SA | 6.125% | 6/2/2034 | GBP | 8,050 | 10,946 | |
| Electricite de France SA | 4.750% | 10/12/2034 | EUR | 5,700 | 6,890 | |
| Electricite de France SA | 4.573% | 2/6/2035 | CAD | 4,000 | 2,815 | |
| Electricite de France SA | 4.375% | 6/17/2036 | EUR | 7,000 | 8,163 | |
| Electricite de France SA | 1.875% | 10/13/2036 | EUR | 10,400 | 9,671 | |
| Electricite de France SA | 5.500% | 3/27/2037 | GBP | 4,600 | 5,726 | |
| Electricite de France SA | 4.500% | 11/12/2040 | EUR | 1,900 | 2,177 | |
| Electricite de France SA | 5.500% | 10/17/2041 | GBP | 11,500 | 13,680 | |
| Electricite de France SA | 4.625% | 1/25/2043 | EUR | 7,800 | 8,697 | |
| Electricite de France SA | 4.750% | 6/17/2044 | EUR | 7,000 | 7,838 | |
| Electricite de France SA | 6.627% | 8/28/2045 | AUD | 4,000 | 2,763 | |
| Electricite de France SA | 2.000% | 12/9/2049 | EUR | 6,800 | 4,558 | |
| Electricite de France SA | 5.125% | 9/22/2050 | GBP | 4,500 | 4,667 | |
| Electricite de France SA | 5.777% | 5/17/2054 | CAD | 2,500 | 1,802 | |
| Electricite de France SA | 6.500% | 11/8/2064 | GBP | 3,000 | 3,679 | |
| Electricite de France SA | 6.000% | 1/23/2114 | GBP | 5,100 | 5,581 | |
| Engie SA | 1.500% | 3/27/2028 | EUR | 5,000 | 5,620 | |
| Engie SA | 1.750% | 3/27/2028 | EUR | 7,600 | 8,572 | |
| Engie SA | 1.375% | 6/22/2028 | EUR | 10,700 | 11,943 | |
| Engie SA | 7.000% | 10/30/2028 | GBP | 2,750 | 3,863 | |
| Engie SA | 3.500% | 9/27/2029 | EUR | 9,000 | 10,414 | |
| Engie SA | 0.375% | 10/26/2029 | EUR | 1,000 | 1,050 | |
| Engie SA | 3.625% | 1/11/2030 | EUR | 3,500 | 4,055 | |
| Engie SA | 2.125% | 3/30/2032 | EUR | 6,100 | 6,499 | |
| Engie SA | 1.875% | 9/19/2033 | EUR | 1,200 | 1,215 | |
| Engie SA | 3.875% | 12/6/2033 | EUR | 5,000 | 5,754 | |
| Engie SA | 4.250% | 9/6/2034 | EUR | 5,000 | 5,851 | |
| Engie SA | 4.000% | 1/11/2035 | EUR | 6,300 | 7,233 | |
| Engie SA | 1.500% | 3/13/2035 | EUR | 5,000 | 4,714 | |
| Engie SA | 1.000% | 10/26/2036 | EUR | 3,500 | 3,012 | |
| Engie SA | 2.000% | 9/28/2037 | EUR | 3,600 | 3,343 | |
| Engie SA | 1.375% | 6/21/2039 | EUR | 4,800 | 3,932 | |
| Engie SA | 1.250% | 10/24/2041 | EUR | 4,500 | 3,301 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Engie SA | 4.500% | 9/6/2042 | EUR | 10,400 | 11,693 | |
| Engie SA | 4.250% | 1/11/2043 | EUR | 7,000 | 7,611 | |
| Engie SA | 4.250% | 3/6/2044 | EUR | 5,000 | 5,419 | |
| Engie SA | 5.625% | 4/3/2053 | GBP | 1,000 | 1,136 | |
| Engie SA | 5.000% | 10/1/2060 | GBP | 3,550 | 3,655 | |
| Engie SA | 5.950% | 3/16/2111 | EUR | 1,625 | 2,234 | |
| Engie SA | 1.500% | Perpetual | EUR | 7,500 | 8,255 | |
| Engie SA | 1.875% | Perpetual | EUR | 4,000 | 4,142 | |
| Engie SA | 4.371% | Perpetual | EUR | 1,000 | 1,148 | |
| Engie SA | 5.125% | Perpetual | EUR | 5,000 | 5,914 | |
| EssilorLuxottica SA | 0.500% | 6/5/2028 | EUR | 10,800 | 11,882 | |
| Eurazeo SE | 4.625% | 4/17/2031 | EUR | 3,000 | 3,476 | |
| Gecina SA | 1.375% | 1/26/2028 | EUR | 1,700 | 1,907 | |
| Gecina SA | 1.000% | 1/30/2029 | EUR | 1,100 | 1,197 | |
| Gecina SA | 2.000% | 6/30/2032 | EUR | 4,400 | 4,596 | |
| Gecina SA | 0.875% | 1/25/2033 | EUR | 4,000 | 3,818 | |
| Gecina SA | 3.375% | 8/4/2035 | EUR | 5,000 | 5,474 | |
| Gecina SA | 0.875% | 6/30/2036 | EUR | 3,600 | 3,053 | |
| GELF Bond Issuer I SA | 1.125% | 7/18/2029 | EUR | 2,104 | 2,246 | |
| GELF Bond Issuer I SA | 3.625% | 11/27/2031 | EUR | 1,100 | 1,237 | |
| Groupe des Assurances du Credit Mutuel SADIR | 3.750% | 4/30/2029 | EUR | 1,800 | 2,086 | |
| Groupe des Assurances du Credit Mutuel SADIR | 1.850% | 4/21/2042 | EUR | 7,700 | 7,867 | |
| Groupe VYV | 1.625% | 7/2/2029 | EUR | 2,000 | 2,171 | |
| HSBC Continental Europe SA | 0.100% | 9/3/2027 | EUR | 5,100 | 5,702 | |
| ICADE | 1.625% | 2/28/2028 | EUR | 2,000 | 2,238 | |
| ICADE | 1.000% | 1/19/2030 | EUR | 1,400 | 1,461 | |
| ICADE | 0.625% | 1/18/2031 | EUR | 3,700 | 3,667 | |
| Imerys SA | 1.000% | 7/15/2031 | EUR | 2,500 | 2,489 | |
| Imerys SA | 4.000% | 11/21/2032 | EUR | 5,000 | 5,640 | |
| In'li SA | 1.125% | 7/2/2029 | EUR | 1,000 | 1,076 | |
| ITM Entreprises SAS | 5.750% | 7/22/2029 | EUR | 2,500 | 3,022 | |
| JCDecaux SE | 2.625% | 4/24/2028 | EUR | 2,500 | 2,845 | |
| JCDecaux SE | 5.000% | 1/11/2029 | EUR | 1,500 | 1,783 | |
| JCDecaux SE | 1.625% | 2/7/2030 | EUR | 2,300 | 2,484 | |
| Kering SA | 3.250% | 2/27/2029 | EUR | 9,000 | 10,353 | |
| Kering SA | 3.625% | 9/5/2031 | EUR | 9,000 | 10,307 | |
| Kering SA | 5.000% | 11/23/2032 | GBP | 7,500 | 9,806 | |
| Kering SA | 3.375% | 2/27/2033 | EUR | 9,000 | 10,015 | |
| Kering SA | 3.625% | 3/11/2036 | EUR | 2,500 | 2,742 | |
| Klepierre SA | 2.000% | 5/12/2029 | EUR | 2,100 | 2,332 | |
| Klepierre SA | 0.625% | 7/1/2030 | EUR | 4,500 | 4,629 | |
| Klepierre SA | 0.875% | 2/17/2031 | EUR | 4,200 | 4,288 | |
| Klepierre SA | 1.250% | 9/29/2031 | EUR | 7,300 | 7,451 | |
| Klepierre SA | 1.625% | 12/13/2032 | EUR | 1,500 | 1,525 | |
| Klepierre SA | 3.875% | 9/23/2033 | EUR | 2,300 | 2,638 | |
| La Banque Postale Home Loan SFH SA | 0.875% | 2/7/2028 | EUR | 4,500 | 5,019 | |
| La Banque Postale Home Loan SFH SA | 1.000% | 10/4/2028 | EUR | 2,500 | 2,754 | |
| La Banque Postale Home Loan SFH SA | 3.125% | 2/19/2029 | EUR | 10,000 | 11,502 | |
| La Banque Postale Home Loan SFH SA | 0.010% | 10/22/2029 | EUR | 23,600 | 24,550 | |
| La Banque Postale Home Loan SFH SA | 2.750% | 11/5/2031 | EUR | 2,400 | 2,678 | |
| La Banque Postale Home Loan SFH SA | 3.125% | 1/29/2034 | EUR | 2,400 | 2,689 | |
| La Banque Postale SA | 3.000% | 6/9/2028 | EUR | 3,800 | 4,349 | |
| La Banque Postale SA | 2.000% | 7/13/2028 | EUR | 4,700 | 5,297 | |
| La Banque Postale SA | 1.375% | 4/24/2029 | EUR | 5,000 | 5,460 | |
| La Banque Postale SA | 3.500% | 6/13/2030 | EUR | 7,700 | 8,887 | |
| La Banque Postale SA | 0.750% | 8/2/2032 | EUR | 2,400 | 2,703 | |
| La Banque Postale SA | 5.500% | 3/5/2034 | EUR | 2,500 | 2,983 | |
| La Poste SA | 0.375% | 9/17/2027 | EUR | 10,100 | 11,328 | |
| La Poste SA | 1.375% | 4/21/2032 | EUR | 18,200 | 18,426 | |
| La Poste SA | 4.000% | 6/12/2035 | EUR | 4,200 | 4,824 | |
| Legrand SA | 3.625% | 5/29/2029 | EUR | 7,000 | 8,140 | |
| Legrand SA | 3.500% | 6/26/2034 | EUR | 3,000 | 3,383 | |
| L'Oreal SA | 2.875% | 5/19/2028 | EUR | 2,000 | 2,300 | |
| LVMH Moet Hennessy Louis Vuitton SE | 0.125% | 2/11/2028 | EUR | 5,000 | 5,524 | |
| LVMH Moet Hennessy Louis Vuitton SE | 3.250% | 9/7/2029 | EUR | 4,000 | 4,611 | |
| LVMH Moet Hennessy Louis Vuitton SE | 0.375% | 2/11/2031 | EUR | 4,600 | 4,657 | |
| LVMH Moet Hennessy Louis Vuitton SE | 3.500% | 9/7/2033 | EUR | 23,200 | 26,468 | |
| LVMH Moet Hennessy Louis Vuitton SE | 3.500% | 10/5/2034 | EUR | 10,000 | 11,348 | |
| Malakoff Humanis Prevoyance | 4.500% | 6/20/2035 | EUR | 3,000 | 3,416 | |
| Mercialys SA | 2.500% | 2/28/2029 | EUR | 1,400 | 1,572 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| MMS USA Holdings Inc. | 1.250% | 6/13/2028 | EUR | 2,100 | 2,334 | |
| MMS USA Holdings Inc. | 1.750% | 6/13/2031 | EUR | 2,600 | 2,746 | |
| Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | 2.125% | 6/21/2052 | EUR | 1,500 | 1,513 | |
| Mutuelle Assurance Travailleur Mutualiste SAM | 4.625% | 2/23/2036 | EUR | 1,800 | 2,085 | |
| Nerval SAS | 2.875% | 4/14/2032 | EUR | 3,800 | 4,103 | |
| Orange SA | 1.375% | 3/20/2028 | EUR | 18,400 | 20,625 | |
| Orange SA | 8.125% | 11/20/2028 | GBP | 3,316 | 4,758 | |
| Orange SA | 2.000% | 1/15/2029 | EUR | 2,000 | 2,238 | |
| Orange SA | 1.375% | 1/16/2030 | EUR | 13,100 | 14,127 | |
| Orange SA | 1.875% | 9/12/2030 | EUR | 16,900 | 18,281 | |
| Orange SA | 3.625% | 11/16/2031 | EUR | 5,000 | 5,755 | |
| Orange SA | 1.625% | 4/7/2032 | EUR | 5,000 | 5,160 | |
| Orange SA | 2.375% | 5/18/2032 | EUR | 4,000 | 4,292 | |
| Orange SA | 0.500% | 9/4/2032 | EUR | 3,800 | 3,620 | |
| Orange SA | 8.125% | 1/28/2033 | EUR | 362 | 519 | |
| Orange SA | 0.625% | 12/16/2033 | EUR | 10,700 | 9,811 | |
| Orange SA | 5.625% | 1/23/2034 | GBP | 1,700 | 2,290 | |
| Orange SA | 1.200% | 7/11/2034 | EUR | 2,000 | 1,887 | |
| Orange SA | 3.250% | 1/17/2035 | EUR | 5,000 | 5,429 | |
| Orange SA | 4.125% | 11/13/2045 | EUR | 3,000 | 3,196 | |
| Orange SA | 1.375% | 9/4/2049 | EUR | 8,000 | 5,177 | |
| Orange SA | 1.375% | Perpetual | EUR | 1,900 | 2,044 | |
| Orange SA | 1.750% | Perpetual | EUR | 1,300 | 1,432 | |
| Orange SA | 4.500% | Perpetual | EUR | 7,000 | 8,130 | |
| Orange SA | 5.375% | Perpetual | EUR | 17,800 | 21,279 | |
| Orano SA | 4.000% | 3/12/2031 | EUR | 5,000 | 5,801 | |
| Pernod Ricard SA | 3.250% | 11/2/2028 | EUR | 5,000 | 5,768 | |
| Pernod Ricard SA | 1.375% | 4/7/2029 | EUR | 3,300 | 3,622 | |
| Pernod Ricard SA | 0.125% | 10/4/2029 | EUR | 1,000 | 1,045 | |
| Pernod Ricard SA | 1.750% | 4/8/2030 | EUR | 2,600 | 2,825 | |
| Pernod Ricard SA | 3.375% | 11/7/2030 | EUR | 5,000 | 5,727 | |
| Pernod Ricard SA | 0.875% | 10/24/2031 | EUR | 4,000 | 4,041 | |
| Pernod Ricard SA | 3.750% | 9/15/2033 | EUR | 5,000 | 5,695 | |
| Pernod Ricard SA | 3.625% | 5/7/2034 | EUR | 7,000 | 7,843 | |
| Praemia Healthcare SACA | 0.875% | 11/4/2029 | EUR | 4,600 | 4,828 | |
| PSA Tresorerie GIE | 6.000% | 9/19/2033 | EUR | 4,024 | 4,964 | |
| RCI Banque SA | 4.875% | 6/14/2028 | EUR | 4,000 | 4,710 | |
| RCI Banque SA | 4.875% | 10/2/2029 | EUR | 17,000 | 20,200 | |
| RCI Banque SA | 3.625% | 2/22/2030 | EUR | 8,000 | 9,146 | |
| RCI Banque SA | 3.875% | 9/30/2030 | EUR | 5,000 | 5,741 | |
| RCI Banque SA | 4.125% | 4/4/2031 | EUR | 7,000 | 8,114 | |
| RCI Banque SA | 3.750% | 2/16/2032 | EUR | 4,000 | 4,492 | |
| RCI Banque SA | 3.625% | 11/3/2032 | EUR | 9,000 | 9,965 | |
| RTE Reseau de Transport d'Electricite SADIR | 0.000% | 9/9/2027 | EUR | 11,100 | 12,379 | |
| RTE Reseau de Transport d'Electricite SADIR | 2.750% | 6/20/2029 | EUR | 500 | 567 | |
| RTE Reseau de Transport d'Electricite SADIR | 1.500% | 9/27/2030 | EUR | 2,500 | 2,655 | |
| RTE Reseau de Transport d'Electricite SADIR | 0.750% | 1/12/2034 | EUR | 5,000 | 4,621 | |
| RTE Reseau de Transport d'Electricite SADIR | 3.750% | 7/4/2035 | EUR | 11,900 | 13,470 | |
| RTE Reseau de Transport d'Electricite SADIR | 2.000% | 4/18/2036 | EUR | 3,100 | 2,989 | |
| RTE Reseau de Transport d'Electricite SADIR | 1.875% | 10/23/2037 | EUR | 5,000 | 4,588 | |
| RTE Reseau de Transport d'Electricite SADIR | 1.125% | 7/8/2040 | EUR | 7,500 | 5,726 | |
| SCOR SE | 1.375% | 9/17/2051 | EUR | 2,200 | 2,243 | |
| Societe Generale SA | 1.250% | 12/7/2027 | GBP | 3,700 | 4,755 | |
| Societe Generale SA | 2.125% | 9/27/2028 | EUR | 8,600 | 9,665 | |
| Societe Generale SA | 1.750% | 3/22/2029 | EUR | 4,500 | 4,961 | |
| Societe Generale SA | 0.500% | 6/12/2029 | EUR | 9,100 | 9,947 | |
| Societe Generale SA | 3.375% | 5/14/2030 | EUR | 8,000 | 9,157 | |
| Societe Generale SA | 1.250% | 6/12/2030 | EUR | 4,200 | 4,432 | |
| Societe Generale SA | 3.625% | 11/13/2030 | EUR | 10,000 | 11,485 | |
| Societe Generale SA | 4.250% | 12/6/2030 | EUR | 12,000 | 14,050 | |
| Societe Generale SA | 4.875% | 11/21/2031 | EUR | 10,000 | 11,987 | |
| Societe Generale SA | 5.750% | 1/22/2032 | GBP | 7,000 | 9,477 | |
| Societe Generale SA | 3.500% | 3/1/2032 | EUR | 8,000 | 9,044 | |
| Societe Generale SA | 4.250% | 11/16/2032 | EUR | 4,000 | 4,772 | |
| Societe Generale SA | 5.625% | 6/2/2033 | EUR | 3,000 | 3,715 | |
| Societe Generale SA | 6.250% | 6/22/2033 | GBP | 2,000 | 2,814 | |
| Societe Generale SA | 3.750% | 9/2/2033 | EUR | 8,000 | 9,036 | |
| Societe Generale SA | 3.875% | 11/20/2035 | EUR | 8,000 | 9,054 | |
| Societe Generale SA | 4.125% | 5/14/2036 | EUR | 5,000 | 5,700 | |
| Societe Generale SA | 4.000% | 2/4/2037 | EUR | 8,000 | 8,935 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Societe Generale SFH SA | 0.750% | 1/19/2028 | EUR | 5,000 | 5,577 | |
| Societe Generale SFH SA | 1.375% | 5/5/2028 | EUR | 12,500 | 13,987 | |
| Societe Generale SFH SA | 0.125% | 2/2/2029 | EUR | 21,900 | 23,411 | |
| Societe Generale SFH SA | 0.010% | 2/5/2031 | EUR | 10,400 | 10,329 | |
| Sodexo SA | 1.750% | 6/26/2028 | GBP | 4,090 | 5,176 | |
| Sodexo SA | 1.000% | 4/27/2029 | EUR | 3,700 | 4,015 | |
| Sogecap SA | 6.500% | 5/16/2044 | EUR | 2,900 | 3,696 | |
| Suez SACA | 2.375% | 5/24/2030 | EUR | 1,600 | 1,764 | |
| Suez SACA | 5.000% | 11/3/2032 | EUR | 1,500 | 1,817 | |
| Suez SACA | 2.875% | 5/24/2034 | EUR | 7,400 | 7,813 | |
| Suez SACA | 6.625% | 10/5/2043 | GBP | 5,000 | 6,611 | |
| TDF Infrastructure SAS | 5.625% | 7/21/2028 | EUR | 1,000 | 1,189 | |
| TDF Infrastructure SAS | 1.750% | 12/1/2029 | EUR | 11,700 | 12,584 | |
| TDF Infrastructure SAS | 4.125% | 10/23/2031 | EUR | 3,000 | 3,430 | |
| Teleperformance SE | 5.250% | 11/22/2028 | EUR | 10,000 | 11,879 | |
| Teleperformance SE | 3.750% | 6/24/2029 | EUR | 2,000 | 2,299 | |
| Teleperformance SE | 5.750% | 11/22/2031 | EUR | 10,000 | 12,020 | |
| Terega SA | 0.875% | 9/17/2030 | EUR | 2,500 | 2,574 | |
| Thales SA | 4.250% | 10/18/2031 | EUR | 5,000 | 5,949 | |
| TotalEnergies Capital Canada Ltd. | 2.125% | 9/18/2029 | EUR | 16,700 | 18,599 | |
| TotalEnergies Capital International SA | 0.696% | 5/31/2028 | EUR | 12,400 | 13,685 | |
| TotalEnergies Capital International SA | 3.075% | 7/1/2031 | EUR | 15,000 | 16,948 | |
| TotalEnergies Capital International SA | 1.994% | 4/8/2032 | EUR | 3,200 | 3,387 | |
| TotalEnergies Capital International SA | 3.647% | 7/1/2035 | EUR | 3,000 | 3,365 | |
| TotalEnergies Capital International SA | 1.618% | 5/18/2040 | EUR | 10,000 | 8,301 | |
| TotalEnergies Capital International SA | 4.060% | 7/1/2040 | EUR | 3,000 | 3,324 | |
| TotalEnergies SE | 1.625% | Perpetual | EUR | 6,316 | 7,064 | |
| TotalEnergies SE | 2.000% | Perpetual | EUR | 19,309 | 20,482 | |
| TotalEnergies SE | 2.125% | Perpetual | EUR | 14,219 | 14,295 | |
| TotalEnergies SE | 3.250% | Perpetual | EUR | 5,000 | 5,046 | |
| Unibail-Rodamco-Westfield SE | 0.750% | 10/25/2028 | EUR | 1,900 | 2,069 | |
| Unibail-Rodamco-Westfield SE | 1.500% | 5/29/2029 | EUR | 200 | 219 | |
| Unibail-Rodamco-Westfield SE | 1.375% | 4/15/2030 | EUR | 3,815 | 4,057 | |
| Unibail-Rodamco-Westfield SE | 1.875% | 1/15/2031 | EUR | 10,500 | 11,169 | |
| Unibail-Rodamco-Westfield SE | 1.375% | 12/4/2031 | EUR | 6,100 | 6,190 | |
| Unibail-Rodamco-Westfield SE | 0.875% | 3/29/2032 | EUR | 6,300 | 6,184 | |
| Unibail-Rodamco-Westfield SE | 2.000% | 6/29/2032 | EUR | 1,200 | 1,248 | |
| Unibail-Rodamco-Westfield SE | 1.375% | 5/25/2033 | EUR | 2,200 | 2,132 | |
| Unibail-Rodamco-Westfield SE | 1.750% | 2/27/2034 | EUR | 5,000 | 4,865 | |
| Unibail-Rodamco-Westfield SE | 2.000% | 4/28/2036 | EUR | 7,113 | 6,694 | |
| Unibail-Rodamco-Westfield SE | 2.250% | 5/14/2038 | EUR | 2,400 | 2,230 | |
| Unibail-Rodamco-Westfield SE | 1.750% | 7/1/2049 | EUR | 1,700 | 1,113 | |
| Veolia Environnement SA | 1.590% | 1/10/2028 | EUR | 3,000 | 3,383 | |
| Veolia Environnement SA | 1.250% | 4/15/2028 | EUR | 2,100 | 2,342 | |
| Veolia Environnement SA | 0.927% | 1/4/2029 | EUR | 2,500 | 2,711 | |
| Veolia Environnement SA | 1.500% | 4/3/2029 | EUR | 800 | 882 | |
| Veolia Environnement SA | 1.940% | 1/7/2030 | EUR | 5,000 | 5,481 | |
| Veolia Environnement SA | 1.625% | 9/17/2030 | EUR | 400 | 427 | |
| Veolia Environnement SA | 5.375% | 12/2/2030 | GBP | 600 | 814 | |
| Veolia Environnement SA | 0.500% | 10/14/2031 | EUR | 2,700 | 2,649 | |
| Veolia Environnement SA | 0.800% | 1/15/2032 | EUR | 7,800 | 7,683 | |
| Veolia Environnement SA | 3.324% | 6/17/2032 | EUR | 10,000 | 11,261 | |
| Veolia Environnement SA | 6.125% | 11/25/2033 | EUR | 2,244 | 2,955 | |
| Veolia Environnement SA | 3.639% | 1/14/2034 | EUR | 5,000 | 5,645 | |
| Veolia Environnement SA | 1.250% | 5/14/2035 | EUR | 5,000 | 4,571 | |
| Veolia Environnement SA | 4.122% | 4/10/2036 | EUR | 5,000 | 5,728 | |
| Veolia Environnement SA | 3.795% | 6/17/2037 | EUR | 5,000 | 5,529 | |
| Vinci SA | 1.625% | 1/18/2029 | EUR | 18,200 | 20,172 | |
| Vinci SA | 1.750% | 9/26/2030 | EUR | 3,400 | 3,658 | |
| Vinci SA | 0.500% | 1/9/2032 | EUR | 11,200 | 10,917 | |
| Vinci SA | 2.750% | 9/15/2034 | GBP | 2,600 | 2,905 | |
| Wendel SE | 1.000% | 6/1/2031 | EUR | 7,800 | 7,923 | |
| Wendel SE | 3.750% | 8/11/2033 | EUR | 5,000 | 5,603 | |
| Westfield America Management Ltd. | 2.625% | 3/30/2029 | GBP | 4,600 | 5,789 | |
| 3,663,122 | ||||||
| Germany (2.2%) | ||||||
| Aareal Bank AG | 0.250% | 11/23/2027 | EUR | 1,000 | 1,106 | |
| Aareal Bank AG | 0.750% | 4/18/2028 | EUR | 2,100 | 2,317 | |
| Aareal Bank AG | 0.010% | 9/15/2028 | EUR | 7,100 | 7,661 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Aareal Bank AG | 3.250% | 5/17/2029 | EUR | 20,000 | 23,061 | |
| Aareal Bank AG | 2.750% | 10/8/2030 | EUR | 5,000 | 5,628 | |
| Aareal Bank AG | 3.000% | 8/5/2031 | EUR | 10,100 | 11,429 | |
| Allianz Finance II BV | 3.000% | 3/13/2028 | EUR | 1,400 | 1,615 | |
| Allianz Finance II BV | 0.500% | 1/14/2031 | EUR | 11,700 | 11,984 | |
| Allianz Finance II BV | 4.500% | 3/13/2043 | GBP | 3,000 | 3,348 | |
| Allianz SE | 4.597% | 9/7/2038 | EUR | 7,000 | 8,201 | |
| Allianz SE | 1.301% | 9/25/2049 | EUR | 2,000 | 2,142 | |
| Allianz SE | 2.121% | 7/8/2050 | EUR | 12,000 | 12,908 | |
| Allianz SE | 4.252% | 7/5/2052 | EUR | 6,900 | 7,995 | |
| Allianz SE | 5.824% | 7/25/2053 | EUR | 13,300 | 16,650 | |
| Allianz SE | 4.851% | 7/26/2054 | EUR | 3,000 | 3,573 | |
| Amprion GmbH | 3.450% | 9/22/2027 | EUR | 18,000 | 20,814 | |
| Amprion GmbH | 3.125% | 8/27/2030 | EUR | 7,000 | 7,921 | |
| Amprion GmbH | 3.971% | 9/22/2032 | EUR | 2,000 | 2,326 | |
| Amprion GmbH | 0.625% | 9/23/2033 | EUR | 10,100 | 9,265 | |
| Amprion GmbH | 4.125% | 9/7/2034 | EUR | 5,000 | 5,794 | |
| Amprion GmbH | 4.000% | 9/30/2040 | EUR | 6,000 | 6,505 | |
| Amprion GmbH | 4.000% | 5/21/2044 | EUR | 5,000 | 5,270 | |
| Amprion GmbH | 4.580% | 1/15/2046 | EUR | 5,000 | 5,561 | |
| Aroundtown SA | 3.000% | 10/16/2029 | GBP | 9,983 | 12,358 | |
| Aroundtown SA | 3.500% | 5/13/2030 | EUR | 6,400 | 7,182 | |
| Aroundtown SA | 3.250% | 1/2/2031 | EUR | 5,000 | 5,516 | |
| Aroundtown SA | 3.625% | 4/10/2031 | GBP | 1,100 | 1,334 | |
| Aroundtown SA | 5.250% | 12/11/2032 | GBP | 5,000 | 6,337 | |
| BASF SE | 4.000% | 3/8/2029 | EUR | 3,000 | 3,528 | |
| BASF SE | 1.500% | 5/22/2030 | EUR | 2,099 | 2,288 | |
| BASF SE | 1.500% | 3/17/2031 | EUR | 2,800 | 2,965 | |
| BASF SE | 4.250% | 3/8/2032 | EUR | 10,000 | 11,883 | |
| BASF SE | 1.450% | 12/13/2032 | EUR | 8,400 | 8,759 | |
| Bausparkasse Schwaebisch Hall AG | 2.000% | 5/17/2034 | EUR | 20,200 | 21,073 | |
| Bayer AG | 1.125% | 1/6/2030 | EUR | 4,900 | 5,213 | |
| Bayer AG | 0.625% | 7/12/2031 | EUR | 4,400 | 4,377 | |
| Bayer AG | 1.375% | 7/6/2032 | EUR | 13,600 | 13,622 | |
| Bayer AG | 4.625% | 5/26/2033 | EUR | 6,500 | 7,781 | |
| Bayer AG | 1.000% | 1/12/2036 | EUR | 4,400 | 3,820 | |
| Bayer Capital Corp. BV | 2.125% | 12/15/2029 | EUR | 10,100 | 11,139 | |
| Bayerische Landesbank | 4.375% | 9/21/2028 | EUR | 2,500 | 2,940 | |
| Bayerische Landesbank | 3.000% | 5/22/2029 | EUR | 12,500 | 14,375 | |
| Bayerische Landesbank | 5.250% | 11/28/2029 | GBP | 2,000 | 2,704 | |
| Bayerische Landesbank | 0.050% | 4/30/2031 | EUR | 14,000 | 13,930 | |
| Bayerische Landesbank | 2.625% | 10/7/2031 | EUR | 10,000 | 11,195 | |
| Bertelsmann SE & Co. KGaA | 2.000% | 4/1/2028 | EUR | 4,000 | 4,525 | |
| Bertelsmann SE & Co. KGaA | 3.500% | 5/29/2029 | EUR | 7,500 | 8,672 | |
| Bertelsmann SE & Co. KGaA | 1.500% | 5/15/2030 | EUR | 5,000 | 5,363 | |
| Bertelsmann SE & Co. KGaA | 3.750% | 7/23/2034 | EUR | 3,000 | 3,340 | |
| BMW Finance NV | 1.500% | 2/6/2029 | EUR | 12,112 | 13,363 | |
| BMW Finance NV | 3.250% | 5/20/2031 | EUR | 11,000 | 12,436 | |
| BMW Finance NV | 0.200% | 1/11/2033 | EUR | 2,455 | 2,304 | |
| BMW Finance NV | 3.750% | 11/20/2034 | EUR | 15,000 | 16,851 | |
| BMW Finance NV | 3.625% | 5/22/2035 | EUR | 2,000 | 2,241 | |
| BMW International Investment BV | 3.375% | 8/27/2034 | EUR | 10,250 | 11,272 | |
| BMW US Capital LLC | 3.375% | 2/2/2034 | EUR | 10,000 | 11,022 | |
| Brenntag Finance BV | 0.500% | 10/6/2029 | EUR | 6,000 | 6,302 | |
| Commerzbank AG | 2.500% | 2/25/2028 | EUR | 15,000 | 17,156 | |
| Commerzbank AG | 3.375% | 8/28/2028 | EUR | 16,984 | 19,718 | |
| Commerzbank AG | 3.125% | 4/20/2029 | EUR | 18,000 | 20,753 | |
| Commerzbank AG | 2.625% | 9/3/2029 | EUR | 21,472 | 24,376 | |
| Commerzbank AG | 5.125% | 1/18/2030 | EUR | 6,000 | 7,176 | |
| Commerzbank AG | 0.010% | 3/11/2030 | EUR | 4,612 | 4,750 | |
| Commerzbank AG | 2.500% | 10/10/2030 | EUR | 10,000 | 11,211 | |
| Commerzbank AG | 2.625% | 1/15/2031 | EUR | 15,000 | 16,850 | |
| Commerzbank AG | 4.625% | 1/17/2031 | EUR | 7,500 | 8,915 | |
| Commerzbank AG | 3.625% | 1/14/2032 | EUR | 10,000 | 11,448 | |
| Commerzbank AG | 4.000% | 7/16/2032 | EUR | 7,000 | 8,132 | |
| Commerzbank AG | 3.125% | 1/14/2033 | EUR | 6,000 | 6,838 | |
| Commerzbank AG | 3.125% | 6/13/2033 | EUR | 5,000 | 5,698 | |
| Commerzbank AG | 6.750% | 10/5/2033 | EUR | 11,000 | 13,364 | |
| Commerzbank AG | 1.250% | 1/9/2034 | EUR | 3,587 | 3,570 | |
| Commerzbank AG | 3.000% | 3/13/2034 | EUR | 10,000 | 11,229 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Commerzbank AG | 3.125% | 1/15/2036 | EUR | 10,000 | 11,185 | |
| Commerzbank AG | 3.875% | 9/2/2036 | EUR | 13,000 | 14,660 | |
| Commerzbank AG | 4.125% | 2/20/2037 | EUR | 5,000 | 5,739 | |
| Commerzbank AG | 3.875% | 3/3/2037 | EUR | 8,000 | 8,966 | |
| Commerzbank AG | 4.125% | 6/30/2037 | EUR | 5,000 | 5,718 | |
| Continental AG | 3.625% | 11/30/2027 | EUR | 2,500 | 2,897 | |
| Continental AG | 3.500% | 10/1/2029 | EUR | 5,000 | 5,759 | |
| Covestro Finance GmbH | 1.375% | 6/12/2030 | EUR | 2,000 | 2,138 | |
| Daimler Truck International Finance BV | 3.875% | 6/19/2029 | EUR | 2,000 | 2,333 | |
| Deutsche Apotheker-und Aerztebank eG | 0.750% | 7/5/2028 | EUR | 9,900 | 10,907 | |
| Deutsche Bahn AG | 1.125% | 12/18/2028 | EUR | 15,000 | 16,563 | |
| Deutsche Bahn AG | 2.750% | 3/19/2029 | EUR | 1,794 | 2,056 | |
| Deutsche Bahn AG | 1.375% | 3/28/2031 | EUR | 6,036 | 6,400 | |
| Deutsche Bahn AG | 0.200% | 5/20/2033 | CHF | 4,485 | 5,265 | |
| Deutsche Bahn AG | 1.625% | 8/16/2033 | EUR | 5,021 | 5,125 | |
| Deutsche Bahn AG | 0.750% | 7/16/2035 | EUR | 7,161 | 6,417 | |
| Deutsche Bahn AG | 0.625% | 4/15/2036 | EUR | 42,705 | 36,922 | |
| Deutsche Bahn AG | 1.375% | 4/16/2040 | EUR | 5,183 | 4,331 | |
| Deutsche Bahn AG | 0.625% | 12/8/2050 | EUR | 10,981 | 5,626 | |
| Deutsche Bahn AG | 1.125% | 5/29/2051 | EUR | 8,006 | 4,716 | |
| Deutsche Bank AG | 0.250% | 8/31/2028 | EUR | 2,561 | 2,786 | |
| Deutsche Bank AG | 5.375% | 1/11/2029 | EUR | 3,000 | 3,554 | |
| Deutsche Bank AG | 3.375% | 3/13/2029 | EUR | 10,700 | 12,414 | |
| Deutsche Bank AG | 4.125% | 4/4/2030 | EUR | 5,000 | 5,839 | |
| Deutsche Bank AG | 1.750% | 11/19/2030 | EUR | 18,500 | 20,052 | |
| Deutsche Bank AG | 6.125% | 12/12/2030 | GBP | 7,000 | 9,642 | |
| Deutsche Bank AG | 1.375% | 2/17/2032 | EUR | 15,500 | 16,090 | |
| Deutsche Bank AG | 4.500% | 7/12/2035 | EUR | 15,000 | 17,692 | |
| Deutsche Bank AG | 4.450% | 5/15/2041 | EUR | 5,000 | 5,617 | |
| Deutsche Boerse AG | 1.125% | 3/26/2028 | EUR | 2,124 | 2,374 | |
| Deutsche Boerse AG | 1.500% | 4/4/2032 | EUR | 3,200 | 3,307 | |
| Deutsche Boerse AG | 3.875% | 9/28/2033 | EUR | 4,000 | 4,662 | |
| Deutsche EuroShop AG | 4.500% | 10/15/2030 | EUR | 10,000 | 11,545 | |
| Deutsche Kreditbank AG | 1.625% | 5/5/2032 | EUR | 5,000 | 5,271 | |
| Deutsche Kreditbank AG | 3.000% | 1/31/2035 | EUR | 10,000 | 11,177 | |
| Deutsche Kreditbank AG | 3.500% | 2/4/2041 | EUR | 10,000 | 11,197 | |
| Deutsche Lufthansa AG | 3.750% | 2/11/2028 | EUR | 12,000 | 13,876 | |
| Deutsche Pfandbriefbank AG | 2.875% | 1/24/2028 | EUR | 7,500 | 8,601 | |
| Deutsche Pfandbriefbank AG | 2.375% | 5/29/2028 | EUR | 3,125 | 3,546 | |
| Deutsche Pfandbriefbank AG | 2.625% | 5/30/2029 | EUR | 10,000 | 11,311 | |
| Deutsche Pfandbriefbank AG | 3.125% | 6/7/2030 | EUR | 10,000 | 11,424 | |
| Deutsche Post AG | 1.625% | 12/5/2028 | EUR | 4,265 | 4,773 | |
| Deutsche Post AG | 0.750% | 5/20/2029 | EUR | 7,182 | 7,795 | |
| Deutsche Post AG | 3.125% | 6/5/2032 | EUR | 8,000 | 9,029 | |
| Deutsche Post AG | 3.375% | 7/3/2033 | EUR | 5,000 | 5,718 | |
| Deutsche Post AG | 3.500% | 3/25/2036 | EUR | 10,000 | 11,143 | |
| Deutsche Telekom AG | 1.750% | 3/25/2031 | EUR | 2,500 | 2,704 | |
| Deutsche Telekom AG | 3.125% | 2/6/2034 | GBP | 934 | 1,085 | |
| Deutsche Telekom AG | 3.250% | 3/20/2036 | EUR | 5,000 | 5,462 | |
| Deutsche Telekom AG | 2.250% | 3/29/2039 | EUR | 2,177 | 2,051 | |
| Deutsche Telekom AG | 3.625% | 2/3/2045 | EUR | 12,000 | 12,234 | |
| Deutsche Telekom AG | 1.750% | 12/9/2049 | EUR | 4,523 | 3,143 | |
| Deutsche Telekom International Finance BV | 3.250% | 1/17/2028 | EUR | 75 | 87 | |
| Deutsche Telekom International Finance BV | 1.500% | 4/3/2028 | EUR | 4,285 | 4,819 | |
| Deutsche Telekom International Finance BV | 8.875% | 11/27/2028 | GBP | 3,961 | 5,797 | |
| Deutsche Telekom International Finance BV | 2.250% | 4/13/2029 | GBP | 1,868 | 2,361 | |
| Deutsche Telekom International Finance BV | 2.000% | 12/1/2029 | EUR | 4,458 | 4,959 | |
| Deutsche Telekom International Finance BV | 7.500% | 1/24/2033 | EUR | 2,715 | 3,793 | |
| Deutsche Wohnen SE | 1.500% | 4/30/2030 | EUR | 3,000 | 3,178 | |
| Deutsche Wohnen SE | 1.300% | 4/7/2041 | EUR | 900 | 657 | |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | 4.875% | 8/21/2030 | EUR | 2,000 | 2,336 | |
| DZ HYP AG | 0.875% | 3/22/2028 | EUR | 9,245 | 10,298 | |
| DZ HYP AG | 0.875% | 1/30/2029 | EUR | 5,124 | 5,593 | |
| DZ HYP AG | 0.010% | 4/20/2029 | EUR | 17,577 | 18,656 | |
| DZ HYP AG | 0.050% | 6/29/2029 | EUR | 5,124 | 5,409 | |
| DZ HYP AG | 0.875% | 1/18/2030 | EUR | 16,100 | 17,181 | |
| DZ HYP AG | 0.010% | 3/29/2030 | EUR | 12,731 | 13,098 | |
| DZ HYP AG | 2.500% | 8/30/2030 | EUR | 5,000 | 5,617 | |
| DZ HYP AG | 1.625% | 5/30/2031 | EUR | 4,438 | 4,757 | |
| DZ HYP AG | 2.750% | 2/27/2032 | EUR | 10,000 | 11,233 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| DZ HYP AG | 3.250% | 5/31/2033 | EUR | 10,000 | 11,482 | |
| DZ HYP AG | 3.000% | 5/31/2035 | EUR | 3,000 | 3,343 | |
| DZ HYP AG | 3.125% | 2/28/2036 | EUR | 10,000 | 11,188 | |
| E.ON International Finance BV | 1.250% | 10/19/2027 | EUR | 6,537 | 7,381 | |
| E.ON International Finance BV | 1.500% | 7/31/2029 | EUR | 11,962 | 13,123 | |
| E.ON International Finance BV | 6.250% | 6/3/2030 | GBP | 10,966 | 15,311 | |
| E.ON International Finance BV | 4.750% | 1/31/2034 | GBP | 2,600 | 3,292 | |
| E.ON International Finance BV | 5.875% | 10/30/2037 | GBP | 3,550 | 4,635 | |
| E.ON International Finance BV | 6.750% | 1/27/2039 | GBP | 600 | 833 | |
| E.ON International Finance BV | 6.125% | 7/6/2039 | GBP | 1,500 | 1,966 | |
| E.ON SE | 0.375% | 9/29/2027 | EUR | 4,561 | 5,106 | |
| E.ON SE | 3.500% | 1/12/2028 | EUR | 3,000 | 3,478 | |
| E.ON SE | 0.750% | 2/20/2028 | EUR | 1,299 | 1,446 | |
| E.ON SE | 3.750% | 3/1/2029 | EUR | 10,000 | 11,688 | |
| E.ON SE | 1.625% | 5/22/2029 | EUR | 9,016 | 9,971 | |
| E.ON SE | 0.350% | 2/28/2030 | EUR | 4,783 | 4,964 | |
| E.ON SE | 1.625% | 3/29/2031 | EUR | 9,218 | 9,776 | |
| E.ON SE | 0.625% | 11/7/2031 | EUR | 5,864 | 5,839 | |
| E.ON SE | 3.500% | 4/16/2033 | EUR | 8,400 | 9,522 | |
| E.ON SE | 3.448% | 1/19/2034 | EUR | 6,000 | 6,724 | |
| E.ON SE | 0.875% | 10/18/2034 | EUR | 1,900 | 1,749 | |
| E.ON SE | 3.875% | 1/12/2035 | EUR | 1,500 | 1,722 | |
| E.ON SE | 3.750% | 1/15/2036 | EUR | 7,000 | 7,921 | |
| E.ON SE | 3.500% | 10/26/2037 | EUR | 4,400 | 4,754 | |
| E.ON SE | 3.895% | 1/19/2038 | EUR | 2,000 | 2,234 | |
| E.ON SE | 4.000% | 1/16/2040 | EUR | 15,000 | 16,666 | |
| E.ON SE | 4.125% | 3/25/2044 | EUR | 6,500 | 7,223 | |
| EnBW Energie Baden-Wuerttemberg AG | 1.625% | 8/5/2079 | EUR | 5,500 | 6,212 | |
| EnBW Energie Baden-Wuerttemberg AG | 1.375% | 8/31/2081 | EUR | 4,000 | 4,385 | |
| EnBW International Finance BV | 0.500% | 3/1/2033 | EUR | 3,000 | 2,833 | |
| EnBW International Finance BV | 4.300% | 5/23/2034 | EUR | 19,300 | 22,859 | |
| EnBW International Finance BV | 3.750% | 11/20/2035 | EUR | 10,000 | 11,234 | |
| EnBW International Finance BV | 6.125% | 7/7/2039 | EUR | 2,195 | 2,968 | |
| Eurogrid GmbH | 1.500% | 4/18/2028 | EUR | 8,100 | 9,081 | |
| Eurogrid GmbH | 3.598% | 2/1/2029 | EUR | 6,000 | 6,955 | |
| Eurogrid GmbH | 3.722% | 4/27/2030 | EUR | 9,400 | 10,897 | |
| Eurogrid GmbH | 1.113% | 5/15/2032 | EUR | 6,000 | 5,977 | |
| Eurogrid GmbH | 0.741% | 4/21/2033 | EUR | 4,600 | 4,326 | |
| Eurogrid GmbH | 3.915% | 2/1/2034 | EUR | 7,000 | 8,041 | |
| Eurogrid GmbH | 3.732% | 10/18/2035 | EUR | 1,900 | 2,126 | |
| EWE AG | 0.250% | 6/8/2028 | EUR | 2,000 | 2,183 | |
| EWE AG | 0.375% | 10/22/2032 | EUR | 2,592 | 2,427 | |
| Fresenius Finance Ireland plc | 0.500% | 10/1/2028 | EUR | 6,365 | 6,915 | |
| Fresenius Finance Ireland plc | 0.875% | 10/1/2031 | EUR | 9,000 | 9,027 | |
| Fresenius Finance Ireland plc | 3.000% | 1/30/2032 | EUR | 2,000 | 2,221 | |
| Fresenius Medical Care AG | 1.500% | 5/29/2030 | EUR | 2,381 | 2,543 | |
| Fresenius SE & Co. KGaA | 1.625% | 10/8/2027 | EUR | 5,124 | 5,814 | |
| Fresenius SE & Co. KGaA | 0.750% | 1/15/2028 | EUR | 5,892 | 6,566 | |
| Fresenius SE & Co. KGaA | 2.875% | 2/15/2029 | EUR | 3,648 | 4,181 | |
| Fresenius SE & Co. KGaA | 5.000% | 11/28/2029 | EUR | 8,100 | 9,735 | |
| Fresenius SE & Co. KGaA | 1.125% | 1/28/2033 | EUR | 7,000 | 6,825 | |
| Grand City Properties SA | 0.125% | 1/11/2028 | EUR | 2,500 | 2,746 | |
| Grand City Properties SA | 4.375% | 1/9/2030 | EUR | 1,900 | 2,221 | |
| Hamburg Commercial Bank AG | 3.375% | 2/1/2028 | EUR | 10,070 | 11,653 | |
| Hannover Rueck SE | 1.125% | 10/9/2039 | EUR | 1,700 | 1,812 | |
| Hannover Rueck SE | 1.375% | 6/30/2042 | EUR | 2,100 | 2,097 | |
| Hannover Rueck SE | 5.875% | 8/26/2043 | EUR | 10,000 | 12,597 | |
| Heidelberg Materials AG | 3.500% | 10/10/2029 | EUR | 10,000 | 11,523 | |
| Heidelberg Materials AG | 3.750% | 5/31/2032 | EUR | 12,000 | 13,893 | |
| Heidelberg Materials Finance Luxembourg SA | 1.125% | 12/1/2027 | EUR | 6,627 | 7,454 | |
| Heidelberg Materials Finance Luxembourg SA | 4.875% | 11/21/2033 | EUR | 11,500 | 13,951 | |
| Henkel AG & Co. KGaA | 0.500% | 11/17/2032 | EUR | 2,500 | 2,394 | |
| HOCHTIEF AG | 0.625% | 4/26/2029 | EUR | 4,002 | 4,286 | |
| HOCHTIEF AG | 4.250% | 5/31/2030 | EUR | 6,000 | 7,055 | |
| HOWOGE Wohnungs-baugesellschaft mbH | 0.625% | 11/1/2028 | EUR | 4,100 | 4,441 | |
| HOWOGE Wohnungs-baugesellschaft mbH | 1.125% | 11/1/2033 | EUR | 2,100 | 2,000 | |
| Infineon Technologies AG | 1.625% | 6/24/2029 | EUR | 2,100 | 2,307 | |
| Infineon Technologies AG | 2.875% | 2/13/2030 | EUR | 3,000 | 3,381 | |
| Infineon Technologies AG | 2.000% | 6/24/2032 | EUR | 4,200 | 4,401 | |
| Infineon Technologies AG | 3.625% | Perpetual | EUR | 3,000 | 3,444 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| ING-DiBa AG | 2.750% | 9/9/2029 | EUR | 10,000 | 11,395 | |
| ING-DiBa AG | 1.250% | 10/9/2033 | EUR | 5,200 | 5,193 | |
| ING-DiBa AG | 3.125% | 2/16/2036 | EUR | 5,000 | 5,581 | |
| ING-DiBa AG | 1.000% | 5/23/2039 | EUR | 9,700 | 8,064 | |
| K&S AG | 4.250% | 6/19/2029 | EUR | 4,800 | 5,614 | |
| Landesbank Baden-Wuerttemberg | 1.125% | 10/25/2027 | EUR | 100 | 113 | |
| Landesbank Baden-Wuerttemberg | 2.625% | 11/12/2027 | EUR | 15,174 | 17,417 | |
| Landesbank Baden-Wuerttemberg | 0.010% | 1/24/2028 | EUR | 6,348 | 7,006 | |
| Landesbank Baden-Wuerttemberg | 0.375% | 2/28/2028 | EUR | 4,000 | 4,412 | |
| Landesbank Baden-Wuerttemberg | 0.010% | 7/7/2028 | EUR | 18,080 | 19,668 | |
| Landesbank Baden-Wuerttemberg | 0.010% | 9/18/2028 | EUR | 4,207 | 4,553 | |
| Landesbank Baden-Wuerttemberg | 2.375% | 10/31/2028 | EUR | 16,062 | 18,238 | |
| Landesbank Baden-Wuerttemberg | 2.625% | 2/5/2029 | EUR | 10,000 | 11,397 | |
| Landesbank Baden-Wuerttemberg | 0.375% | 5/7/2029 | EUR | 1,500 | 1,597 | |
| Landesbank Baden-Wuerttemberg | 0.125% | 1/18/2030 | EUR | 10,000 | 10,400 | |
| Landesbank Baden-Wuerttemberg | 1.750% | 5/10/2032 | EUR | 19,000 | 20,169 | |
| Landesbank Baden-Wuerttemberg | 0.250% | 5/19/2033 | EUR | 6,673 | 6,265 | |
| Landesbank Hessen-Thueringen Girozentrale | 2.250% | 9/15/2028 | EUR | 15,000 | 17,009 | |
| Landesbank Hessen-Thueringen Girozentrale | 0.125% | 1/22/2030 | EUR | 17,000 | 17,698 | |
| Landesbank Hessen-Thueringen Girozentrale | 4.000% | 2/4/2030 | EUR | 5,000 | 5,883 | |
| Landesbank Hessen-Thueringen Girozentrale | 0.500% | 1/19/2037 | EUR | 4,000 | 3,377 | |
| LEG Immobilien SE | 0.875% | 11/28/2027 | EUR | 4,400 | 4,922 | |
| LEG Immobilien SE | 0.875% | 1/17/2029 | EUR | 4,200 | 4,537 | |
| LEG Immobilien SE | 1.000% | 11/19/2032 | EUR | 1,800 | 1,720 | |
| LEG Immobilien SE | 0.875% | 3/30/2033 | EUR | 5,700 | 5,304 | |
| LEG Immobilien SE | 1.500% | 1/17/2034 | EUR | 3,400 | 3,202 | |
| Lloyds Bank GmbH | 2.750% | 9/10/2029 | EUR | 6,700 | 7,623 | |
| Lloyds Bank GmbH | 2.875% | 9/9/2032 | EUR | 7,500 | 8,406 | |
| Mercedes-Benz Finance Canada Inc. | 5.120% | 6/27/2028 | CAD | 1,000 | 734 | |
| Mercedes-Benz Group AG | 1.000% | 11/15/2027 | EUR | 5,260 | 5,908 | |
| Mercedes-Benz Group AG | 1.375% | 5/11/2028 | EUR | 2,500 | 2,795 | |
| Mercedes-Benz Group AG | 0.750% | 2/8/2030 | EUR | 4,612 | 4,858 | |
| Mercedes-Benz Group AG | 2.375% | 5/22/2030 | EUR | 2,100 | 2,330 | |
| Mercedes-Benz Group AG | 0.750% | 9/10/2030 | EUR | 2,561 | 2,649 | |
| Mercedes-Benz Group AG | 2.000% | 2/27/2031 | EUR | 7,219 | 7,791 | |
| Mercedes-Benz Group AG | 1.125% | 11/6/2031 | EUR | 5,124 | 5,182 | |
| Mercedes-Benz Group AG | 0.750% | 3/11/2033 | EUR | 4,800 | 4,567 | |
| Mercedes-Benz Group AG | 2.125% | 7/3/2037 | EUR | 20,182 | 19,083 | |
| Mercedes-Benz International Finance BV | 3.700% | 5/30/2031 | EUR | 6,000 | 6,966 | |
| Mercedes-Benz International Finance BV | 3.250% | 1/10/2032 | EUR | 1,200 | 1,352 | |
| Merck Financial Services GmbH | 2.375% | 6/15/2030 | EUR | 4,500 | 5,011 | |
| Merck Financial Services GmbH | 0.875% | 7/5/2031 | EUR | 400 | 407 | |
| Merck KGaA | 3.875% | 8/27/2054 | EUR | 3,000 | 3,431 | |
| Muenchener Hypothekenbank eG | 0.625% | 11/10/2027 | EUR | 7,686 | 8,615 | |
| Muenchener Hypothekenbank eG | 0.500% | 6/14/2028 | CHF | 8,000 | 9,879 | |
| Muenchener Hypothekenbank eG | 2.500% | 7/4/2028 | EUR | 6,533 | 7,456 | |
| Muenchener Hypothekenbank eG | 2.625% | 2/3/2031 | EUR | 6,000 | 6,757 | |
| Muenchener Hypothekenbank eG | 1.875% | 8/25/2032 | EUR | 15,000 | 15,995 | |
| Muenchener Hypothekenbank eG | 1.000% | 4/18/2039 | EUR | 4,765 | 3,980 | |
| Muenchener Hypothekenbank eG | 0.010% | 10/19/2039 | EUR | 6,365 | 4,463 | |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1.250% | 5/26/2041 | EUR | 10,600 | 10,877 | |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1.000% | 5/26/2042 | EUR | 8,400 | 8,235 | |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 4.250% | 5/26/2044 | EUR | 6,400 | 7,330 | |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 4.125% | 5/26/2046 | EUR | 2,600 | 2,911 | |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 3.250% | 5/26/2049 | EUR | 2,100 | 2,389 | |
| Norddeutsche Landesbank-Girozentrale | 0.750% | 3/5/2029 | EUR | 23,345 | 25,362 | |
| Robert Bosch GmbH | 3.625% | 6/2/2030 | EUR | 2,000 | 2,311 | |
| Robert Bosch GmbH | 4.000% | 6/2/2035 | EUR | 6,000 | 6,861 | |
| Robert Bosch GmbH | 4.375% | 6/2/2043 | EUR | 10,700 | 11,800 | |
| Robert Bosch Investment Nederland BV | 2.625% | 5/24/2028 | EUR | 500 | 571 | |
| RWE AG | 0.500% | 11/26/2028 | EUR | 8,305 | 9,029 | |
| RWE AG | 1.000% | 11/26/2033 | EUR | 2,735 | 2,594 | |
| RWE AG | 4.125% | 2/13/2035 | EUR | 4,500 | 5,247 | |
| RWE AG | 4.625% | 6/18/2055 | EUR | 5,000 | 5,714 | |
| SAP SE | 1.250% | 3/10/2028 | EUR | 2,900 | 3,255 | |
| SAP SE | 0.375% | 5/18/2029 | EUR | 7,600 | 8,107 | |
| SAP SE | 1.625% | 3/10/2031 | EUR | 6,800 | 7,246 | |
| Sartorius Finance BV | 4.500% | 9/14/2032 | EUR | 6,000 | 7,089 | |
| Sartorius Finance BV | 4.875% | 9/14/2035 | EUR | 2,000 | 2,392 | |
| Siemens Financieringsmaatschappij NV | 2.875% | 3/10/2028 | EUR | 4,577 | 5,267 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Siemens Financieringsmaatschappij NV | 0.250% | 2/20/2029 | EUR | 4,300 | 4,618 | |
| Siemens Financieringsmaatschappij NV | 0.125% | 9/5/2029 | EUR | 9,404 | 9,953 | |
| Siemens Financieringsmaatschappij NV | 1.375% | 9/6/2030 | EUR | 3,225 | 3,487 | |
| Siemens Financieringsmaatschappij NV | 2.750% | 9/9/2030 | EUR | 5,000 | 5,661 | |
| Siemens Financieringsmaatschappij NV | 1.250% | 2/28/2031 | EUR | 2,721 | 2,889 | |
| Siemens Financieringsmaatschappij NV | 3.375% | 8/24/2031 | EUR | 7,000 | 8,077 | |
| Siemens Financieringsmaatschappij NV | 0.500% | 2/20/2032 | EUR | 12,200 | 12,029 | |
| Siemens Financieringsmaatschappij NV | 3.125% | 5/22/2032 | EUR | 5,000 | 5,662 | |
| Siemens Financieringsmaatschappij NV | 3.000% | 9/8/2033 | EUR | 4,000 | 4,450 | |
| Siemens Financieringsmaatschappij NV | 0.500% | 9/5/2034 | EUR | 3,587 | 3,295 | |
| Siemens Financieringsmaatschappij NV | 1.250% | 2/25/2035 | EUR | 6,600 | 6,290 | |
| Siemens Financieringsmaatschappij NV | 3.375% | 2/22/2037 | EUR | 8,000 | 8,775 | |
| Siemens Financieringsmaatschappij NV | 1.750% | 2/28/2039 | EUR | 7,214 | 6,474 | |
| Siemens Financieringsmaatschappij NV | 3.750% | 9/10/2042 | GBP | 6,200 | 6,374 | |
| Siemens Financieringsmaatschappij NV | 3.625% | 2/22/2044 | EUR | 14,000 | 14,612 | |
| Sudzucker International Finance BV | 4.125% | 1/29/2032 | EUR | 7,000 | 8,039 | |
| TAG Immobilien AG | 4.250% | 3/4/2030 | EUR | 3,900 | 4,551 | |
| Talanx AG | 4.000% | 10/25/2029 | EUR | 7,500 | 8,796 | |
| Talanx AG | 3.750% | 4/9/2033 | EUR | 5,000 | 5,768 | |
| Talanx AG | 2.250% | 12/5/2047 | EUR | 11,800 | 13,347 | |
| Traton Finance Luxembourg SA | 3.375% | 1/14/2028 | EUR | 2,100 | 2,418 | |
| Traton Finance Luxembourg SA | 4.250% | 5/16/2028 | EUR | 2,900 | 3,388 | |
| Traton Finance Luxembourg SA | 0.750% | 3/24/2029 | EUR | 5,000 | 5,368 | |
| Traton Finance Luxembourg SA | 3.750% | 3/27/2030 | EUR | 3,500 | 4,020 | |
| Traton Finance Luxembourg SA | 1.250% | 3/24/2033 | EUR | 4,400 | 4,250 | |
| UniCredit Bank GmbH | 0.010% | 9/15/2028 | EUR | 33,855 | 36,569 | |
| UniCredit Bank GmbH | 0.875% | 1/11/2029 | EUR | 6,508 | 7,104 | |
| UniCredit Bank GmbH | 0.010% | 6/24/2030 | EUR | 3,758 | 3,829 | |
| UniCredit Bank GmbH | 0.250% | 1/15/2032 | EUR | 9,992 | 9,775 | |
| UniCredit Bank GmbH | 0.850% | 5/22/2034 | EUR | 7,737 | 7,300 | |
| Vier Gas Transport GmbH | 4.625% | 9/26/2032 | EUR | 10,000 | 11,955 | |
| Viridium Group Sarl | 4.375% | 11/16/2035 | EUR | 5,000 | 5,443 | |
| Volkswagen Bank GmbH | 3.625% | 11/26/2028 | EUR | 7,500 | 8,643 | |
| Volkswagen Bank GmbH | 4.625% | 5/3/2031 | EUR | 9,000 | 10,606 | |
| Volkswagen Financial Services AG | 0.875% | 1/31/2028 | EUR | 13,217 | 14,695 | |
| Volkswagen Financial Services AG | 3.375% | 4/6/2028 | EUR | 6,019 | 6,944 | |
| Volkswagen Financial Services AG | 3.625% | 5/19/2029 | EUR | 2,600 | 2,989 | |
| Volkswagen Financial Services AG | 0.375% | 2/12/2030 | EUR | 3,603 | 3,706 | |
| Volkswagen Financial Services AG | 3.875% | 9/10/2030 | EUR | 14,000 | 16,148 | |
| Volkswagen Financial Services Australia Pty Ltd. | 5.200% | 10/16/2030 | AUD | 11,000 | 7,532 | |
| Volkswagen Financial Services NV | 6.500% | 9/18/2027 | GBP | 2,500 | 3,418 | |
| Volkswagen Financial Services NV | 2.125% | 1/18/2028 | GBP | 9,300 | 12,005 | |
| Volkswagen Financial Services NV | 1.375% | 9/14/2028 | GBP | 3,700 | 4,619 | |
| Volkswagen Financial Services NV | 2.493% | 2/12/2030 | CHF | 2,000 | 2,569 | |
| Volkswagen Financial Services NV | 5.250% | 7/14/2031 | GBP | 7,000 | 9,288 | |
| Volkswagen International Finance NV | 3.750% | 9/28/2027 | EUR | 4,000 | 4,637 | |
| Volkswagen International Finance NV | 2.625% | 11/16/2027 | EUR | 3,000 | 3,431 | |
| Volkswagen International Finance NV | 4.250% | 3/29/2029 | EUR | 5,000 | 5,854 | |
| Volkswagen International Finance NV | 1.250% | 9/23/2032 | EUR | 2,900 | 2,832 | |
| Volkswagen International Finance NV | 3.300% | 3/22/2033 | EUR | 500 | 544 | |
| Volkswagen International Finance NV | 4.125% | 11/16/2038 | EUR | 6,500 | 7,042 | |
| Volkswagen International Finance NV | 1.500% | 1/21/2041 | EUR | 3,800 | 2,897 | |
| Volkswagen International Finance NV | 3.500% | Perpetual | EUR | 7,500 | 8,183 | |
| Volkswagen International Finance NV | 3.748% | Perpetual | EUR | 11,000 | 12,605 | |
| Volkswagen International Finance NV | 3.875% | Perpetual | EUR | 11,600 | 12,996 | |
| Volkswagen International Finance NV | 4.375% | Perpetual | EUR | 10,400 | 11,433 | |
| Volkswagen International Finance NV | 4.625% | Perpetual | EUR | 8,200 | 9,467 | |
| Volkswagen International Finance NV | 5.994% | Perpetual | EUR | 5,000 | 5,790 | |
| Volkswagen International Finance NV | 7.875% | Perpetual | EUR | 8,000 | 10,263 | |
| Volkswagen Leasing GmbH | 0.500% | 1/12/2029 | EUR | 8,851 | 9,503 | |
| Vonovia SE | 0.625% | 10/7/2027 | EUR | 3,000 | 3,359 | |
| Vonovia SE | 1.875% | 6/28/2028 | EUR | 9,200 | 10,331 | |
| Vonovia SE | 0.250% | 9/1/2028 | EUR | 3,000 | 3,244 | |
| Vonovia SE | 0.625% | 12/14/2029 | EUR | 6,900 | 7,225 | |
| Vonovia SE | 2.250% | 4/7/2030 | EUR | 3,100 | 3,399 | |
| Vonovia SE | 1.000% | 7/9/2030 | EUR | 2,000 | 2,078 | |
| Vonovia SE | 5.000% | 11/23/2030 | EUR | 1,000 | 1,206 | |
| Vonovia SE | 2.375% | 3/25/2032 | EUR | 5,800 | 6,166 | |
| Vonovia SE | 0.750% | 9/1/2032 | EUR | 12,400 | 11,790 | |
| Vonovia SE | 1.000% | 6/16/2033 | EUR | 3,500 | 3,274 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Vonovia SE | 4.250% | 4/10/2034 | EUR | 3,100 | 3,559 | |
| Vonovia SE | 1.125% | 9/14/2034 | EUR | 3,800 | 3,432 | |
| Vonovia SE | 5.500% | 1/18/2036 | GBP | 1,700 | 2,171 | |
| Vonovia SE | 2.750% | 3/22/2038 | EUR | 2,000 | 1,920 | |
| Vonovia SE | 1.625% | 10/7/2039 | EUR | 4,100 | 3,266 | |
| Vonovia SE | 1.500% | 6/14/2041 | EUR | 6,800 | 5,052 | |
| VW Credit Canada Inc. | 5.860% | 11/15/2027 | CAD | 1,100 | 808 | |
| Wintershall Dea Finance BV | 1.332% | 9/25/2028 | EUR | 4,500 | 4,937 | |
| Wintershall Dea Finance BV | 1.823% | 9/25/2031 | EUR | 3,100 | 3,186 | |
| Wintershall Dea Finance BV | 4.357% | 10/3/2032 | EUR | 5,000 | 5,757 | |
| Wuestenrot Bausparkasse AG | 2.750% | 10/15/2031 | EUR | 9,500 | 10,675 | |
| Wuestenrot Bausparkasse AG | 2.750% | 6/25/2032 | EUR | 10,000 | 11,177 | |
| Wuestenrot Bausparkasse AG | 2.875% | 9/30/2033 | EUR | 10,200 | 11,383 | |
| 2,716,417 | ||||||
| Greece (0.0%) | ||||||
| Eurobank SA | 5.875% | 11/28/2029 | EUR | 10,000 | 12,099 | |
| Eurobank SA | 4.000% | 9/24/2030 | EUR | 5,000 | 5,822 | |
| Eurobank SA | 4.000% | 2/7/2036 | EUR | 16,000 | 17,898 | |
| National Bank of Greece SA | 3.500% | 11/19/2030 | EUR | 16,135 | 18,483 | |
| 54,302 | ||||||
| Hong Kong (0.0%) | ||||||
| Prudential Funding Asia plc | 5.875% | 5/11/2029 | GBP | 1,824 | 2,501 | |
| Prudential Funding Asia plc | 6.125% | 12/19/2031 | GBP | 1,578 | 2,169 | |
| 4,670 | ||||||
| Hungary (0.0%) | ||||||
| OTP Jelzalogbank Zrt | 3.002% | 6/20/2030 | EUR | 5,000 | 5,676 | |
| OTP Jelzalogbank Zrt | 3.137% | 3/31/2031 | EUR | 10,000 | 11,354 | |
| OTP Jelzalogbank Zrt | 3.161% | 5/31/2032 | EUR | 10,000 | 11,274 | |
| OTP Jelzalogbank Zrt | 3.444% | 8/31/2033 | EUR | 10,000 | 11,372 | |
| 39,676 | ||||||
| Indonesia (0.0%) | ||||||
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 1.875% | 11/5/2031 | EUR | 900 | 911 | |
| Ireland (0.1%) | ||||||
| AIB Group plc | 5.750% | 2/16/2029 | EUR | 5,000 | 5,969 | |
| AIB Group plc | 5.250% | 10/23/2031 | EUR | 10,000 | 12,261 | |
| AIB Group plc | 3.750% | 3/20/2033 | EUR | 10,000 | 11,537 | |
| Bank of Ireland Group plc | 5.000% | 7/4/2031 | EUR | 5,000 | 6,049 | |
| Bank of Ireland Group plc | 7.594% | 12/6/2032 | GBP | 900 | 1,241 | |
| Bank of Ireland Group plc | 6.750% | 3/1/2033 | EUR | 7,000 | 8,385 | |
| Bank of Ireland Group plc | 3.875% | 4/2/2034 | EUR | 11,000 | 12,630 | |
| Bank of Ireland Group plc | 4.750% | 8/10/2034 | EUR | 17,892 | 21,083 | |
| ESB Finance DAC | 1.875% | 6/14/2031 | EUR | 6,263 | 6,651 | |
| ESB Finance DAC | 4.000% | 5/3/2032 | EUR | 7,500 | 8,758 | |
| ESB Finance DAC | 2.125% | 11/5/2033 | EUR | 2,671 | 2,737 | |
| ESB Finance DAC | 3.750% | 1/25/2043 | EUR | 3,000 | 3,129 | |
| Freshwater Finance plc | 4.607% | 10/17/2036 | GBP | 1,517 | 1,758 | |
| Kerry Group Financial Services Unlimited Co. | 3.375% | 3/5/2033 | EUR | 5,000 | 5,612 | |
| Smurfit Kappa Treasury ULC | 0.500% | 9/22/2029 | EUR | 7,500 | 7,893 | |
| Smurfit Kappa Treasury ULC | 3.489% | 11/24/2031 | EUR | 10,000 | 11,336 | |
| Smurfit Kappa Treasury ULC | 3.454% | 11/27/2032 | EUR | 5,000 | 5,626 | |
| Smurfit Kappa Treasury ULC | 1.000% | 9/22/2033 | EUR | 5,429 | 5,135 | |
| Smurfit Kappa Treasury ULC | 3.807% | 11/27/2036 | EUR | 10,000 | 11,136 | |
| 148,926 | ||||||
| Italy (0.9%) | ||||||
| A2A SpA | 1.000% | 7/16/2029 | EUR | 5,000 | 5,381 | |
| A2A SpA | 0.625% | 7/15/2031 | EUR | 2,000 | 1,992 | |
| A2A SpA | 0.625% | 10/28/2032 | EUR | 1,998 | 1,912 | |
| A2A SpA | 1.000% | 11/2/2033 | EUR | 2,000 | 1,887 | |
| A2A SpA | 4.375% | 2/3/2034 | EUR | 2,000 | 2,373 | |
| ACEA SpA | 0.500% | 4/6/2029 | EUR | 6,896 | 7,375 | |
| ACEA SpA | 0.250% | 7/28/2030 | EUR | 4,007 | 4,061 | |
| Aeroporti di Roma SpA | 1.750% | 7/30/2031 | EUR | 5,900 | 6,167 | |
| Aeroporti di Roma SpA | 3.625% | 6/15/2032 | EUR | 5,000 | 5,666 | |
| AMCO - Asset Management Co. SpA | 0.750% | 4/20/2028 | EUR | 7,448 | 8,229 | |
| ASTM SpA | 1.625% | 2/8/2028 | EUR | 3,729 | 4,193 | |
| ASTM SpA | 1.500% | 1/25/2030 | EUR | 8,700 | 9,344 | |
| ASTM SpA | 2.375% | 11/25/2033 | EUR | 7,800 | 7,983 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Autostrade per l'Italia SpA | 2.000% | 12/4/2028 | EUR | 7,000 | 7,813 | |
| Autostrade per l'Italia SpA | 1.875% | 9/26/2029 | EUR | 4,000 | 4,385 | |
| Autostrade per l'Italia SpA | 2.000% | 1/15/2030 | EUR | 9,000 | 9,834 | |
| Autostrade per l'Italia SpA | 4.750% | 1/24/2031 | EUR | 5,000 | 6,001 | |
| Autostrade per l'Italia SpA | 2.250% | 1/25/2032 | EUR | 8,000 | 8,474 | |
| Autostrade per l'Italia SpA | 5.125% | 6/14/2033 | EUR | 5,000 | 6,088 | |
| Banca Monte dei Paschi di Siena SpA | 3.500% | 4/23/2029 | EUR | 15,000 | 17,387 | |
| Banca Monte dei Paschi di Siena SpA | 2.750% | 1/18/2031 | EUR | 10,000 | 11,237 | |
| Banco BPM SpA | 3.750% | 6/27/2028 | EUR | 6,000 | 6,991 | |
| Banco BPM SpA | 4.875% | 1/17/2030 | EUR | 10,000 | 11,866 | |
| Banco BPM SpA | 3.875% | 9/9/2030 | EUR | 7,000 | 8,115 | |
| BPER Banca SpA | 3.750% | 10/22/2028 | EUR | 23,300 | 27,183 | |
| BPER Banca SpA | 3.250% | 1/22/2031 | EUR | 12,054 | 13,812 | |
| Coca-Cola HBC Finance BV | 1.625% | 5/14/2031 | EUR | 9,000 | 9,517 | |
| Credit Agricole Italia SpA | 0.250% | 1/17/2028 | EUR | 2,500 | 2,765 | |
| Credit Agricole Italia SpA | 3.500% | 1/15/2030 | EUR | 17,100 | 19,843 | |
| Credit Agricole Italia SpA | 3.250% | 2/15/2034 | EUR | 25,000 | 28,123 | |
| Credit Agricole Italia SpA | 3.500% | 3/11/2036 | EUR | 10,000 | 11,311 | |
| Credit Agricole Italia SpA | 1.750% | 1/15/2038 | EUR | 2,500 | 2,305 | |
| ENEL Finance International NV | 1.000% | 10/20/2027 | GBP | 6,901 | 8,891 | |
| ENEL Finance International NV | 2.875% | 4/11/2029 | GBP | 3,700 | 4,705 | |
| ENEL Finance International NV | 0.625% | 5/28/2029 | EUR | 19,900 | 21,288 | |
| ENEL Finance International NV | 0.750% | 6/17/2030 | EUR | 27,800 | 28,856 | |
| ENEL Finance International NV | 0.875% | 1/17/2031 | EUR | 1,000 | 1,025 | |
| ENEL Finance International NV | 4.000% | 2/20/2031 | EUR | 5,000 | 5,852 | |
| ENEL Finance International NV | 0.875% | 9/28/2034 | EUR | 1,900 | 1,717 | |
| ENEL Finance International NV | 1.125% | 10/17/2034 | EUR | 3,653 | 3,383 | |
| ENEL Finance International NV | 1.250% | 1/17/2035 | EUR | 3,000 | 2,779 | |
| ENEL Finance International NV | 3.875% | 1/23/2035 | EUR | 9,000 | 10,251 | |
| ENEL Finance International NV | 0.875% | 6/17/2036 | EUR | 2,214 | 1,888 | |
| ENEL Finance International NV | 5.750% | 9/14/2040 | GBP | 5,410 | 6,788 | |
| ENEL Finance International NV | 4.500% | 2/20/2043 | EUR | 5,000 | 5,683 | |
| Enel SpA | 1.375% | Perpetual | EUR | 7,448 | 8,365 | |
| Enel SpA | 1.875% | Perpetual | EUR | 12,000 | 12,516 | |
| Enel SpA | 4.500% | Perpetual | EUR | 11,000 | 12,457 | |
| Enel SpA | 4.750% | Perpetual | EUR | 7,000 | 8,144 | |
| Eni SpA | 1.625% | 5/17/2028 | EUR | 2,574 | 2,890 | |
| Eni SpA | 0.625% | 6/14/2028 | EUR | 17,052 | 18,766 | |
| Eni SpA | 1.125% | 9/19/2028 | EUR | 2,817 | 3,100 | |
| Eni SpA | 3.625% | 1/29/2029 | EUR | 6,600 | 7,672 | |
| Eni SpA | 0.625% | 1/23/2030 | EUR | 8,911 | 9,349 | |
| Eni SpA | 2.000% | 5/18/2031 | EUR | 12,500 | 13,449 | |
| Eni SpA | 4.250% | 5/19/2033 | EUR | 7,000 | 8,228 | |
| Eni SpA | 3.875% | 1/15/2034 | EUR | 5,000 | 5,726 | |
| Eni SpA | 1.000% | 10/11/2034 | EUR | 3,092 | 2,846 | |
| Eni SpA | 2.750% | Perpetual | EUR | 3,724 | 4,061 | |
| Eni SpA | 3.375% | Perpetual | EUR | 5,563 | 6,257 | |
| Eni SpA | 4.875% | Perpetual | EUR | 4,000 | 4,623 | |
| Ferrovie dello Stato Italiane SpA | 4.500% | 5/23/2033 | EUR | 6,000 | 7,198 | |
| Generali | 3.212% | 1/15/2029 | EUR | 2,000 | 2,302 | |
| Generali | 2.124% | 10/1/2030 | EUR | 7,200 | 7,813 | |
| Generali | 2.429% | 7/14/2031 | EUR | 2,000 | 2,163 | |
| Generali | 1.713% | 6/30/2032 | EUR | 2,300 | 2,348 | |
| Generali | 5.800% | 7/6/2032 | EUR | 5,500 | 6,865 | |
| Generali | 5.399% | 4/20/2033 | EUR | 8,000 | 9,795 | |
| Generali | 3.547% | 1/15/2034 | EUR | 3,000 | 3,384 | |
| Generali | 4.156% | 1/3/2035 | EUR | 1,000 | 1,133 | |
| Generali | 4.135% | 6/18/2036 | EUR | 1,500 | 1,681 | |
| Generali | 5.500% | 10/27/2047 | EUR | 8,669 | 10,214 | |
| Hera SpA | 0.875% | 7/5/2027 | EUR | 5,087 | 5,754 | |
| Hera SpA | 5.200% | 1/29/2028 | EUR | 3,092 | 3,655 | |
| Hera SpA | 0.250% | 12/3/2030 | EUR | 2,100 | 2,107 | |
| Hera SpA | 4.250% | 4/20/2033 | EUR | 3,400 | 3,995 | |
| Hera SpA | 1.000% | 4/25/2034 | EUR | 1,509 | 1,404 | |
| Iccrea Banca SpA | 3.875% | 1/12/2029 | EUR | 25,000 | 29,242 | |
| Iccrea Banca SpA | 3.500% | 3/4/2032 | EUR | 25,000 | 28,842 | |
| Iccrea Banca SpA | 3.500% | 6/5/2034 | EUR | 20,000 | 22,866 | |
| Intesa Sanpaolo SpA | 1.125% | 10/4/2027 | EUR | 7,017 | 7,927 | |
| Intesa Sanpaolo SpA | 1.750% | 3/20/2028 | EUR | 22,409 | 25,260 | |
| Intesa Sanpaolo SpA | 3.625% | 6/30/2028 | EUR | 6,000 | 6,979 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Intesa Sanpaolo SpA | 6.500% | 3/14/2029 | GBP | 3,500 | 4,816 | |
| Intesa Sanpaolo SpA | 1.750% | 7/4/2029 | EUR | 4,539 | 5,006 | |
| Intesa Sanpaolo SpA | 2.500% | 1/15/2030 | GBP | 4,545 | 5,621 | |
| Intesa Sanpaolo SpA | 4.875% | 5/19/2030 | EUR | 15,000 | 18,112 | |
| Intesa Sanpaolo SpA | 1.350% | 2/24/2031 | EUR | 8,250 | 8,624 | |
| Intesa Sanpaolo SpA | 5.125% | 8/29/2031 | EUR | 14,430 | 17,743 | |
| Intesa Sanpaolo SpA | 3.850% | 9/16/2032 | EUR | 7,000 | 8,075 | |
| Intesa Sanpaolo SpA | 5.625% | 3/8/2033 | EUR | 2,000 | 2,531 | |
| Intesa Sanpaolo SpA | 6.625% | 5/31/2033 | GBP | 10,000 | 14,220 | |
| Intesa Sanpaolo SpA | 2.625% | 3/11/2036 | GBP | 6,724 | 6,903 | |
| Iren SpA | 3.875% | 7/22/2032 | EUR | 2,000 | 2,318 | |
| Iren SpA | 3.625% | 9/23/2033 | EUR | 5,000 | 5,666 | |
| Italgas Reti SpA | 1.608% | 10/31/2027 | EUR | 3,266 | 3,697 | |
| Italgas Reti SpA | 0.579% | 1/29/2031 | EUR | 5,800 | 5,865 | |
| Italgas SpA | 3.125% | 2/8/2029 | EUR | 5,400 | 6,183 | |
| Italgas SpA | 0.875% | 4/24/2030 | EUR | 5,092 | 5,340 | |
| Italgas SpA | 4.125% | 6/8/2032 | EUR | 5,000 | 5,854 | |
| Leasys SpA | 3.875% | 3/1/2028 | EUR | 7,000 | 8,122 | |
| Mediobanca Banca di Credito Finanziario SpA | 4.375% | 2/1/2030 | EUR | 7,000 | 8,220 | |
| Mediobanca Banca di Credito Finanziario SpA | 2.625% | 8/5/2030 | EUR | 10,000 | 11,240 | |
| Mediobanca Banca di Credito Finanziario SpA | 3.000% | 9/4/2031 | EUR | 10,000 | 11,306 | |
| Nexi SpA | 2.125% | 4/30/2029 | EUR | 1,750 | 1,934 | |
| Snam SpA | 0.750% | 6/20/2029 | EUR | 8,400 | 8,990 | |
| Snam SpA | 0.750% | 6/17/2030 | EUR | 10,500 | 10,934 | |
| Snam SpA | 0.625% | 6/30/2031 | EUR | 5,000 | 4,995 | |
| Snam SpA | 3.875% | 2/19/2034 | EUR | 14,500 | 16,621 | |
| Snam SpA | 1.000% | 9/12/2034 | EUR | 4,090 | 3,770 | |
| Snam SpA | 4.500% | Perpetual | EUR | 3,000 | 3,486 | |
| Terna - Rete Elettrica Nazionale | 1.000% | 10/11/2028 | EUR | 6,798 | 7,456 | |
| Terna - Rete Elettrica Nazionale | 3.625% | 4/21/2029 | EUR | 3,000 | 3,481 | |
| Terna - Rete Elettrica Nazionale | 3.500% | 1/17/2031 | EUR | 6,000 | 6,902 | |
| Terna - Rete Elettrica Nazionale | 3.125% | 2/17/2032 | EUR | 5,000 | 5,602 | |
| Terna - Rete Elettrica Nazionale | 4.750% | Perpetual | EUR | 5,000 | 5,837 | |
| UniCredit SpA | 4.450% | 2/16/2029 | EUR | 8,000 | 9,368 | |
| UniCredit SpA | 4.600% | 2/14/2030 | EUR | 10,000 | 11,864 | |
| UniCredit SpA | 3.500% | 7/31/2030 | EUR | 12,500 | 14,517 | |
| UniCredit SpA | 0.850% | 1/19/2031 | EUR | 11,986 | 12,299 | |
| UniCredit SpA | 4.300% | 1/23/2031 | EUR | 5,000 | 5,889 | |
| UniCredit SpA | 4.000% | 3/5/2034 | EUR | 27,000 | 31,258 | |
| UniCredit SpA | 5.375% | 4/16/2034 | EUR | 6,947 | 8,278 | |
| UniCredit SpA | 4.200% | 6/11/2034 | EUR | 10,000 | 11,578 | |
| UniCredit SpA | 4.231% | 5/19/2036 | EUR | 10,000 | 11,507 | |
| UniCredit SpA | 4.175% | 6/24/2037 | EUR | 5,000 | 5,734 | |
| Unipol Assicurazioni SpA | 4.900% | 5/23/2034 | EUR | 4,400 | 5,223 | |
| 1,077,080 | ||||||
| Japan (0.4%) | ||||||
| Asahi Group Holdings Ltd. | 0.541% | 10/23/2028 | EUR | 4,750 | 5,144 | |
| Astellas Pharma Inc. | 0.519% | 8/31/2028 | JPY | 500,000 | 3,056 | |
| Central Nippon Expressway Co. Ltd. | 0.166% | 8/18/2027 | JPY | 1,000,000 | 6,194 | |
| Central Nippon Expressway Co. Ltd. | 0.439% | 12/13/2027 | JPY | 500,000 | 3,092 | |
| Central Nippon Expressway Co. Ltd. | 0.514% | 2/21/2028 | JPY | 200,000 | 1,236 | |
| Central Nippon Expressway Co. Ltd. | 0.385% | 5/18/2028 | JPY | 400,000 | 2,457 | |
| Central Nippon Expressway Co. Ltd. | 0.439% | 8/17/2028 | JPY | 900,000 | 5,507 | |
| Central Nippon Expressway Co. Ltd. | 0.464% | 9/14/2028 | JPY | 500,000 | 3,057 | |
| Central Nippon Expressway Co. Ltd. | 0.597% | 3/28/2029 | JPY | 500,000 | 3,039 | |
| Central Nippon Expressway Co. Ltd. | 0.759% | 5/29/2029 | JPY | 400,000 | 2,439 | |
| Central Nippon Expressway Co. Ltd. | 1.021% | 1/25/2030 | JPY | 1,900,000 | 11,533 | |
| Central Nippon Expressway Co. Ltd. | 1.259% | 7/17/2030 | JPY | 2,000,000 | 12,167 | |
| Central Nippon Expressway Co. Ltd. | 2.184% | 5/21/2031 | JPY | 1,000,000 | 6,294 | |
| Chugoku Electric Power Co. Inc. | 0.920% | 5/25/2033 | JPY | 300,000 | 1,653 | |
| Daiichi Sankyo Co. Ltd. | 0.810% | 7/25/2036 | JPY | 100,000 | 497 | |
| Denso Corp. | 0.315% | 3/17/2028 | JPY | 300,000 | 1,843 | |
| East Japan Railway Co. | 1.162% | 9/15/2028 | GBP | 6,119 | 7,651 | |
| East Japan Railway Co. | 3.245% | 9/8/2030 | EUR | 5,000 | 5,734 | |
| East Japan Railway Co. | 3.976% | 9/5/2032 | EUR | 5,000 | 5,865 | |
| East Japan Railway Co. | 4.875% | 6/14/2034 | GBP | 2,800 | 3,621 | |
| East Japan Railway Co. | 0.773% | 9/15/2034 | EUR | 6,000 | 5,463 | |
| East Japan Railway Co. | 1.104% | 9/15/2039 | EUR | 3,714 | 2,946 | |
| East Japan Railway Co. | 4.110% | 2/22/2043 | EUR | 8,500 | 9,335 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| East Nippon Expressway Co. Ltd. | 0.140% | 7/31/2029 | JPY | 670,000 | 3,997 | |
| East Nippon Expressway Co. Ltd. | 0.140% | 11/29/2029 | JPY | 100,000 | 591 | |
| East Nippon Expressway Co. Ltd. | 0.220% | 1/31/2030 | JPY | 230,000 | 1,356 | |
| East Nippon Expressway Co. Ltd. | 0.185% | 1/29/2031 | JPY | 300,000 | 1,722 | |
| East Nippon Expressway Co. Ltd. | 0.230% | 4/23/2031 | JPY | 300,000 | 1,715 | |
| East Nippon Expressway Co. Ltd. | 0.140% | 7/15/2031 | JPY | 90,000 | 509 | |
| East Nippon Expressway Co. Ltd. | 2.306% | 4/22/2033 | JPY | 1,000,000 | 6,190 | |
| ENEOS Holdings Inc. | 0.834% | 6/15/2032 | JPY | 300,000 | 1,696 | |
| Fast Retailing Co. Ltd. | 0.405% | 6/6/2028 | JPY | 600,000 | 3,673 | |
| Hikari Tsushin Inc. | 1.790% | 3/23/2033 | JPY | 200,000 | 1,105 | |
| Hitachi Ltd. | 0.290% | 3/12/2030 | JPY | 100,000 | 587 | |
| 4 | Japan Investment Corp. | 1.151% | 10/31/2029 | JPY | 800,000 | 4,909 |
| Japan Tobacco Inc. | 1.293% | 4/10/2030 | JPY | 100,000 | 609 | |
| JT International Financial Services BV | 1.000% | 11/26/2029 | EUR | 1,545 | 1,646 | |
| JT International Financial Services BV | 2.750% | 9/28/2033 | GBP | 2,599 | 2,908 | |
| Kansai Electric Power Co. Inc. | 0.460% | 12/20/2027 | JPY | 359,000 | 2,216 | |
| Kansai Electric Power Co. Inc. | 0.435% | 4/25/2028 | JPY | 400,000 | 2,454 | |
| Kansai Electric Power Co. Inc. | 0.405% | 6/20/2029 | JPY | 300,000 | 1,801 | |
| Kansai Electric Power Co. Inc. | 0.440% | 12/20/2030 | JPY | 327,000 | 1,890 | |
| Kansai Electric Power Co. Inc. | 0.370% | 9/19/2031 | JPY | 187,000 | 1,048 | |
| Kubota Corp. | 0.950% | 4/20/2033 | JPY | 200,000 | 1,118 | |
| Kyushu Electric Power Co. Inc. | 0.430% | 5/25/2029 | JPY | 191,000 | 1,148 | |
| Kyushu Electric Power Co. Inc. | 0.340% | 4/25/2031 | JPY | 100,000 | 568 | |
| Mitsubishi Corp. | 1.518% | 6/25/2032 | JPY | 700,000 | 4,141 | |
| Mitsubishi Corp. | 1.054% | 3/21/2034 | JPY | 100,000 | 553 | |
| Mitsubishi Heavy Industries Ltd. | 0.270% | 9/1/2031 | JPY | 400,000 | 2,255 | |
| Mitsubishi UFJ Financial Group Inc. | 1.029% | 3/7/2029 | JPY | 400,000 | 2,482 | |
| Mitsubishi UFJ Financial Group Inc. | 0.848% | 7/19/2029 | EUR | 8,179 | 8,750 | |
| Mitsubishi UFJ Financial Group Inc. | 3.197% | 6/10/2031 | EUR | 17,000 | 19,282 | |
| Mitsubishi UFJ Financial Group Inc. | 3.556% | 9/5/2032 | EUR | 7,000 | 7,987 | |
| Mitsui Fudosan Co. Ltd. | 0.810% | 6/6/2033 | JPY | 400,000 | 2,214 | |
| Mitsui Fudosan Co. Ltd. | 1.057% | 9/12/2033 | JPY | 1,100,000 | 6,145 | |
| Mizuho Financial Group Inc. | 5.628% | 6/13/2028 | GBP | 2,000 | 2,727 | |
| Mizuho Financial Group Inc. | 0.402% | 9/6/2029 | EUR | 2,543 | 2,679 | |
| Mizuho Financial Group Inc. | 0.797% | 4/15/2030 | EUR | 5,087 | 5,317 | |
| Mizuho Financial Group Inc. | 0.895% | 6/24/2030 | JPY | 100,000 | 591 | |
| Mizuho Financial Group Inc. | 0.693% | 10/7/2030 | EUR | 18,700 | 19,182 | |
| Mizuho Financial Group Inc. | 4.029% | 9/5/2032 | EUR | 3,000 | 3,492 | |
| Mizuho Financial Group Inc. | 3.980% | 5/21/2034 | EUR | 8,000 | 9,194 | |
| Nippon Life Insurance Co. | 4.165% | 9/2/2055 | EUR | 4,000 | 4,449 | |
| Nomura Holdings Inc. | 3.459% | 5/28/2030 | EUR | 6,000 | 6,851 | |
| NTT Finance Corp. | 0.280% | 12/20/2027 | JPY | 300,000 | 1,849 | |
| NTT Finance Corp. | 0.614% | 9/20/2028 | JPY | 400,000 | 2,444 | |
| NTT Finance Corp. | 0.399% | 12/13/2028 | EUR | 10,600 | 11,402 | |
| NTT Finance Corp. | 2.906% | 3/16/2029 | EUR | 5,000 | 5,685 | |
| NTT Finance Corp. | 0.967% | 6/20/2029 | JPY | 600,000 | 3,660 | |
| NTT Finance Corp. | 0.923% | 12/20/2029 | JPY | 500,000 | 3,017 | |
| NTT Finance Corp. | 0.648% | 6/20/2030 | JPY | 1,000,000 | 5,888 | |
| NTT Finance Corp. | 0.380% | 9/20/2030 | JPY | 3,100,000 | 17,996 | |
| NTT Finance Corp. | 3.359% | 3/12/2031 | EUR | 10,000 | 11,355 | |
| NTT Finance Corp. | 0.270% | 9/19/2031 | JPY | 200,000 | 1,123 | |
| NTT Finance Corp. | 0.838% | 6/20/2033 | JPY | 1,100,000 | 6,064 | |
| NTT Finance Corp. | 3.678% | 7/16/2033 | EUR | 11,170 | 12,606 | |
| NTT Finance Corp. | 1.476% | 3/17/2034 | JPY | 300,000 | 1,695 | |
| NTT Finance Corp. | 3.619% | 3/4/2035 | EUR | 10,000 | 11,069 | |
| NTT Finance Corp. | 2.718% | 12/20/2035 | JPY | 400,000 | 2,402 | |
| ORIX Corp. | 4.477% | 6/1/2028 | EUR | 3,500 | 4,117 | |
| ORIX Corp. | 3.780% | 5/29/2029 | EUR | 1,900 | 2,207 | |
| Panasonic Holdings Corp. | 0.709% | 9/14/2028 | JPY | 500,000 | 3,056 | |
| Panasonic Holdings Corp. | 0.370% | 3/5/2030 | JPY | 200,000 | 1,172 | |
| Panasonic Holdings Corp. | 1.342% | 9/14/2033 | JPY | 400,000 | 2,247 | |
| Seven & i Holdings Co. Ltd. | 0.280% | 12/20/2027 | JPY | 100,000 | 616 | |
| Seven & i Holdings Co. Ltd. | 1.392% | 11/2/2033 | JPY | 400,000 | 2,228 | |
| Shinkin Central Bank | 0.720% | 6/27/2029 | JPY | 300,000 | 1,822 | |
| Sompo Japan Insurance Inc. | 0.425% | 10/14/2027 | JPY | 200,000 | 1,237 | |
| Sony Group Corp. | 0.300% | 10/10/2029 | JPY | 500,000 | 2,980 | |
| Sumitomo Electric Industries Ltd. | 0.809% | 7/13/2033 | JPY | 200,000 | 1,098 | |
| Sumitomo Mitsui Banking Corp. | 0.409% | 11/7/2029 | EUR | 3,541 | 3,714 | |
| Sumitomo Mitsui Banking Corp. | 3.536% | 4/2/2030 | EUR | 15,000 | 17,281 | |
| Sumitomo Mitsui Financial Group Inc. | 1.054% | 1/26/2029 | JPY | 800,000 | 4,961 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Sumitomo Mitsui Financial Group Inc. | 0.750% | 6/8/2029 | JPY | 900,000 | 5,515 | |
| Sumitomo Mitsui Financial Group Inc. | 0.632% | 10/23/2029 | EUR | 11,635 | 12,271 | |
| Sumitomo Mitsui Financial Group Inc. | 3.573% | 5/28/2032 | EUR | 5,000 | 5,696 | |
| Sumitomo Mitsui Financial Group Inc. | 3.686% | 10/6/2036 | EUR | 10,000 | 11,139 | |
| Sumitomo Mitsui Trust Bank Ltd. | 0.010% | 10/15/2027 | EUR | 9,232 | 10,243 | |
| Suntory Holdings Ltd. | 0.800% | 5/25/2033 | JPY | 200,000 | 1,110 | |
| Takeda Pharmaceutical Co. Ltd. | 3.000% | 11/21/2030 | EUR | 13,514 | 15,248 | |
| Takeda Pharmaceutical Co. Ltd. | 0.400% | 10/14/2031 | JPY | 900,000 | 5,032 | |
| Takeda Pharmaceutical Co. Ltd. | 1.375% | 7/9/2032 | EUR | 2,500 | 2,512 | |
| Takeda Pharmaceutical Co. Ltd. | 2.000% | 7/9/2040 | EUR | 4,364 | 3,754 | |
| TDK Corp. | 0.430% | 7/26/2030 | JPY | 100,000 | 584 | |
| Tohoku Electric Power Co. Inc. | 0.310% | 10/25/2029 | JPY | 500,000 | 2,969 | |
| Toyota Motor Corp. | 0.219% | 3/18/2031 | JPY | 500,000 | 2,864 | |
| Toyota Motor Corp. | 0.735% | 6/1/2033 | JPY | 300,000 | 1,666 | |
| Toyota Motor Finance Netherlands BV | 2.750% | 1/28/2030 | EUR | 15,000 | 16,893 | |
| West Nippon Expressway Co. Ltd. | 0.315% | 9/17/2027 | JPY | 200,000 | 1,239 | |
| West Nippon Expressway Co. Ltd. | 0.395% | 9/17/2027 | JPY | 500,000 | 3,101 | |
| West Nippon Expressway Co. Ltd. | 0.390% | 5/25/2028 | JPY | 500,000 | 3,070 | |
| West Nippon Expressway Co. Ltd. | 0.369% | 7/27/2028 | JPY | 1,000,000 | 6,114 | |
| West Nippon Expressway Co. Ltd. | 0.484% | 8/31/2028 | JPY | 400,000 | 2,450 | |
| West Nippon Expressway Co. Ltd. | 0.558% | 10/13/2028 | JPY | 300,000 | 1,837 | |
| West Nippon Expressway Co. Ltd. | 0.715% | 5/23/2029 | JPY | 800,000 | 4,872 | |
| 530,740 | ||||||
| Luxembourg (0.2%) | ||||||
| Acef Holding SCA | 0.750% | 6/14/2028 | EUR | 1,107 | 1,213 | |
| Acef Holding SCA | 1.250% | 4/26/2030 | EUR | 4,914 | 5,172 | |
| AXA Logistics Europe Master SCA | 0.875% | 11/15/2029 | EUR | 800 | 846 | |
| AXA Logistics Europe Master SCA | 3.375% | 5/13/2031 | EUR | 5,000 | 5,631 | |
| Bevco Lux Sarl | 1.000% | 1/16/2030 | EUR | 3,214 | 3,368 | |
| Blackstone Property Partners Europe Holdings Sarl | 2.625% | 10/20/2028 | GBP | 2,800 | 3,558 | |
| Blackstone Property Partners Europe Holdings Sarl | 1.750% | 3/12/2029 | EUR | 5,000 | 5,481 | |
| Blackstone Property Partners Europe Holdings Sarl | 3.625% | 10/29/2029 | EUR | 6,900 | 7,896 | |
| Blackstone Property Partners Europe Holdings Sarl | 3.500% | 1/29/2031 | EUR | 10,000 | 11,221 | |
| Blackstone Property Partners Europe Holdings Sarl | 4.875% | 4/29/2032 | GBP | 2,800 | 3,595 | |
| CBRE Open-Ended Funds SCA SICAV-SIF | 0.500% | 1/27/2028 | EUR | 4,000 | 4,420 | |
| CBRE Open-Ended Funds SCA SICAV-SIF | 0.900% | 10/12/2029 | EUR | 1,400 | 1,477 | |
| Eurofins Scientific SE | 4.000% | 7/6/2029 | EUR | 5,843 | 6,814 | |
| Eurofins Scientific SE | 0.875% | 5/19/2031 | EUR | 3,500 | 3,534 | |
| JAB Holdings BV | 1.000% | 12/20/2027 | EUR | 3,000 | 3,361 | |
| JAB Holdings BV | 2.000% | 5/18/2028 | EUR | 1,000 | 1,131 | |
| JAB Holdings BV | 2.500% | 6/25/2029 | EUR | 6,400 | 7,186 | |
| JAB Holdings BV | 4.850% | 6/29/2032 | EUR | 6,000 | 7,231 | |
| JAB Holdings BV | 5.000% | 6/12/2033 | EUR | 1,000 | 1,212 | |
| JAB Holdings BV | 4.375% | 4/25/2034 | EUR | 14,000 | 16,296 | |
| JAB Holdings BV | 4.375% | 5/19/2035 | EUR | 5,000 | 5,822 | |
| JAB Holdings BV | 2.250% | 12/19/2039 | EUR | 9,400 | 8,415 | |
| Logicor Financing Sarl | 3.250% | 11/13/2028 | EUR | 5,980 | 6,825 | |
| Logicor Financing Sarl | 2.750% | 1/15/2030 | GBP | 5,000 | 6,142 | |
| Logicor Financing Sarl | 0.875% | 1/14/2031 | EUR | 7,914 | 7,946 | |
| P3 Group Sarl | 1.625% | 1/26/2029 | EUR | 2,500 | 2,745 | |
| P3 Group Sarl | 4.000% | 4/19/2032 | EUR | 5,000 | 5,694 | |
| Prologis International Funding II SA | 1.750% | 3/15/2028 | EUR | 6,125 | 6,890 | |
| Prologis International Funding II SA | 0.875% | 7/9/2029 | EUR | 3,042 | 3,258 | |
| Prologis International Funding II SA | 3.625% | 3/7/2030 | EUR | 2,500 | 2,879 | |
| Prologis International Funding II SA | 3.125% | 6/1/2031 | EUR | 3,000 | 3,358 | |
| Prologis International Funding II SA | 1.625% | 6/17/2032 | EUR | 2,819 | 2,869 | |
| Prologis International Funding II SA | 3.700% | 10/7/2034 | EUR | 2,300 | 2,572 | |
| SELP Finance Sarl | 0.875% | 5/27/2029 | EUR | 1,000 | 1,070 | |
| SELP Finance Sarl | 3.875% | 4/21/2031 | EUR | 5,000 | 5,758 | |
| Stoneweg Ereit Lux Finco Sarl | 4.250% | 1/30/2031 | EUR | 10,000 | 11,448 | |
| 184,334 | ||||||
| Mexico (0.0%) | ||||||
| America Movil SAB de CV | 2.125% | 3/10/2028 | EUR | 2,599 | 2,944 | |
| America Movil SAB de CV | 5.750% | 6/28/2030 | GBP | 2,990 | 4,104 | |
| America Movil SAB de CV | 4.948% | 7/22/2033 | GBP | 900 | 1,168 | |
| America Movil SAB de CV | 4.375% | 8/7/2041 | GBP | 3,096 | 3,337 | |
| 11,553 | ||||||
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Netherlands (0.9%) | ||||||
| ABN AMRO Bank NV | 4.000% | 1/16/2028 | EUR | 5,000 | 5,829 | |
| ABN AMRO Bank NV | 5.125% | 2/22/2028 | GBP | 7,500 | 10,135 | |
| ABN AMRO Bank NV | 2.375% | 4/7/2028 | EUR | 10,000 | 11,407 | |
| ABN AMRO Bank NV | 4.375% | 10/20/2028 | EUR | 13,000 | 15,311 | |
| ABN AMRO Bank NV | 4.250% | 2/21/2030 | EUR | 10,000 | 11,800 | |
| ABN AMRO Bank NV | 3.375% | 4/9/2030 | EUR | 10,000 | 11,510 | |
| ABN AMRO Bank NV | 1.500% | 9/30/2030 | EUR | 11,107 | 11,981 | |
| ABN AMRO Bank NV | 4.625% | 11/8/2030 | GBP | 10,000 | 13,118 | |
| ABN AMRO Bank NV | 1.000% | 4/13/2031 | EUR | 4,000 | 4,172 | |
| ABN AMRO Bank NV | 3.000% | 10/1/2031 | EUR | 10,000 | 11,287 | |
| ABN AMRO Bank NV | 3.875% | 1/15/2032 | EUR | 10,000 | 11,579 | |
| ABN AMRO Bank NV | 5.125% | 2/22/2033 | EUR | 10,000 | 11,746 | |
| ABN AMRO Bank NV | 1.000% | 6/2/2033 | EUR | 5,000 | 4,790 | |
| ABN AMRO Bank NV | 1.375% | 1/10/2034 | EUR | 7,300 | 7,322 | |
| ABN AMRO Bank NV | 4.500% | 11/21/2034 | EUR | 12,000 | 14,380 | |
| ABN AMRO Bank NV | 0.375% | 1/14/2035 | EUR | 20,400 | 18,292 | |
| ABN AMRO Bank NV | 1.375% | 1/12/2037 | EUR | 11,100 | 10,348 | |
| ABN AMRO Bank NV | 1.125% | 4/23/2039 | EUR | 2,500 | 2,122 | |
| ABN AMRO Bank NV | 0.400% | 9/17/2041 | EUR | 10,000 | 6,984 | |
| Achmea Bank NV | 2.500% | 6/25/2030 | EUR | 5,000 | 5,612 | |
| Achmea Bank NV | 2.750% | 5/19/2032 | EUR | 20,000 | 22,378 | |
| Achmea Bank NV | 2.750% | 9/15/2032 | EUR | 5,000 | 5,575 | |
| Achmea Bank NV | 3.000% | 2/7/2034 | EUR | 15,000 | 16,834 | |
| Achmea BV | 6.750% | 12/26/2043 | EUR | 3,000 | 3,899 | |
| Achmea BV | 5.625% | 11/2/2044 | EUR | 10,200 | 12,618 | |
| Akzo Nobel NV | 1.500% | 3/28/2028 | EUR | 4,000 | 4,478 | |
| Akzo Nobel NV | 1.625% | 4/14/2030 | EUR | 4,600 | 4,955 | |
| Akzo Nobel NV | 4.000% | 3/25/2031 | EUR | 10,750 | 12,403 | |
| Akzo Nobel NV | 2.000% | 3/28/2032 | EUR | 4,370 | 4,575 | |
| Akzo Nobel NV | 4.000% | 5/24/2033 | EUR | 5,000 | 5,684 | |
| Alliander NV | 0.375% | 6/10/2030 | EUR | 6,316 | 6,517 | |
| ASML Holding NV | 0.625% | 5/7/2029 | EUR | 2,214 | 2,383 | |
| ASN Bank NV | 0.375% | 3/3/2028 | EUR | 3,700 | 4,076 | |
| ASN Bank NV | 0.750% | 10/24/2031 | EUR | 2,543 | 2,572 | |
| ASR Nederland NV | 7.000% | 12/7/2043 | EUR | 7,200 | 9,543 | |
| ASR Nederland NV | 3.375% | 5/2/2049 | EUR | 3,862 | 4,400 | |
| Cooperatieve Rabobank UA | 0.875% | 2/8/2028 | EUR | 16,600 | 18,537 | |
| Cooperatieve Rabobank UA | 5.051% | 2/26/2029 | AUD | 8,300 | 5,823 | |
| Cooperatieve Rabobank UA | 4.233% | 4/25/2029 | EUR | 13,000 | 15,220 | |
| Cooperatieve Rabobank UA | 4.625% | 5/23/2029 | GBP | 3,812 | 5,035 | |
| Cooperatieve Rabobank UA | 4.550% | 8/30/2029 | GBP | 3,642 | 4,854 | |
| Cooperatieve Rabobank UA | 4.000% | 1/10/2030 | EUR | 11,000 | 12,903 | |
| Cooperatieve Rabobank UA | 0.125% | 12/1/2031 | EUR | 10,000 | 9,796 | |
| Cooperatieve Rabobank UA | 0.750% | 3/2/2032 | EUR | 3,000 | 3,023 | |
| Cooperatieve Rabobank UA | 1.250% | 5/31/2032 | EUR | 3,800 | 3,921 | |
| Cooperatieve Rabobank UA | 7.074% | 10/26/2032 | AUD | 2,700 | 1,930 | |
| Cooperatieve Rabobank UA | 3.106% | 6/7/2033 | EUR | 12,500 | 14,208 | |
| Cooperatieve Rabobank UA | 3.064% | 2/1/2034 | EUR | 10,000 | 11,288 | |
| Cooperatieve Rabobank UA | 3.822% | 7/26/2034 | EUR | 8,000 | 9,232 | |
| Cooperatieve Rabobank UA | 1.500% | 4/26/2038 | EUR | 24,400 | 22,392 | |
| Cooperatieve Rabobank UA | 5.250% | 5/23/2041 | GBP | 484 | 602 | |
| CTP NV | 3.625% | 4/13/2032 | EUR | 4,000 | 4,469 | |
| CTP NV | 3.875% | 11/21/2032 | EUR | 5,000 | 5,634 | |
| DSM BV | 0.250% | 6/23/2028 | EUR | 7,000 | 7,650 | |
| DSM BV | 0.625% | 6/23/2032 | EUR | 7,500 | 7,283 | |
| Enexis Holding NV | 0.750% | 7/2/2031 | EUR | 2,000 | 2,018 | |
| Enexis Holding NV | 3.625% | 6/12/2034 | EUR | 5,000 | 5,704 | |
| Euronext NV | 1.125% | 6/12/2029 | EUR | 5,300 | 5,757 | |
| Euronext NV | 1.500% | 5/17/2041 | EUR | 2,800 | 2,227 | |
| EXOR NV | 1.750% | 1/18/2028 | EUR | 2,708 | 3,059 | |
| EXOR NV | 2.250% | 4/29/2030 | EUR | 5,053 | 5,578 | |
| EXOR NV | 3.750% | 2/14/2033 | EUR | 7,364 | 8,356 | |
| Heineken NV | 1.500% | 10/3/2029 | EUR | 400 | 437 | |
| Heineken NV | 2.250% | 3/30/2030 | EUR | 7,631 | 8,464 | |
| Heineken NV | 3.875% | 9/23/2030 | EUR | 12,500 | 14,639 | |
| Heineken NV | 4.125% | 3/23/2035 | EUR | 5,000 | 5,829 | |
| Heineken NV | 1.750% | 5/7/2040 | EUR | 6,471 | 5,493 | |
| Heineken NV | 4.242% | 11/14/2045 | EUR | 8,000 | 8,745 | |
| IMCD NV | 4.875% | 9/18/2028 | EUR | 4,000 | 4,718 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| ING Bank NV | 0.875% | 4/11/2028 | EUR | 7,900 | 8,792 | |
| ING Bank NV | 1.053% | 12/7/2028 | JPY | 400,000 | 2,464 | |
| ING Bank NV | 2.500% | 2/21/2030 | EUR | 30,000 | 33,815 | |
| ING Bank NV | 0.125% | 12/8/2031 | EUR | 15,700 | 15,332 | |
| ING Groep NV | 0.375% | 9/29/2028 | EUR | 27,700 | 30,949 | |
| ING Groep NV | 0.250% | 2/18/2029 | EUR | 4,400 | 4,839 | |
| ING Groep NV | 0.250% | 2/1/2030 | EUR | 2,500 | 2,661 | |
| ING Groep NV | 2.875% | 11/10/2030 | EUR | 10,000 | 11,276 | |
| ING Groep NV | 0.875% | 11/29/2030 | EUR | 3,000 | 3,171 | |
| ING Groep NV | 1.750% | 2/16/2031 | EUR | 4,500 | 4,866 | |
| ING Groep NV | 1.000% | 11/16/2032 | EUR | 5,000 | 5,605 | |
| ING Groep NV | 6.250% | 5/20/2033 | GBP | 1,500 | 2,047 | |
| ING Groep NV | 4.125% | 8/24/2033 | EUR | 2,000 | 2,321 | |
| ING Groep NV | 5.250% | 11/14/2033 | EUR | 2,000 | 2,482 | |
| ING Groep NV | 4.750% | 5/23/2034 | EUR | 22,000 | 26,541 | |
| ING Groep NV | 4.375% | 8/15/2034 | EUR | 5,000 | 5,833 | |
| ING Groep NV | 4.000% | 2/12/2035 | EUR | 2,000 | 2,309 | |
| ING Groep NV | 3.750% | 9/3/2035 | EUR | 5,000 | 5,657 | |
| ING Groep NV | 4.125% | 5/20/2036 | EUR | 15,000 | 17,292 | |
| JDE Peet's NV | 0.625% | 2/9/2028 | EUR | 7,700 | 8,506 | |
| JDE Peet's NV | 0.500% | 1/16/2029 | EUR | 9,500 | 10,141 | |
| JDE Peet's NV | 4.125% | 1/23/2030 | EUR | 5,000 | 5,816 | |
| JDE Peet's NV | 1.125% | 6/16/2033 | EUR | 3,000 | 2,815 | |
| JDE Peet's NV | 4.500% | 1/23/2034 | EUR | 1,500 | 1,736 | |
| Koninklijke Ahold Delhaize NV | 0.375% | 3/18/2030 | EUR | 2,531 | 2,624 | |
| Koninklijke Ahold Delhaize NV | 3.875% | 3/11/2036 | EUR | 2,000 | 2,278 | |
| Koninklijke KPN NV | 5.750% | 9/17/2029 | GBP | 2,771 | 3,820 | |
| Koninklijke KPN NV | 3.875% | 7/3/2031 | EUR | 2,500 | 2,906 | |
| Koninklijke KPN NV | 0.875% | 12/14/2032 | EUR | 9,200 | 8,877 | |
| Koninklijke KPN NV | 3.875% | 2/16/2036 | EUR | 12,000 | 13,474 | |
| Koninklijke Philips NV | 1.375% | 5/2/2028 | EUR | 3,925 | 4,379 | |
| Koninklijke Philips NV | 2.000% | 3/30/2030 | EUR | 5,087 | 5,579 | |
| Lineage Europe Finco BV | 4.125% | 11/26/2031 | EUR | 4,750 | 5,371 | |
| Louis Dreyfus Co. Finance BV | 1.625% | 4/28/2028 | EUR | 2,200 | 2,466 | |
| Magnum Icc Finance BV | 3.750% | 11/26/2034 | EUR | 5,000 | 5,597 | |
| Magnum Icc Finance BV | 4.000% | 11/26/2037 | EUR | 6,533 | 7,230 | |
| Nationale-Nederlanden Bank NV | 0.500% | 9/21/2028 | EUR | 2,900 | 3,153 | |
| Nederlandse Gasunie NV | 3.500% | 4/23/2035 | EUR | 6,000 | 6,701 | |
| Nederlandse Gasunie NV | 3.875% | 4/29/2044 | EUR | 4,000 | 4,309 | |
| NIBC Bank NV | 1.000% | 9/11/2028 | EUR | 2,500 | 2,753 | |
| NIBC Bank NV | 0.010% | 10/15/2029 | EUR | 5,000 | 5,197 | |
| NIBC Bank NV | 3.500% | 6/5/2030 | EUR | 7,000 | 8,024 | |
| NIBC Bank NV | 0.125% | 4/21/2031 | EUR | 19,700 | 19,508 | |
| NN Group NV | 5.250% | 3/1/2043 | EUR | 2,000 | 2,411 | |
| NN Group NV | 6.000% | 11/3/2043 | EUR | 5,800 | 7,279 | |
| NN Group NV | 4.625% | 1/13/2048 | EUR | 4,809 | 5,597 | |
| Royal Schiphol Group NV | 2.000% | 4/6/2029 | EUR | 18,454 | 20,642 | |
| Sandoz Finance BV | 4.500% | 11/17/2033 | EUR | 2,500 | 2,972 | |
| Sandoz Finance BV | 4.000% | 3/26/2035 | EUR | 7,000 | 7,995 | |
| Stedin Holding NV | 0.500% | 11/14/2029 | EUR | 2,543 | 2,673 | |
| Stedin Holding NV | 2.375% | 6/3/2030 | EUR | 2,500 | 2,775 | |
| 5 | Tennet Netherlands BV | 1.375% | 6/5/2028 | EUR | 6,835 | 7,655 |
| Tennet Netherlands BV | 3.875% | 10/28/2028 | EUR | 3,600 | 4,206 | |
| 5 | Tennet Netherlands BV | 1.375% | 6/26/2029 | EUR | 5,374 | 5,907 |
| 5 | Tennet Netherlands BV | 2.125% | 11/17/2029 | EUR | 5,000 | 5,588 |
| 5 | Tennet Netherlands BV | 0.875% | 6/3/2030 | EUR | 2,000 | 2,121 |
| 5 | Tennet Netherlands BV | 0.500% | 6/9/2031 | EUR | 3,300 | 3,352 |
| Tennet Netherlands BV | 4.250% | 4/28/2032 | EUR | 1,500 | 1,783 | |
| 5 | Tennet Netherlands BV | 0.125% | 11/30/2032 | EUR | 500 | 474 |
| 5 | Tennet Netherlands BV | 2.375% | 5/17/2033 | EUR | 2,650 | 2,883 |
| 5 | Tennet Netherlands BV | 1.250% | 10/24/2033 | EUR | 778 | 779 |
| 5 | Tennet Netherlands BV | 2.000% | 6/5/2034 | EUR | 1,000 | 1,046 |
| Tennet Netherlands BV | 4.500% | 10/28/2034 | EUR | 4,184 | 5,044 | |
| 5 | Tennet Netherlands BV | 0.875% | 6/16/2035 | EUR | 9,400 | 8,739 |
| 5 | Tennet Netherlands BV | 3.250% | 4/1/2036 | EUR | 7,000 | 7,928 |
| 5 | Tennet Netherlands BV | 1.875% | 6/13/2036 | EUR | 1,263 | 1,259 |
| Tennet Netherlands BV | 1.500% | 6/3/2039 | EUR | 3,668 | 3,307 | |
| 5 | Tennet Netherlands BV | 0.500% | 11/30/2040 | EUR | 6,484 | 4,828 |
| 5 | Tennet Netherlands BV | 1.125% | 6/9/2041 | EUR | 6,900 | 5,601 |
| Tennet Netherlands BV | 4.750% | 10/28/2042 | EUR | 3,100 | 3,723 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Universal Music Group NV | 4.000% | 6/13/2031 | EUR | 3,000 | 3,498 | |
| VIA Outlets BV | 1.750% | 11/15/2028 | EUR | 2,000 | 2,215 | |
| Wolters Kluwer NV | 3.250% | 3/18/2029 | EUR | 5,000 | 5,746 | |
| Wolters Kluwer NV | 0.750% | 7/3/2030 | EUR | 1,500 | 1,556 | |
| Wolters Kluwer NV | 3.750% | 4/3/2031 | EUR | 2,000 | 2,315 | |
| 1,042,848 | ||||||
| New Zealand (0.0%) | ||||||
| ANZ New Zealand International Ltd. | 0.200% | 9/23/2027 | EUR | 13,124 | 14,666 | |
| ASB Bank Ltd. | 0.500% | 9/24/2029 | EUR | 2,500 | 2,641 | |
| ASB Bank Ltd. | 4.100% | 9/2/2030 | NZD | 900 | 522 | |
| ASB Bank Ltd. | 0.250% | 5/21/2031 | EUR | 10,301 | 10,249 | |
| Bank of New Zealand | 2.708% | 6/18/2030 | EUR | 10,000 | 11,271 | |
| Fonterra Co-operative Group Ltd. | 4.000% | 11/2/2027 | AUD | 100 | 69 | |
| Kiwibank Ltd. | 6.254% | 10/19/2028 | NZD | 2,000 | 1,227 | |
| Westpac New Zealand Ltd. | 4.337% | 9/24/2029 | NZD | 5,000 | 2,938 | |
| Westpac New Zealand Ltd. | 6.730% | 2/14/2034 | NZD | 1,000 | 610 | |
| 44,193 | ||||||
| Norway (0.3%) | ||||||
| Aker BP ASA | 1.125% | 5/12/2029 | EUR | 2,800 | 3,022 | |
| Aker BP ASA | 4.000% | 5/29/2032 | EUR | 5,000 | 5,744 | |
| Avinor A/S | 0.750% | 10/1/2030 | EUR | 2,000 | 2,067 | |
| DNB Bank ASA | 0.250% | 2/23/2029 | EUR | 13,000 | 14,302 | |
| DNB Bank ASA | 4.000% | 3/14/2029 | EUR | 15,000 | 17,493 | |
| DNB Bank ASA | 4.625% | 2/28/2033 | EUR | 8,000 | 9,345 | |
| DNB Boligkreditt A/S | 2.625% | 9/27/2029 | EUR | 11,000 | 12,471 | |
| DNB Boligkreditt A/S | 2.625% | 1/28/2030 | EUR | 20,000 | 22,626 | |
| DNB Boligkreditt A/S | 2.750% | 1/19/2032 | EUR | 10,000 | 11,218 | |
| Eika Boligkreditt A/S | 0.010% | 3/23/2028 | EUR | 15,943 | 17,496 | |
| Eika Boligkreditt A/S | 1.625% | 5/19/2030 | EUR | 15,000 | 16,319 | |
| Eika Boligkreditt A/S | 3.250% | 6/14/2033 | EUR | 2,500 | 2,858 | |
| Equinor ASA | 6.875% | 3/11/2031 | GBP | 3,673 | 5,313 | |
| Equinor ASA | 1.375% | 5/22/2032 | EUR | 10,083 | 10,280 | |
| Equinor ASA | 1.625% | 2/17/2035 | EUR | 2,599 | 2,522 | |
| Equinor ASA | 4.250% | 4/10/2041 | GBP | 2,657 | 2,961 | |
| SpareBank 1 Boligkreditt A/S | 0.050% | 11/3/2028 | EUR | 10,000 | 10,780 | |
| SpareBank 1 Boligkreditt A/S | 1.000% | 1/30/2029 | EUR | 10,000 | 10,951 | |
| SpareBank 1 Boligkreditt A/S | 0.125% | 11/5/2029 | EUR | 19,387 | 20,279 | |
| SpareBank 1 Boligkreditt A/S | 2.375% | 2/13/2030 | EUR | 10,000 | 11,215 | |
| SpareBank 1 Boligkreditt A/S | 0.125% | 5/12/2031 | EUR | 5,000 | 4,978 | |
| SpareBank 1 Boligkreditt A/S | 1.750% | 5/11/2032 | EUR | 15,000 | 15,894 | |
| SpareBank 1 Boligkreditt A/S | 3.000% | 5/15/2034 | EUR | 15,000 | 16,806 | |
| SpareBank 1 SMN | 0.010% | 2/18/2028 | EUR | 5,053 | 5,551 | |
| Sparebanken Norge Boligkreditt A/S | 2.625% | 2/18/2031 | EUR | 10,000 | 11,217 | |
| SR-Boligkreditt A/S | 0.010% | 9/8/2028 | EUR | 4,300 | 4,651 | |
| SR-Boligkreditt A/S | 0.010% | 3/10/2031 | EUR | 3,000 | 2,990 | |
| Statkraft A/S | 3.500% | 6/9/2033 | EUR | 3,000 | 3,411 | |
| Statkraft A/S | 3.750% | 3/22/2039 | EUR | 2,000 | 2,236 | |
| Statnett SF | 1.250% | 4/26/2030 | EUR | 3,273 | 3,493 | |
| Statnett SF | 3.375% | 2/26/2036 | EUR | 6,000 | 6,633 | |
| Storebrand Livsforsikring A/S | 1.875% | 9/30/2051 | EUR | 2,804 | 2,909 | |
| Telenor ASA | 1.125% | 5/31/2029 | EUR | 6,836 | 7,435 | |
| Telenor ASA | 0.625% | 9/25/2031 | EUR | 2,500 | 2,484 | |
| Telenor ASA | 3.375% | 4/1/2032 | EUR | 7,500 | 8,506 | |
| Telenor ASA | 0.875% | 2/14/2035 | EUR | 5,000 | 4,493 | |
| Var Energi ASA | 5.500% | 5/4/2029 | EUR | 5,000 | 6,019 | |
| 318,968 | ||||||
| Poland (0.0%) | ||||||
| ORLEN SA | 4.750% | 7/13/2030 | EUR | 3,420 | 4,073 | |
| Portugal (0.1%) | ||||||
| Banco BPI SA | 3.625% | 7/4/2028 | EUR | 10,000 | 11,626 | |
| Banco BPI SA | 3.125% | 4/22/2032 | EUR | 20,000 | 22,735 | |
| Banco Santander Totta SA | 3.375% | 4/19/2028 | EUR | 8,700 | 10,084 | |
| Banco Santander Totta SA | 3.250% | 2/15/2031 | EUR | 10,000 | 11,503 | |
| EDP Finance BV | 1.500% | 11/22/2027 | EUR | 1,477 | 1,670 | |
| EDP Servicios Financieros Espana SA | 4.125% | 4/4/2029 | EUR | 3,000 | 3,525 | |
| EDP Servicios Financieros Espana SA | 3.500% | 7/16/2030 | EUR | 2,000 | 2,301 | |
| EDP Servicios Financieros Espana SA | 4.375% | 4/4/2032 | EUR | 16,000 | 19,012 | |
| Fidelidade - Co. De Seguros SA | 4.250% | 2/17/2046 | EUR | 3,000 | 3,321 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Novo Banco SA | 2.750% | 2/4/2030 | EUR | 11,000 | 12,450 | |
| Novo Banco SA | 3.375% | 1/22/2031 | EUR | 10,700 | 12,229 | |
| Ren Finance BV | 1.750% | 1/18/2028 | EUR | 1,354 | 1,528 | |
| 111,984 | ||||||
| Romania (0.0%) | ||||||
| NE Property BV | 2.000% | 1/20/2030 | EUR | 1,000 | 1,082 | |
| NE Property BV | 4.250% | 1/21/2032 | EUR | 2,000 | 2,313 | |
| 3,395 | ||||||
| Singapore (0.1%) | ||||||
| DBS Bank Ltd. | 2.600% | 3/31/2028 | EUR | 10,000 | 11,434 | |
| DBS Bank Ltd. | 2.429% | 1/3/2029 | EUR | 4,900 | 5,544 | |
| Maybank Singapore Ltd. | 2.504% | 10/2/2028 | EUR | 5,000 | 5,680 | |
| Temasek Financial I Ltd. | 0.500% | 11/20/2031 | EUR | 11,171 | 11,030 | |
| Temasek Financial I Ltd. | 3.500% | 2/15/2033 | EUR | 3,985 | 4,580 | |
| Temasek Financial I Ltd. | 5.125% | 7/26/2040 | GBP | 3,266 | 4,173 | |
| Temasek Financial I Ltd. | 1.250% | 11/20/2049 | EUR | 2,556 | 1,622 | |
| United Overseas Bank Ltd. | 0.100% | 5/25/2029 | EUR | 14,452 | 15,283 | |
| United Overseas Bank Ltd. | 2.718% | 12/1/2030 | EUR | 10,000 | 11,240 | |
| United Overseas Bank Ltd. / Sydney | 5.023% | 1/29/2031 | AUD | 15,000 | 10,459 | |
| 81,045 | ||||||
| Slovakia (0.0%) | ||||||
| Slovenska Sporitelna A/S | 2.750% | 9/10/2030 | EUR | 14,500 | 16,333 | |
| Tatra Banka A/S | 2.875% | 9/11/2031 | EUR | 9,000 | 10,126 | |
| Tatra Banka as | 2.750% | 2/10/2031 | EUR | 6,000 | 6,737 | |
| 33,196 | ||||||
| South Africa (0.0%) | ||||||
| Anglo American Capital plc | 5.000% | 3/15/2031 | EUR | 4,000 | 4,838 | |
| Anglo American Capital plc | 4.750% | 9/21/2032 | EUR | 5,000 | 5,996 | |
| 10,834 | ||||||
| South Korea (0.0%) | ||||||
| KEB Hana Bank | 3.125% | 1/20/2031 | EUR | 6,000 | 6,838 | |
| Kookmin Bank | 2.625% | 9/29/2029 | EUR | 5,500 | 6,212 | |
| SK Hynix Inc. | 4.266% | 2/14/2028 | KRW | 4,940,000 | 3,488 | |
| 16,538 | ||||||
| Spain (0.8%) | ||||||
| Abanca Corp. Bancaria SA | 5.250% | 9/14/2028 | EUR | 2,400 | 2,827 | |
| Abertis Infraestructuras SA | 2.375% | 9/27/2027 | EUR | 3,400 | 3,886 | |
| Abertis Infraestructuras SA | 4.125% | 1/31/2028 | EUR | 5,000 | 5,833 | |
| Abertis Infraestructuras SA | 1.250% | 2/7/2028 | EUR | 6,200 | 6,933 | |
| Abertis Infraestructuras SA | 2.250% | 3/29/2029 | EUR | 8,500 | 9,511 | |
| Abertis Infraestructuras SA | 1.875% | 3/26/2032 | EUR | 3,000 | 3,131 | |
| Acciona Energia Financiacion Filiales SA | 3.750% | 4/25/2030 | EUR | 2,500 | 2,869 | |
| Acciona Energia Financiacion Filiales SA | 5.125% | 4/23/2031 | EUR | 5,000 | 5,969 | |
| Acciona Energia Financiacion Filiales SA | 1.375% | 1/26/2032 | EUR | 2,800 | 2,965 | |
| Amadeus IT Group SA | 1.875% | 9/24/2028 | EUR | 2,300 | 2,580 | |
| Amadeus IT Group SA | 3.500% | 3/21/2029 | EUR | 5,000 | 5,769 | |
| Banco Bilbao Vizcaya Argentaria SA | 3.375% | 9/20/2027 | EUR | 10,000 | 11,572 | |
| Banco Bilbao Vizcaya Argentaria SA | 3.625% | 6/7/2030 | EUR | 7,000 | 8,126 | |
| Banco Bilbao Vizcaya Argentaria SA | 4.625% | 1/13/2031 | EUR | 9,500 | 11,331 | |
| Banco Bilbao Vizcaya Argentaria SA | 5.750% | 9/15/2033 | EUR | 3,000 | 3,588 | |
| Banco Bilbao Vizcaya Argentaria SA | 3.750% | 8/26/2035 | EUR | 5,000 | 5,686 | |
| Banco Bilbao Vizcaya Argentaria SA | 4.875% | 2/8/2036 | EUR | 10,000 | 11,882 | |
| Banco de Sabadell SA | 5.125% | 11/10/2028 | EUR | 4,000 | 4,714 | |
| Banco de Sabadell SA | 5.250% | 2/7/2029 | EUR | 7,000 | 8,288 | |
| Banco de Sabadell SA | 5.000% | 6/7/2029 | EUR | 20,000 | 23,731 | |
| Banco de Sabadell SA | 5.500% | 9/8/2029 | EUR | 8,700 | 10,441 | |
| Banco de Sabadell SA | 4.250% | 9/13/2030 | EUR | 8,000 | 9,409 | |
| Banco de Sabadell SA | 3.375% | 3/10/2032 | EUR | 8,000 | 9,077 | |
| Banco de Sabadell SA | 5.125% | 6/27/2034 | EUR | 5,000 | 5,950 | |
| Banco Santander SA | 3.875% | 1/16/2028 | EUR | 5,000 | 5,827 | |
| Banco Santander SA | 2.125% | 2/8/2028 | EUR | 1,200 | 1,358 | |
| Banco Santander SA | 0.200% | 2/11/2028 | EUR | 3,700 | 4,083 | |
| Banco Santander SA | 0.310% | 6/9/2028 | CHF | 4,335 | 5,322 | |
| Banco Santander SA | 1.125% | 10/25/2028 | EUR | 2,600 | 2,872 | |
| Banco Santander SA | 2.375% | 7/14/2029 | EUR | 5,000 | 5,638 | |
| Banco Santander SA | 3.375% | 1/11/2030 | EUR | 5,000 | 5,800 | |
| Banco Santander SA | 5.125% | 1/25/2030 | GBP | 4,000 | 5,381 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Banco Santander SA | 2.500% | 5/13/2030 | EUR | 5,000 | 5,616 | |
| Banco Santander SA | 4.250% | 6/12/2030 | EUR | 7,000 | 8,286 | |
| Banco Santander SA | 1.625% | 10/22/2030 | EUR | 8,000 | 8,480 | |
| Banco Santander SA | 5.375% | 1/17/2031 | GBP | 4,000 | 5,411 | |
| Banco Santander SA | 5.625% | 1/27/2031 | GBP | 7,000 | 9,500 | |
| Banco Santander SA | 0.875% | 5/9/2031 | EUR | 5,100 | 5,263 | |
| Banco Santander SA | 4.875% | 10/18/2031 | EUR | 18,000 | 21,852 | |
| Banco Santander SA | 3.250% | 5/27/2032 | EUR | 7,000 | 7,903 | |
| Banco Santander SA | 2.750% | 9/8/2032 | EUR | 20,000 | 22,326 | |
| Banco Santander SA | 3.500% | 10/2/2032 | EUR | 19,000 | 21,515 | |
| Banco Santander SA | 2.250% | 10/4/2032 | GBP | 3,000 | 3,931 | |
| Banco Santander SA | 2.875% | 7/14/2033 | EUR | 10,000 | 11,147 | |
| Banco Santander SA | 5.750% | 8/23/2033 | EUR | 5,000 | 5,964 | |
| Banco Santander SA | 3.750% | 1/9/2034 | EUR | 20,300 | 23,289 | |
| Banco Santander SA | 4.125% | 4/22/2034 | EUR | 7,000 | 8,182 | |
| Banco Santander SA | 5.000% | 4/22/2034 | EUR | 6,000 | 7,102 | |
| Banco Santander SA | 2.000% | 11/27/2034 | EUR | 5,900 | 6,082 | |
| Banco Santander SA | 3.000% | 2/23/2036 | EUR | 10,000 | 11,028 | |
| Bankinter SA | 0.625% | 10/6/2027 | EUR | 1,500 | 1,681 | |
| Bankinter SA | 4.375% | 5/3/2030 | EUR | 4,000 | 4,719 | |
| Bankinter SA | 4.875% | 9/13/2031 | EUR | 3,000 | 3,618 | |
| Bankinter SA | 3.625% | 2/4/2033 | EUR | 8,000 | 9,088 | |
| CaixaBank SA | 1.000% | 1/17/2028 | EUR | 17,700 | 19,806 | |
| CaixaBank SA | 0.500% | 2/9/2029 | EUR | 1,900 | 2,103 | |
| CaixaBank SA | 5.000% | 7/19/2029 | EUR | 4,000 | 4,754 | |
| CaixaBank SA | 3.750% | 9/7/2029 | EUR | 3,000 | 3,500 | |
| CaixaBank SA | 4.250% | 9/6/2030 | EUR | 10,200 | 12,115 | |
| CaixaBank SA | 5.375% | 11/14/2030 | EUR | 8,000 | 9,753 | |
| CaixaBank SA | 1.625% | 7/14/2032 | EUR | 5,000 | 5,240 | |
| CaixaBank SA | 3.625% | 9/19/2032 | EUR | 10,000 | 11,473 | |
| CaixaBank SA | 6.250% | 2/23/2033 | EUR | 3,000 | 3,573 | |
| CaixaBank SA | 6.875% | 10/25/2033 | GBP | 4,000 | 5,536 | |
| CaixaBank SA | 4.375% | 11/29/2033 | EUR | 10,500 | 12,605 | |
| CaixaBank SA | 6.125% | 5/30/2034 | EUR | 8,000 | 9,698 | |
| CaixaBank SA | 5.125% | 7/19/2034 | EUR | 2,000 | 2,471 | |
| CaixaBank SA | 4.125% | 3/24/2036 | EUR | 12,350 | 14,865 | |
| CaixaBank SA | 4.375% | 8/8/2036 | EUR | 8,000 | 9,326 | |
| CaixaBank SA | 3.875% | 1/20/2037 | EUR | 7,000 | 7,919 | |
| CaixaBank SA | 4.000% | 3/5/2037 | EUR | 10,000 | 11,407 | |
| Cajamar Caja Rural SCC | 3.375% | 7/25/2029 | EUR | 8,200 | 9,455 | |
| Cellnex Finance Co. SA | 1.000% | 9/15/2027 | EUR | 9,200 | 10,374 | |
| Cellnex Finance Co. SA | 1.250% | 1/15/2029 | EUR | 5,000 | 5,471 | |
| Cellnex Finance Co. SA | 3.625% | 1/24/2029 | EUR | 5,000 | 5,780 | |
| Cellnex Finance Co. SA | 3.000% | 1/19/2031 | EUR | 7,000 | 7,811 | |
| Cellnex Finance Co. SA | 3.500% | 5/22/2032 | EUR | 7,800 | 8,766 | |
| Cellnex Finance Co. SA | 2.000% | 9/15/2032 | EUR | 5,000 | 5,199 | |
| Cellnex Finance Co. SA | 2.000% | 2/15/2033 | EUR | 14,000 | 14,375 | |
| Cellnex Telecom SA | 1.875% | 6/26/2029 | EUR | 6,000 | 6,612 | |
| Cellnex Telecom SA | 1.750% | 10/23/2030 | EUR | 11,100 | 11,880 | |
| Colonial SFL Socimi SA | 0.500% | 4/21/2028 | EUR | 1,900 | 2,093 | |
| Colonial SFL Socimi SA | 1.350% | 10/14/2028 | EUR | 1,400 | 1,550 | |
| Colonial SFL Socimi SA | 2.500% | 11/28/2029 | EUR | 1,900 | 2,124 | |
| Colonial SFL Socimi SA | 3.875% | 4/8/2031 | EUR | 1,000 | 1,149 | |
| Colonial SFL Socimi SA | 3.125% | 9/23/2031 | EUR | 8,000 | 8,861 | |
| Criteria Caixa SA | 0.875% | 10/28/2027 | EUR | 3,100 | 3,485 | |
| El Corte Ingles SA | 3.500% | 7/24/2033 | EUR | 8,000 | 8,884 | |
| Enagas Financiaciones SA | 1.375% | 5/5/2028 | EUR | 100 | 112 | |
| Enagas Financiaciones SA | 0.375% | 11/5/2032 | EUR | 2,000 | 1,871 | |
| Enagas Financiaciones SA | 3.625% | 1/24/2034 | EUR | 2,000 | 2,255 | |
| FCC Aqualia SA | 3.750% | 6/11/2032 | EUR | 6,750 | 7,645 | |
| FCC Servicios Medio Ambiente Holding SA | 3.715% | 10/8/2031 | EUR | 5,000 | 5,673 | |
| Iberdrola Finanzas SA | 3.125% | 11/22/2028 | EUR | 6,000 | 6,913 | |
| Iberdrola Finanzas SA | 1.621% | 11/29/2029 | EUR | 1,900 | 2,084 | |
| Iberdrola Finanzas SA | 1.375% | 3/11/2032 | EUR | 1,900 | 1,948 | |
| Iberdrola Finanzas SA | 3.375% | 11/22/2032 | EUR | 7,500 | 8,514 | |
| Iberdrola Finanzas SA | 3.625% | 7/13/2033 | EUR | 8,000 | 9,192 | |
| Iberdrola Finanzas SA | 3.625% | 7/18/2034 | EUR | 11,000 | 12,522 | |
| Iberdrola Finanzas SA | 5.870% | 11/28/2034 | AUD | 5,000 | 3,451 | |
| Iberdrola Finanzas SA | 1.575% | Perpetual | EUR | 3,000 | 3,373 | |
| Iberdrola Finanzas SA | 3.750% | Perpetual | EUR | 5,000 | 5,585 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Iberdrola Finanzas SA | 4.871% | Perpetual | EUR | 5,000 | 5,894 | |
| Iberdrola Finanzas SA | 4.875% | Perpetual | EUR | 3,000 | 3,518 | |
| Iberdrola International BV | 1.825% | Perpetual | EUR | 2,600 | 2,800 | |
| Iberdrola International BV | 2.250% | Perpetual | EUR | 10,000 | 11,057 | |
| Mapfre SA | 3.125% | 1/20/2032 | EUR | 1,700 | 1,903 | |
| Mapfre SA | 4.500% | 6/9/2037 | EUR | 5,000 | 5,739 | |
| Mapfre SA | 4.125% | 9/7/2048 | EUR | 3,500 | 4,068 | |
| Merlin Properties Socimi SA | 2.375% | 9/18/2029 | EUR | 3,000 | 3,352 | |
| Merlin Properties Socimi SA | 1.375% | 6/1/2030 | EUR | 4,600 | 4,863 | |
| Merlin Properties Socimi SA | 3.500% | 9/4/2033 | EUR | 5,000 | 5,524 | |
| Merlin Properties Socimi SA | 1.875% | 12/4/2034 | EUR | 2,000 | 1,924 | |
| Moeve Finance SA | 0.750% | 2/12/2028 | EUR | 3,000 | 3,333 | |
| Moeve Finance SA | 4.125% | 4/11/2031 | EUR | 2,000 | 2,316 | |
| Naturgy Finance Iberia SA | 1.500% | 1/29/2028 | EUR | 1,300 | 1,463 | |
| Naturgy Finance Iberia SA | 0.750% | 11/28/2029 | EUR | 3,100 | 3,279 | |
| Naturgy Finance Iberia SA | 3.625% | 10/2/2034 | EUR | 5,000 | 5,597 | |
| Nortegas Energia Grupo SA | 2.065% | 9/28/2027 | EUR | 2,361 | 2,687 | |
| Nortegas Energia Grupo SA | 0.905% | 1/22/2031 | EUR | 3,000 | 3,015 | |
| Programa Cedulas TDA Fondo de Titulizacion de Activos | 4.250% | 4/10/2031 | EUR | 18,100 | 21,628 | |
| Red Electrica Financiaciones SA | 0.375% | 7/24/2028 | EUR | 2,000 | 2,189 | |
| Redeia Corp. SA | 3.375% | 7/9/2032 | EUR | 2,600 | 2,929 | |
| Redexis SA | 4.375% | 5/30/2031 | EUR | 5,000 | 5,814 | |
| Repsol Europe Finance Sarl | 0.625% | 7/6/2029 | EUR | 4,000 | 4,269 | |
| Repsol Europe Finance Sarl | 0.875% | 7/6/2033 | EUR | 3,100 | 2,942 | |
| Repsol International Finance BV | 4.247% | Perpetual | EUR | 8,000 | 9,273 | |
| Telefonica Emisiones SA | 2.318% | 10/17/2028 | EUR | 400 | 452 | |
| Telefonica Emisiones SA | 1.788% | 3/12/2029 | EUR | 1,300 | 1,443 | |
| Telefonica Emisiones SA | 5.445% | 10/8/2029 | GBP | 1,700 | 2,297 | |
| Telefonica Emisiones SA | 2.932% | 10/17/2029 | EUR | 5,700 | 6,492 | |
| Telefonica Emisiones SA | 0.664% | 2/3/2030 | EUR | 3,400 | 3,561 | |
| Telefonica Emisiones SA | 2.592% | 5/25/2031 | EUR | 11,400 | 12,538 | |
| Telefonica Emisiones SA | 1.807% | 5/21/2032 | EUR | 4,000 | 4,116 | |
| Telefonica Emisiones SA | 3.707% | 5/2/2033 | EUR | 1,000 | 1,124 | |
| Telefonica Emisiones SA | 3.724% | 1/23/2034 | EUR | 5,000 | 5,580 | |
| Telefonica Emisiones SA | 1.864% | 7/13/2040 | EUR | 7,000 | 5,713 | |
| Telefonica Europe BV | 5.875% | 2/14/2033 | EUR | 2,680 | 3,426 | |
| Unicaja Banco SA | 5.125% | 2/21/2029 | EUR | 4,500 | 5,325 | |
| Werfen SA | 4.250% | 5/3/2030 | EUR | 11,000 | 12,859 | |
| 941,785 | ||||||
| Supranational (0.0%) | ||||||
| European Investment Bank | 5.050% | 10/29/2031 | AUD | 40,000 | 28,308 | |
| Sweden (0.9%) | ||||||
| Akelius Residential Property AB | 3.950% | 3/25/2031 | EUR | 2,000 | 2,278 | |
| Akelius Residential Property Financing BV | 1.125% | 1/11/2029 | EUR | 2,995 | 3,241 | |
| Akelius Residential Property Financing BV | 0.750% | 2/22/2030 | EUR | 5,938 | 6,129 | |
| Assa Abloy AB | 3.875% | 9/13/2030 | EUR | 9,615 | 11,252 | |
| Balder Finland OYJ | 1.000% | 1/20/2029 | EUR | 500 | 539 | |
| Balder Finland OYJ | 1.375% | 5/24/2030 | EUR | 2,429 | 2,542 | |
| Balder Finland OYJ | 2.000% | 1/18/2031 | EUR | 2,500 | 2,638 | |
| Castellum AB | 4.125% | 12/10/2030 | EUR | 1,890 | 2,182 | |
| Danske Hypotek AB | 3.500% | 12/20/2028 | SEK | 200,000 | 21,324 | |
| Ellevio AB | 4.125% | 3/7/2034 | EUR | 3,000 | 3,485 | |
| EQT AB | 2.375% | 4/6/2028 | EUR | 3,500 | 3,967 | |
| EQT AB | 2.875% | 4/6/2032 | EUR | 4,600 | 4,984 | |
| Essity AB | 0.250% | 2/8/2031 | EUR | 6,316 | 6,268 | |
| Fastighets AB Balder | 1.250% | 1/28/2028 | EUR | 2,843 | 3,175 | |
| Fastighets AB Balder | 3.625% | 8/25/2031 | EUR | 2,500 | 2,793 | |
| Fastighets AB Balder | 4.000% | 2/19/2032 | EUR | 5,000 | 5,645 | |
| Fastighets AB Balder | 4.000% | 3/4/2033 | EUR | 4,000 | 4,448 | |
| Heimstaden Bostad AB | 3.750% | 10/2/2030 | EUR | 4,000 | 4,524 | |
| Heimstaden Bostad Treasury BV | 1.000% | 4/13/2028 | EUR | 8,009 | 8,833 | |
| Heimstaden Bostad Treasury BV | 1.375% | 7/24/2028 | EUR | 3,300 | 3,639 | |
| Heimstaden Bostad Treasury BV | 0.750% | 9/6/2029 | EUR | 1,800 | 1,889 | |
| Heimstaden Bostad Treasury BV | 1.625% | 10/13/2031 | EUR | 1,000 | 1,008 | |
| Investor AB | 0.375% | 10/29/2035 | EUR | 6,500 | 5,476 | |
| Investor AB | 5.500% | 5/5/2037 | GBP | 8,000 | 10,617 | |
| Lansforsakringar Hypotek AB | 1.000% | 9/15/2027 | SEK | 413,000 | 42,667 | |
| Lansforsakringar Hypotek AB | 3.000% | 9/19/2029 | SEK | 100,000 | 10,548 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Lansforsakringar Hypotek AB | 3.000% | 9/23/2032 | SEK | 100,000 | 10,376 | |
| Molnlycke Holding AB | 4.250% | 9/8/2028 | EUR | 3,000 | 3,504 | |
| Molnlycke Holding AB | 4.250% | 6/11/2034 | EUR | 6,000 | 6,956 | |
| Nordea Hypotek AB | 3.500% | 9/20/2028 | SEK | 660,000 | 70,440 | |
| Nordea Hypotek AB | 3.500% | 10/26/2029 | SEK | 286,000 | 30,556 | |
| Nordea Hypotek AB | 3.000% | 11/26/2030 | SEK | 100,000 | 10,482 | |
| PPI Public Property Invest AB | 3.875% | 10/16/2031 | EUR | 5,000 | 5,614 | |
| PPI Public Property Invest AB | 4.375% | 10/1/2032 | EUR | 5,000 | 5,713 | |
| Sagax AB | 4.375% | 5/29/2030 | EUR | 3,000 | 3,506 | |
| Sagax AB | 4.000% | 3/13/2032 | EUR | 1,000 | 1,141 | |
| Sagax Euro Mtn NL BV | 0.750% | 1/26/2028 | EUR | 2,214 | 2,454 | |
| Sagax Euro Mtn NL BV | 1.000% | 5/17/2029 | EUR | 1,900 | 2,040 | |
| Securitas Treasury Ireland DAC | 3.875% | 2/23/2030 | EUR | 5,000 | 5,798 | |
| Skandinaviska Enskilda Banken AB | 0.750% | 8/9/2027 | EUR | 10,000 | 11,278 | |
| Skandinaviska Enskilda Banken AB | 3.750% | 2/7/2028 | EUR | 2,000 | 2,324 | |
| Skandinaviska Enskilda Banken AB | 3.250% | 5/4/2028 | EUR | 3,500 | 4,050 | |
| Skandinaviska Enskilda Banken AB | 3.875% | 5/9/2028 | EUR | 13,000 | 15,172 | |
| Skandinaviska Enskilda Banken AB | 0.375% | 6/21/2028 | EUR | 6,000 | 6,565 | |
| Skandinaviska Enskilda Banken AB | 3.000% | 11/6/2028 | SEK | 580,000 | 61,207 | |
| Skandinaviska Enskilda Banken AB | 0.625% | 11/12/2029 | EUR | 5,087 | 5,358 | |
| Skandinaviska Enskilda Banken AB | 3.375% | 3/19/2030 | EUR | 5,000 | 5,739 | |
| Skandinaviska Enskilda Banken AB | 3.000% | 12/17/2030 | SEK | 200,000 | 20,953 | |
| Skandinaviska Enskilda Banken AB | 3.125% | 11/5/2031 | EUR | 11,000 | 12,401 | |
| Skandinaviska Enskilda Banken AB | 5.000% | 8/17/2033 | EUR | 2,600 | 3,076 | |
| Skandinaviska Enskilda Banken AB | 3.500% | 8/14/2035 | EUR | 7,000 | 7,772 | |
| SKF AB | 0.250% | 2/15/2031 | EUR | 2,906 | 3,130 | |
| Stadshypotek AB | 0.750% | 11/1/2027 | EUR | 3,541 | 3,973 | |
| Stadshypotek AB | 2.500% | 12/1/2027 | SEK | 386,000 | 40,518 | |
| Stadshypotek AB | 2.000% | 9/1/2028 | SEK | 250,000 | 25,836 | |
| Stadshypotek AB | 4.000% | 5/2/2029 | SEK | 650,000 | 70,175 | |
| Stadshypotek AB | 2.500% | 2/1/2030 | SEK | 100,000 | 10,321 | |
| Stadshypotek AB | 2.500% | 12/2/2030 | SEK | 100,000 | 10,252 | |
| Stadshypotek AB | 2.500% | 9/1/2031 | SEK | 200,000 | 20,328 | |
| Svenska Handelsbanken AB | 3.375% | 2/17/2028 | EUR | 6,000 | 6,949 | |
| Svenska Handelsbanken AB | 1.375% | 2/23/2029 | EUR | 16,500 | 18,146 | |
| Svenska Handelsbanken AB | 2.625% | 9/5/2029 | EUR | 5,000 | 5,658 | |
| Svenska Handelsbanken AB | 0.500% | 2/18/2030 | EUR | 5,087 | 5,291 | |
| Svenska Handelsbanken AB | 3.250% | 8/19/2032 | EUR | 7,000 | 7,884 | |
| Svenska Handelsbanken AB | 4.625% | 8/23/2032 | GBP | 4,000 | 5,361 | |
| Svenska Handelsbanken AB | 5.000% | 8/16/2034 | EUR | 4,924 | 5,860 | |
| Sveriges Sakerstallda Obligationer AB | 2.625% | 2/25/2030 | EUR | 10,000 | 11,313 | |
| Sveriges Sakerstallda Obligationer AB | 0.010% | 3/14/2030 | EUR | 2,500 | 2,574 | |
| Sveriges Sakerstallda Obligationer AB | 1.000% | 6/12/2030 | SEK | 200,000 | 19,452 | |
| Sveriges Sakerstallda Obligationer AB | 1.750% | 2/10/2032 | EUR | 24,000 | 25,574 | |
| Sveriges Sakerstallda Obligationer AB | 0.750% | 6/9/2032 | SEK | 250,000 | 22,821 | |
| Swedbank AB | 0.200% | 1/12/2028 | EUR | 10,841 | 11,977 | |
| Swedbank AB | 4.125% | 11/13/2028 | EUR | 10,000 | 11,757 | |
| Swedbank AB | 2.875% | 4/30/2029 | EUR | 25,000 | 28,454 | |
| Swedbank AB | 2.875% | 2/8/2030 | EUR | 10,000 | 11,343 | |
| Swedbank AB | 3.375% | 5/29/2030 | EUR | 4,000 | 4,621 | |
| Swedbank AB | 3.625% | 8/23/2032 | EUR | 11,700 | 13,484 | |
| Swedbank AB | 3.250% | 10/13/2032 | EUR | 5,000 | 5,606 | |
| Swedbank AB | 7.272% | 11/15/2032 | GBP | 3,000 | 4,150 | |
| Swedbank AB | 3.500% | 8/19/2035 | EUR | 9,000 | 10,195 | |
| Swedbank Hypotek AB | 3.000% | 3/15/2028 | SEK | 200,000 | 21,042 | |
| Swedbank Hypotek AB | 3.125% | 7/5/2028 | EUR | 20,000 | 23,101 | |
| Swedbank Hypotek AB | 3.000% | 3/28/2029 | SEK | 771,200 | 81,086 | |
| Tele2 AB | 2.125% | 5/15/2028 | EUR | 1,692 | 1,910 | |
| Tele2 AB | 3.750% | 11/22/2029 | EUR | 2,000 | 2,323 | |
| Telefonaktiebolaget LM Ericsson | 1.000% | 5/26/2029 | EUR | 3,000 | 3,234 | |
| Telia Co. AB | 0.125% | 11/27/2030 | EUR | 2,245 | 2,245 | |
| Telia Co. AB | 3.625% | 2/22/2032 | EUR | 3,570 | 4,100 | |
| Telia Co. AB | 2.125% | 2/20/2034 | EUR | 6,139 | 6,290 | |
| Telia Co. AB | 1.625% | 2/23/2035 | EUR | 1,900 | 1,830 | |
| Telia Co. AB | 2.750% | 6/30/2083 | EUR | 2,000 | 2,267 | |
| Vattenfall AB | 6.875% | 4/15/2039 | GBP | 5,543 | 7,849 | |
| Volvo Treasury AB | 2.000% | 8/19/2027 | EUR | 11,400 | 13,000 | |
| 1,083,846 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Switzerland (1.1%) | ||||||
| ABB Finance BV | 0.000% | 1/19/2030 | EUR | 8,984 | 9,257 | |
| ABB Finance BV | 3.375% | 1/16/2031 | EUR | 5,000 | 5,751 | |
| Adecco Group AG | 2.378% | 11/17/2027 | CHF | 2,000 | 2,520 | |
| Adecco International Financial Services BV | 0.125% | 9/21/2028 | EUR | 7,500 | 8,081 | |
| Argentum Netherlands BV for Givaudan SA | 2.000% | 9/17/2030 | EUR | 9,300 | 10,096 | |
| Argentum Netherlands BV for Zurich Insurance Co. Ltd. | 2.750% | 2/19/2049 | EUR | 996 | 1,120 | |
| Basellandschaftliche Kantonalbank | 0.375% | 5/13/2030 | CHF | 2,545 | 3,100 | |
| Cloverie plc for Zurich Insurance Co. Ltd. | 1.500% | 12/15/2028 | EUR | 5,000 | 5,540 | |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG | 3.375% | 9/29/2047 | EUR | 5,892 | 6,774 | |
| ELM BV for Julius Baer Group Ltd. | 3.875% | 9/13/2029 | EUR | 4,000 | 4,629 | |
| ELM BV for Swiss Prime Site AG | 3.125% | 10/1/2031 | EUR | 2,500 | 2,776 | |
| Firmenich Productions Participations SAS | 1.750% | 4/30/2030 | EUR | 4,087 | 4,429 | |
| Helvetia Europe SA | 2.750% | 9/30/2041 | EUR | 2,743 | 2,963 | |
| Holcim Finance Luxembourg SA | 2.250% | 5/26/2028 | EUR | 5,288 | 5,985 | |
| Holcim Finance Luxembourg SA | 1.750% | 8/29/2029 | EUR | 5,000 | 5,489 | |
| Holcim Finance Luxembourg SA | 0.500% | 9/3/2030 | EUR | 6,551 | 6,679 | |
| Holcim Finance Luxembourg SA | 0.500% | 4/23/2031 | EUR | 12,631 | 12,559 | |
| IWG US Finance LLC | 6.500% | 6/28/2030 | EUR | 2,400 | 2,957 | |
| IWG US Finance LLC | 5.125% | 5/14/2032 | EUR | 5,000 | 5,870 | |
| Lonza Finance International NV | 3.875% | 4/24/2036 | EUR | 5,000 | 5,637 | |
| Luzerner Kantonalbank AG | 0.125% | 11/25/2032 | CHF | 9,300 | 10,942 | |
| Luzerner Kantonalbank AG | 2.000% | 11/19/2038 | CHF | 8,000 | 10,800 | |
| Nestle Capital Markets SA | 1.875% | 6/28/2029 | CHF | 5,000 | 6,379 | |
| Nestle Capital Markets SA | 2.000% | 6/28/2033 | CHF | 2,000 | 2,626 | |
| Nestle Capital Markets SA | 2.500% | 7/14/2034 | CHF | 9,900 | 13,515 | |
| Nestle Capital Markets SA | 2.125% | 6/28/2038 | CHF | 7,000 | 9,412 | |
| Nestle Capital Markets SA | 1.750% | 5/30/2040 | CHF | 2,500 | 3,218 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 5/5/2028 | CHF | 4,080 | 5,049 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 7/10/2028 | CHF | 2,545 | 3,140 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 9/6/2028 | CHF | 14,280 | 17,511 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 10/9/2028 | CHF | 7,645 | 9,471 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 1/22/2029 | CHF | 22,465 | 27,718 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 5/8/2029 | CHF | 3,820 | 4,661 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 6/15/2029 | CHF | 7,645 | 9,423 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | 10/26/2029 | CHF | 16,305 | 19,748 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 1/21/2030 | CHF | 10,000 | 12,243 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | 2/26/2030 | CHF | 9,155 | 11,035 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 4/15/2030 | CHF | 5,100 | 6,204 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.625% | 2/14/2031 | CHF | 10,000 | 13,379 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 7/15/2031 | CHF | 4,715 | 5,645 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.875% | 9/15/2031 | CHF | 17,605 | 22,964 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 12/19/2031 | CHF | 6,510 | 7,767 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.375% | 4/9/2032 | CHF | 12,500 | 15,905 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.000% | 5/12/2032 | CHF | 3,820 | 4,771 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.375% | 6/10/2032 | CHF | 16,000 | 20,405 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.250% | 8/13/2032 | CHF | 5,200 | 6,969 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 9/23/2032 | CHF | 15,000 | 17,748 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 11/19/2032 | CHF | 4,860 | 5,740 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.375% | 12/10/2032 | CHF | 8,080 | 10,307 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 4/25/2033 | CHF | 12,545 | 15,268 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | 8/2/2033 | CHF | 8,925 | 11,521 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | 9/6/2033 | CHF | 5,000 | 6,442 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 4/26/2034 | CHF | 15,000 | 17,605 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.750% | 11/28/2034 | CHF | 12,500 | 15,200 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 1/25/2035 | CHF | 10,000 | 12,015 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.875% | 5/7/2035 | CHF | 16,015 | 19,645 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 10/5/2035 | CHF | 2,545 | 3,007 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 10/14/2036 | CHF | 2,060 | 2,352 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 1/23/2037 | CHF | 2,035 | 2,407 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.875% | 6/25/2037 | CHF | 2,800 | 3,386 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 8/4/2038 | CHF | 18,600 | 20,745 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.625% | 1/28/2039 | CHF | 7,500 | 9,804 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 7/8/2039 | CHF | 4,235 | 4,743 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | 2/14/2040 | CHF | 5,000 | 6,427 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 5/17/2040 | CHF | 10,000 | 10,882 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | 12/5/2040 | CHF | 9,545 | 12,293 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 6/17/2041 | CHF | 4,195 | 4,684 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.625% | 11/29/2041 | CHF | 4,500 | 5,879 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 10/6/2042 | CHF | 5,100 | 5,402 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.750% | 3/24/2043 | CHF | 10,000 | 13,300 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 9/23/2043 | CHF | 3,000 | 3,209 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.000% | 1/25/2045 | CHF | 5,000 | 5,914 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.125% | 10/9/2048 | CHF | 10,000 | 11,979 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.875% | 6/24/2050 | CHF | 10,000 | 13,787 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 3/13/2028 | CHF | 18,975 | 23,295 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.625% | 4/17/2028 | CHF | 7,500 | 9,455 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.375% | 7/24/2028 | CHF | 20,000 | 24,662 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.000% | 9/22/2028 | CHF | 2,545 | 3,178 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.300% | 4/9/2029 | CHF | 17,685 | 21,702 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.500% | 5/21/2029 | CHF | 15,960 | 20,231 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.625% | 7/16/2029 | CHF | 12,240 | 15,122 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 4/30/2030 | CHF | 2,545 | 3,120 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 7/19/2030 | CHF | 19,060 | 22,926 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 9/20/2030 | CHF | 8,925 | 10,931 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.625% | 11/1/2030 | CHF | 10,000 | 12,311 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.550% | 1/29/2031 | CHF | 4,845 | 5,937 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.300% | 6/6/2031 | CHF | 3,820 | 4,619 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | 9/2/2031 | CHF | 15,070 | 18,023 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 2/20/2032 | CHF | 11,000 | 13,362 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.650% | 12/21/2032 | CHF | 10,000 | 13,008 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.650% | 2/15/2033 | CHF | 5,100 | 6,213 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 3/18/2033 | CHF | 7,500 | 8,756 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 5/15/2034 | CHF | 3,055 | 3,651 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 2.200% | 10/4/2034 | CHF | 5,335 | 7,234 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.200% | 6/12/2035 | CHF | 23,000 | 26,456 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.200% | 7/13/2035 | CHF | 7,645 | 8,802 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.600% | 12/11/2035 | CHF | 6,630 | 7,903 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 2/15/2036 | CHF | 14,965 | 16,797 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.500% | 6/23/2036 | CHF | 10,000 | 12,899 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.850% | 7/19/2038 | CHF | 17,500 | 23,370 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.700% | 3/4/2039 | CHF | 2,545 | 2,976 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.450% | 3/14/2042 | CHF | 10,000 | 12,746 | |
| Richemont International Holding SA | 1.500% | 3/26/2030 | EUR | 1,000 | 1,081 | |
| Richemont International Holding SA | 1.125% | 5/26/2032 | EUR | 6,316 | 6,375 | |
| Richemont International Holding SA | 2.000% | 3/26/2038 | EUR | 7,850 | 7,370 | |
| Richemont International Holding SA | 1.625% | 5/26/2040 | EUR | 7,087 | 6,010 | |
| Sandoz Group AG | 2.600% | 11/17/2031 | CHF | 5,000 | 6,640 | |
| Sika Capital BV | 3.750% | 5/3/2030 | EUR | 9,000 | 10,455 | |
| Swiss Life Finance I AG | 3.250% | 8/31/2029 | EUR | 8,000 | 9,182 | |
| Swiss Life Finance I AG | 0.500% | 9/15/2031 | EUR | 4,250 | 4,199 | |
| Swiss Life Finance I AG | 3.750% | 3/24/2035 | EUR | 2,000 | 2,267 | |
| Swisscom Finance BV | 3.500% | 11/29/2031 | EUR | 5,500 | 6,305 | |
| Swisscom Finance BV | 3.625% | 11/29/2036 | EUR | 7,000 | 7,804 | |
| Swisscom Finance BV | 3.875% | 5/29/2044 | EUR | 2,500 | 2,673 | |
| Tyco Electronics Group SA | 2.500% | 5/6/2028 | EUR | 7,000 | 7,965 | |
| Tyco Electronics Group SA | 0.000% | 2/16/2029 | EUR | 4,644 | 4,922 | |
| Tyco Electronics Group SA | 3.250% | 1/31/2033 | EUR | 4,012 | 4,467 | |
| UBS AG | 0.500% | 3/31/2031 | EUR | 13,800 | 13,890 | |
| UBS Group AG | 0.250% | 2/24/2028 | EUR | 5,306 | 5,844 | |
| UBS Group AG | 0.250% | 11/5/2028 | EUR | 20,041 | 22,287 | |
| UBS Group AG | 0.650% | 9/10/2029 | EUR | 6,777 | 7,193 | |
| UBS Group AG | 2.125% | 11/15/2029 | GBP | 1,500 | 1,893 | |
| UBS Group AG | 4.375% | 1/11/2031 | EUR | 3,000 | 3,539 | |
| UBS Group AG | 0.875% | 11/3/2031 | EUR | 3,824 | 3,821 | |
| UBS Group AG | 4.750% | 3/17/2032 | EUR | 7,000 | 8,399 | |
| UBS Group AG | 2.875% | 4/2/2032 | EUR | 23,000 | 25,504 | |
| UBS Group AG | 0.625% | 1/18/2033 | EUR | 18,100 | 17,033 | |
| UBS Group AG | 4.125% | 6/9/2033 | EUR | 15,000 | 17,497 | |
| UBS Group AG | 7.375% | 9/7/2033 | GBP | 3,500 | 5,144 | |
| UBS Group AG | 3.250% | 2/12/2034 | EUR | 21,000 | 23,202 | |
| UBS Group AG | 3.757% | 8/11/2036 | EUR | 21,000 | 23,514 | |
| UBS Group AG | 3.875% | 1/13/2037 | EUR | 10,000 | 11,259 | |
| UBS Switzerland AG | 3.146% | 6/21/2031 | EUR | 11,000 | 12,534 | |
| Zuercher Kantonalbank | 0.100% | 3/31/2031 | CHF | 5,000 | 5,976 | |
| Zuercher Kantonalbank | 0.000% | 1/21/2033 | CHF | 7,000 | 8,152 | |
| Zurich Finance Ireland Designated Activity Co. | 1.625% | 6/17/2039 | EUR | 1,742 | 1,532 | |
| Zurich Finance Ireland Designated Activity Co. | 5.125% | 11/23/2052 | GBP | 6,500 | 8,466 | |
| 1,338,882 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| United Arab Emirates (0.0%) | ||||||
| DP World Ltd. | 4.250% | 9/25/2030 | GBP | 996 | 1,262 | |
| Emirates NBD Bank PJSC | 4.750% | 2/9/2028 | AUD | 1,570 | 1,089 | |
| Emirates NBD Bank PJSC | 3.050% | 2/26/2030 | AUD | 1,170 | 749 | |
| MDGH GMTN RSC Ltd. | 1.000% | 3/10/2034 | EUR | 2,000 | 1,846 | |
| 4,946 | ||||||
| United Kingdom (2.0%) | ||||||
| 3i Group plc | 5.750% | 12/3/2032 | GBP | 2,561 | 3,505 | |
| 3i Group plc | 3.750% | 6/5/2040 | GBP | 1,300 | 1,334 | |
| A2Dominion Housing Group Ltd. | 3.500% | 11/15/2028 | GBP | 2,452 | 3,160 | |
| AA Bond Co. Ltd. | 8.450% | 1/31/2028 | GBP | 4,000 | 5,620 | |
| AA Bond Co. Ltd. | 3.250% | 7/31/2028 | GBP | 500 | 644 | |
| Accent Capital plc | 2.625% | 7/18/2049 | GBP | 2,000 | 1,445 | |
| Affinity Sutton Capital Markets plc | 4.250% | 10/8/2042 | GBP | 723 | 758 | |
| Affinity Water Finance plc | 4.500% | 3/31/2036 | GBP | 2,269 | 2,659 | |
| Affordable Housing Finance plc | 3.800% | 5/20/2042 | GBP | 2,543 | 2,698 | |
| Amplius Living | 5.125% | 8/2/2038 | GBP | 885 | 1,077 | |
| Amplius Living | 3.250% | 5/15/2043 | GBP | 2,800 | 2,512 | |
| Anchor Hanover Group | 2.000% | 7/21/2051 | GBP | 4,509 | 2,665 | |
| Anglian Water Services Financing plc | 4.500% | 10/5/2027 | GBP | 1,432 | 1,911 | |
| Anglian Water Services Financing plc | 5.875% | 6/20/2031 | GBP | 4,000 | 5,391 | |
| Anglian Water Services Financing plc | 4.525% | 8/26/2032 | CAD | 1,300 | 897 | |
| Anglian Water Services Financing plc | 6.000% | 6/20/2039 | GBP | 8,300 | 10,359 | |
| Anglian Water Services Financing plc | 5.750% | 6/7/2043 | GBP | 2,500 | 2,907 | |
| Artesian Finance II plc | 6.000% | 9/30/2033 | GBP | 1,395 | 1,881 | |
| Aspire Defence Finance plc | 4.674% | 3/31/2040 | GBP | 1,684 | 2,097 | |
| Aspire Defence Finance plc | 4.674% | 3/31/2040 | GBP | 1,822 | 2,279 | |
| Assura Financing plc | 1.625% | 6/30/2033 | GBP | 2,900 | 2,981 | |
| Aster Treasury plc | 4.500% | 12/18/2043 | GBP | 4,381 | 4,727 | |
| Astrazeneca Finance LLC | 3.121% | 8/5/2030 | EUR | 5,100 | 5,836 | |
| AstraZeneca plc | 1.250% | 5/12/2028 | EUR | 100 | 112 | |
| AstraZeneca plc | 0.375% | 6/3/2029 | EUR | 16,500 | 17,567 | |
| AstraZeneca plc | 5.750% | 11/13/2031 | GBP | 2,044 | 2,867 | |
| Aviva plc | 1.875% | 11/13/2027 | EUR | 2,094 | 2,380 | |
| Aviva plc | 4.000% | 10/2/2030 | CAD | 1,663 | 1,167 | |
| Aviva plc | 4.375% | 9/12/2049 | GBP | 538 | 699 | |
| Aviva plc | 5.125% | 6/4/2050 | GBP | 5,000 | 6,583 | |
| Aviva plc | 6.875% | 11/27/2053 | GBP | 1,800 | 2,525 | |
| Aviva plc | 6.125% | 9/12/2054 | GBP | 1,900 | 2,547 | |
| Aviva plc | 4.000% | 6/3/2055 | GBP | 5,471 | 6,235 | |
| Aviva plc | 4.625% | 8/28/2056 | EUR | 18,000 | 20,799 | |
| Aviva plc | 6.875% | 5/20/2058 | GBP | 4,469 | 6,105 | |
| Barclays plc | 0.577% | 8/9/2029 | EUR | 4,548 | 4,954 | |
| Barclays plc | 6.369% | 1/31/2031 | GBP | 12,000 | 16,620 | |
| Barclays plc | 3.543% | 8/14/2031 | EUR | 7,000 | 8,005 | |
| Barclays plc | 1.106% | 5/12/2032 | EUR | 7,448 | 7,576 | |
| Barclays plc | 8.407% | 11/14/2032 | GBP | 7,500 | 10,474 | |
| Barclays plc | 3.250% | 1/17/2033 | GBP | 4,400 | 5,134 | |
| Barclays plc | 4.506% | 1/31/2033 | EUR | 17,000 | 20,111 | |
| Barclays plc | 5.262% | 1/29/2034 | EUR | 15,000 | 18,459 | |
| Barclays plc | 5.851% | 3/21/2035 | GBP | 13,000 | 17,383 | |
| Barclays plc | 4.347% | 5/8/2035 | EUR | 3,000 | 3,499 | |
| Barclays plc | 6.158% | 5/28/2035 | AUD | 2,910 | 2,050 | |
| Barclays plc | 4.973% | 5/31/2036 | EUR | 5,000 | 5,923 | |
| Barclays plc | 4.616% | 3/26/2037 | EUR | 10,000 | 11,677 | |
| Barclays plc | 4.433% | 11/12/2037 | EUR | 8,000 | 9,270 | |
| BAT International Finance plc | 2.250% | 6/26/2028 | GBP | 7,600 | 9,715 | |
| BAT International Finance plc | 2.250% | 1/16/2030 | EUR | 9,177 | 10,150 | |
| BAT International Finance plc | 4.125% | 4/12/2032 | EUR | 10,500 | 12,202 | |
| BAT International Finance plc | 6.000% | 11/24/2034 | GBP | 3,037 | 4,111 | |
| BAT International Finance plc | 5.750% | 7/5/2040 | GBP | 1,657 | 2,074 | |
| BAT International Finance plc | 2.000% | 3/13/2045 | EUR | 360 | 279 | |
| BAT International Finance plc | 2.250% | 9/9/2052 | GBP | 3,000 | 1,828 | |
| BAT Netherlands Finance BV | 5.375% | 2/16/2031 | EUR | 2,000 | 2,448 | |
| Bazalgette Finance plc | 2.375% | 11/29/2027 | GBP | 1,308 | 1,699 | |
| Beyond Housing Ltd. | 2.125% | 5/17/2051 | GBP | 3,807 | 2,333 | |
| Blend Funding plc | 5.260% | 6/11/2032 | GBP | 2,000 | 2,673 | |
| Blend Funding plc | 3.459% | 9/21/2047 | GBP | 7,000 | 6,120 | |
| Blend Funding plc | 2.922% | 4/5/2054 | GBP | 4,355 | 3,161 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| BPHA Finance plc | 4.816% | 4/11/2044 | GBP | 613 | 686 | |
| British American Tobacco plc | 3.750% | Perpetual | EUR | 10,500 | 11,875 | |
| British Land Co. plc | 2.375% | 9/14/2029 | GBP | 887 | 1,099 | |
| British Telecommunications Ltd. | 2.125% | 9/26/2028 | EUR | 100 | 113 | |
| British Telecommunications Ltd. | 5.750% | 12/7/2028 | GBP | 756 | 1,035 | |
| British Telecommunications Ltd. | 1.125% | 9/12/2029 | EUR | 4,000 | 4,302 | |
| British Telecommunications Ltd. | 3.125% | 11/21/2031 | GBP | 800 | 970 | |
| British Telecommunications Ltd. | 4.250% | 1/6/2033 | EUR | 1,000 | 1,172 | |
| British Telecommunications Ltd. | 3.875% | 1/20/2034 | EUR | 10,000 | 11,376 | |
| British Telecommunications Ltd. | 3.750% | 1/3/2035 | EUR | 5,000 | 5,589 | |
| British Telecommunications Ltd. | 6.375% | 6/23/2037 | GBP | 4,515 | 6,148 | |
| British Telecommunications Ltd. | 5.750% | 2/13/2041 | GBP | 2,000 | 2,478 | |
| British Telecommunications Ltd. | 5.625% | 12/3/2041 | GBP | 2,000 | 2,446 | |
| 3 | Broadgate Financing plc | 4.999% | 10/5/2031 | GBP | 2,431 | 3,224 |
| Bromford Flagship Livewest Ltd. | 3.125% | 5/3/2048 | GBP | 943 | 780 | |
| BUPA Finance plc | 4.125% | 6/14/2035 | GBP | 1,200 | 1,382 | |
| BUPA Finance plc | 6.625% | 11/18/2045 | GBP | 3,000 | 3,882 | |
| Cadent Finance plc | 2.125% | 9/22/2028 | GBP | 5,585 | 7,089 | |
| Cadent Finance plc | 0.625% | 3/19/2030 | EUR | 9,383 | 9,737 | |
| Cadent Finance plc | 0.750% | 3/11/2032 | EUR | 643 | 629 | |
| Cadent Finance plc | 3.750% | 4/16/2033 | EUR | 5,000 | 5,681 | |
| Cadent Finance plc | 2.250% | 10/10/2035 | GBP | 7,012 | 6,973 | |
| Cadent Finance plc | 2.625% | 9/22/2038 | GBP | 3,410 | 3,142 | |
| Cadent Finance plc | 3.125% | 3/21/2040 | GBP | 1,023 | 957 | |
| Cadent Finance plc | 2.750% | 9/22/2046 | GBP | 482 | 365 | |
| 3 | Canary Wharf Finance II plc | 5.952% | 10/22/2037 | GBP | 296 | 407 |
| Cardiff University | 3.000% | 12/7/2055 | GBP | 1,996 | 1,474 | |
| CCEP Finance Ireland DAC | 0.500% | 9/6/2029 | EUR | 5,938 | 6,288 | |
| CCEP Finance Ireland DAC | 0.875% | 5/6/2033 | EUR | 15,724 | 15,098 | |
| CCEP Finance Ireland DAC | 1.500% | 5/6/2041 | EUR | 2,704 | 2,215 | |
| Centrica plc | 4.375% | 3/13/2029 | GBP | 1,376 | 1,818 | |
| Centrica plc | 7.000% | 9/19/2033 | GBP | 2,545 | 3,648 | |
| Centrica plc | 4.250% | 9/12/2044 | GBP | 5,183 | 5,170 | |
| Chancellor Masters & Scholars of The University of Cambridge | 2.350% | 6/27/2078 | GBP | 1,398 | 811 | |
| Channel Link Enterprises Finance plc | 3.043% | 6/30/2050 | GBP | 3,102 | 3,896 | |
| Church Commissioners for England | 3.625% | 7/14/2052 | GBP | 1,500 | 1,342 | |
| Circle Anglia Social Housing plc | 7.250% | 11/12/2038 | GBP | 2,460 | 3,603 | |
| Circle Anglia Social Housing plc | 5.200% | 3/2/2044 | GBP | 1,450 | 1,684 | |
| Citizen Treasury plc | 3.250% | 10/20/2048 | GBP | 5,778 | 4,715 | |
| CK Hutchison Europe Finance 18 Ltd. | 2.000% | 4/13/2030 | EUR | 2,800 | 3,061 | |
| CK Hutchison Finance 16 Ltd. | 2.000% | 4/6/2028 | EUR | 2,000 | 2,257 | |
| CK Hutchison Group Telecom Finance SA | 2.000% | 10/17/2027 | GBP | 2,543 | 3,319 | |
| CK Hutchison Group Telecom Finance SA | 1.500% | 10/17/2031 | EUR | 5,633 | 5,827 | |
| CK Hutchison Group Telecom Finance SA | 2.625% | 10/17/2034 | GBP | 1,409 | 1,461 | |
| Clarion Funding plc | 2.625% | 1/18/2029 | GBP | 752 | 954 | |
| Clarion Funding plc | 3.125% | 4/19/2048 | GBP | 1,634 | 1,325 | |
| Clarion Funding plc | 5.375% | 5/30/2057 | GBP | 945 | 1,065 | |
| Coca-Cola Europacific Partners plc | 1.750% | 5/26/2028 | EUR | 2,653 | 2,981 | |
| Coca-Cola Europacific Partners plc | 0.200% | 12/2/2028 | EUR | 6,316 | 6,787 | |
| Coca-Cola Europacific Partners plc | 1.875% | 3/18/2030 | EUR | 2,500 | 2,734 | |
| Coca-Cola Europacific Partners plc | 0.700% | 9/12/2031 | EUR | 4,364 | 4,364 | |
| Compass Group plc | 2.625% | 1/15/2029 | EUR | 4,000 | 4,536 | |
| Compass Group plc | 2.000% | 7/3/2029 | GBP | 3,028 | 3,783 | |
| Compass Group plc | 3.250% | 2/6/2031 | EUR | 3,000 | 3,408 | |
| Compass Group plc | 4.375% | 9/8/2032 | GBP | 5,000 | 6,459 | |
| Compass Group plc | 3.500% | 1/15/2035 | EUR | 4,000 | 4,463 | |
| 3 | Connect Plus M25 Issuer plc | 2.607% | 3/31/2039 | GBP | 1,180 | 1,287 |
| Coventry Building Society | 2.000% | 12/20/2030 | GBP | 2,438 | 2,879 | |
| CPUK Finance Ltd. | 5.876% | 8/28/2027 | GBP | 1,000 | 1,356 | |
| CPUK Finance Ltd. | 3.690% | 8/28/2028 | GBP | 100 | 130 | |
| 3,6 | CTRL Section 1 Finance plc | 5.234% | 5/2/2035 | GBP | 450 | 604 |
| Dali Capital plc | 4.799% | 12/21/2037 | GBP | 350 | 414 | |
| Derby Healthcare plc | 5.564% | 6/30/2041 | GBP | 662 | 852 | |
| Derwent London plc | 1.875% | 11/17/2031 | GBP | 1,500 | 1,692 | |
| Diageo Capital BV | 0.125% | 9/28/2028 | EUR | 9,300 | 10,046 | |
| Diageo Finance plc | 2.500% | 3/27/2032 | EUR | 6,431 | 6,976 | |
| Diageo Finance plc | 1.250% | 3/28/2033 | GBP | 2,541 | 2,706 | |
| Diageo Finance plc | 3.375% | 8/30/2035 | EUR | 5,000 | 5,507 | |
| Diageo Finance plc | 2.750% | 6/8/2038 | GBP | 6,000 | 5,894 | |
| DS Smith plc | 4.500% | 7/27/2030 | EUR | 5,000 | 5,901 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| DWR Cymru Financing UK plc | 6.015% | 3/31/2028 | GBP | 375 | 511 | |
| DWR Cymru Financing UK plc | 1.375% | 3/31/2033 | GBP | 5,500 | 5,613 | |
| DWR Cymru Financing UK plc | 2.375% | 3/31/2034 | GBP | 4,058 | 4,097 | |
| DWR Cymru Financing UK plc | 2.500% | 3/31/2036 | GBP | 383 | 376 | |
| Eastern Power Networks plc | 2.125% | 11/25/2033 | GBP | 3,500 | 3,735 | |
| Eastern Power Networks plc | 6.250% | 11/12/2036 | GBP | 6,000 | 8,256 | |
| Eastern Power Networks plc | 5.375% | 10/2/2039 | GBP | 4,000 | 4,966 | |
| easyJet FinCo BV | 1.875% | 3/3/2028 | EUR | 5,000 | 5,626 | |
| easyJet plc | 3.750% | 3/20/2031 | EUR | 5,000 | 5,700 | |
| EMH Treasury plc | 4.500% | 1/29/2044 | GBP | 1,545 | 1,669 | |
| 3 | Eversholt Funding plc | 3.529% | 8/7/2042 | GBP | 5,765 | 7,687 |
| Flagship Finance plc | 1.875% | 7/14/2061 | GBP | 946 | 464 | |
| Futures Treasury plc | 3.375% | 2/8/2044 | GBP | 1,492 | 1,366 | |
| Gatwick Funding Ltd. | 2.500% | 4/15/2030 | GBP | 2,800 | 3,426 | |
| Gatwick Funding Ltd. | 3.625% | 10/16/2033 | EUR | 5,000 | 5,600 | |
| Gatwick Funding Ltd. | 3.875% | 6/24/2035 | EUR | 8,300 | 9,302 | |
| Gatwick Funding Ltd. | 5.750% | 1/23/2037 | GBP | 3,448 | 4,439 | |
| Gatwick Funding Ltd. | 3.125% | 9/28/2039 | GBP | 2,159 | 2,051 | |
| Gatwick Funding Ltd. | 6.500% | 3/2/2041 | GBP | 2,000 | 2,654 | |
| Genfinance II plc | 6.064% | 12/21/2039 | GBP | 3,037 | 3,975 | |
| GlaxoSmithKline Capital plc | 3.375% | 12/20/2027 | GBP | 2,040 | 2,708 | |
| GlaxoSmithKline Capital plc | 1.250% | 10/12/2028 | GBP | 9,524 | 11,912 | |
| GlaxoSmithKline Capital plc | 1.375% | 9/12/2029 | EUR | 5,000 | 5,454 | |
| GlaxoSmithKline Capital plc | 1.750% | 5/21/2030 | EUR | 9,098 | 9,880 | |
| GlaxoSmithKline Capital plc | 5.250% | 12/19/2033 | GBP | 1,760 | 2,372 | |
| GlaxoSmithKline Capital plc | 1.625% | 5/12/2035 | GBP | 11,611 | 11,388 | |
| GlaxoSmithKline Capital plc | 6.375% | 3/9/2039 | GBP | 578 | 797 | |
| GlaxoSmithKline Capital plc | 5.250% | 4/10/2042 | GBP | 2,239 | 2,711 | |
| GlaxoSmithKline Capital plc | 4.250% | 12/18/2045 | GBP | 383 | 395 | |
| Global Switch Finance BV | 1.375% | 10/7/2030 | EUR | 2,300 | 2,424 | |
| Grainger plc | 3.000% | 7/3/2030 | GBP | 1,500 | 1,848 | |
| Great Places Housing Group Ltd. | 4.750% | 10/22/2042 | GBP | 1,545 | 1,719 | |
| Greene King Finance plc | 5.318% | 9/15/2031 | GBP | 464 | 618 | |
| GSK Capital BV | 3.125% | 11/28/2032 | EUR | 9,000 | 10,076 | |
| Guinness Partnership Ltd. | 4.000% | 10/24/2044 | GBP | 1,436 | 1,424 | |
| Guinness Partnership Ltd. | 2.000% | 4/22/2055 | GBP | 800 | 444 | |
| Hammerson plc | 5.875% | 10/8/2036 | GBP | 2,700 | 3,512 | |
| Heathrow Funding Ltd. | 2.694% | 10/13/2027 | CAD | 9,519 | 6,737 | |
| Heathrow Funding Ltd. | 2.750% | 10/13/2029 | GBP | 6,543 | 8,131 | |
| Heathrow Funding Ltd. | 1.500% | 2/11/2030 | EUR | 6,096 | 6,529 | |
| Heathrow Funding Ltd. | 1.125% | 10/8/2030 | EUR | 16,500 | 17,123 | |
| Heathrow Funding Ltd. | 3.661% | 1/13/2031 | CAD | 4,330 | 3,031 | |
| Heathrow Funding Ltd. | 6.450% | 12/10/2031 | GBP | 1,523 | 2,135 | |
| Heathrow Funding Ltd. | 3.726% | 4/13/2033 | CAD | 2,907 | 1,991 | |
| Heathrow Funding Ltd. | 1.875% | 3/14/2034 | EUR | 2,404 | 2,353 | |
| Heathrow Funding Ltd. | 4.900% | 8/6/2037 | CAD | 4,074 | 2,901 | |
| Heathrow Funding Ltd. | 5.875% | 5/13/2041 | GBP | 6,469 | 8,074 | |
| Heathrow Funding Ltd. | 4.625% | 10/31/2046 | GBP | 1,272 | 1,310 | |
| Hexagon Housing Association Ltd. | 3.625% | 4/22/2048 | GBP | 1,000 | 849 | |
| High Speed Rail Finance 1 plc | 4.375% | 11/1/2038 | GBP | 3,376 | 4,111 | |
| Home Group Ltd. | 3.125% | 3/27/2043 | GBP | 2,996 | 2,656 | |
| 3 | Housing & Care 21 | 3.288% | 11/8/2049 | GBP | 1,640 | 1,372 |
| HSBC Bank Capital Funding Sterling 1 LP | 5.844% | Perpetual | GBP | 188 | 257 | |
| HSBC Bank plc | 4.750% | 3/24/2046 | GBP | 1,000 | 1,086 | |
| HSBC Holdings plc | 2.625% | 8/16/2028 | GBP | 1,615 | 2,079 | |
| HSBC Holdings plc | 0.641% | 9/24/2029 | EUR | 5,938 | 6,452 | |
| HSBC Holdings plc | 3.313% | 5/13/2030 | EUR | 15,000 | 17,178 | |
| HSBC Holdings plc | 3.000% | 5/29/2030 | GBP | 2,185 | 2,773 | |
| HSBC Holdings plc | 3.445% | 9/25/2030 | EUR | 5,000 | 5,742 | |
| HSBC Holdings plc | 6.800% | 9/14/2031 | GBP | 5,000 | 7,083 | |
| HSBC Holdings plc | 4.787% | 3/10/2032 | EUR | 20,000 | 24,024 | |
| HSBC Holdings plc | 5.290% | 9/16/2032 | GBP | 3,000 | 4,009 | |
| HSBC Holdings plc | 6.364% | 11/16/2032 | EUR | 14,000 | 16,677 | |
| HSBC Holdings plc | 4.856% | 5/23/2033 | EUR | 17,000 | 20,533 | |
| HSBC Holdings plc | 3.911% | 5/13/2034 | EUR | 10,000 | 11,453 | |
| HSBC Holdings plc | 8.201% | 11/16/2034 | GBP | 15,264 | 21,963 | |
| HSBC Holdings plc | 3.834% | 9/25/2035 | EUR | 5,000 | 5,674 | |
| HSBC Holdings plc | 7.000% | 4/7/2038 | GBP | 7,150 | 9,982 | |
| HSBC Holdings plc | 6.000% | 3/29/2040 | GBP | 3,898 | 4,979 | |
| Hyde Housing Association Ltd. | 5.125% | 7/23/2040 | GBP | 221 | 267 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Hyde Housing Association Ltd. | 1.750% | 8/18/2055 | GBP | 2,580 | 1,310 | |
| ICG plc | 2.500% | 1/28/2030 | EUR | 1,395 | 1,533 | |
| IDS Financing plc | 4.000% | 10/1/2032 | EUR | 10,000 | 11,199 | |
| IG Group Holdings plc | 3.125% | 11/18/2028 | GBP | 3,000 | 3,831 | |
| IHG Finance LLC | 3.375% | 9/10/2030 | EUR | 3,000 | 3,405 | |
| IHG Finance LLC | 3.625% | 9/27/2031 | EUR | 6,000 | 6,828 | |
| Imperial Brands Finance Netherlands BV | 5.250% | 2/15/2031 | EUR | 8,300 | 10,096 | |
| Imperial Brands Finance Netherlands BV | 1.750% | 3/18/2033 | EUR | 11,053 | 10,947 | |
| Imperial Brands Finance plc | 4.875% | 6/7/2032 | GBP | 3,870 | 5,007 | |
| Imperial Brands Finance plc | 3.875% | 8/2/2033 | EUR | 13,000 | 14,587 | |
| Imperial Brands Finance plc | 3.875% | 2/12/2034 | EUR | 7,000 | 7,794 | |
| Inchcape plc | 6.500% | 6/9/2028 | GBP | 5,000 | 6,860 | |
| Incommunities Treasury plc | 3.250% | 3/21/2049 | GBP | 1,601 | 1,281 | |
| Informa plc | 1.250% | 4/22/2028 | EUR | 5,000 | 5,563 | |
| Informa plc | 3.250% | 10/23/2030 | EUR | 2,000 | 2,266 | |
| Informa plc | 3.375% | 6/9/2031 | EUR | 5,000 | 5,639 | |
| International Consolidated Airlines Group SA | 3.352% | 9/11/2030 | EUR | 5,000 | 5,662 | |
| ITV plc | 4.250% | 6/19/2032 | EUR | 5,000 | 5,835 | |
| J Sainsbury plc | 5.625% | 1/29/2035 | GBP | 2,500 | 3,308 | |
| Jigsaw Funding plc | 3.375% | 5/5/2052 | GBP | 1,200 | 979 | |
| Just Group plc | 6.875% | 3/30/2035 | GBP | 1,500 | 2,023 | |
| Juturna European Loan Conduit No. 16 plc | 5.064% | 8/10/2033 | GBP | 2,750 | 3,678 | |
| Karbon Homes Ltd. | 3.375% | 11/15/2047 | GBP | 3,815 | 3,282 | |
| Land Securities Capital Markets plc | 2.399% | 2/8/2029 | GBP | 2,800 | 3,530 | |
| Land Securities Capital Markets plc | 4.750% | 9/18/2031 | GBP | 2,000 | 2,629 | |
| Land Securities Capital Markets plc | 2.625% | 9/22/2037 | GBP | 904 | 891 | |
| Land Securities Capital Markets plc | 2.750% | 9/22/2057 | GBP | 1,713 | 1,162 | |
| Leeds Building Society | 1.375% | 10/6/2027 | GBP | 6,904 | 8,944 | |
| Legal & General Finance plc | 5.875% | 12/11/2031 | GBP | 3,587 | 5,027 | |
| Legal & General Group plc | 5.125% | 11/14/2048 | GBP | 2,548 | 3,400 | |
| Legal & General Group plc | 4.500% | 11/1/2050 | GBP | 3,600 | 4,620 | |
| Legal & General Group plc | 6.625% | 4/1/2055 | GBP | 2,000 | 2,737 | |
| Legal & General Group plc | 4.375% | 9/4/2055 | EUR | 7,500 | 8,457 | |
| LiveWest Treasury plc | 1.875% | 2/18/2056 | GBP | 1,100 | 588 | |
| Lloyds Bank plc | 6.000% | 2/8/2029 | GBP | 5,278 | 7,319 | |
| Lloyds Bank plc | 0.125% | 9/23/2029 | EUR | 20,450 | 21,453 | |
| Lloyds Banking Group plc | 4.250% | 11/22/2027 | AUD | 2,520 | 1,749 | |
| Lloyds Banking Group plc | 3.125% | 8/24/2030 | EUR | 7,000 | 7,972 | |
| Lloyds Banking Group plc | 4.750% | 9/21/2031 | EUR | 5,000 | 5,993 | |
| Lloyds Banking Group plc | 5.250% | 10/16/2031 | GBP | 6,000 | 8,045 | |
| Lloyds Banking Group plc | 3.625% | 5/13/2033 | EUR | 10,000 | 11,379 | |
| Lloyds Banking Group plc | 4.000% | 5/9/2035 | EUR | 10,000 | 11,513 | |
| Lloyds Banking Group plc | 2.707% | 12/3/2035 | GBP | 9,545 | 11,348 | |
| Lloyds Banking Group plc | 3.625% | 3/4/2036 | EUR | 7,000 | 7,871 | |
| London & Quadrant Housing Trust | 2.625% | 2/28/2028 | GBP | 4,372 | 5,664 | |
| London & Quadrant Housing Trust | 2.250% | 7/20/2029 | GBP | 2,800 | 3,452 | |
| London & Quadrant Housing Trust | 2.125% | 3/31/2032 | GBP | 4,900 | 5,501 | |
| London & Quadrant Housing Trust | 4.625% | 12/5/2033 | GBP | 400 | 502 | |
| London & Quadrant Housing Trust | 5.486% | 6/15/2042 | GBP | 1,300 | 1,578 | |
| London & Quadrant Housing Trust | 3.750% | 10/27/2049 | GBP | 1,985 | 1,749 | |
| London & Quadrant Housing Trust | 3.125% | 2/28/2053 | GBP | 832 | 631 | |
| London Stock Exchange Group plc | 1.750% | 12/6/2027 | EUR | 6,798 | 7,702 | |
| LondonMetric Property plc | 4.500% | 12/10/2029 | GBP | 5,000 | 6,558 | |
| Lseg Netherlands BV | 4.231% | 9/29/2030 | EUR | 4,000 | 4,720 | |
| Lseg Netherlands BV | 0.750% | 4/6/2033 | EUR | 5,938 | 5,647 | |
| M&G plc | 5.625% | 10/20/2051 | GBP | 4,998 | 6,588 | |
| M&G plc | 5.560% | 7/20/2055 | GBP | 3,777 | 4,751 | |
| M&G plc | 6.340% | 12/19/2063 | GBP | 1,710 | 2,112 | |
| M&G plc | 6.250% | 10/20/2068 | GBP | 1,600 | 1,900 | |
| Manchester Airport Group Funding plc | 4.750% | 3/31/2034 | GBP | 7,996 | 10,212 | |
| Manchester Airport Group Funding plc | 5.250% | 9/30/2036 | GBP | 5,000 | 6,327 | |
| Manchester Airport Group Funding plc | 6.125% | 9/30/2041 | GBP | 1,183 | 1,540 | |
| Manchester Airport Group Funding plc | 2.875% | 9/30/2044 | GBP | 2,094 | 1,730 | |
| Martlet Homes Ltd. | 3.000% | 5/9/2052 | GBP | 1,765 | 1,315 | |
| 3 | Meadowhall Finance plc | 4.986% | 1/12/2032 | GBP | 989 | 1,297 |
| 3 | Metropolitan Funding plc | 4.125% | 4/5/2048 | GBP | 996 | 962 |
| Moat Homes Finance plc | 5.000% | 9/23/2041 | GBP | 865 | 1,019 | |
| Morhomes plc | 3.400% | 2/19/2038 | GBP | 887 | 914 | |
| Motability Operations Group plc | 0.125% | 7/20/2028 | EUR | 14,444 | 15,674 | |
| Motability Operations Group plc | 1.750% | 7/3/2029 | GBP | 4,956 | 6,072 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Motability Operations Group plc | 5.625% | 11/29/2030 | GBP | 996 | 1,363 | |
| Motability Operations Group plc | 3.500% | 7/17/2031 | EUR | 5,000 | 5,686 | |
| Motability Operations Group plc | 2.375% | 3/14/2032 | GBP | 3,218 | 3,691 | |
| Motability Operations Group plc | 3.875% | 1/24/2034 | EUR | 6,000 | 6,781 | |
| Motability Operations Group plc | 3.625% | 3/10/2036 | GBP | 2,100 | 2,344 | |
| Motability Operations Group plc | 2.375% | 7/3/2039 | GBP | 3,100 | 2,740 | |
| Motability Operations Group plc | 2.125% | 1/18/2042 | GBP | 11,790 | 9,130 | |
| Motability Operations Group plc | 4.875% | 1/17/2043 | GBP | 4,000 | 4,427 | |
| Motability Operations Group plc | 5.750% | 9/11/2048 | GBP | 1,800 | 2,125 | |
| Motability Operations Group plc | 5.750% | 6/17/2051 | GBP | 2,000 | 2,325 | |
| Motability Operations Group plc | 5.625% | 1/24/2054 | GBP | 2,000 | 2,278 | |
| Myriad Capital plc | 4.750% | 12/20/2043 | GBP | 900 | 988 | |
| National Gas Transmission plc | 4.250% | 4/5/2030 | EUR | 5,100 | 5,994 | |
| National Gas Transmission plc | 1.125% | 1/14/2033 | GBP | 4,625 | 4,776 | |
| National Grid Electricity Distribution East Midlands plc | 3.530% | 9/20/2028 | EUR | 3,000 | 3,472 | |
| National Grid Electricity Distribution East Midlands plc | 1.750% | 9/9/2031 | GBP | 1,200 | 1,362 | |
| National Grid Electricity Distribution East Midlands plc | 3.949% | 9/20/2032 | EUR | 5,400 | 6,267 | |
| National Grid Electricity Distribution South Wales plc | 1.625% | 10/7/2035 | GBP | 5,414 | 5,100 | |
| National Grid Electricity Distribution South Wales plc | 5.750% | 3/23/2040 | GBP | 1,100 | 1,385 | |
| National Grid Electricity Distribution South West plc | 5.750% | 3/23/2040 | GBP | 900 | 1,127 | |
| National Grid Electricity Distribution South West plc | 5.818% | 7/31/2041 | GBP | 4,500 | 5,672 | |
| National Grid Electricity Transmission plc | 2.301% | 6/22/2029 | CAD | 2,536 | 1,740 | |
| National Grid Electricity Transmission plc | 5.221% | 9/16/2031 | CAD | 2,400 | 1,792 | |
| National Grid Electricity Transmission plc | 0.823% | 7/7/2032 | EUR | 2,800 | 2,722 | |
| National Grid Electricity Transmission plc | 2.000% | 9/16/2038 | GBP | 2,982 | 2,574 | |
| National Grid Electricity Transmission plc | 0.872% | 11/26/2040 | EUR | 1,900 | 1,397 | |
| National Grid plc | 0.163% | 1/20/2028 | EUR | 7,000 | 7,722 | |
| National Grid plc | 0.553% | 9/18/2029 | EUR | 2,243 | 2,363 | |
| National Grid plc | 2.949% | 3/30/2030 | EUR | 8,000 | 9,033 | |
| National Grid plc | 0.750% | 9/1/2033 | EUR | 1,200 | 1,111 | |
| National Grid plc | 3.245% | 3/30/2034 | EUR | 3,000 | 3,268 | |
| National Grid plc | 4.275% | 1/16/2035 | EUR | 6,600 | 7,679 | |
| Nationwide Building Society | 3.250% | 1/20/2028 | GBP | 4,725 | 6,228 | |
| Nationwide Building Society | 3.625% | 3/15/2028 | EUR | 12,500 | 14,531 | |
| Nationwide Building Society | 0.250% | 9/14/2028 | EUR | 8,406 | 9,107 | |
| Nationwide Building Society | 2.250% | 6/25/2029 | EUR | 2,543 | 2,859 | |
| Nationwide Building Society | 3.250% | 9/5/2029 | EUR | 5,000 | 5,733 | |
| Nationwide Building Society | 3.000% | 3/3/2030 | EUR | 8,000 | 9,064 | |
| Nationwide Building Society | 1.375% | 6/29/2032 | EUR | 13,179 | 13,581 | |
| Nationwide Building Society | 3.828% | 7/24/2032 | EUR | 10,000 | 11,543 | |
| Nationwide Building Society | 3.309% | 5/2/2034 | EUR | 4,337 | 4,927 | |
| Nationwide Building Society | 3.854% | 2/3/2037 | EUR | 15,000 | 16,917 | |
| NatWest Group plc | 2.057% | 11/9/2028 | GBP | 2,900 | 3,772 | |
| NatWest Group plc | 3.619% | 3/29/2029 | GBP | 9,600 | 12,634 | |
| NatWest Group plc | 0.670% | 9/14/2029 | EUR | 11,800 | 12,842 | |
| NatWest Group plc | 3.673% | 8/5/2031 | EUR | 10,000 | 11,533 | |
| NatWest Group plc | 3.575% | 9/12/2032 | EUR | 10,000 | 11,447 | |
| NatWest Group plc | 1.043% | 9/14/2032 | EUR | 8,700 | 9,814 | |
| NatWest Group plc | 7.416% | 6/6/2033 | GBP | 3,000 | 4,165 | |
| NatWest Group plc | 5.763% | 2/28/2034 | EUR | 8,000 | 9,623 | |
| NatWest Markets plc | 3.625% | 1/9/2029 | EUR | 9,400 | 10,911 | |
| 6 | Network Rail Infrastructure Finance plc | 4.375% | 12/9/2030 | GBP | 4,533 | 6,028 |
| 6 | Network Rail Infrastructure Finance plc | 4.750% | 11/29/2035 | GBP | 2,154 | 2,803 |
| NewRiver REIT plc | 3.500% | 3/7/2028 | GBP | 887 | 1,157 | |
| Next Group plc | 3.625% | 5/18/2028 | GBP | 5,541 | 7,289 | |
| NIE Finance plc | 5.875% | 12/1/2032 | GBP | 3,000 | 4,094 | |
| NIE Finance plc | 5.875% | 9/3/2041 | GBP | 2,500 | 3,199 | |
| Northern Gas Networks Finance plc | 4.875% | 11/15/2035 | GBP | 1,535 | 1,895 | |
| Northern Powergrid Northeast plc | 3.250% | 4/1/2052 | GBP | 2,100 | 1,687 | |
| Northern Powergrid Yorkshire plc | 6.125% | 4/1/2050 | GBP | 5,500 | 6,955 | |
| Northern Powergrid Yorkshire plc | 2.250% | 10/9/2059 | GBP | 1,278 | 724 | |
| Northumbrian Water Finance plc | 2.375% | 10/5/2027 | GBP | 300 | 392 | |
| Northumbrian Water Finance plc | 5.625% | 4/29/2033 | GBP | 1,329 | 1,744 | |
| Northumbrian Water Finance plc | 6.375% | 10/28/2034 | GBP | 4,000 | 5,424 | |
| Northumbrian Water Finance plc | 5.125% | 1/23/2042 | GBP | 486 | 543 | |
| Notting Hill Genesis | 3.750% | 12/20/2032 | GBP | 2,762 | 3,336 | |
| Notting Hill Genesis | 2.000% | 6/3/2036 | GBP | 803 | 756 | |
| Notting Hill Genesis | 5.250% | 7/7/2042 | GBP | 723 | 846 | |
| Notting Hill Genesis | 3.250% | 10/12/2048 | GBP | 150 | 122 | |
| Notting Hill Genesis | 4.375% | 2/20/2054 | GBP | 1,758 | 1,661 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Optivo Finance plc | 2.857% | 10/7/2035 | GBP | 2,100 | 2,206 | |
| Optivo Finance plc | 5.250% | 3/13/2043 | GBP | 1,300 | 1,519 | |
| Optivo Finance plc | 3.283% | 3/22/2048 | GBP | 900 | 742 | |
| Orbit Capital plc | 2.000% | 11/24/2038 | GBP | 1,500 | 1,304 | |
| Orbit Capital plc | 3.500% | 3/24/2045 | GBP | 1,977 | 1,806 | |
| Orbit Capital plc | 3.375% | 6/14/2048 | GBP | 516 | 434 | |
| Paradigm Homes Charitable Housing Association Ltd. | 2.250% | 5/20/2051 | GBP | 2,777 | 1,782 | |
| Paragon Treasury plc | 2.000% | 5/7/2036 | GBP | 1,509 | 1,425 | |
| 3 | Paragon Treasury plc | 3.625% | 1/21/2047 | GBP | 996 | 907 |
| Peabody Trust | 2.750% | 3/2/2034 | GBP | 2,000 | 2,193 | |
| Peabody Trust | 5.250% | 3/17/2043 | GBP | 2,900 | 3,407 | |
| Peabody Trust | 3.125% | 10/31/2047 | GBP | 1,509 | 1,212 | |
| Peabody Trust | 4.625% | 12/12/2053 | GBP | 150 | 149 | |
| Pearson Funding plc | 3.750% | 6/4/2030 | GBP | 1,107 | 1,409 | |
| Pearson Funding plc | 5.375% | 9/12/2034 | GBP | 1,000 | 1,289 | |
| 3 | Penarian Housing Finance plc | 3.212% | 6/7/2052 | GBP | 723 | 607 |
| Pension Insurance Corp. plc | 5.625% | 9/20/2030 | GBP | 3,809 | 5,055 | |
| Pension Insurance Corp. plc | 8.000% | 11/13/2033 | GBP | 1,800 | 2,615 | |
| Pension Insurance Corp. plc | 6.875% | 11/15/2034 | GBP | 2,000 | 2,728 | |
| Places For People Treasury plc | 5.375% | 3/5/2032 | GBP | 6,600 | 8,744 | |
| Platform HG Financing plc | 1.926% | 9/15/2041 | GBP | 1,000 | 788 | |
| Platform HG Financing plc | 1.625% | 8/10/2055 | GBP | 2,348 | 1,173 | |
| PRS Finance plc | 2.000% | 1/23/2029 | GBP | 8,129 | 10,266 | |
| Quadgas Finance plc | 3.375% | 9/17/2029 | GBP | 2,379 | 2,994 | |
| Reckitt Benckiser Treasury Services Nederland BV | 0.750% | 5/19/2030 | EUR | 7,596 | 7,927 | |
| Reckitt Benckiser Treasury Services plc | 1.750% | 5/19/2032 | GBP | 2,159 | 2,406 | |
| Reckitt Benckiser Treasury Services plc | 3.875% | 9/14/2033 | EUR | 3,000 | 3,469 | |
| Reckitt Benckiser Treasury Services plc | 5.625% | 12/14/2038 | GBP | 1,000 | 1,302 | |
| RELX Finance BV | 0.500% | 3/10/2028 | EUR | 7,631 | 8,432 | |
| RELX Finance BV | 3.750% | 6/12/2031 | EUR | 2,667 | 3,094 | |
| RELX Finance BV | 0.875% | 3/10/2032 | EUR | 8,108 | 8,019 | |
| RELX Finance BV | 3.375% | 3/20/2033 | EUR | 2,500 | 2,795 | |
| Rentokil Initial Finance BV | 4.375% | 6/27/2030 | EUR | 3,000 | 3,547 | |
| Rio Tinto Finance plc | 4.000% | 12/11/2029 | GBP | 4,600 | 6,008 | |
| Riverside Finance plc | 3.875% | 12/5/2044 | GBP | 1,107 | 1,053 | |
| RL Finance Bonds No. 3 plc | 6.125% | 11/13/2028 | GBP | 1,656 | 2,262 | |
| RL Finance Bonds No. 4 plc | 4.875% | 10/7/2049 | GBP | 5,971 | 6,549 | |
| 3 | RMPA Services plc | 5.337% | 9/30/2038 | GBP | 1,163 | 1,553 |
| Rolls-Royce Holdings plc | 3.375% | 5/20/2031 | EUR | 5,000 | 5,718 | |
| Rolls-Royce plc | 1.625% | 5/9/2028 | EUR | 6,000 | 6,730 | |
| Rothesay Life plc | 7.734% | 5/16/2033 | GBP | 6,000 | 8,685 | |
| Rothesay Life plc | 7.019% | 12/10/2034 | GBP | 10,600 | 14,791 | |
| Sage Group plc | 1.625% | 2/25/2031 | GBP | 4,608 | 5,196 | |
| Saltaire Finance plc | 1.527% | 11/23/2051 | GBP | 2,000 | 1,124 | |
| Sanctuary Capital plc | 6.697% | 3/23/2039 | GBP | 1,052 | 1,485 | |
| Sanctuary Capital plc | 5.000% | 4/26/2047 | GBP | 2,055 | 2,287 | |
| Sanctuary Capital plc | 2.375% | 4/14/2050 | GBP | 548 | 368 | |
| Santander UK Group Holdings plc | 2.421% | 1/17/2029 | GBP | 5,100 | 6,617 | |
| Santander UK Group Holdings plc | 0.603% | 9/13/2029 | EUR | 8,958 | 9,731 | |
| Santander UK plc | 5.250% | 2/16/2029 | GBP | 3,122 | 4,251 | |
| Santander UK plc | 3.125% | 5/12/2031 | EUR | 25,100 | 28,632 | |
| Santander UK plc | 2.875% | 1/12/2032 | EUR | 12,000 | 13,473 | |
| 3 | Saxon Weald Capital plc | 5.375% | 6/6/2042 | GBP | 515 | 648 |
| Scotland Gas Networks plc | 4.875% | 12/21/2034 | GBP | 498 | 622 | |
| Scottish Hydro Electric Transmission plc | 3.375% | 9/4/2032 | EUR | 5,000 | 5,627 | |
| Scottish Hydro Electric Transmission plc | 3.375% | 11/2/2033 | EUR | 7,000 | 7,782 | |
| Scottish Hydro Electric Transmission plc | 2.250% | 9/27/2035 | GBP | 300 | 304 | |
| Scottish Hydro Electric Transmission plc | 5.500% | 1/15/2044 | GBP | 5,000 | 6,016 | |
| Scottish Widows Ltd. | 7.000% | 6/16/2043 | GBP | 700 | 941 | |
| Segro Capital Sarl | 0.500% | 9/22/2031 | EUR | 7,724 | 7,599 | |
| Segro plc | 2.375% | 10/11/2029 | GBP | 558 | 694 | |
| Segro plc | 2.875% | 10/11/2037 | GBP | 200 | 204 | |
| Severn Trent Utilities Finance plc | 6.250% | 6/7/2029 | GBP | 2,000 | 2,766 | |
| Severn Trent Utilities Finance plc | 2.750% | 12/5/2031 | GBP | 1,613 | 1,892 | |
| Severn Trent Utilities Finance plc | 4.625% | 11/30/2034 | GBP | 3,000 | 3,699 | |
| Severn Trent Utilities Finance plc | 5.250% | 4/4/2036 | GBP | 1,300 | 1,639 | |
| Severn Trent Utilities Finance plc | 4.250% | 1/29/2040 | EUR | 5,000 | 5,530 | |
| Severn Trent Utilities Finance plc | 2.000% | 6/2/2040 | GBP | 658 | 525 | |
| Severn Trent Utilities Finance plc | 4.875% | 1/24/2042 | GBP | 12,891 | 14,262 | |
| Sky Ltd. | 4.000% | 11/26/2029 | GBP | 2,434 | 3,164 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Smith & Nephew plc | 4.565% | 10/11/2029 | EUR | 1,000 | 1,187 | |
| Smiths Group plc | 3.625% | 11/13/2033 | EUR | 5,000 | 5,567 | |
| South Eastern Power Networks plc | 5.625% | 9/30/2030 | GBP | 1,299 | 1,782 | |
| South Eastern Power Networks plc | 6.375% | 11/12/2031 | GBP | 1,463 | 2,055 | |
| South Eastern Power Networks plc | 1.750% | 9/30/2034 | GBP | 785 | 790 | |
| Southern Electric Power Distribution plc | 4.625% | 2/20/2037 | GBP | 2,864 | 3,419 | |
| Southern Gas Networks plc | 1.250% | 12/2/2031 | GBP | 4,600 | 5,017 | |
| Southern Gas Networks plc | 3.100% | 9/15/2036 | GBP | 3,500 | 3,623 | |
| Southern Gas Networks plc | 6.375% | 5/15/2040 | GBP | 338 | 443 | |
| Southern Housing | 3.500% | 10/19/2047 | GBP | 723 | 624 | |
| Southern Water Services Finance Ltd. | 5.125% | 9/30/2056 | GBP | 50 | 52 | |
| Southern Water Services Finance Ltd. Class A | 4.500% | 3/31/2052 | GBP | 150 | 140 | |
| Sovereign Housing Capital plc | 4.768% | 6/1/2043 | GBP | 189 | 210 | |
| Sovereign Housing Capital plc | 2.375% | 11/4/2048 | GBP | 2,345 | 1,599 | |
| Sovereign Network Group | 6.125% | 9/16/2040 | GBP | 3,000 | 3,944 | |
| SP Manweb plc | 4.875% | 9/20/2027 | GBP | 200 | 270 | |
| SSE plc | 8.375% | 11/20/2028 | GBP | 1,512 | 2,179 | |
| SSE plc | 2.875% | 8/1/2029 | EUR | 5,000 | 5,670 | |
| SSE plc | 1.750% | 4/16/2030 | EUR | 10,000 | 10,815 | |
| SSE plc | 6.250% | 8/27/2038 | GBP | 3,328 | 4,474 | |
| SSE plc | 4.000% | Perpetual | EUR | 13,933 | 16,057 | |
| Standard Chartered plc | 4.874% | 5/10/2031 | EUR | 5,000 | 5,993 | |
| Standard Chartered plc | 4.375% | 1/18/2038 | GBP | 1,545 | 1,784 | |
| Standard Life plc | 4.375% | 1/24/2029 | EUR | 7,466 | 8,740 | |
| Standard Life plc | 5.867% | 6/13/2029 | GBP | 1,819 | 2,462 | |
| Standard Life plc | 5.625% | 4/28/2031 | GBP | 3,381 | 4,477 | |
| SW Finance I plc | 6.192% | 3/31/2029 | GBP | 1,536 | 2,083 | |
| SW Finance I plc | 6.875% | 8/7/2032 | GBP | 13,000 | 17,415 | |
| SW Finance I plc | 7.000% | 4/16/2040 | GBP | 5,000 | 6,277 | |
| SW Finance I plc | 7.375% | 12/12/2041 | GBP | 1,100 | 1,422 | |
| Swiss RE Subordinated Finance plc | 3.890% | 3/26/2033 | EUR | 5,000 | 5,689 | |
| 3 | TC Dudgeon Ofto plc | 3.158% | 11/12/2038 | GBP | 633 | 730 |
| Telereal Securitisation plc | 3.563% | 12/10/2031 | GBP | 1,100 | 1,356 | |
| Tesco Corporate Treasury Services plc | 0.375% | 7/27/2029 | EUR | 12,750 | 13,569 | |
| Tesco Corporate Treasury Services plc | 4.250% | 2/27/2031 | EUR | 4,700 | 5,567 | |
| Tesco Corporate Treasury Services plc | 3.375% | 5/6/2032 | EUR | 12,000 | 13,548 | |
| 3 | Tesco Property Finance 1 plc | 7.623% | 7/13/2039 | GBP | 1,287 | 1,911 |
| 3 | Tesco Property Finance 2 plc | 6.052% | 10/13/2039 | GBP | 1,653 | 2,249 |
| 3 | Tesco Property Finance 3 plc | 5.744% | 4/13/2040 | GBP | 888 | 1,175 |
| 3 | Tesco Property Finance 4 plc | 5.801% | 10/13/2040 | GBP | 2,270 | 2,998 |
| 3 | Tesco Property Finance 5 plc | 5.661% | 10/13/2041 | GBP | 1,060 | 1,384 |
| 3 | Tesco Property Finance 6 plc | 5.411% | 7/13/2044 | GBP | 3,008 | 3,820 |
| THFC Funding No. 1 plc | 5.125% | 12/21/2035 | GBP | 2,000 | 2,559 | |
| THFC Funding No. 2 plc | 6.350% | 7/8/2039 | GBP | 1,216 | 1,667 | |
| THFC Funding No. 3 plc | 5.200% | 10/11/2043 | GBP | 2,163 | 2,550 | |
| Transport for London | 3.625% | 5/15/2045 | GBP | 2,019 | 1,937 | |
| Transport for London | 4.000% | 4/7/2064 | GBP | 2,000 | 1,804 | |
| Unilever Capital Corp. | 3.400% | 6/6/2033 | EUR | 2,900 | 3,304 | |
| Unilever Finance Netherlands BV | 1.375% | 7/31/2029 | EUR | 4,708 | 5,164 | |
| Unilever Finance Netherlands BV | 1.750% | 3/25/2030 | EUR | 14,587 | 15,950 | |
| Unilever Finance Netherlands BV | 1.375% | 9/4/2030 | EUR | 613 | 654 | |
| Unilever Finance Netherlands BV | 3.250% | 2/15/2032 | EUR | 9,000 | 10,271 | |
| Unilever Finance Netherlands BV | 3.500% | 2/15/2037 | EUR | 8,000 | 8,859 | |
| Unilever plc | 1.500% | 6/11/2039 | EUR | 2,653 | 2,323 | |
| UNITE Group plc | 3.500% | 10/15/2028 | GBP | 704 | 912 | |
| United Utilities Water Finance plc | 0.875% | 10/28/2029 | GBP | 4,519 | 5,323 | |
| United Utilities Water Finance plc | 2.625% | 2/12/2031 | GBP | 4,034 | 4,816 | |
| United Utilities Water Finance plc | 2.000% | 7/3/2033 | GBP | 996 | 1,051 | |
| United Utilities Water Finance plc | 5.750% | 6/26/2036 | GBP | 5,300 | 6,894 | |
| United Utilities Water Finance plc | 1.750% | 2/10/2038 | GBP | 2,000 | 1,686 | |
| United Utilities Water Finance plc | 1.875% | 6/3/2042 | GBP | 371 | 270 | |
| United Utilities Water Finance plc | 5.250% | 1/22/2046 | GBP | 2,000 | 2,207 | |
| United Utilities Water Ltd. | 5.625% | 12/20/2027 | GBP | 3,489 | 4,734 | |
| United Utilities Water Ltd. | 5.000% | 2/28/2035 | GBP | 5,000 | 6,228 | |
| University College London | 1.625% | 6/4/2061 | GBP | 2,800 | 1,319 | |
| University of Leeds | 3.125% | 12/19/2050 | GBP | 1,900 | 1,524 | |
| University of Manchester | 4.250% | 7/4/2053 | GBP | 943 | 916 | |
| University of Oxford | 2.544% | 12/8/2117 | GBP | 3,541 | 1,981 | |
| Utmost Group plc | 4.000% | 12/15/2031 | GBP | 1,500 | 1,805 | |
| Vodafone Group plc | 1.875% | 11/20/2029 | EUR | 13,400 | 14,734 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Vodafone Group plc | 1.625% | 11/24/2030 | EUR | 3,839 | 4,103 | |
| Vodafone Group plc | 1.600% | 7/29/2031 | EUR | 2,949 | 3,082 | |
| Vodafone Group plc | 5.900% | 11/26/2032 | GBP | 6,690 | 9,207 | |
| Vodafone Group plc | 2.875% | 11/20/2037 | EUR | 3,146 | 3,159 | |
| Vodafone Group plc | 2.500% | 5/24/2039 | EUR | 9,269 | 8,637 | |
| Vodafone Group plc | 3.375% | 8/8/2049 | GBP | 1,641 | 1,328 | |
| Vodafone Group plc | 6.375% | 7/3/2050 | GBP | 3,000 | 3,763 | |
| Vodafone Group plc | 3.000% | 8/12/2056 | GBP | 1,626 | 1,131 | |
| Vodafone International Financing DAC | 2.750% | 7/3/2029 | EUR | 4,000 | 4,526 | |
| Vodafone International Financing DAC | 3.500% | 4/27/2035 | EUR | 7,000 | 7,687 | |
| Vodafone International Financing DAC | 3.875% | 7/3/2038 | EUR | 5,000 | 5,493 | |
| Vodafone International Financing DAC | 4.000% | 2/10/2043 | EUR | 1,500 | 1,575 | |
| Wales & West Utilities Finance plc | 3.000% | 8/3/2038 | GBP | 723 | 711 | |
| Wales & West Utilities Finance plc Class A | 5.750% | 3/29/2030 | GBP | 2,543 | 3,479 | |
| Wellcome Trust Finance plc | 4.625% | 7/25/2036 | GBP | 4,454 | 5,593 | |
| Wellcome Trust Ltd. | 4.000% | 5/9/2059 | GBP | 1,107 | 1,052 | |
| Wellcome Trust Ltd. | 2.517% | 2/7/2118 | GBP | 2,159 | 1,207 | |
| Wessex Water Services Finance plc | 5.375% | 3/10/2028 | GBP | 484 | 650 | |
| Wessex Water Services Finance plc | 6.125% | 9/19/2034 | GBP | 4,000 | 5,279 | |
| Wessex Water Services Finance plc | 1.250% | 1/12/2036 | GBP | 2,214 | 1,896 | |
| Wheatley Group Capital plc | 4.375% | 11/28/2044 | GBP | 869 | 917 | |
| WHG Treasury plc | 4.250% | 10/6/2045 | GBP | 2,394 | 2,442 | |
| White City Property Finance plc | 5.120% | 4/17/2035 | GBP | 1,583 | 2,121 | |
| 3 | Wods Transmission plc | 3.446% | 8/24/2034 | GBP | 313 | 388 |
| WPP Finance 2013 | 2.875% | 9/14/2046 | GBP | 1,107 | 891 | |
| WPP Finance 2017 | 3.750% | 5/19/2032 | GBP | 704 | 844 | |
| WPP Finance Deutschland GmbH | 1.625% | 3/23/2030 | EUR | 5,531 | 5,904 | |
| Yorkshire Building Society | 0.010% | 10/13/2027 | EUR | 9,722 | 10,820 | |
| Yorkshire Building Society | 0.500% | 7/1/2028 | EUR | 3,019 | 3,301 | |
| Yorkshire Building Society | 3.375% | 9/13/2028 | GBP | 3,724 | 4,927 | |
| Yorkshire Building Society | 1.500% | 9/15/2029 | GBP | 2,214 | 2,770 | |
| Yorkshire Housing Finance plc | 4.125% | 10/31/2044 | GBP | 1,509 | 1,500 | |
| Yorkshire Power Finance Ltd. | 7.250% | 8/4/2028 | GBP | 1,649 | 2,298 | |
| Yorkshire Water Finance plc | 3.625% | 8/1/2029 | GBP | 3,212 | 4,107 | |
| Yorkshire Water Finance plc | 5.250% | 4/28/2030 | GBP | 2,000 | 2,648 | |
| Yorkshire Water Finance plc | 6.000% | 7/22/2033 | GBP | 3,000 | 3,956 | |
| Yorkshire Water Finance plc | 6.375% | 11/18/2034 | GBP | 2,380 | 3,200 | |
| Yorkshire Water Finance plc | 5.500% | 4/28/2035 | GBP | 5,000 | 6,276 | |
| Yorkshire Water Finance plc | 6.375% | 8/19/2039 | GBP | 803 | 1,025 | |
| Yorkshire Water Finance plc | 6.625% | 7/22/2040 | GBP | 5,000 | 6,447 | |
| Yorkshire Water Finance plc | 2.750% | 4/18/2041 | GBP | 4,961 | 4,124 | |
| Yorkshire Water Services Finance Ltd. | 5.500% | 5/28/2037 | GBP | 700 | 878 | |
| 2,411,392 | ||||||
| United States (3.4%) | ||||||
| Abbott Ireland Financing DAC | 0.375% | 11/19/2027 | EUR | 5,087 | 5,674 | |
| AbbVie Inc. | 0.750% | 11/18/2027 | EUR | 11,943 | 13,380 | |
| AbbVie Inc. | 2.625% | 11/15/2028 | EUR | 7,196 | 8,183 | |
| AbbVie Inc. | 2.125% | 11/17/2028 | EUR | 10,219 | 11,471 | |
| AbbVie Inc. | 2.125% | 6/1/2029 | EUR | 1,000 | 1,121 | |
| Aflac Inc. | 2.802% | 12/17/2031 | JPY | 400,000 | 2,506 | |
| AGCO International Holdings BV | 0.800% | 10/6/2028 | EUR | 2,500 | 2,716 | |
| Air Products & Chemicals Inc. | 0.500% | 5/5/2028 | EUR | 1,985 | 2,187 | |
| Air Products & Chemicals Inc. | 4.000% | 3/3/2035 | EUR | 11,000 | 12,697 | |
| Alphabet Inc. | 2.375% | 11/6/2028 | EUR | 10,366 | 11,756 | |
| Alphabet Inc. | 2.500% | 5/6/2029 | EUR | 7,000 | 7,915 | |
| Alphabet Inc. | 3.200% | 5/11/2030 | EUR | 15,000 | 17,182 | |
| Alphabet Inc. | 3.650% | 5/15/2031 | CAD | 5,000 | 3,550 | |
| Alphabet Inc. | 2.412% | 5/16/2031 | JPY | 200,000 | 1,250 | |
| Alphabet Inc. | 2.875% | 11/6/2031 | EUR | 3,000 | 3,355 | |
| Alphabet Inc. | 3.450% | 5/11/2032 | EUR | 29,830 | 34,127 | |
| Alphabet Inc. | 4.625% | 11/13/2032 | GBP | 11,713 | 15,236 | |
| Alphabet Inc. | 3.000% | 5/6/2033 | EUR | 5,000 | 5,539 | |
| Alphabet Inc. | 4.000% | 5/15/2033 | CAD | 5,000 | 3,552 | |
| Alphabet Inc. | 3.125% | 11/6/2034 | EUR | 5,000 | 5,482 | |
| Alphabet Inc. | 4.350% | 5/15/2036 | CAD | 15,000 | 10,599 | |
| Alphabet Inc. | 3.375% | 5/6/2037 | EUR | 6,000 | 6,507 | |
| Alphabet Inc. | 5.500% | 11/13/2041 | GBP | 3,000 | 3,733 | |
| Alphabet Inc. | 3.875% | 5/6/2045 | EUR | 10,000 | 10,348 | |
| Alphabet Inc. | 4.000% | 5/6/2054 | EUR | 5,200 | 5,209 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Alphabet Inc. | 5.000% | 5/15/2056 | CAD | 10,000 | 6,893 | |
| Alphabet Inc. | 5.875% | 2/13/2058 | GBP | 4,802 | 5,775 | |
| Alphabet Inc. | 4.800% | 5/11/2063 | EUR | 8,942 | 9,824 | |
| Alphabet Inc. | 4.375% | 11/6/2064 | EUR | 7,000 | 7,115 | |
| Alphabet Inc. | 6.125% | 2/13/2126 | GBP | 5,452 | 6,597 | |
| Altria Group Inc. | 3.125% | 6/15/2031 | EUR | 10,280 | 11,568 | |
| Amazon.com Inc. | 3.400% | 6/12/2029 | CAD | 6,000 | 4,273 | |
| Amazon.com Inc. | 3.100% | 3/16/2030 | EUR | 51,641 | 59,034 | |
| Amazon.com Inc. | 3.700% | 6/12/2031 | CAD | 11,000 | 7,767 | |
| Amazon.com Inc. | 3.350% | 3/16/2032 | EUR | 7,500 | 8,522 | |
| Amazon.com Inc. | 4.000% | 6/12/2033 | CAD | 11,000 | 7,799 | |
| Amazon.com Inc. | 3.700% | 3/16/2035 | EUR | 12,657 | 14,280 | |
| Amazon.com Inc. | 4.350% | 6/12/2036 | CAD | 11,000 | 7,657 | |
| Amazon.com Inc. | 4.450% | 3/16/2045 | EUR | 2,000 | 2,220 | |
| Amazon.com Inc. | 5.000% | 6/12/2056 | CAD | 20,000 | 13,442 | |
| Amazon.com Inc. | 4.850% | 3/16/2064 | EUR | 6,863 | 7,549 | |
| American Honda Finance Corp. | 3.750% | 10/25/2027 | EUR | 5,000 | 5,811 | |
| American Honda Finance Corp. | 0.300% | 7/7/2028 | EUR | 6,000 | 6,524 | |
| American Honda Finance Corp. | 5.600% | 9/6/2030 | GBP | 5,750 | 7,808 | |
| American Honda Finance Corp. | 3.950% | 3/19/2032 | EUR | 5,000 | 5,749 | |
| American Medical Systems Europe BV | 1.625% | 3/8/2031 | EUR | 8,500 | 9,003 | |
| American Medical Systems Europe BV | 3.000% | 3/8/2031 | EUR | 5,000 | 5,618 | |
| American Medical Systems Europe BV | 3.500% | 3/8/2032 | EUR | 5,000 | 5,704 | |
| American Medical Systems Europe BV | 1.875% | 3/8/2034 | EUR | 4,752 | 4,748 | |
| American Medical Systems Europe BV | 3.250% | 3/8/2034 | EUR | 5,762 | 6,343 | |
| American Tower Corp. | 0.500% | 1/15/2028 | EUR | 2,653 | 2,943 | |
| American Tower Corp. | 0.875% | 5/21/2029 | EUR | 4,335 | 4,664 | |
| American Tower Corp. | 3.900% | 5/16/2030 | EUR | 3,500 | 4,079 | |
| American Tower Corp. | 0.950% | 10/5/2030 | EUR | 6,402 | 6,632 | |
| American Tower Corp. | 4.625% | 5/16/2031 | EUR | 5,000 | 5,988 | |
| American Tower Corp. | 1.000% | 1/15/2032 | EUR | 5,000 | 4,985 | |
| American Tower Corp. | 4.000% | 9/1/2033 | EUR | 7,255 | 8,347 | |
| American Tower Corp. | 4.100% | 5/16/2034 | EUR | 1,000 | 1,152 | |
| Amgen Inc. | 4.000% | 9/13/2029 | GBP | 5,269 | 6,922 | |
| Amphenol Corp. | 3.375% | 5/12/2029 | EUR | 5,000 | 5,759 | |
| Amphenol Technologies Holding GmbH | 3.625% | 3/30/2031 | EUR | 5,000 | 5,764 | |
| AP Moller - Maersk A/S | 0.750% | 11/25/2031 | EUR | 7,214 | 7,162 | |
| AP Moller - Maersk A/S | 3.500% | 9/17/2034 | EUR | 11,000 | 12,242 | |
| Apple Inc. | 2.000% | 9/17/2027 | EUR | 3,584 | 4,090 | |
| Apple Inc. | 1.375% | 5/24/2029 | EUR | 1,640 | 1,812 | |
| Apple Inc. | 0.750% | 2/25/2030 | CHF | 2,800 | 3,458 | |
| Apple Inc. | 0.500% | 11/15/2031 | EUR | 5,113 | 5,121 | |
| Apple Inc. | 3.600% | 7/31/2042 | GBP | 1,936 | 1,990 | |
| AT&T Inc. | 4.600% | 9/19/2028 | AUD | 5,180 | 3,590 | |
| AT&T Inc. | 2.350% | 9/5/2029 | EUR | 7,069 | 7,893 | |
| AT&T Inc. | 4.375% | 9/14/2029 | GBP | 1,900 | 2,498 | |
| AT&T Inc. | 0.800% | 3/4/2030 | EUR | 5,000 | 5,238 | |
| 7 | AT&T Inc. | 3.600% | 8/3/2030 | EUR | 8,242 | 9,477 |
| AT&T Inc. | 3.950% | 4/30/2031 | EUR | 5,000 | 5,813 | |
| AT&T Inc. | 3.550% | 12/17/2032 | EUR | 6,066 | 6,838 | |
| AT&T Inc. | 5.200% | 11/18/2033 | GBP | 3,072 | 3,984 | |
| AT&T Inc. | 4.300% | 11/18/2034 | EUR | 1,950 | 2,264 | |
| AT&T Inc. | 2.450% | 3/15/2035 | EUR | 2,599 | 2,609 | |
| AT&T Inc. | 4.500% | 3/12/2036 | CAD | 10,300 | 7,147 | |
| AT&T Inc. | 3.150% | 9/4/2036 | EUR | 7,266 | 7,517 | |
| AT&T Inc. | 4.050% | 6/1/2037 | EUR | 10,000 | 11,103 | |
| AT&T Inc. | 2.600% | 5/19/2038 | EUR | 6,101 | 5,805 | |
| AT&T Inc. | 7.000% | 4/30/2040 | GBP | 6,400 | 8,820 | |
| AT&T Inc. | 4.250% | 6/1/2043 | GBP | 6,553 | 6,512 | |
| AT&T Inc. | 4.875% | 6/1/2044 | GBP | 6,174 | 6,580 | |
| 7 | AT&T Inc. | 5.050% | 8/3/2045 | EUR | 1,686 | 1,939 |
| AT&T Inc. | 4.850% | 5/25/2047 | CAD | 3,000 | 1,933 | |
| AT&T Inc. | 5.100% | 11/25/2048 | CAD | 1,805 | 1,198 | |
| 7 | AT&T Inc. | 7.050% | 8/3/2052 | GBP | 2,880 | 3,887 |
| AT&T Inc. | 5.250% | 3/12/2056 | CAD | 10,740 | 7,133 | |
| Athene Global Funding | 1.750% | 11/24/2027 | GBP | 3,019 | 3,896 | |
| Athene Global Funding | 0.625% | 1/12/2028 | EUR | 3,287 | 3,635 | |
| Athene Global Funding | 2.470% | 6/9/2028 | CAD | 5,244 | 3,655 | |
| Athene Global Funding | 2.875% | 7/21/2028 | EUR | 3,000 | 3,409 | |
| Athene Global Funding | 3.410% | 2/25/2030 | EUR | 4,000 | 4,540 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Athene Global Funding | 4.091% | 5/23/2030 | CAD | 11,000 | 7,801 | |
| Athene Global Funding | 3.716% | 8/22/2032 | EUR | 14,000 | 15,659 | |
| Athene Global Funding | 5.858% | 9/19/2035 | GBP | 1,500 | 1,951 | |
| Avery Dennison Corp. | 3.750% | 11/4/2034 | EUR | 5,000 | 5,608 | |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 3.226% | 3/11/2030 | EUR | 2,430 | 2,779 | |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 3.812% | 3/11/2034 | EUR | 10,000 | 11,378 | |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 4.193% | 3/11/2038 | EUR | 5,000 | 5,710 | |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 4.737% | 3/11/2046 | EUR | 6,213 | 7,066 | |
| Bank of America Corp. | 0.583% | 8/24/2028 | EUR | 16,511 | 18,549 | |
| Bank of America Corp. | 1.667% | 6/2/2029 | GBP | 10,000 | 12,709 | |
| Bank of America Corp. | 3.261% | 1/28/2031 | EUR | 15,000 | 17,115 | |
| Bank of America Corp. | 0.694% | 3/22/2031 | EUR | 22,267 | 23,169 | |
| Bank of America Corp. | 3.584% | 4/27/2031 | GBP | 5,800 | 7,409 | |
| Bank of America Corp. | 0.654% | 10/26/2031 | EUR | 21,875 | 22,285 | |
| Bank of America Corp. | 1.102% | 5/24/2032 | EUR | 8,000 | 8,182 | |
| Bank of America Corp. | 2.824% | 4/27/2033 | EUR | 15,000 | 16,430 | |
| Baxter International Inc. | 1.300% | 5/15/2029 | EUR | 3,705 | 4,013 | |
| Becton Dickinson & Co. | 3.519% | 2/8/2031 | EUR | 1,266 | 1,454 | |
| Becton Dickinson & Co. | 3.828% | 6/7/2032 | EUR | 9,000 | 10,391 | |
| Becton Dickinson Euro Finance Sarl | 0.334% | 8/13/2028 | EUR | 4,151 | 4,517 | |
| Becton Dickinson Euro Finance Sarl | 3.553% | 9/13/2029 | EUR | 11,500 | 13,312 | |
| Becton Dickinson Euro Finance Sarl | 4.029% | 6/7/2036 | EUR | 5,000 | 5,675 | |
| Becton Dickinson Euro Finance Sarl | 1.336% | 8/13/2041 | EUR | 5,794 | 4,344 | |
| Berkshire Hathaway Finance Corp. | 2.000% | 3/18/2034 | EUR | 7,800 | 7,964 | |
| Berkshire Hathaway Finance Corp. | 2.375% | 6/19/2039 | GBP | 3,941 | 3,603 | |
| Berkshire Hathaway Finance Corp. | 2.625% | 6/19/2059 | GBP | 3,875 | 2,534 | |
| Berkshire Hathaway Inc. | 2.150% | 3/15/2028 | EUR | 2,850 | 3,235 | |
| Berkshire Hathaway Inc. | 1.510% | 11/29/2028 | JPY | 500,000 | 3,094 | |
| Berkshire Hathaway Inc. | 0.440% | 9/13/2029 | JPY | 2,810,000 | 16,635 | |
| Berkshire Hathaway Inc. | 1.625% | 3/16/2035 | EUR | 4,692 | 4,541 | |
| Berkshire Hathaway Inc. | 1.108% | 9/13/2049 | JPY | 330,000 | 1,094 | |
| BG Energy Capital plc | 2.250% | 11/21/2029 | EUR | 2,812 | 3,126 | |
| BG Energy Capital plc | 5.000% | 11/4/2036 | GBP | 2,000 | 2,527 | |
| Blackrock Inc. | 3.750% | 7/18/2035 | EUR | 6,012 | 6,872 | |
| Blackstone Holdings Finance Co. LLC | 1.500% | 4/10/2029 | EUR | 3,049 | 3,352 | |
| Blackstone Holdings Finance Co. LLC | 3.500% | 6/1/2034 | EUR | 9,000 | 10,040 | |
| BMS Ireland Capital Funding DAC | 2.973% | 11/10/2030 | EUR | 6,900 | 7,798 | |
| BMS Ireland Capital Funding DAC | 3.363% | 11/10/2033 | EUR | 25,340 | 28,338 | |
| BMS Ireland Capital Funding DAC | 3.857% | 11/10/2038 | EUR | 5,000 | 5,584 | |
| BMS Ireland Capital Funding DAC | 4.289% | 11/10/2045 | EUR | 3,000 | 3,302 | |
| BMS Ireland Capital Funding DAC | 4.581% | 11/10/2055 | EUR | 6,920 | 7,493 | |
| Booking Holdings Inc. | 0.500% | 3/8/2028 | EUR | 9,906 | 10,950 | |
| Booking Holdings Inc. | 3.625% | 11/12/2028 | EUR | 1,000 | 1,161 | |
| Booking Holdings Inc. | 4.250% | 5/15/2029 | EUR | 1,000 | 1,179 | |
| Booking Holdings Inc. | 3.000% | 11/7/2030 | EUR | 10,000 | 11,245 | |
| Booking Holdings Inc. | 4.500% | 11/15/2031 | EUR | 7,000 | 8,349 | |
| Booking Holdings Inc. | 3.625% | 3/1/2032 | EUR | 5,000 | 5,716 | |
| Booking Holdings Inc. | 4.125% | 5/12/2033 | EUR | 9,500 | 11,044 | |
| Booking Holdings Inc. | 4.750% | 11/15/2034 | EUR | 5,700 | 6,844 | |
| Booking Holdings Inc. | 3.625% | 11/7/2035 | EUR | 7,000 | 7,708 | |
| Booking Holdings Inc. | 3.750% | 3/1/2036 | EUR | 2,500 | 2,759 | |
| Booking Holdings Inc. | 4.000% | 3/1/2044 | EUR | 3,200 | 3,268 | |
| Booking Holdings Inc. | 3.875% | 3/21/2045 | EUR | 8,200 | 8,142 | |
| BorgWarner Inc. | 1.000% | 5/19/2031 | EUR | 4,471 | 4,539 | |
| Boston Scientific Corp. | 0.625% | 12/1/2027 | EUR | 2,516 | 2,810 | |
| BP Capital Markets BV | 3.773% | 5/12/2030 | EUR | 4,500 | 5,243 | |
| BP Capital Markets BV | 3.360% | 9/12/2031 | EUR | 14,000 | 15,919 | |
| BP Capital Markets BV | 4.323% | 5/12/2035 | EUR | 8,000 | 9,402 | |
| BP Capital Markets BV | 0.933% | 12/4/2040 | EUR | 3,541 | 2,570 | |
| BP Capital Markets BV | 1.467% | 9/21/2041 | EUR | 3,019 | 2,314 | |
| BP Capital Markets plc | 0.831% | 11/8/2027 | EUR | 7,106 | 7,966 | |
| BP Capital Markets plc | 2.519% | 4/7/2028 | EUR | 21,233 | 24,215 | |
| BP Capital Markets plc | 2.822% | 4/7/2032 | EUR | 4,401 | 4,837 | |
| BP Capital Markets plc | 1.104% | 11/15/2034 | EUR | 3,700 | 3,411 | |
| BP Capital Markets plc | 5.773% | 5/25/2038 | GBP | 3,000 | 3,960 | |
| BP Capital Markets plc | 3.625% | Perpetual | EUR | 20,311 | 23,128 | |
| Bristol-Myers Squibb Co. | 1.750% | 5/15/2035 | EUR | 9,094 | 8,864 | |
| Brown-Forman Corp. | 2.600% | 7/7/2028 | GBP | 4,713 | 6,085 | |
| Capital One Financial Corp. | 1.650% | 6/12/2029 | EUR | 1,947 | 2,128 | |
| Cargill Inc. | 3.875% | 4/24/2030 | EUR | 8,000 | 9,345 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Carrier Global Corp. | 4.500% | 11/29/2032 | EUR | 10,000 | 11,986 | |
| Caterpillar Financial Services Corp. | 2.521% | 8/22/2028 | EUR | 10,000 | 11,385 | |
| Cencora Inc. | 2.875% | 5/22/2028 | EUR | 4,199 | 4,808 | |
| Cencora Inc. | 3.625% | 5/22/2032 | EUR | 10,700 | 12,213 | |
| Chubb INA Holdings LLC | 1.550% | 3/15/2028 | EUR | 4,627 | 5,197 | |
| Chubb INA Holdings LLC | 0.875% | 12/15/2029 | EUR | 6,212 | 6,591 | |
| Chubb INA Holdings LLC | 3.780% | 6/10/2031 | CAD | 1,176 | 833 | |
| Chubb INA Holdings LLC | 1.400% | 6/15/2031 | EUR | 2,434 | 2,540 | |
| Chubb INA Holdings LLC | 4.034% | 6/10/2033 | CAD | 1,538 | 1,087 | |
| Chubb INA Holdings LLC | 2.500% | 3/15/2038 | EUR | 3,599 | 3,517 | |
| Citigroup Inc. | 1.625% | 3/21/2028 | EUR | 3,000 | 3,383 | |
| Citigroup Inc. | 1.250% | 4/10/2029 | EUR | 1,545 | 1,692 | |
| Citigroup Inc. | 2.928% | 10/22/2030 | EUR | 9,000 | 10,181 | |
| Citigroup Inc. | 4.500% | 3/3/2031 | GBP | 498 | 647 | |
| Citigroup Inc. | 3.750% | 5/14/2032 | EUR | 10,000 | 11,527 | |
| Citigroup Inc. | 4.550% | 6/3/2035 | CAD | 4,500 | 3,237 | |
| Citigroup Inc. | 4.296% | 7/23/2036 | EUR | 1,882 | 2,149 | |
| Citigroup Inc. | 6.800% | 6/25/2038 | GBP | 3,321 | 4,776 | |
| CNH Industrial Capital Canada Ltd. | 4.000% | 4/11/2028 | CAD | 1,125 | 807 | |
| CNH Industrial Finance Europe SA | 1.625% | 7/3/2029 | EUR | 7,366 | 8,065 | |
| CNH Industrial NV | 3.750% | 6/11/2031 | EUR | 5,000 | 5,738 | |
| Coca-Cola Co. | 1.000% | 10/2/2028 | CHF | 7,500 | 9,350 | |
| Coca-Cola Co. | 0.125% | 3/9/2029 | EUR | 2,389 | 2,550 | |
| Coca-Cola Co. | 0.400% | 5/6/2030 | EUR | 6,930 | 7,176 | |
| Coca-Cola Co. | 0.500% | 3/9/2033 | EUR | 5,571 | 5,286 | |
| Coca-Cola Co. | 0.375% | 3/15/2033 | EUR | 2,873 | 2,699 | |
| Coca-Cola Co. | 1.625% | 3/9/2035 | EUR | 2,900 | 2,829 | |
| Coca-Cola Co. | 0.950% | 5/6/2036 | EUR | 3,244 | 2,885 | |
| Coca-Cola Co. | 0.800% | 3/15/2040 | EUR | 5,637 | 4,274 | |
| Coca-Cola Co. | 1.000% | 3/9/2041 | EUR | 2,700 | 2,040 | |
| Coca-Cola Co. | 3.750% | 8/15/2053 | EUR | 3,000 | 3,047 | |
| Colgate-Palmolive Co. | 0.300% | 11/10/2029 | EUR | 4,000 | 4,226 | |
| Colgate-Palmolive Co. | 1.375% | 3/6/2034 | EUR | 1,326 | 1,302 | |
| Colgate-Palmolive Co. | 3.250% | 11/10/2035 | EUR | 9,958 | 10,986 | |
| Colgate-Palmolive Co. | 0.875% | 11/12/2039 | EUR | 383 | 303 | |
| Comcast Corp. | 1.500% | 2/20/2029 | GBP | 2,231 | 2,741 | |
| Comcast Corp. | 0.250% | 9/14/2029 | EUR | 6,482 | 6,805 | |
| Comcast Corp. | 5.500% | 11/23/2029 | GBP | 2,044 | 2,766 | |
| Comcast Corp. | 0.750% | 2/20/2032 | EUR | 1,600 | 1,564 | |
| Comcast Corp. | 3.250% | 9/26/2032 | EUR | 5,000 | 5,521 | |
| Comcast Corp. | 1.875% | 2/20/2036 | GBP | 3,358 | 3,175 | |
| Comcast Corp. | 3.550% | 9/26/2036 | EUR | 8,000 | 8,644 | |
| Comcast Corp. | 1.250% | 2/20/2040 | EUR | 1,248 | 1,009 | |
| Corebridge Global Funding | 3.837% | 1/15/2031 | CAD | 4,760 | 3,361 | |
| CRH Finance UK plc | 4.125% | 12/2/2029 | GBP | 2,927 | 3,817 | |
| CRH Funding BV | 1.625% | 5/5/2030 | EUR | 9,397 | 10,144 | |
| CRH SMW Finance DAC | 4.000% | 7/11/2031 | EUR | 7,059 | 8,259 | |
| Danaher Corp. | 2.500% | 3/30/2030 | EUR | 5,910 | 6,611 | |
| DH Europe Finance II Sarl | 0.450% | 3/18/2028 | EUR | 7,810 | 8,624 | |
| DH Europe Finance II Sarl | 0.750% | 9/18/2031 | EUR | 11,315 | 11,352 | |
| DH Europe Finance II Sarl | 1.350% | 9/18/2039 | EUR | 6,025 | 4,985 | |
| DH Europe Finance II Sarl | 1.800% | 9/18/2049 | EUR | 1,092 | 768 | |
| DH Switzerland Finance Sarl | 1.265% | 10/10/2033 | CHF | 3,200 | 3,944 | |
| Digital Dutch Finco BV | 1.500% | 3/15/2030 | EUR | 7,300 | 7,809 | |
| Digital Dutch Finco BV | 1.250% | 2/1/2031 | EUR | 2,316 | 2,381 | |
| Digital Dutch Finco BV | 1.000% | 1/15/2032 | EUR | 5,250 | 5,154 | |
| Digital Dutch Finco BV | 3.875% | 9/13/2033 | EUR | 3,200 | 3,574 | |
| Digital Dutch Finco BV | 3.875% | 7/15/2034 | EUR | 10,000 | 11,081 | |
| Digital Intrepid Holding BV | 0.625% | 7/15/2031 | EUR | 8,297 | 8,133 | |
| Digital Intrepid Holding BV | 1.375% | 7/18/2032 | EUR | 2,900 | 2,861 | |
| Digital Stout Holding LLC | 3.300% | 7/19/2029 | GBP | 3,515 | 4,471 | |
| Digital Stout Holding LLC | 3.750% | 10/17/2030 | GBP | 2,094 | 2,642 | |
| Dow Chemical Co. | 1.125% | 3/15/2032 | EUR | 7,000 | 6,883 | |
| Dow Chemical Co. | 1.875% | 3/15/2040 | EUR | 1,840 | 1,481 | |
| Duke Energy Corp. | 3.100% | 6/15/2028 | EUR | 2,500 | 2,872 | |
| Duke Energy Corp. | 3.750% | 4/1/2031 | EUR | 14,150 | 16,307 | |
| Duke Energy Corp. | 3.850% | 6/15/2034 | EUR | 7,000 | 7,920 | |
| DXC Capital Funding DAC | 0.450% | 9/15/2027 | EUR | 2,697 | 3,010 | |
| 1 | DXC Capital Funding DAC | 4.250% | 12/9/2030 | EUR | 7,548 | 8,465 |
| DXC Capital Funding DAC | 0.950% | 9/15/2031 | EUR | 4,129 | 3,927 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Eaton Capital ULC | 3.550% | 3/10/2034 | EUR | 3,300 | 3,726 | |
| Eaton Capital ULC | 4.000% | 3/10/2038 | EUR | 10,000 | 11,341 | |
| Eli Lilly & Co. | 2.125% | 6/3/2030 | EUR | 5,044 | 5,596 | |
| Eli Lilly & Co. | 1.700% | 11/1/2049 | EUR | 9,102 | 6,512 | |
| Eli Lilly & Co. | 1.375% | 9/14/2061 | EUR | 3,000 | 1,587 | |
| Equinix Canada Financing Ltd. | 4.000% | 11/15/2032 | CAD | 16,900 | 11,725 | |
| Equinix Europe 1 Financing Corp. LLC | 2.875% | 9/12/2028 | CHF | 1,700 | 2,178 | |
| Equinix Europe 2 Financing Corp. LLC | 3.250% | 3/15/2031 | EUR | 10,000 | 11,228 | |
| Equinix Europe 2 Financing Corp. LLC | 3.650% | 9/3/2033 | EUR | 5,000 | 5,584 | |
| Equinix Europe 2 Financing Corp. LLC | 4.000% | 5/19/2034 | EUR | 13,000 | 14,685 | |
| Equinix Inc. | 1.000% | 3/15/2033 | EUR | 7,000 | 6,632 | |
| Experian Europe DAC | 1.560% | 5/16/2031 | EUR | 1,400 | 1,472 | |
| Experian Finance plc | 3.250% | 4/7/2032 | GBP | 2,872 | 3,497 | |
| Experian Finance plc | 3.375% | 10/10/2034 | EUR | 2,000 | 2,206 | |
| Exxon Mobil Corp. | 0.835% | 6/26/2032 | EUR | 8,032 | 7,934 | |
| FedEx Corp. | 0.950% | 5/4/2033 | EUR | 6,723 | 6,325 | |
| Fidelity National Information Services Inc. | 3.450% | 3/10/2030 | EUR | 1,904 | 2,172 | |
| Fidelity National Information Services Inc. | 2.000% | 5/21/2030 | EUR | 2,214 | 2,401 | |
| Fidelity National Information Services Inc. | 2.950% | 5/21/2039 | EUR | 706 | 681 | |
| Fiserv Funding ULC | 3.500% | 6/15/2032 | EUR | 5,000 | 5,517 | |
| Fiserv Funding ULC | 4.000% | 6/15/2036 | EUR | 6,000 | 6,519 | |
| Fiserv Inc. | 1.625% | 7/1/2030 | EUR | 9,285 | 9,817 | |
| Fiserv Inc. | 3.000% | 7/1/2031 | GBP | 3,315 | 3,973 | |
| Ford Credit Canada Co. Cie Credit Ford Du Canada | 4.222% | 1/10/2028 | CAD | 12,000 | 8,604 | |
| Ford Credit Canada Co. Cie Credit Ford Du Canada | 5.242% | 5/23/2028 | CAD | 1,500 | 1,092 | |
| Ford Credit Canada Co. Cie Credit Ford Du Canada | 4.819% | 9/11/2028 | CAD | 11,450 | 8,277 | |
| Ford Credit Canada Co. Cie Credit Ford Du Canada | 5.441% | 2/9/2029 | CAD | 4,600 | 3,367 | |
| Ford Credit Canada Co. Cie Credit Ford Du Canada | 4.450% | 6/24/2030 | CAD | 4,000 | 2,831 | |
| Ford Credit Canada Co. Cie Credit Ford Du Canada | 4.916% | 1/9/2031 | CAD | 3,000 | 2,152 | |
| Ford Credit Canada Co. Cie Credit Ford Du Canada | 5.582% | 5/23/2031 | CAD | 2,500 | 1,835 | |
| Ford Motor Credit Co. LLC | 4.867% | 8/3/2027 | EUR | 4,600 | 5,386 | |
| Ford Motor Credit Co. LLC | 4.165% | 11/21/2028 | EUR | 1,900 | 2,211 | |
| Ford Motor Credit Co. LLC | 5.125% | 2/20/2029 | EUR | 9,000 | 10,690 | |
| Ford Motor Credit Co. LLC | 3.305% | 5/17/2029 | EUR | 7,000 | 7,941 | |
| Ford Motor Credit Co. LLC | 4.445% | 2/14/2030 | EUR | 2,700 | 3,147 | |
| Ford Motor Credit Co. LLC | 5.780% | 4/30/2030 | GBP | 4,400 | 5,894 | |
| Ford Motor Credit Co. LLC | 4.448% | 9/16/2032 | EUR | 3,000 | 3,449 | |
| Ford Motor Credit Co. LLC | 6.120% | 12/16/2032 | GBP | 5,750 | 7,680 | |
| GA Global Funding Trust | 3.750% | 6/20/2032 | EUR | 6,000 | 6,698 | |
| GA Global Funding Trust | 4.858% | 7/22/2033 | CAD | 4,000 | 2,849 | |
| GE Capital Canada Funding Co. | 5.730% | 10/22/2037 | CAD | 765 | 556 | |
| GE Capital UK Funding Unlimited Co. | 5.875% | 1/18/2033 | GBP | 4,579 | 6,315 | |
| General Electric Co. | 1.500% | 5/17/2029 | EUR | 2,278 | 2,511 | |
| General Electric Co. | 4.125% | 9/19/2035 | EUR | 7,715 | 9,108 | |
| General Electric Co. | 2.125% | 5/17/2037 | EUR | 2,994 | 2,886 | |
| General Electric Co. | 4.875% | 9/18/2037 | GBP | 453 | 549 | |
| General Mills Inc. | 3.907% | 4/13/2029 | EUR | 4,598 | 5,364 | |
| General Mills Inc. | 3.650% | 10/23/2030 | EUR | 4,400 | 5,083 | |
| General Mills Inc. | 3.850% | 4/23/2034 | EUR | 3,063 | 3,473 | |
| General Motors Financial Co. Inc. | 0.650% | 9/7/2028 | EUR | 4,019 | 4,382 | |
| General Motors Financial Co. Inc. | 4.300% | 2/15/2029 | EUR | 7,700 | 9,044 | |
| General Motors Financial Co. Inc. | 4.000% | 7/10/2030 | EUR | 7,000 | 8,154 | |
| General Motors Financial of Canada Ltd. | 5.200% | 2/9/2028 | CAD | 2,000 | 1,461 | |
| General Motors Financial of Canada Ltd. | 5.100% | 7/14/2028 | CAD | 10,000 | 7,331 | |
| General Motors Financial of Canada Ltd. | 5.000% | 2/9/2029 | CAD | 600 | 440 | |
| General Motors Financial of Canada Ltd. | 3.750% | 2/20/2031 | CAD | 5,000 | 3,512 | |
| Global Payments Inc. | 4.875% | 3/17/2031 | EUR | 11,055 | 13,047 | |
| Goldman Sachs Group Inc. | 1.500% | 12/7/2027 | GBP | 7,515 | 9,706 | |
| Goldman Sachs Group Inc. | 0.250% | 1/26/2028 | EUR | 1,365 | 1,509 | |
| Goldman Sachs Group Inc. | 2.000% | 3/22/2028 | EUR | 3,638 | 4,125 | |
| Goldman Sachs Group Inc. | 1.250% | 2/7/2029 | EUR | 5,000 | 5,474 | |
| Goldman Sachs Group Inc. | 2.013% | 2/28/2029 | CAD | 8,201 | 5,716 | |
| Goldman Sachs Group Inc. | 0.875% | 5/9/2029 | EUR | 9,300 | 10,013 | |
| Goldman Sachs Group Inc. | 3.125% | 7/25/2029 | GBP | 3,211 | 4,098 | |
| Goldman Sachs Group Inc. | 3.625% | 10/29/2029 | GBP | 934 | 1,221 | |
| Goldman Sachs Group Inc. | 1.875% | 12/16/2030 | GBP | 375 | 442 | |
| Goldman Sachs Group Inc. | 3.641% | 3/5/2032 | CAD | 7,600 | 5,305 | |
| Goldman Sachs Group Inc. | 0.750% | 3/23/2032 | EUR | 11,206 | 10,986 | |
| Goldman Sachs Group Inc. | 3.500% | 1/23/2033 | EUR | 7,000 | 7,922 | |
| Goldman Sachs Group Inc. | 1.000% | 3/18/2033 | EUR | 2,769 | 2,672 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Goldman Sachs Group Inc. | 3.984% | 12/18/2036 | EUR | 28,000 | 31,614 | |
| Goldman Sachs Group Inc. | 4.340% | 3/5/2037 | CAD | 6,000 | 4,132 | |
| Goldman Sachs Group Inc. | 6.875% | 1/18/2038 | GBP | 1,263 | 1,762 | |
| Haleon Netherlands Capital BV | 2.125% | 3/29/2034 | EUR | 4,800 | 4,895 | |
| Highland Holdings Sarl | 0.934% | 12/15/2031 | EUR | 2,000 | 2,005 | |
| Honeywell International Inc. | 0.750% | 3/10/2032 | EUR | 1,000 | 989 | |
| Hyundai Capital America | 3.500% | 6/26/2031 | EUR | 22,500 | 25,546 | |
| Illinois Tool Works Inc. | 0.625% | 12/5/2027 | EUR | 5,617 | 6,280 | |
| Illinois Tool Works Inc. | 3.250% | 5/17/2028 | EUR | 5,200 | 6,006 | |
| Illinois Tool Works Inc. | 2.125% | 5/22/2030 | EUR | 5,920 | 6,519 | |
| Illinois Tool Works Inc. | 1.000% | 6/5/2031 | EUR | 3,102 | 3,189 | |
| Illinois Tool Works Inc. | 3.375% | 5/17/2032 | EUR | 5,000 | 5,696 | |
| InterContinental Hotels Group plc | 3.375% | 10/8/2028 | GBP | 2,000 | 2,590 | |
| International Business Machines Corp. | 0.300% | 2/11/2028 | EUR | 7,815 | 8,637 | |
| International Business Machines Corp. | 1.750% | 3/7/2028 | EUR | 1,900 | 2,145 | |
| International Business Machines Corp. | 1.500% | 5/23/2029 | EUR | 3,700 | 4,076 | |
| International Business Machines Corp. | 0.875% | 2/9/2030 | EUR | 1,000 | 1,055 | |
| International Business Machines Corp. | 1.750% | 1/31/2031 | EUR | 4,758 | 5,061 | |
| International Business Machines Corp. | 3.000% | 2/3/2031 | EUR | 5,000 | 5,605 | |
| International Business Machines Corp. | 3.625% | 2/6/2031 | EUR | 8,500 | 9,776 | |
| International Business Machines Corp. | 0.650% | 2/11/2032 | EUR | 4,000 | 3,913 | |
| International Business Machines Corp. | 3.150% | 2/10/2033 | EUR | 4,000 | 4,415 | |
| International Business Machines Corp. | 1.250% | 2/9/2034 | EUR | 5,100 | 4,844 | |
| International Business Machines Corp. | 3.750% | 2/6/2035 | EUR | 2,000 | 2,249 | |
| International Business Machines Corp. | 3.850% | 2/3/2038 | EUR | 7,000 | 7,682 | |
| International Business Machines Corp. | 1.200% | 2/11/2040 | EUR | 5,763 | 4,445 | |
| International Business Machines Corp. | 4.000% | 2/6/2043 | EUR | 6,584 | 6,933 | |
| International Business Machines Corp. | 3.800% | 2/10/2045 | EUR | 5,300 | 5,321 | |
| Jefferies Financial Group Inc. | 4.000% | 4/16/2029 | EUR | 9,100 | 10,586 | |
| John Deere Capital Corp. | 3.450% | 7/16/2032 | EUR | 9,000 | 10,333 | |
| John Deere Cash Management Sarl | 2.200% | 4/2/2032 | EUR | 3,087 | 3,324 | |
| John Deere Cash Management Sarl | 1.650% | 6/13/2039 | EUR | 2,543 | 2,212 | |
| John Deere Financial Inc. | 5.170% | 9/15/2028 | CAD | 5,111 | 3,771 | |
| John Deere Financial Inc. | 4.630% | 4/4/2029 | CAD | 6,200 | 4,539 | |
| Johnson & Johnson | 1.150% | 11/20/2028 | EUR | 558 | 617 | |
| Johnson & Johnson | 3.200% | 6/1/2032 | EUR | 5,000 | 5,712 | |
| Johnson & Johnson | 3.050% | 2/26/2033 | EUR | 5,000 | 5,628 | |
| Johnson & Johnson | 1.650% | 5/20/2035 | EUR | 6,150 | 6,039 | |
| Johnson & Johnson | 3.350% | 6/1/2036 | EUR | 4,600 | 5,146 | |
| Johnson & Johnson | 3.350% | 2/26/2037 | EUR | 2,000 | 2,209 | |
| Johnson & Johnson | 3.550% | 6/1/2044 | EUR | 4,600 | 4,861 | |
| Johnson & Johnson | 3.600% | 2/26/2045 | EUR | 4,392 | 4,649 | |
| Johnson & Johnson | 3.700% | 2/26/2055 | EUR | 3,500 | 3,555 | |
| Johnson Controls International plc | 4.250% | 5/23/2035 | EUR | 9,680 | 11,383 | |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA | 0.375% | 9/15/2027 | EUR | 2,532 | 2,834 | |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA | 3.000% | 9/15/2028 | EUR | 10,000 | 11,453 | |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA | 3.125% | 12/11/2033 | EUR | 1,200 | 1,322 | |
| JPMorgan Chase & Co. | 1.963% | 3/23/2030 | EUR | 21,500 | 23,899 | |
| JPMorgan Chase & Co. | 1.001% | 7/25/2031 | EUR | 8,800 | 9,179 | |
| JPMorgan Chase & Co. | 4.457% | 11/13/2031 | EUR | 15,000 | 17,857 | |
| JPMorgan Chase & Co. | 1.047% | 11/4/2032 | EUR | 8,000 | 8,082 | |
| JPMorgan Chase & Co. | 1.895% | 4/28/2033 | GBP | 3,000 | 3,388 | |
| JPMorgan Chase & Co. | 3.761% | 3/21/2034 | EUR | 17,000 | 19,474 | |
| Kellanova | 0.500% | 5/20/2029 | EUR | 2,000 | 2,135 | |
| KKR Group Finance Co. V LLC | 1.625% | 5/22/2029 | EUR | 5,132 | 5,606 | |
| 1 | KKR Group Finance Co. XI LLC | 1.559% | 5/30/2029 | JPY | 400,000 | 2,436 |
| Kraft Heinz Foods Co. | 2.250% | 5/25/2028 | EUR | 12,500 | 14,157 | |
| Kraft Heinz Foods Co. | 3.500% | 5/21/2031 | EUR | 4,000 | 4,545 | |
| Kraft Heinz Foods Co. | 3.250% | 3/15/2033 | EUR | 5,000 | 5,516 | |
| Kraft Heinz Foods Co. | 3.950% | 5/21/2034 | EUR | 10,000 | 11,304 | |
| Linde Finance BV | 1.000% | 4/20/2028 | EUR | 3,950 | 4,409 | |
| Linde Finance BV | 0.550% | 5/19/2032 | EUR | 8,200 | 7,983 | |
| Linde plc | 3.375% | 6/12/2029 | EUR | 7,500 | 8,684 | |
| Linde plc | 3.200% | 2/14/2031 | EUR | 11,000 | 12,526 | |
| Linde plc | 1.625% | 3/31/2035 | EUR | 5,000 | 4,824 | |
| Linde plc | 3.400% | 2/14/2036 | EUR | 5,000 | 5,537 | |
| Linde plc | 1.000% | 9/30/2051 | EUR | 6,700 | 3,686 | |
| MassMutual Global Funding II | 5.000% | 12/12/2027 | GBP | 2,000 | 2,703 | |
| MassMutual Global Funding II | 4.625% | 10/5/2029 | GBP | 1,500 | 1,996 | |
| MassMutual Global Funding II | 3.750% | 1/19/2030 | EUR | 1,900 | 2,199 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| MassMutual Global Funding II | 3.250% | 6/11/2032 | EUR | 4,000 | 4,470 | |
| MassMutual Global Funding II | 4.127% | 7/15/2032 | CAD | 4,000 | 2,836 | |
| Mastercard Inc. | 2.100% | 12/1/2027 | EUR | 4,650 | 5,306 | |
| Mastercard Inc. | 1.000% | 2/22/2029 | EUR | 6,800 | 7,422 | |
| McDonald's Corp. | 1.750% | 5/3/2028 | EUR | 1,900 | 2,138 | |
| McDonald's Corp. | 0.250% | 10/4/2028 | EUR | 5,300 | 5,736 | |
| McDonald's Corp. | 2.375% | 5/31/2029 | EUR | 3,000 | 3,374 | |
| McDonald's Corp. | 2.625% | 6/11/2029 | EUR | 100 | 113 | |
| McDonald's Corp. | 1.500% | 11/28/2029 | EUR | 2,200 | 2,393 | |
| McDonald's Corp. | 1.600% | 3/15/2031 | EUR | 5,000 | 5,285 | |
| McDonald's Corp. | 3.500% | 5/21/2032 | EUR | 6,000 | 6,826 | |
| McDonald's Corp. | 4.107% | 8/21/2032 | CAD | 2,500 | 1,776 | |
| McDonald's Corp. | 2.950% | 3/15/2034 | GBP | 2,800 | 3,208 | |
| McDonald's Corp. | 3.000% | 5/31/2034 | EUR | 4,900 | 5,302 | |
| McDonald's Corp. | 4.250% | 3/7/2035 | EUR | 7,000 | 8,198 | |
| McDonald's Corp. | 4.125% | 11/28/2035 | EUR | 9,000 | 10,428 | |
| McDonald's Corp. | 4.125% | 6/11/2054 | GBP | 800 | 735 | |
| McKesson Corp. | 3.125% | 2/17/2029 | GBP | 398 | 514 | |
| Medtronic Global Holdings SCA | 0.375% | 10/15/2028 | EUR | 3,196 | 3,463 | |
| Medtronic Global Holdings SCA | 3.000% | 10/15/2028 | EUR | 1,725 | 1,980 | |
| Medtronic Global Holdings SCA | 1.625% | 3/7/2031 | EUR | 1,500 | 1,591 | |
| Medtronic Global Holdings SCA | 1.000% | 7/2/2031 | EUR | 6,186 | 6,317 | |
| Medtronic Global Holdings SCA | 0.750% | 10/15/2032 | EUR | 2,087 | 2,020 | |
| Medtronic Global Holdings SCA | 3.375% | 10/15/2034 | EUR | 1,547 | 1,724 | |
| Medtronic Global Holdings SCA | 1.500% | 7/2/2039 | EUR | 1,297 | 1,090 | |
| Medtronic Global Holdings SCA | 1.375% | 10/15/2040 | EUR | 4,934 | 3,910 | |
| Medtronic Global Holdings SCA | 1.750% | 7/2/2049 | EUR | 7,796 | 5,254 | |
| Medtronic Global Holdings SCA | 1.625% | 10/15/2050 | EUR | 7,158 | 4,562 | |
| Medtronic Inc. | 3.650% | 10/15/2029 | EUR | 1,968 | 2,290 | |
| Medtronic Inc. | 2.950% | 10/15/2030 | EUR | 8,500 | 9,607 | |
| Medtronic Inc. | 3.875% | 10/15/2036 | EUR | 1,750 | 1,993 | |
| Medtronic Inc. | 4.200% | 10/15/2045 | EUR | 3,500 | 3,808 | |
| Medtronic Inc. | 4.150% | 10/15/2053 | EUR | 2,966 | 3,089 | |
| Merck & Co. Inc. | 2.500% | 10/15/2034 | EUR | 2,686 | 2,849 | |
| Merck & Co. Inc. | 1.375% | 11/2/2036 | EUR | 1,216 | 1,109 | |
| Metropolitan Life Global Funding I | 0.625% | 12/8/2027 | GBP | 6,471 | 8,257 | |
| Metropolitan Life Global Funding I | 4.000% | 4/5/2028 | EUR | 3,000 | 3,499 | |
| Metropolitan Life Global Funding I | 1.625% | 9/21/2029 | GBP | 3,000 | 3,650 | |
| Metropolitan Life Global Funding I | 5.000% | 1/10/2030 | GBP | 5,000 | 6,717 | |
| Metropolitan Life Global Funding I | 3.394% | 4/9/2030 | CAD | 7,128 | 5,009 | |
| Metropolitan Life Global Funding I | 3.750% | 12/5/2030 | EUR | 10,400 | 12,060 | |
| Metropolitan Life Global Funding I | 3.750% | 12/7/2031 | EUR | 3,600 | 4,165 | |
| Metropolitan Life Global Funding I | 4.000% | 1/12/2033 | CAD | 5,000 | 3,517 | |
| Microsoft Corp. | 3.125% | 12/6/2028 | EUR | 11,236 | 12,987 | |
| Microsoft Corp. | 2.625% | 5/2/2033 | EUR | 2,094 | 2,303 | |
| Molson Coors Beverage Co. | 3.800% | 6/15/2032 | EUR | 3,000 | 3,449 | |
| Molson Coors International LP | 4.300% | 7/8/2033 | CAD | 5,000 | 3,559 | |
| Mondelez International Holdings Netherlands BV | 0.250% | 9/9/2029 | EUR | 3,563 | 3,732 | |
| Mondelez International Inc. | 0.250% | 3/17/2028 | EUR | 18,430 | 20,283 | |
| Mondelez International Inc. | 4.625% | 7/3/2031 | CAD | 3,000 | 2,189 | |
| Mondelez International Inc. | 2.375% | 3/6/2035 | EUR | 2,137 | 2,178 | |
| Moody's Corp. | 0.950% | 2/25/2030 | EUR | 4,892 | 5,183 | |
| Morgan Stanley | 4.813% | 10/25/2028 | EUR | 10,000 | 11,762 | |
| Morgan Stanley | 4.656% | 3/2/2029 | EUR | 10,000 | 11,761 | |
| Morgan Stanley | 0.495% | 10/26/2029 | EUR | 17,019 | 18,391 | |
| Morgan Stanley | 0.497% | 2/7/2031 | EUR | 11,470 | 11,870 | |
| Morgan Stanley | 5.789% | 11/18/2033 | GBP | 8,800 | 11,950 | |
| Morgan Stanley | 5.148% | 1/25/2034 | EUR | 18,000 | 22,185 | |
| Morgan Stanley | 3.955% | 3/21/2035 | EUR | 13,860 | 15,882 | |
| Morgan Stanley | 5.213% | 10/24/2035 | GBP | 4,421 | 5,722 | |
| Morgan Stanley | 3.749% | 11/7/2036 | EUR | 7,000 | 7,782 | |
| Morgan Stanley | 3.981% | 1/23/2037 | EUR | 8,000 | 9,044 | |
| MSD Netherlands Capital BV | 3.250% | 5/30/2032 | EUR | 6,500 | 7,367 | |
| MSD Netherlands Capital BV | 3.500% | 5/30/2037 | EUR | 3,700 | 4,068 | |
| MSD Netherlands Capital BV | 3.700% | 5/30/2044 | EUR | 13,000 | 13,579 | |
| MSD Netherlands Capital BV | 3.750% | 5/30/2054 | EUR | 2,300 | 2,234 | |
| Nasdaq Inc. | 1.750% | 3/28/2029 | EUR | 4,812 | 5,315 | |
| Nasdaq Inc. | 0.875% | 2/13/2030 | EUR | 11,864 | 12,464 | |
| Nasdaq Inc. | 4.500% | 2/15/2032 | EUR | 9,509 | 11,366 | |
| Nasdaq Inc. | 0.900% | 7/30/2033 | EUR | 2,800 | 2,645 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| National Grid North America Inc. | 1.054% | 1/20/2031 | EUR | 11,500 | 11,844 | |
| National Grid North America Inc. | 3.631% | 9/3/2031 | EUR | 7,000 | 8,031 | |
| National Grid North America Inc. | 3.724% | 11/25/2034 | EUR | 5,000 | 5,600 | |
| National Grid North America Inc. | 4.061% | 9/3/2036 | EUR | 9,000 | 10,197 | |
| Nestle Capital Corp. | 4.600% | 4/4/2029 | AUD | 10,080 | 7,002 | |
| Nestle Finance International Ltd. | 1.250% | 11/2/2029 | EUR | 7,555 | 8,263 | |
| Nestle Finance International Ltd. | 1.500% | 4/1/2030 | EUR | 5,124 | 5,589 | |
| Nestle Finance International Ltd. | 1.250% | 3/29/2031 | EUR | 2,000 | 2,111 | |
| Nestle Finance International Ltd. | 0.375% | 5/12/2032 | EUR | 4,000 | 3,906 | |
| Nestle Finance International Ltd. | 0.000% | 3/3/2033 | EUR | 4,455 | 4,119 | |
| Nestle Finance International Ltd. | 1.500% | 3/29/2035 | EUR | 3,500 | 3,382 | |
| Nestle Finance International Ltd. | 1.750% | 11/2/2037 | EUR | 4,125 | 3,809 | |
| Nestle Finance International Ltd. | 0.375% | 12/3/2040 | EUR | 7,587 | 5,325 | |
| Nestle Finance International Ltd. | 0.875% | 6/14/2041 | EUR | 9,260 | 6,899 | |
| Nestle Finance International Ltd. | 3.500% | 1/14/2045 | EUR | 5,000 | 5,234 | |
| Nestle Holdings Inc. | 2.192% | 1/26/2029 | CAD | 7,380 | 5,113 | |
| Nestle Holdings Inc. | 2.500% | 4/4/2032 | GBP | 3,000 | 3,555 | |
| Nestle Holdings Inc. | 5.125% | 9/21/2032 | GBP | 5,000 | 6,790 | |
| Nestle Holdings Inc. | 1.375% | 6/23/2033 | GBP | 3,000 | 3,184 | |
| Netflix Inc. | 4.625% | 5/15/2029 | EUR | 2,500 | 2,985 | |
| Netflix Inc. | 3.875% | 11/15/2029 | EUR | 10,000 | 11,687 | |
| Netflix Inc. | 3.625% | 6/15/2030 | EUR | 5,500 | 6,370 | |
| New York Life Global Funding | 2.000% | 4/17/2028 | CAD | 10,993 | 7,664 | |
| New York Life Global Funding | 4.950% | 12/7/2029 | GBP | 3,500 | 4,730 | |
| New York Life Global Funding | 3.625% | 1/9/2030 | EUR | 2,300 | 2,663 | |
| New York Life Global Funding | 3.450% | 1/30/2031 | EUR | 3,500 | 4,011 | |
| New York Life Global Funding | 3.200% | 1/15/2032 | EUR | 9,000 | 10,128 | |
| New York Life Global Funding | 4.000% | 6/17/2032 | CAD | 3,800 | 2,690 | |
| New York Life Global Funding | 4.200% | 5/9/2033 | CAD | 2,500 | 1,778 | |
| New York Life Global Funding | 3.625% | 6/8/2035 | EUR | 3,700 | 4,168 | |
| NextEra Energy Capital Holdings Inc. | 3.830% | 6/12/2030 | CAD | 200 | 142 | |
| NextEra Energy Capital Holdings Inc. | 4.850% | 4/30/2031 | CAD | 8,500 | 6,263 | |
| NextEra Energy Capital Holdings Inc. | 4.670% | 6/12/2035 | CAD | 9,750 | 6,965 | |
| NextEra Energy Capital Holdings Inc. | 4.200% | 2/26/2056 | EUR | 10,000 | 11,206 | |
| NextEra Energy Capital Holdings Inc. | 4.496% | 5/15/2056 | EUR | 5,000 | 5,552 | |
| Novartis AG | 0.625% | 11/13/2029 | CHF | 2,395 | 2,953 | |
| Novartis AG | 1.050% | 5/11/2035 | CHF | 1,000 | 1,230 | |
| Novartis Finance SA | 0.625% | 9/20/2028 | EUR | 2,700 | 2,946 | |
| Novartis Finance SA | 0.000% | 9/23/2028 | EUR | 2,000 | 2,159 | |
| Novartis Finance SA | 1.375% | 8/14/2030 | EUR | 9,144 | 9,838 | |
| Novartis Finance SA | 1.700% | 8/14/2038 | EUR | 5,000 | 4,627 | |
| Omnicom Capital Holdings plc | 2.250% | 11/22/2033 | GBP | 2,429 | 2,558 | |
| Omnicom Finance Holdings plc | 1.400% | 7/8/2031 | EUR | 2,269 | 2,338 | |
| Omnicom Finance Holdings plc | 3.700% | 3/6/2032 | EUR | 5,000 | 5,677 | |
| Pacific Life Global Funding II | 3.125% | 6/18/2031 | EUR | 2,500 | 2,812 | |
| Pacific Life Global Funding II | 4.195% | 7/29/2032 | CAD | 2,500 | 1,782 | |
| Parker-Hannifin Corp. | 2.900% | 3/1/2030 | EUR | 9,861 | 11,154 | |
| PepsiCo Inc. | 0.500% | 5/6/2028 | EUR | 5,974 | 6,589 | |
| PepsiCo Inc. | 0.875% | 7/18/2028 | EUR | 1,875 | 2,069 | |
| PepsiCo Inc. | 1.125% | 3/18/2031 | EUR | 943 | 982 | |
| PepsiCo Inc. | 0.400% | 10/9/2032 | EUR | 6,028 | 5,737 | |
| PepsiCo Inc. | 0.750% | 10/14/2033 | EUR | 3,343 | 3,157 | |
| PepsiCo Inc. | 3.450% | 7/28/2037 | EUR | 5,000 | 5,489 | |
| PepsiCo Inc. | 0.875% | 10/16/2039 | EUR | 5,032 | 3,915 | |
| PepsiCo Inc. | 1.050% | 10/9/2050 | EUR | 1,107 | 644 | |
| Pershing Square Holdings Ltd. | 1.375% | 10/1/2027 | EUR | 1,500 | 1,688 | |
| Pfizer Inc. | 2.735% | 6/15/2043 | GBP | 4,634 | 3,962 | |
| Pfizer Netherlands International Finance BV | 4.250% | 5/19/2045 | EUR | 5,000 | 5,566 | |
| Philip Morris International Inc. | 2.875% | 5/14/2029 | EUR | 1,272 | 1,448 | |
| Philip Morris International Inc. | 3.750% | 1/15/2031 | EUR | 5,000 | 5,793 | |
| Philip Morris International Inc. | 0.800% | 8/1/2031 | EUR | 4,539 | 4,563 | |
| Philip Morris International Inc. | 3.125% | 6/3/2033 | EUR | 548 | 609 | |
| Philip Morris International Inc. | 2.000% | 5/9/2036 | EUR | 2,090 | 2,009 | |
| Philip Morris International Inc. | 1.875% | 11/6/2037 | EUR | 1,463 | 1,332 | |
| Philip Morris International Inc. | 1.450% | 8/1/2039 | EUR | 7,902 | 6,453 | |
| PPG Industries Inc. | 2.750% | 6/1/2029 | EUR | 2,906 | 3,299 | |
| PPG Industries Inc. | 3.250% | 3/4/2032 | EUR | 5,000 | 5,592 | |
| Procter & Gamble Co. | 1.200% | 10/30/2028 | EUR | 2,379 | 2,633 | |
| Procter & Gamble Co. | 1.800% | 5/3/2029 | GBP | 2,427 | 3,042 | |
| Procter & Gamble Co. | 1.250% | 10/25/2029 | EUR | 3,541 | 3,849 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Procter & Gamble Co. | 0.350% | 5/5/2030 | EUR | 8,000 | 8,327 | |
| Procter & Gamble Co. | 3.250% | 8/2/2031 | EUR | 3,000 | 3,452 | |
| Procter & Gamble Co. | 1.875% | 10/30/2038 | EUR | 3,216 | 3,022 | |
| Procter & Gamble Co. | 0.900% | 11/4/2041 | EUR | 6,000 | 4,499 | |
| Procter & Gamble Co. | 3.650% | 11/3/2045 | EUR | 2,000 | 2,167 | |
| Prologis Euro Finance LLC | 0.250% | 9/10/2027 | EUR | 5,728 | 6,397 | |
| Prologis Euro Finance LLC | 0.375% | 2/6/2028 | EUR | 1,729 | 1,910 | |
| Prologis Euro Finance LLC | 1.875% | 1/5/2029 | EUR | 5,481 | 6,107 | |
| Prologis Euro Finance LLC | 1.000% | 2/8/2029 | EUR | 4,967 | 5,407 | |
| Prologis Euro Finance LLC | 0.625% | 9/10/2031 | EUR | 3,019 | 2,999 | |
| Prologis Euro Finance LLC | 0.500% | 2/16/2032 | EUR | 3,697 | 3,574 | |
| Prologis Euro Finance LLC | 3.250% | 9/22/2032 | EUR | 1,750 | 1,952 | |
| Prologis Euro Finance LLC | 4.625% | 5/23/2033 | EUR | 7,650 | 9,153 | |
| Prologis Euro Finance LLC | 1.500% | 2/8/2034 | EUR | 1,300 | 1,258 | |
| Prologis Euro Finance LLC | 4.000% | 5/5/2034 | EUR | 2,200 | 2,523 | |
| Prologis Euro Finance LLC | 1.000% | 2/6/2035 | EUR | 4,010 | 3,594 | |
| Prologis Euro Finance LLC | 1.000% | 2/16/2041 | EUR | 2,130 | 1,552 | |
| Prologis Euro Finance LLC | 4.250% | 1/31/2043 | EUR | 2,000 | 2,184 | |
| Prologis Euro Finance LLC | 1.500% | 9/10/2049 | EUR | 1,619 | 1,028 | |
| Prologis LP | 2.250% | 6/30/2029 | GBP | 4,469 | 5,609 | |
| Prologis LP | 5.250% | 1/15/2031 | CAD | 4,000 | 2,994 | |
| Prologis LP | 3.600% | 2/15/2032 | CAD | 26,175 | 18,130 | |
| Prologis LP | 4.200% | 2/15/2033 | CAD | 345 | 244 | |
| Prologis LP | 5.625% | 5/4/2040 | GBP | 4,620 | 5,916 | |
| Public Storage Operating Co. | 0.500% | 9/9/2030 | EUR | 3,241 | 3,294 | |
| Public Storage Operating Co. | 0.875% | 1/24/2032 | EUR | 3,376 | 3,330 | |
| Public Storage Operating Co. | 3.500% | 1/20/2034 | EUR | 8,321 | 9,237 | |
| Realty Income Corp. | 4.875% | 7/6/2030 | EUR | 1,769 | 2,123 | |
| Realty Income Corp. | 3.375% | 6/20/2031 | EUR | 5,389 | 6,092 | |
| Realty Income Corp. | 5.750% | 12/5/2031 | GBP | 3,077 | 4,214 | |
| Realty Income Corp. | 1.750% | 7/13/2033 | GBP | 4,043 | 4,259 | |
| Realty Income Corp. | 5.125% | 7/6/2034 | EUR | 4,000 | 4,886 | |
| Realty Income Corp. | 3.875% | 6/20/2035 | EUR | 6,322 | 7,059 | |
| Realty Income Corp. | 6.000% | 12/5/2039 | GBP | 4,614 | 6,040 | |
| Realty Income Corp. | 2.500% | 1/14/2042 | GBP | 946 | 787 | |
| Robert Bosch Finance LLC | 2.750% | 5/28/2028 | EUR | 1,000 | 1,143 | |
| Roche Finance Europe BV | 3.312% | 12/4/2027 | EUR | 10,000 | 11,583 | |
| Roche Finance Europe BV | 3.564% | 5/3/2044 | EUR | 3,000 | 3,200 | |
| Roche Kapitalmarkt AG | 2.000% | 9/23/2032 | CHF | 5,000 | 6,562 | |
| Roche Kapitalmarkt AG | 1.098% | 9/6/2034 | CHF | 5,000 | 6,154 | |
| Roche Kapitalmarkt AG | 1.000% | 2/25/2037 | CHF | 4,000 | 4,829 | |
| RTX Corp. | 2.150% | 5/18/2030 | EUR | 6,316 | 6,930 | |
| Sanofi SA | 1.125% | 4/5/2028 | EUR | 6,000 | 6,715 | |
| Sanofi SA | 1.500% | 4/1/2030 | EUR | 7,600 | 8,241 | |
| Sanofi SA | 2.750% | 3/11/2031 | EUR | 5,000 | 5,612 | |
| Sanofi SA | 3.000% | 6/23/2032 | EUR | 10,000 | 11,238 | |
| Sanofi SA | 1.875% | 3/21/2038 | EUR | 3,500 | 3,275 | |
| Schlumberger Finance BV | 0.250% | 10/15/2027 | EUR | 5,087 | 5,678 | |
| Schlumberger Finance BV | 0.500% | 10/15/2031 | EUR | 5,087 | 5,037 | |
| Schlumberger Finance BV | 2.000% | 5/6/2032 | EUR | 3,019 | 3,200 | |
| Schneider Electric SE | 1.500% | 1/15/2028 | EUR | 5,600 | 6,318 | |
| Schneider Electric SE | 0.250% | 3/11/2029 | EUR | 4,600 | 4,920 | |
| Schneider Electric SE | 2.625% | 9/2/2029 | EUR | 10,000 | 11,299 | |
| Schneider Electric SE | 3.375% | 4/13/2034 | EUR | 5,000 | 5,631 | |
| Schneider Electric SE | 3.250% | 10/10/2035 | EUR | 10,000 | 10,992 | |
| Schneider Electric SE | 3.375% | 9/3/2036 | EUR | 5,000 | 5,520 | |
| Shell International Finance BV | 1.250% | 5/12/2028 | EUR | 3,678 | 4,104 | |
| Shell International Finance BV | 0.750% | 8/15/2028 | EUR | 10,087 | 11,090 | |
| Shell International Finance BV | 1.000% | 12/10/2030 | GBP | 3,479 | 4,029 | |
| Shell International Finance BV | 1.875% | 4/7/2032 | EUR | 7,587 | 8,001 | |
| Shell International Finance BV | 0.875% | 11/8/2039 | EUR | 6,032 | 4,592 | |
| Shell International Finance BV | 1.750% | 9/10/2052 | GBP | 2,543 | 1,440 | |
| Simon International Finance SCA | 1.125% | 3/19/2033 | EUR | 2,821 | 2,715 | |
| Southern Co. | 1.875% | 9/15/2081 | EUR | 4,624 | 5,224 | |
| Stellantis NV | 4.500% | 7/7/2028 | EUR | 9,077 | 10,625 | |
| Stellantis NV | 0.750% | 1/18/2029 | EUR | 2,000 | 2,139 | |
| Stellantis NV | 1.125% | 9/18/2029 | EUR | 4,000 | 4,223 | |
| Stellantis NV | 4.375% | 3/14/2030 | EUR | 5,000 | 5,796 | |
| Stellantis NV | 3.875% | 6/6/2031 | EUR | 8,000 | 8,952 | |
| Stellantis NV | 4.250% | 6/16/2031 | EUR | 16,100 | 18,305 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Stellantis NV | 2.750% | 4/1/2032 | EUR | 3,500 | 3,646 | |
| Stellantis NV | 1.250% | 6/20/2033 | EUR | 9,448 | 8,553 | |
| Stellantis NV | 4.000% | 3/19/2034 | EUR | 1,500 | 1,603 | |
| Stellantis NV | 4.625% | 6/6/2035 | EUR | 6,000 | 6,571 | |
| Stryker Corp. | 2.125% | 11/30/2027 | EUR | 3,943 | 4,494 | |
| Stryker Corp. | 3.375% | 12/11/2028 | EUR | 4,477 | 5,173 | |
| Stryker Corp. | 0.750% | 3/1/2029 | EUR | 4,600 | 4,976 | |
| Stryker Corp. | 2.625% | 11/30/2030 | EUR | 2,052 | 2,286 | |
| Stryker Corp. | 1.000% | 12/3/2031 | EUR | 5,635 | 5,692 | |
| Stryker Corp. | 3.375% | 9/11/2032 | EUR | 3,500 | 3,972 | |
| Stryker Corp. | 3.625% | 9/11/2036 | EUR | 3,500 | 3,909 | |
| Sumisho Air Lease Corp. | 5.400% | 6/1/2028 | CAD | 10,925 | 8,014 | |
| Sumisho Air Lease Corp. | 3.700% | 4/15/2030 | EUR | 2,300 | 2,631 | |
| Swiss Re Finance UK plc | 2.714% | 6/4/2052 | EUR | 11,300 | 12,014 | |
| Thermo Fisher Scientific Finance I BV | 0.800% | 10/18/2030 | EUR | 2,122 | 2,197 | |
| Thermo Fisher Scientific Finance I BV | 1.125% | 10/18/2033 | EUR | 7,693 | 7,434 | |
| Thermo Fisher Scientific Finance I BV | 3.628% | 12/1/2035 | EUR | 18,670 | 20,977 | |
| Thermo Fisher Scientific Finance I BV | 1.625% | 10/18/2041 | EUR | 4,753 | 3,810 | |
| Thermo Fisher Scientific Finance I BV | 2.000% | 10/18/2051 | EUR | 5,000 | 3,500 | |
| Thermo Fisher Scientific Inc. | 0.500% | 3/1/2028 | EUR | 6,201 | 6,861 | |
| Thermo Fisher Scientific Inc. | 1.375% | 9/12/2028 | EUR | 448 | 498 | |
| Thermo Fisher Scientific Inc. | 1.125% | 3/7/2029 | CHF | 1,000 | 1,246 | |
| Thermo Fisher Scientific Inc. | 1.950% | 7/24/2029 | EUR | 5,000 | 5,573 | |
| Thermo Fisher Scientific Inc. | 0.875% | 10/1/2031 | EUR | 9,000 | 9,098 | |
| Thermo Fisher Scientific Inc. | 1.840% | 3/8/2032 | CHF | 4,900 | 6,267 | |
| Thermo Fisher Scientific Inc. | 3.650% | 11/21/2034 | EUR | 2,800 | 3,201 | |
| Thermo Fisher Scientific Inc. | 2.038% | 3/7/2036 | CHF | 2,000 | 2,590 | |
| Thermo Fisher Scientific Inc. | 2.875% | 7/24/2037 | EUR | 3,333 | 3,475 | |
| Thermo Fisher Scientific Inc. | 1.500% | 10/1/2039 | EUR | 2,094 | 1,768 | |
| Thermo Fisher Scientific Inc. | 1.875% | 10/1/2049 | EUR | 4,581 | 3,211 | |
| Time Warner Cable LLC | 5.250% | 7/15/2042 | GBP | 3,037 | 3,218 | |
| T-Mobile USA Inc. | 3.550% | 5/8/2029 | EUR | 7,100 | 8,228 | |
| T-Mobile USA Inc. | 3.700% | 5/8/2032 | EUR | 2,000 | 2,294 | |
| T-Mobile USA Inc. | 3.625% | 2/19/2035 | EUR | 10,000 | 11,093 | |
| T-Mobile USA Inc. | 3.850% | 5/8/2036 | EUR | 5,000 | 5,605 | |
| T-Mobile USA Inc. | 3.500% | 2/11/2037 | EUR | 3,000 | 3,217 | |
| T-Mobile USA Inc. | 3.900% | 2/19/2038 | EUR | 7,000 | 7,716 | |
| T-Mobile USA Inc. | 3.800% | 2/11/2045 | EUR | 3,000 | 3,022 | |
| Toyota Motor Credit Corp. | 0.125% | 11/5/2027 | EUR | 7,448 | 8,280 | |
| Toyota Motor Credit Corp. | 4.050% | 9/13/2029 | EUR | 5,200 | 6,103 | |
| Toyota Motor Credit Corp. | 3.850% | 7/24/2030 | EUR | 2,000 | 2,335 | |
| Toyota Motor Credit Corp. | 3.625% | 7/15/2031 | EUR | 15,500 | 17,893 | |
| Trillium Windpower LP | 5.803% | 2/15/2033 | CAD | 549 | 407 | |
| United Parcel Service Inc. | 1.000% | 11/15/2028 | EUR | 5,000 | 5,463 | |
| Upjohn Finance BV | 1.908% | 6/23/2032 | EUR | 4,590 | 4,681 | |
| Utah Acquisition Sub Inc. | 3.125% | 11/22/2028 | EUR | 3,147 | 3,578 | |
| Ventas Canada Finance Ltd. | 5.100% | 3/5/2029 | CAD | 169 | 124 | |
| Verizon Communications Inc. | 4.500% | 8/17/2027 | AUD | 6,420 | 4,484 | |
| Verizon Communications Inc. | 2.375% | 3/22/2028 | CAD | 18,577 | 13,015 | |
| Verizon Communications Inc. | 2.350% | 3/23/2028 | AUD | 2,800 | 1,881 | |
| Verizon Communications Inc. | 1.125% | 11/3/2028 | GBP | 4,685 | 5,820 | |
| Verizon Communications Inc. | 0.375% | 3/22/2029 | EUR | 7,917 | 8,457 | |
| Verizon Communications Inc. | 1.875% | 10/26/2029 | EUR | 1,718 | 1,886 | |
| Verizon Communications Inc. | 1.250% | 4/8/2030 | EUR | 9,787 | 10,395 | |
| Verizon Communications Inc. | 2.500% | 5/16/2030 | CAD | 8,000 | 5,422 | |
| Verizon Communications Inc. | 1.875% | 9/19/2030 | GBP | 10,778 | 12,735 | |
| Verizon Communications Inc. | 0.555% | 3/24/2031 | CHF | 2,000 | 2,422 | |
| Verizon Communications Inc. | 2.500% | 4/8/2031 | GBP | 1,345 | 1,600 | |
| Verizon Communications Inc. | 2.625% | 12/1/2031 | EUR | 3,509 | 3,827 | |
| Verizon Communications Inc. | 0.875% | 3/19/2032 | EUR | 3,724 | 3,660 | |
| Verizon Communications Inc. | 0.750% | 3/22/2032 | EUR | 3,902 | 3,798 | |
| Verizon Communications Inc. | 3.500% | 6/28/2032 | EUR | 12,200 | 13,765 | |
| Verizon Communications Inc. | 1.300% | 5/18/2033 | EUR | 1,796 | 1,743 | |
| Verizon Communications Inc. | 4.750% | 10/31/2034 | EUR | 12,167 | 14,604 | |
| Verizon Communications Inc. | 1.125% | 9/19/2035 | EUR | 5,904 | 5,240 | |
| Verizon Communications Inc. | 3.125% | 11/2/2035 | GBP | 2,671 | 2,873 | |
| Verizon Communications Inc. | 3.750% | 2/28/2036 | EUR | 8,900 | 9,854 | |
| Verizon Communications Inc. | 3.375% | 10/27/2036 | GBP | 6,524 | 6,964 | |
| Verizon Communications Inc. | 2.875% | 1/15/2038 | EUR | 5,515 | 5,494 | |
| Verizon Communications Inc. | 1.875% | 11/3/2038 | GBP | 4,194 | 3,560 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Verizon Communications Inc. | 1.500% | 9/19/2039 | EUR | 1,155 | 937 | |
| Verizon Communications Inc. | 3.500% | 11/4/2039 | AUD | 5,840 | 3,007 | |
| Verizon Communications Inc. | 1.850% | 5/18/2040 | EUR | 1,504 | 1,256 | |
| Verizon Communications Inc. | 3.625% | 5/16/2050 | CAD | 2,000 | 1,057 | |
| Verizon Communications Inc. | 3.996% | 6/15/2056 | EUR | 7,825 | 8,802 | |
| Verizon Communications Inc. | 5.742% | 6/15/2056 | GBP | 6,265 | 8,251 | |
| Verizon Communications Inc. | 4.246% | 8/15/2056 | EUR | 2,000 | 2,246 | |
| Visa Inc. | 2.000% | 6/15/2029 | EUR | 7,700 | 8,615 | |
| Visa Inc. | 2.375% | 6/15/2034 | EUR | 2,500 | 2,639 | |
| Wabtec Transportation Netherlands BV | 1.250% | 12/3/2027 | EUR | 2,093 | 2,349 | |
| Walmart Inc. | 4.875% | 9/21/2029 | EUR | 5,498 | 6,675 | |
| Walmart Inc. | 5.625% | 3/27/2034 | GBP | 6,590 | 9,091 | |
| Waste Management of Canada Corp. | 3.944% | 7/15/2033 | CAD | 5,000 | 3,514 | |
| Wells Fargo & Co. | 2.766% | 7/23/2029 | EUR | 10,000 | 11,386 | |
| Wells Fargo & Co. | 3.500% | 9/12/2029 | GBP | 2,175 | 2,798 | |
| Wells Fargo & Co. | 1.741% | 5/4/2030 | EUR | 5,087 | 5,599 | |
| Wells Fargo & Co. | 2.125% | 9/24/2031 | GBP | 10,000 | 11,584 | |
| Wells Fargo & Co. | 3.900% | 7/22/2032 | EUR | 18,000 | 20,865 | |
| Wells Fargo & Co. | 4.625% | 11/2/2035 | GBP | 1,263 | 1,569 | |
| Welltower OP LLC | 4.800% | 11/20/2028 | GBP | 6,225 | 8,330 | |
| Welltower OP LLC | 4.500% | 12/1/2034 | GBP | 1,934 | 2,403 | |
| Westlake Corp. | 1.625% | 7/17/2029 | EUR | 1,900 | 2,070 | |
| WP Carey Inc. | 3.250% | 10/2/2031 | EUR | 3,633 | 4,046 | |
| WP Carey Inc. | 4.250% | 7/23/2032 | EUR | 2,240 | 2,600 | |
| WP Carey Inc. | 3.700% | 11/19/2034 | EUR | 3,262 | 3,593 | |
| WPC Eurobond BV | 1.350% | 4/15/2028 | EUR | 2,539 | 2,824 | |
| WPC Eurobond BV | 0.950% | 6/1/2030 | EUR | 1,876 | 1,948 | |
| Zimmer Biomet Holdings Inc. | 3.518% | 12/15/2032 | EUR | 6,900 | 7,804 | |
| 4,103,301 | ||||||
| Total Corporate Bonds (Cost $25,175,272) | 25,082,646 | |||||
| Sovereign Bonds (77.1%) | ||||||
| Australia (3.1%) | ||||||
| Airservices Australia | 5.350% | 11/15/2037 | AUD | 28,630 | 19,352 | |
| Australian Capital Territory | 3.000% | 4/18/2028 | AUD | 290 | 198 | |
| Australian Capital Territory | 2.250% | 5/22/2029 | AUD | 5,100 | 3,343 | |
| Australian Capital Territory | 1.750% | 5/17/2030 | AUD | 1,110 | 696 | |
| Australian Capital Territory | 1.750% | 10/23/2031 | AUD | 440 | 262 | |
| Australian Capital Territory | 2.500% | 10/22/2032 | AUD | 13,010 | 7,830 | |
| Australian Capital Territory | 4.500% | 10/23/2034 | AUD | 20,500 | 13,438 | |
| Australian Capital Territory | 5.250% | 10/23/2036 | AUD | 13,000 | 8,776 | |
| Commonwealth of Australia | 2.750% | 11/21/2027 | AUD | 181,570 | 124,761 | |
| Commonwealth of Australia | 2.250% | 5/21/2028 | AUD | 122,029 | 82,434 | |
| Commonwealth of Australia | 2.750% | 11/21/2028 | AUD | 233,083 | 157,516 | |
| Commonwealth of Australia | 3.250% | 4/21/2029 | AUD | 162,331 | 110,405 | |
| Commonwealth of Australia | 2.750% | 11/21/2029 | AUD | 242,635 | 161,308 | |
| Commonwealth of Australia | 2.500% | 5/21/2030 | AUD | 200,075 | 130,747 | |
| Commonwealth of Australia | 1.000% | 12/21/2030 | AUD | 209,721 | 126,724 | |
| Commonwealth of Australia | 1.500% | 6/21/2031 | AUD | 211,148 | 128,499 | |
| Commonwealth of Australia | 1.000% | 11/21/2031 | AUD | 178,115 | 104,023 | |
| Commonwealth of Australia | 1.250% | 5/21/2032 | AUD | 168,342 | 97,879 | |
| Commonwealth of Australia | 1.750% | 11/21/2032 | AUD | 135,401 | 79,851 | |
| Commonwealth of Australia | 4.500% | 4/21/2033 | AUD | 148,520 | 102,820 | |
| Commonwealth of Australia | 3.000% | 11/21/2033 | AUD | 92,580 | 57,855 | |
| Commonwealth of Australia | 3.750% | 5/21/2034 | AUD | 98,000 | 63,949 | |
| Commonwealth of Australia | 4.250% | 6/21/2034 | AUD | 65,000 | 43,849 | |
| Commonwealth of Australia | 3.500% | 12/21/2034 | AUD | 111,000 | 70,508 | |
| Commonwealth of Australia | 2.750% | 6/21/2035 | AUD | 103,547 | 61,359 | |
| Commonwealth of Australia | 4.250% | 12/21/2035 | AUD | 147,350 | 97,971 | |
| Commonwealth of Australia | 4.250% | 3/21/2036 | AUD | 90,000 | 59,697 | |
| Commonwealth of Australia | 5.000% | 6/21/2036 | AUD | 30,000 | 21,185 | |
| Commonwealth of Australia | 4.250% | 10/21/2036 | AUD | 70,000 | 46,192 | |
| Commonwealth of Australia | 3.750% | 4/21/2037 | AUD | 60,769 | 38,154 | |
| Commonwealth of Australia | 4.750% | 10/21/2037 | AUD | 60,000 | 41,032 | |
| Commonwealth of Australia | 3.250% | 6/21/2039 | AUD | 37,313 | 21,551 | |
| Commonwealth of Australia | 2.750% | 5/21/2041 | AUD | 50,029 | 26,207 | |
| Commonwealth of Australia | 3.000% | 3/21/2047 | AUD | 53,684 | 26,355 | |
| Commonwealth of Australia | 1.750% | 6/21/2051 | AUD | 90,849 | 31,312 | |
| Commonwealth of Australia | 4.750% | 6/21/2054 | AUD | 49,000 | 30,657 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Housing Australia | 2.380% | 3/28/2029 | AUD | 1,485 | 981 | |
| Housing Australia | 1.410% | 6/29/2032 | AUD | 15,020 | 8,579 | |
| Housing Australia | 2.335% | 6/30/2036 | AUD | 3,735 | 2,007 | |
| New South Wales Treasury Corp. | 3.000% | 3/20/2028 | AUD | 74,075 | 50,692 | |
| New South Wales Treasury Corp. | 3.000% | 11/15/2028 | AUD | 20,206 | 13,677 | |
| New South Wales Treasury Corp. | 3.000% | 4/20/2029 | AUD | 11,737 | 7,885 | |
| New South Wales Treasury Corp. | 3.000% | 2/20/2030 | AUD | 78,558 | 52,011 | |
| New South Wales Treasury Corp. | 1.250% | 11/20/2030 | AUD | 7,484 | 4,529 | |
| New South Wales Treasury Corp. | 2.000% | 3/20/2031 | AUD | 61,309 | 37,935 | |
| New South Wales Treasury Corp. | 1.500% | 2/20/2032 | AUD | 88,169 | 51,458 | |
| New South Wales Treasury Corp. | 2.000% | 3/8/2033 | AUD | 84,288 | 48,794 | |
| New South Wales Treasury Corp. | 1.750% | 3/20/2034 | AUD | 66,500 | 36,313 | |
| New South Wales Treasury Corp. | 3.500% | 3/20/2034 | AUD | 422 | 264 | |
| New South Wales Treasury Corp. | 5.250% | 10/17/2034 | AUD | 50,000 | 35,017 | |
| New South Wales Treasury Corp. | 4.750% | 2/20/2035 | AUD | 57,000 | 38,238 | |
| New South Wales Treasury Corp. | 4.250% | 2/20/2036 | AUD | 44,000 | 27,973 | |
| New South Wales Treasury Corp. | 5.500% | 10/22/2036 | AUD | 40,000 | 28,050 | |
| New South Wales Treasury Corp. | 4.750% | 2/20/2037 | AUD | 17,000 | 11,086 | |
| New South Wales Treasury Corp. | 3.500% | 11/20/2037 | AUD | 13,742 | 7,859 | |
| New South Wales Treasury Corp. | 5.250% | 2/24/2038 | AUD | 22,000 | 14,793 | |
| New South Wales Treasury Corp. | 5.250% | 2/22/2039 | AUD | 45,000 | 29,950 | |
| New South Wales Treasury Corp. | 2.250% | 11/20/2040 | AUD | 11,397 | 5,181 | |
| New South Wales Treasury Corp. | 2.250% | 5/7/2041 | AUD | 10,000 | 4,481 | |
| New South Wales Treasury Corp. | 2.450% | 8/24/2050 | AUD | 261 | 96 | |
| Northern Territory Treasury Corp. | 3.500% | 4/21/2028 | AUD | 800 | 551 | |
| Northern Territory Treasury Corp. | 3.500% | 5/21/2030 | AUD | 2,300 | 1,538 | |
| Northern Territory Treasury Corp. | 2.000% | 4/21/2031 | AUD | 4,100 | 2,517 | |
| Northern Territory Treasury Corp. | 2.500% | 5/21/2032 | AUD | 14,000 | 8,533 | |
| Northern Territory Treasury Corp. | 3.750% | 4/21/2033 | AUD | 10,600 | 6,791 | |
| Northern Territory Treasury Corp. | 5.500% | 3/21/2036 | AUD | 12,000 | 8,292 | |
| Northern Territory Treasury Corp. | 5.250% | 5/21/2038 | AUD | 900 | 597 | |
| 1 | Queensland Treasury Corp. | 2.750% | 8/20/2027 | AUD | 40,997 | 28,276 |
| 1 | Queensland Treasury Corp. | 3.250% | 7/21/2028 | AUD | 41,599 | 28,455 |
| 1 | Queensland Treasury Corp. | 3.250% | 8/21/2029 | AUD | 23,651 | 15,912 |
| 1 | Queensland Treasury Corp. | 3.500% | 8/21/2030 | AUD | 95,817 | 64,023 |
| 1 | Queensland Treasury Corp. | 1.750% | 8/21/2031 | AUD | 58,822 | 35,396 |
| 1 | Queensland Treasury Corp. | 1.500% | 3/2/2032 | AUD | 9,300 | 5,418 |
| 1 | Queensland Treasury Corp. | 1.500% | 8/20/2032 | AUD | 40,669 | 23,230 |
| 1 | Queensland Treasury Corp. | 4.500% | 3/9/2033 | AUD | 5,500 | 3,727 |
| Queensland Treasury Corp. | 6.500% | 3/14/2033 | AUD | 4,235 | 3,204 | |
| Queensland Treasury Corp. | 2.000% | 8/22/2033 | AUD | 36,000 | 20,438 | |
| 1 | Queensland Treasury Corp. | 1.750% | 7/20/2034 | AUD | 35,225 | 18,917 |
| 1 | Queensland Treasury Corp. | 3.250% | 5/21/2035 | EUR | 9,000 | 10,095 |
| Queensland Treasury Corp. | 3.250% | 5/21/2035 | EUR | 11,418 | 12,807 | |
| 1 | Queensland Treasury Corp. | 4.500% | 8/22/2035 | AUD | 56,000 | 36,443 |
| 1 | Queensland Treasury Corp. | 5.250% | 7/21/2036 | AUD | 61,000 | 41,642 |
| 1 | Queensland Treasury Corp. | 5.000% | 7/21/2037 | AUD | 10,000 | 6,603 |
| 1 | Queensland Treasury Corp. | 5.250% | 8/13/2038 | AUD | 15,456 | 10,294 |
| 1 | Queensland Treasury Corp. | 2.250% | 4/16/2040 | AUD | 7,654 | 3,505 |
| 1 | Queensland Treasury Corp. | 2.250% | 11/20/2041 | AUD | 7,552 | 3,317 |
| 1 | Queensland Treasury Corp. | 4.200% | 2/20/2047 | AUD | 4,011 | 2,177 |
| South Australian Government Financing Authority | 3.000% | 9/20/2027 | AUD | 637 | 440 | |
| South Australian Government Financing Authority | 1.750% | 5/24/2032 | AUD | 14,335 | 8,408 | |
| South Australian Government Financing Authority | 4.500% | 5/24/2033 | AUD | 20,000 | 13,484 | |
| South Australian Government Financing Authority | 1.750% | 5/24/2034 | AUD | 15,000 | 8,126 | |
| South Australian Government Financing Authority | 2.000% | 5/23/2036 | AUD | 20,238 | 10,382 | |
| South Australian Government Financing Authority | 4.750% | 5/24/2038 | AUD | 23,000 | 14,781 | |
| South Australian Government Financing Authority | 2.250% | 5/24/2040 | AUD | 5,000 | 2,307 | |
| Tasmanian Public Finance Corp. | 3.250% | 1/24/2028 | AUD | 765 | 527 | |
| Tasmanian Public Finance Corp. | 2.000% | 1/24/2030 | AUD | 22,607 | 14,431 | |
| Tasmanian Public Finance Corp. | 2.250% | 1/22/2032 | AUD | 3,742 | 2,267 | |
| Tasmanian Public Finance Corp. | 2.500% | 1/21/2033 | AUD | 8,481 | 5,038 | |
| Tasmanian Public Finance Corp. | 4.000% | 1/20/2034 | AUD | 5,500 | 3,515 | |
| Tasmanian Public Finance Corp. | 4.750% | 1/25/2035 | AUD | 12,000 | 7,945 | |
| Treasury Corp. of Victoria | 1.250% | 11/19/2027 | AUD | 37,679 | 25,317 | |
| Treasury Corp. of Victoria | 3.000% | 10/20/2028 | AUD | 34,456 | 23,357 | |
| Treasury Corp. of Victoria | 2.500% | 10/22/2029 | AUD | 36,511 | 23,925 | |
| Treasury Corp. of Victoria | 1.500% | 11/20/2030 | AUD | 58,760 | 35,893 | |
| Treasury Corp. of Victoria | 1.500% | 9/10/2031 | AUD | 108,101 | 64,096 | |
| Treasury Corp. of Victoria | 4.250% | 12/20/2032 | AUD | 62,168 | 41,501 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Treasury Corp. of Victoria | 2.250% | 9/15/2033 | AUD | 101,784 | 58,704 | |
| Treasury Corp. of Victoria | 2.250% | 11/20/2034 | AUD | 37,218 | 20,526 | |
| Treasury Corp. of Victoria | 2.000% | 9/17/2035 | AUD | 62,484 | 32,764 | |
| Treasury Corp. of Victoria | 4.750% | 9/15/2036 | AUD | 81,000 | 53,012 | |
| Treasury Corp. of Victoria | 2.000% | 11/20/2037 | AUD | 57,484 | 27,684 | |
| Treasury Corp. of Victoria | 5.500% | 9/15/2039 | AUD | 35,000 | 23,535 | |
| Treasury Corp. of Victoria | 3.625% | 9/29/2040 | EUR | 5,000 | 5,555 | |
| Treasury Corp. of Victoria | 2.250% | 11/20/2041 | AUD | 15,283 | 6,633 | |
| Treasury Corp. of Victoria | 2.250% | 11/20/2042 | AUD | 5,000 | 2,117 | |
| Western Australian Treasury Corp. | 3.000% | 10/21/2027 | AUD | 15,103 | 10,415 | |
| Western Australian Treasury Corp. | 3.250% | 7/20/2028 | AUD | 16,293 | 11,142 | |
| Western Australian Treasury Corp. | 2.750% | 7/24/2029 | AUD | 7,409 | 4,922 | |
| Western Australian Treasury Corp. | 1.500% | 10/22/2030 | AUD | 18,600 | 11,418 | |
| Western Australian Treasury Corp. | 1.750% | 10/22/2031 | AUD | 15,769 | 9,472 | |
| Western Australian Treasury Corp. | 2.000% | 10/24/2034 | AUD | 7,821 | 4,286 | |
| Western Australian Treasury Corp. | 4.750% | 10/24/2035 | AUD | 20,000 | 13,406 | |
| Western Australian Treasury Corp. | 5.000% | 10/21/2037 | AUD | 40,000 | 26,675 | |
| Western Australian Treasury Corp. | 5.750% | 10/24/2039 | AUD | 20,000 | 14,134 | |
| Western Australian Treasury Corp. | 2.250% | 7/23/2041 | AUD | 2,994 | 1,351 | |
| 3,762,733 | ||||||
| Austria (1.1%) | ||||||
| Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.100% | 7/9/2029 | EUR | 4,539 | 4,798 | |
| Autobahnen- und Schnell- strassen-Finanzierungs AG | 1.500% | 9/15/2030 | EUR | 12,450 | 13,453 | |
| Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.125% | 6/2/2031 | EUR | 5,550 | 5,538 | |
| Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | 6/20/2033 | EUR | 2,308 | 2,564 | |
| Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | 10/2/2034 | EUR | 12,000 | 13,189 | |
| Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.100% | 7/16/2035 | EUR | 2,250 | 1,919 | |
| 2 | Oesterreichische Kontrollbank AG | 2.875% | 2/25/2030 | CHF | 8,290 | 11,064 |
| 1 | Republic of Austria | 0.750% | 2/20/2028 | EUR | 12,810 | 14,309 |
| 1 | Republic of Austria | 0.000% | 10/20/2028 | EUR | 49,483 | 53,571 |
| 1 | Republic of Austria | 0.500% | 2/20/2029 | EUR | 894 | 970 |
| 1 | Republic of Austria | 2.900% | 5/23/2029 | EUR | 14,895 | 17,177 |
| 1 | Republic of Austria | 2.500% | 10/20/2029 | EUR | 39,976 | 45,474 |
| 1 | Republic of Austria | 0.000% | 2/20/2030 | EUR | 63,612 | 66,113 |
| 1 | Republic of Austria | 3.450% | 10/20/2030 | EUR | 55,000 | 64,461 |
| 1 | Republic of Austria | 0.000% | 2/20/2031 | EUR | 30,003 | 30,167 |
| 1 | Republic of Austria | 2.850% | 10/20/2031 | EUR | 73,857 | 84,130 |
| 1 | Republic of Austria | 0.900% | 2/20/2032 | EUR | 79,161 | 81,059 |
| 1 | Republic of Austria | 2.800% | 9/20/2032 | EUR | 62,694 | 70,843 |
| 1 | Republic of Austria | 2.900% | 2/20/2033 | EUR | 79,546 | 90,083 |
| 1 | Republic of Austria | 2.900% | 2/20/2034 | EUR | 121,000 | 135,989 |
| 1 | Republic of Austria | 5.375% | 12/1/2034 | CAD | 827 | 634 |
| 1 | Republic of Austria | 2.950% | 2/20/2035 | EUR | 40,000 | 44,734 |
| 1 | Republic of Austria | 3.200% | 2/20/2036 | EUR | 50,812 | 57,496 |
| 1 | Republic of Austria | 0.250% | 10/20/2036 | EUR | 44,718 | 37,469 |
| 1 | Republic of Austria | 4.150% | 3/15/2037 | EUR | 28,844 | 35,184 |
| Republic of Austria | 3.200% | 7/15/2039 | EUR | 36,658 | 40,421 | |
| Republic of Austria | 0.840% | 5/22/2040 | CHF | 6,000 | 7,127 | |
| 1 | Republic of Austria | 0.000% | 10/20/2040 | EUR | 34,412 | 23,590 |
| 1 | Republic of Austria | 3.550% | 9/20/2041 | EUR | 5,586 | 6,311 |
| 1 | Republic of Austria | 3.150% | 6/20/2044 | EUR | 25,743 | 27,195 |
| Republic of Austria | 1.008% | 6/13/2045 | CHF | 5,000 | 5,951 | |
| 1 | Republic of Austria | 1.500% | 2/20/2047 | EUR | 40,129 | 30,871 |
| 1 | Republic of Austria | 1.850% | 5/23/2049 | EUR | 35,632 | 28,557 |
| 1 | Republic of Austria | 0.750% | 3/20/2051 | EUR | 43,910 | 25,489 |
| 1 | Republic of Austria | 3.150% | 10/20/2053 | EUR | 53,284 | 53,373 |
| 1 | Republic of Austria | 3.750% | 3/20/2056 | EUR | 36,678 | 40,617 |
| 1 | Republic of Austria | 3.800% | 1/26/2062 | EUR | 5,687 | 6,336 |
| 1 | Republic of Austria | 0.700% | 4/20/2071 | EUR | 42,525 | 16,080 |
| 1 | Republic of Austria | 2.100% | 9/20/2117 | EUR | 26,008 | 16,743 |
| 1 | Republic of Austria | 0.850% | 6/30/2120 | EUR | 8,241 | 2,696 |
| 1,313,745 | ||||||
| Belgium (1.7%) | ||||||
| Communaute Francaise de Belgique | 0.625% | 6/11/2035 | EUR | 14,000 | 12,156 | |
| Communaute Francaise de Belgique | 3.800% | 6/22/2040 | EUR | 10,700 | 11,569 | |
| 8 | Dexia Credit Local SA | 1.000% | 10/18/2027 | EUR | 4,250 | 4,786 |
| 8 | Dexia Credit Local SA | 0.000% | 1/21/2028 | EUR | 5,300 | 5,848 |
| 8 | Dexia Credit Local SA | 3.125% | 6/1/2028 | EUR | 20,000 | 23,080 |
| 8 | Dexia SA | 4.125% | 10/22/2030 | GBP | 3,600 | 4,710 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| 1 | Kingdom of Belgium | 0.000% | 10/22/2027 | EUR | 34,416 | 38,372 |
| Kingdom of Belgium | 5.500% | 3/28/2028 | EUR | 38,054 | 45,706 | |
| 1 | Kingdom of Belgium | 0.800% | 6/22/2028 | EUR | 54,256 | 60,220 |
| 1,9 | Kingdom of Belgium | 0.900% | 6/22/2029 | EUR | 73,411 | 79,912 |
| 1 | Kingdom of Belgium | 2.700% | 10/22/2029 | EUR | 92,376 | 105,534 |
| 1 | Kingdom of Belgium | 0.100% | 6/22/2030 | EUR | 79,861 | 82,187 |
| 1 | Kingdom of Belgium | 2.600% | 10/22/2030 | EUR | 110,000 | 124,223 |
| 1 | Kingdom of Belgium | 1.000% | 6/22/2031 | EUR | 24,823 | 25,821 |
| 1 | Kingdom of Belgium | 0.000% | 10/22/2031 | EUR | 91,874 | 89,769 |
| Kingdom of Belgium | 4.000% | 3/28/2032 | EUR | 32,057 | 38,358 | |
| 1 | Kingdom of Belgium | 0.350% | 6/22/2032 | EUR | 131,002 | 127,590 |
| 1 | Kingdom of Belgium | 1.250% | 4/22/2033 | EUR | 37,266 | 37,631 |
| 1 | Kingdom of Belgium | 3.000% | 6/22/2033 | EUR | 46,282 | 52,051 |
| 1 | Kingdom of Belgium | 3.000% | 6/22/2034 | EUR | 29,814 | 33,186 |
| 1 | Kingdom of Belgium | 2.850% | 10/22/2034 | EUR | 50,538 | 55,376 |
| 1 | Kingdom of Belgium | 5.000% | 3/28/2035 | EUR | 13,655 | 17,358 |
| 1 | Kingdom of Belgium | 3.100% | 6/22/2035 | EUR | 169,561 | 187,577 |
| 1,9 | Kingdom of Belgium | 3.400% | 6/22/2036 | EUR | 101,400 | 113,613 |
| 1 | Kingdom of Belgium | 1.450% | 6/22/2037 | EUR | 25,000 | 22,827 |
| 1 | Kingdom of Belgium | 1.900% | 6/22/2038 | EUR | 27,063 | 25,307 |
| 1 | Kingdom of Belgium | 2.750% | 4/22/2039 | EUR | 10,550 | 10,720 |
| 1 | Kingdom of Belgium | 0.400% | 6/22/2040 | EUR | 31,043 | 22,022 |
| 1 | Kingdom of Belgium | 4.250% | 3/28/2041 | EUR | 19,716 | 23,141 |
| 1 | Kingdom of Belgium | 3.450% | 6/22/2042 | EUR | 53,273 | 56,170 |
| 1 | Kingdom of Belgium | 3.450% | 6/22/2043 | EUR | 63,243 | 66,153 |
| Kingdom of Belgium | 3.750% | 6/22/2045 | EUR | 42,923 | 46,074 | |
| 1 | Kingdom of Belgium | 1.600% | 6/22/2047 | EUR | 40,386 | 29,045 |
| 1,10 | Kingdom of Belgium | 1.700% | 6/22/2050 | EUR | 24,220 | 16,686 |
| 1,10 | Kingdom of Belgium | 1.400% | 6/22/2053 | EUR | 20,272 | 12,157 |
| 1,10 | Kingdom of Belgium | 3.300% | 6/22/2054 | EUR | 23,446 | 21,866 |
| 1,10 | Kingdom of Belgium | 3.500% | 6/22/2055 | EUR | 41,967 | 40,260 |
| 1,10 | Kingdom of Belgium | 4.350% | 6/22/2056 | EUR | 85,661 | 95,188 |
| 1 | Kingdom of Belgium | 2.250% | 6/22/2057 | EUR | 15,831 | 11,311 |
| 1 | Kingdom of Belgium | 2.150% | 6/22/2066 | EUR | 44,276 | 28,825 |
| 1 | Kingdom of Belgium | 0.650% | 6/22/2071 | EUR | 18,467 | 6,073 |
| Ministeries Van de Vlaamse Gemeenschap | 0.300% | 10/20/2031 | EUR | 13,400 | 13,196 | |
| Ministeries Van de Vlaamse Gemeenschap | 3.000% | 10/12/2032 | EUR | 15,000 | 16,840 | |
| Ministeries Van de Vlaamse Gemeenschap | 3.250% | 4/5/2033 | EUR | 7,300 | 8,279 | |
| Ministeries Van de Vlaamse Gemeenschap | 3.125% | 6/22/2034 | EUR | 14,100 | 15,650 | |
| Ministeries Van de Vlaamse Gemeenschap | 3.375% | 6/22/2036 | EUR | 18,200 | 20,109 | |
| Ministeries Van de Vlaamse Gemeenschap | 1.000% | 10/13/2036 | EUR | 5,200 | 4,546 | |
| Ministeries Van de Vlaamse Gemeenschap | 3.250% | 6/22/2037 | EUR | 20,000 | 21,581 | |
| Ministeries Van de Vlaamse Gemeenschap | 1.500% | 7/12/2038 | EUR | 1,500 | 1,314 | |
| Ministeries Van de Vlaamse Gemeenschap | 3.675% | 6/22/2040 | EUR | 17,500 | 18,984 | |
| Ministeries Van de Vlaamse Gemeenschap | 1.875% | 6/2/2042 | EUR | 1,800 | 1,508 | |
| Ministeries Van de Vlaamse Gemeenschap | 4.000% | 9/26/2042 | EUR | 17,200 | 19,058 | |
| Ministeries Van de Vlaamse Gemeenschap | 3.250% | 1/12/2043 | EUR | 12,000 | 12,035 | |
| Ministeries Van de Vlaamse Gemeenschap | 1.500% | 4/11/2044 | EUR | 1,600 | 1,192 | |
| Ministeries Van de Vlaamse Gemeenschap | 3.500% | 6/22/2045 | EUR | 4,000 | 4,060 | |
| Ministeries Van de Vlaamse Gemeenschap | 1.000% | 1/23/2051 | EUR | 8,400 | 4,609 | |
| Region Wallonne Belgium | 0.500% | 4/8/2030 | EUR | 6,100 | 6,341 | |
| Region Wallonne Belgium | 0.375% | 10/22/2031 | EUR | 2,400 | 2,347 | |
| Region Wallonne Belgium | 1.375% | 4/6/2032 | EUR | 5,000 | 5,101 | |
| Region Wallonne Belgium | 1.250% | 5/3/2034 | EUR | 12,400 | 11,844 | |
| Region Wallonne Belgium | 2.875% | 1/14/2038 | EUR | 5,000 | 5,061 | |
| Region Wallonne Belgium | 3.500% | 3/15/2043 | EUR | 8,100 | 8,137 | |
| Region Wallonne Belgium | 4.375% | 6/22/2045 | EUR | 15,000 | 16,587 | |
| Region Wallonne Belgium | 0.650% | 1/16/2051 | EUR | 1,900 | 896 | |
| Region Wallonne Belgium | 3.900% | 6/22/2054 | EUR | 18,200 | 17,831 | |
| Region Wallonne Belgium | 1.250% | 6/22/2071 | EUR | 2,200 | 924 | |
| 2,148,488 | ||||||
| Bulgaria (0.1%) | ||||||
| Republic of Bulgaria | 3.000% | 3/21/2028 | EUR | 12,816 | 14,771 | |
| Republic of Bulgaria | 4.125% | 9/23/2029 | EUR | 3,800 | 4,501 | |
| Republic of Bulgaria | 4.375% | 5/13/2031 | EUR | 19,481 | 23,413 | |
| Republic of Bulgaria | 3.625% | 9/5/2032 | EUR | 2,266 | 2,615 | |
| Republic of Bulgaria | 3.500% | 5/7/2034 | EUR | 8,000 | 9,000 | |
| Republic of Bulgaria | 4.625% | 9/23/2034 | EUR | 3,121 | 3,781 | |
| Republic of Bulgaria | 3.375% | 7/18/2035 | EUR | 46,043 | 50,504 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Republic of Bulgaria | 4.875% | 5/13/2036 | EUR | 20,291 | 24,826 | |
| Republic of Bulgaria | 4.250% | 9/5/2044 | EUR | 4,666 | 5,137 | |
| 138,548 | ||||||
| Canada (5.2%) | ||||||
| 55 Ontario School Board Trust | 5.900% | 6/2/2033 | CAD | 2,623 | 2,099 | |
| British Columbia Investment Management Corp. | 3.400% | 6/2/2030 | CAD | 12,500 | 8,900 | |
| British Columbia Investment Management Corp. | 4.900% | 6/2/2033 | CAD | 18,000 | 13,704 | |
| British Columbia Investment Management Corp. | 4.000% | 6/2/2035 | CAD | 10,000 | 7,113 | |
| British Columbia Municipal Finance Authority | 3.050% | 10/23/2028 | CAD | 3,888 | 2,770 | |
| British Columbia Municipal Finance Authority | 2.300% | 4/15/2031 | CAD | 1,871 | 1,266 | |
| Canada | 2.500% | 8/1/2027 | CAD | 65,000 | 46,269 | |
| Canada | 2.750% | 9/1/2027 | CAD | 71,290 | 50,851 | |
| Canada | 2.500% | 11/1/2027 | CAD | 107,130 | 76,128 | |
| Canada | 2.250% | 2/1/2028 | CAD | 73,000 | 51,597 | |
| Canada | 2.500% | 5/1/2028 | CAD | 159,750 | 113,123 | |
| Canada | 2.000% | 6/1/2028 | CAD | 21,724 | 15,245 | |
| Canada | 2.750% | 8/1/2028 | CAD | 167,000 | 118,603 | |
| Canada | 3.250% | 9/1/2028 | CAD | 73,001 | 52,352 | |
| Canada | 4.000% | 3/1/2029 | CAD | 76,815 | 56,060 | |
| Canada | 2.250% | 6/1/2029 | CAD | 31,233 | 21,812 | |
| Canada | 5.750% | 6/1/2029 | CAD | 20,608 | 15,771 | |
| Canada | 3.500% | 9/1/2029 | CAD | 135,318 | 97,579 | |
| 1 | Canada | 2.250% | 12/1/2029 | CAD | 56,800 | 39,406 |
| Canada | 2.750% | 3/1/2030 | CAD | 105,430 | 74,092 | |
| Canada | 1.250% | 6/1/2030 | CAD | 78,227 | 51,894 | |
| Canada | 2.750% | 9/1/2030 | CAD | 152,132 | 106,455 | |
| Canada | 0.500% | 12/1/2030 | CAD | 76,661 | 48,694 | |
| Canada | 2.750% | 3/1/2031 | CAD | 167,955 | 117,124 | |
| Canada | 1.500% | 6/1/2031 | CAD | 72,540 | 47,622 | |
| Canada | 3.000% | 9/1/2031 | CAD | 237,000 | 166,563 | |
| Canada | 1.500% | 12/1/2031 | CAD | 120,896 | 78,548 | |
| Canada | 2.000% | 6/1/2032 | CAD | 87,850 | 58,125 | |
| Canada | 2.500% | 12/1/2032 | CAD | 35,596 | 24,085 | |
| Canada | 2.750% | 6/1/2033 | CAD | 38,203 | 26,105 | |
| Canada | 5.750% | 6/1/2033 | CAD | 26,063 | 21,180 | |
| Canada | 3.250% | 12/1/2033 | CAD | 101,388 | 71,228 | |
| Canada | 3.500% | 3/1/2034 | CAD | 22,000 | 15,697 | |
| Canada | 3.000% | 6/1/2034 | CAD | 107,683 | 74,071 | |
| Canada | 3.250% | 12/1/2034 | CAD | 132,096 | 92,167 | |
| Canada | 3.250% | 6/1/2035 | CAD | 133,019 | 92,446 | |
| Canada | 3.250% | 12/1/2035 | CAD | 149,669 | 103,581 | |
| Canada | 3.250% | 3/1/2036 | CAD | 38,000 | 26,256 | |
| Canada | 3.250% | 6/1/2036 | CAD | 229,045 | 157,822 | |
| Canada | 3.800% | 9/15/2036 | CAD | 17,000 | 12,002 | |
| Canada | 5.000% | 6/1/2037 | CAD | 40,294 | 31,994 | |
| Canada | 4.000% | 6/1/2041 | CAD | 40,398 | 29,350 | |
| Canada | 3.500% | 12/1/2045 | CAD | 34,460 | 23,169 | |
| 10 | Canada | 2.750% | 12/1/2048 | CAD | 26,913 | 15,694 |
| 10 | Canada | 2.000% | 12/1/2051 | CAD | 152,132 | 73,518 |
| 10 | Canada | 1.750% | 12/1/2053 | CAD | 101,564 | 44,989 |
| 10 | Canada | 2.750% | 12/1/2055 | CAD | 104,903 | 58,159 |
| Canada | 3.500% | 12/1/2056 | CAD | 22,077 | 14,232 | |
| Canada | 3.500% | 12/1/2057 | CAD | 98,200 | 63,229 | |
| Canada | 2.750% | 12/1/2064 | CAD | 24,414 | 13,013 | |
| 1 | Canada Housing Trust No. 1 | 3.600% | 12/15/2027 | CAD | 38,200 | 27,518 |
| 1 | Canada Housing Trust No. 1 | 2.350% | 3/15/2028 | CAD | 10,675 | 7,546 |
| 1 | Canada Housing Trust No. 1 | 2.650% | 3/15/2028 | CAD | 9,405 | 6,679 |
| 1 | Canada Housing Trust No. 1 | 3.100% | 6/15/2028 | CAD | 8,800 | 6,290 |
| 1 | Canada Housing Trust No. 1 | 2.650% | 12/15/2028 | CAD | 35,320 | 24,958 |
| 1 | Canada Housing Trust No. 1 | 4.250% | 12/15/2028 | CAD | 40,250 | 29,475 |
| 1 | Canada Housing Trust No. 1 | 3.700% | 6/15/2029 | CAD | 16,995 | 12,308 |
| 1 | Canada Housing Trust No. 1 | 2.100% | 9/15/2029 | CAD | 19,310 | 13,338 |
| 1 | Canada Housing Trust No. 1 | 2.900% | 12/15/2029 | CAD | 27,000 | 19,066 |
| 1 | Canada Housing Trust No. 1 | 1.750% | 6/15/2030 | CAD | 19,190 | 12,934 |
| 1 | Canada Housing Trust No. 1 | 2.850% | 6/15/2030 | CAD | 77,840 | 54,660 |
| Canada Housing Trust No. 1 | 2.850% | 12/15/2030 | CAD | 45,720 | 31,972 | |
| 1 | Canada Housing Trust No. 1 | 1.400% | 3/15/2031 | CAD | 14,510 | 9,488 |
| 1 | Canada Housing Trust No. 1 | 1.900% | 3/15/2031 | CAD | 5,545 | 3,710 |
| 1 | Canada Housing Trust No. 1 | 3.200% | 6/15/2031 | CAD | 66,000 | 46,651 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| 1 | Canada Housing Trust No. 1 | 1.600% | 12/15/2031 | CAD | 14,180 | 9,207 |
| 1 | Canada Housing Trust No. 1 | 2.150% | 12/15/2031 | CAD | 11,260 | 7,526 |
| 1 | Canada Housing Trust No. 1 | 2.450% | 12/15/2031 | CAD | 5,145 | 3,492 |
| 1 | Canada Housing Trust No. 1 | 3.550% | 9/15/2032 | CAD | 23,550 | 16,829 |
| 1 | Canada Housing Trust No. 1 | 3.650% | 6/15/2033 | CAD | 26,900 | 19,239 |
| 1 | Canada Housing Trust No. 1 | 4.150% | 6/15/2033 | CAD | 24,500 | 18,060 |
| 1 | Canada Housing Trust No. 1 | 4.250% | 3/15/2034 | CAD | 56,280 | 41,660 |
| 1 | Canada Housing Trust No. 1 | 3.500% | 12/15/2034 | CAD | 41,500 | 29,085 |
| Canada Housing Trust No. 1 | 3.450% | 3/15/2035 | CAD | 2,080 | 1,450 | |
| Canada Housing Trust No. 1 | 3.600% | 9/15/2035 | CAD | 25,165 | 17,673 | |
| Canada Housing Trust No. 1 | 3.500% | 3/15/2036 | CAD | 37,900 | 26,277 | |
| Canada Post Corp. | 4.360% | 7/16/2040 | CAD | 1,861 | 1,322 | |
| 1 | CDP Financial Inc. | 3.000% | 4/11/2029 | EUR | 9,318 | 10,705 |
| CDP Financial Inc. | 4.100% | 6/13/2030 | AUD | 25,000 | 17,058 | |
| CDP Financial Inc. | 4.200% | 12/2/2030 | CAD | 6,000 | 4,408 | |
| CDP Financial Inc. | 3.650% | 6/2/2034 | CAD | 3,500 | 2,454 | |
| CDP Financial Inc. | 3.650% | 6/2/2035 | CAD | 6,090 | 4,246 | |
| CDP Financial Inc. | 3.250% | 9/30/2035 | EUR | 20,000 | 22,417 | |
| City of Montreal | 3.150% | 9/1/2028 | CAD | 1,555 | 1,111 | |
| City of Montreal | 2.300% | 9/1/2029 | CAD | 1,169 | 811 | |
| City of Montreal | 1.750% | 9/1/2030 | CAD | 3,051 | 2,039 | |
| City of Montreal | 2.000% | 9/1/2031 | CAD | 3,442 | 2,277 | |
| City of Montreal | 4.250% | 12/1/2032 | CAD | 2,046 | 1,497 | |
| City of Montreal | 4.250% | 9/1/2033 | CAD | 1,100 | 800 | |
| City of Montreal | 3.900% | 9/1/2034 | CAD | 10,000 | 7,050 | |
| City of Montreal | 4.100% | 12/1/2034 | CAD | 1,629 | 1,160 | |
| City of Montreal | 3.500% | 12/1/2038 | CAD | 3,061 | 1,970 | |
| City of Montreal | 2.400% | 12/1/2041 | CAD | 4,776 | 2,538 | |
| City of Montreal | 4.700% | 12/1/2041 | CAD | 2,046 | 1,449 | |
| City of Montreal | 6.000% | 6/1/2043 | CAD | 2,070 | 1,664 | |
| City of Montreal | 4.400% | 12/1/2043 | CAD | 4,000 | 2,689 | |
| City of Montreal | 4.750% | 12/1/2045 | CAD | 3,000 | 2,081 | |
| City of Ottawa Ontario | 3.750% | 10/2/2034 | CAD | 1,950 | 1,363 | |
| CPPIB Capital Inc. | 4.450% | 9/1/2027 | AUD | 10,500 | 7,371 | |
| CPPIB Capital Inc. | 1.250% | 12/7/2027 | GBP | 4,750 | 6,135 | |
| CPPIB Capital Inc. | 3.250% | 3/8/2028 | CAD | 10,900 | 7,812 | |
| CPPIB Capital Inc. | 3.000% | 6/15/2028 | CAD | 3,873 | 2,768 | |
| CPPIB Capital Inc. | 4.400% | 1/15/2029 | AUD | 4,000 | 2,790 | |
| CPPIB Capital Inc. | 0.875% | 2/6/2029 | EUR | 9,767 | 10,673 | |
| CPPIB Capital Inc. | 3.600% | 6/2/2029 | CAD | 4,000 | 2,882 | |
| CPPIB Capital Inc. | 3.350% | 12/2/2030 | CAD | 6,230 | 4,461 | |
| CPPIB Capital Inc. | 4.750% | 1/15/2031 | AUD | 30,000 | 20,938 | |
| CPPIB Capital Inc. | 0.050% | 2/24/2031 | EUR | 4,750 | 4,749 | |
| CPPIB Capital Inc. | 3.950% | 6/2/2032 | CAD | 23,700 | 17,392 | |
| CPPIB Capital Inc. | 4.750% | 6/2/2033 | CAD | 24,500 | 18,829 | |
| CPPIB Capital Inc. | 5.200% | 3/4/2034 | AUD | 14,447 | 10,080 | |
| CPPIB Capital Inc. | 4.300% | 6/2/2034 | CAD | 28,500 | 21,077 | |
| CPPIB Capital Inc. | 4.000% | 6/2/2035 | CAD | 8,400 | 6,023 | |
| CPPIB Capital Inc. | 0.250% | 1/18/2041 | EUR | 24,712 | 17,114 | |
| CPPIB Capital Inc. | 0.750% | 7/15/2049 | EUR | 2,273 | 1,328 | |
| CPPIB Capital Inc. | 1.625% | 10/22/2071 | GBP | 3,050 | 1,354 | |
| Export Development Canada | 2.875% | 1/19/2028 | EUR | 25,000 | 28,800 | |
| Export Development Canada | 4.500% | 9/6/2028 | AUD | 10,000 | 6,983 | |
| Export Development Canada | 4.500% | 8/8/2029 | AUD | 20,346 | 14,174 | |
| Export Development Canada | 4.125% | 6/17/2031 | NZD | 10,000 | 5,834 | |
| First Nations Finance Authority | 3.050% | 6/1/2028 | CAD | 528 | 377 | |
| First Nations Finance Authority | 1.710% | 6/16/2030 | CAD | 3,306 | 2,217 | |
| First Nations Finance Authority | 3.250% | 6/1/2031 | CAD | 9,000 | 6,338 | |
| First Nations Finance Authority | 2.850% | 6/1/2032 | CAD | 3,255 | 2,226 | |
| First Nations Finance Authority | 4.100% | 6/1/2034 | CAD | 1,600 | 1,155 | |
| First Nations Finance Authority | 4.050% | 6/1/2035 | CAD | 5,720 | 4,081 | |
| First Nations Finance Authority | 4.700% | 12/1/2056 | CAD | 465 | 319 | |
| Greater Sudbury Canada | 2.416% | 3/12/2050 | CAD | 723 | 329 | |
| Hydro-Quebec | 2.000% | 9/1/2028 | CAD | 6,873 | 4,798 | |
| Hydro-Quebec | 3.400% | 9/1/2029 | CAD | 8,700 | 6,234 | |
| Hydro-Quebec | 6.000% | 8/15/2031 | CAD | 4,740 | 3,765 | |
| Hydro-Quebec | 3.550% | 9/1/2032 | CAD | 15,000 | 10,616 | |
| Hydro-Quebec | 3.600% | 9/1/2033 | CAD | 5,000 | 3,524 | |
| Hydro-Quebec | 6.500% | 1/16/2035 | CAD | 3,620 | 3,042 | |
| Hydro-Quebec | 6.500% | 2/15/2035 | CAD | 8,992 | 7,548 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Hydro-Quebec | 6.000% | 2/15/2040 | CAD | 16,583 | 13,573 | |
| Hydro-Quebec | 5.000% | 2/15/2045 | CAD | 18,675 | 13,602 | |
| Hydro-Quebec | 5.000% | 2/15/2050 | CAD | 24,849 | 17,904 | |
| Hydro-Quebec | 4.000% | 2/15/2055 | CAD | 31,955 | 19,527 | |
| Hydro-Quebec | 2.100% | 2/15/2060 | CAD | 28,463 | 11,020 | |
| Hydro-Quebec | 4.000% | 2/15/2063 | CAD | 32,307 | 19,531 | |
| Hydro-Quebec | 4.000% | 2/15/2065 | CAD | 23,160 | 13,954 | |
| 1 | Labrador-Island Link Funding Trust | 3.760% | 6/1/2033 | CAD | 4,035 | 2,885 |
| 1 | Labrador-Island Link Funding Trust | 3.860% | 12/1/2045 | CAD | 2,179 | 1,384 |
| 1 | Labrador-Island Link Funding Trust | 3.850% | 12/1/2053 | CAD | 3,502 | 2,146 |
| Maritime Link Financing Trust | 3.500% | 12/1/2052 | CAD | 3,157 | 2,079 | |
| Maritime Link Financing Trust | 4.048% | 12/1/2052 | CAD | 948 | 654 | |
| Municipal Finance Authority of British Columbia | 3.300% | 10/2/2030 | CAD | 3,250 | 2,307 | |
| Municipal Finance Authority of British Columbia | 4.050% | 12/3/2033 | CAD | 2,200 | 1,594 | |
| Municipal Finance Authority of British Columbia | 3.750% | 12/3/2034 | CAD | 3,700 | 2,614 | |
| Municipal Finance Authority of British Columbia | 4.050% | 6/3/2035 | CAD | 30,500 | 21,856 | |
| Municipal Finance Authority of British Columbia | 2.500% | 9/27/2041 | CAD | 2,547 | 1,395 | |
| 1 | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.630% | 6/1/2029 | CAD | 2,608 | 1,877 |
| 1 | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.830% | 6/1/2037 | CAD | 3,545 | 2,461 |
| 1 | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.860% | 12/1/2048 | CAD | 3,689 | 2,314 |
| Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.382% | 6/1/2057 | CAD | 1,860 | 1,033 | |
| Newfoundland & Labrador Hydro | 6.650% | 8/27/2031 | CAD | 1,019 | 822 | |
| Newfoundland & Labrador Hydro | 3.600% | 12/1/2045 | CAD | 1,529 | 887 | |
| 1 | OMERS Finance Trust | 3.125% | 1/25/2029 | EUR | 10,500 | 12,081 |
| OMERS Finance Trust | 2.600% | 5/14/2029 | CAD | 4,195 | 2,939 | |
| Ontario Infrastructure & Lands Corp. | 4.700% | 6/1/2037 | CAD | 915 | 671 | |
| Ontario Teachers Finance Trust | 0.100% | 5/19/2028 | EUR | 6,900 | 7,560 | |
| Ontario Teachers Finance Trust | 4.150% | 11/1/2029 | CAD | 3,500 | 2,559 | |
| Ontario Teachers Finance Trust | 1.850% | 5/3/2032 | EUR | 13,950 | 14,812 | |
| Ontario Teachers Finance Trust | 4.300% | 6/2/2034 | CAD | 3,500 | 2,558 | |
| Ontario Teachers Finance Trust | 0.900% | 5/20/2041 | EUR | 18,270 | 13,808 | |
| Ottawa Ontario | 4.600% | 7/14/2042 | CAD | 969 | 677 | |
| Ottawa Ontario | 3.100% | 7/27/2048 | CAD | 2,205 | 1,146 | |
| Ottawa Ontario | 2.500% | 5/11/2051 | CAD | 2,000 | 922 | |
| Ottawa Ontario | 4.100% | 12/6/2052 | CAD | 1,116 | 682 | |
| Ottawa Ontario | 4.200% | 7/30/2053 | CAD | 3,092 | 1,998 | |
| Province of Alberta | 3.600% | 4/11/2028 | AUD | 325 | 223 | |
| Province of Alberta | 2.900% | 12/1/2028 | CAD | 12,586 | 8,938 | |
| Province of Alberta | 1.403% | 2/20/2029 | SEK | 64,000 | 6,385 | |
| Province of Alberta | 2.900% | 9/20/2029 | CAD | 11,228 | 7,913 | |
| Province of Alberta | 2.050% | 6/1/2030 | CAD | 28,559 | 19,454 | |
| Province of Alberta | 1.650% | 6/1/2031 | CAD | 11,609 | 7,624 | |
| Province of Alberta | 4.150% | 6/1/2033 | CAD | 16,000 | 11,716 | |
| Province of Alberta | 3.900% | 12/1/2033 | CAD | 7,873 | 5,647 | |
| Province of Alberta | 5.200% | 5/15/2034 | AUD | 22,000 | 15,222 | |
| Province of Alberta | 3.950% | 6/1/2035 | CAD | 8,000 | 5,693 | |
| Province of Alberta | 3.750% | 6/1/2036 | CAD | 2,500 | 1,735 | |
| Province of Alberta | 4.500% | 12/1/2040 | CAD | 7,550 | 5,399 | |
| Province of Alberta | 3.450% | 12/1/2043 | CAD | 9,733 | 5,950 | |
| Province of Alberta | 3.300% | 12/1/2046 | CAD | 23,549 | 13,507 | |
| Province of Alberta | 3.050% | 12/1/2048 | CAD | 38,946 | 20,955 | |
| Province of Alberta | 3.100% | 6/1/2050 | CAD | 32,409 | 17,409 | |
| Province of Alberta | 2.950% | 6/1/2052 | CAD | 13,929 | 7,193 | |
| Province of Alberta | 4.450% | 12/1/2054 | CAD | 11,300 | 7,581 | |
| Province of British Columbia | 2.950% | 12/18/2028 | CAD | 8,858 | 6,303 | |
| Province of British Columbia | 5.700% | 6/18/2029 | CAD | 14,276 | 10,880 | |
| Province of British Columbia | 5.861% | 6/18/2029 | CAD | 2,450 | 1,868 | |
| Province of British Columbia | 2.200% | 6/18/2030 | CAD | 18,390 | 12,584 | |
| Province of British Columbia | 6.350% | 6/18/2031 | CAD | 7,654 | 6,139 | |
| Province of British Columbia | 3.550% | 6/18/2033 | CAD | 16,900 | 11,910 | |
| Province of British Columbia | 5.250% | 5/23/2034 | AUD | 6,000 | 4,161 | |
| Province of British Columbia | 4.150% | 6/18/2034 | CAD | 18,000 | 13,072 | |
| Province of British Columbia | 3.000% | 7/24/2034 | EUR | 15,000 | 16,640 | |
| Province of British Columbia | 4.000% | 6/18/2035 | CAD | 50,000 | 35,608 | |
| Province of British Columbia | 4.700% | 6/18/2037 | CAD | 4,251 | 3,149 | |
| Province of British Columbia | 3.500% | 5/29/2040 | EUR | 13,000 | 14,250 | |
| Province of British Columbia | 4.950% | 6/18/2040 | CAD | 7,127 | 5,326 | |
| Province of British Columbia | 4.300% | 6/18/2042 | CAD | 14,237 | 9,768 | |
| Province of British Columbia | 3.200% | 6/18/2044 | CAD | 15,360 | 8,924 | |
| Province of British Columbia | 3.900% | 10/10/2045 | EUR | 18,000 | 19,944 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Province of British Columbia | 2.800% | 6/18/2048 | CAD | 19,003 | 9,764 | |
| Province of British Columbia | 4.900% | 6/18/2048 | CAD | 1,529 | 1,087 | |
| Province of British Columbia | 2.950% | 6/18/2050 | CAD | 24,853 | 12,895 | |
| Province of British Columbia | 2.750% | 6/18/2052 | CAD | 15,981 | 7,837 | |
| Province of British Columbia | 4.250% | 12/18/2053 | CAD | 17,492 | 11,216 | |
| Province of British Columbia | 4.450% | 12/18/2055 | CAD | 38,000 | 25,254 | |
| Province of British Columbia | 4.600% | 6/18/2057 | CAD | 28,715 | 19,569 | |
| Province of Manitoba | 2.750% | 6/2/2029 | CAD | 11,371 | 8,014 | |
| Province of Manitoba | 3.250% | 9/5/2029 | CAD | 1,157 | 824 | |
| Province of Manitoba | 2.050% | 6/2/2030 | CAD | 1,303 | 887 | |
| Province of Manitoba | 6.300% | 3/5/2031 | CAD | 486 | 387 | |
| Province of Manitoba | 3.900% | 12/2/2032 | CAD | 6,500 | 4,696 | |
| Province of Manitoba | 4.250% | 6/2/2034 | CAD | 17,790 | 13,003 | |
| Province of Manitoba | 4.850% | 8/28/2034 | AUD | 3,500 | 2,341 | |
| Province of Manitoba | 3.800% | 6/2/2036 | CAD | 2,000 | 1,389 | |
| Province of Manitoba | 5.700% | 3/5/2037 | CAD | 1,529 | 1,223 | |
| Province of Manitoba | 4.600% | 3/5/2038 | CAD | 895 | 652 | |
| Province of Manitoba | 4.650% | 3/5/2040 | CAD | 40 | 29 | |
| Province of Manitoba | 4.400% | 3/5/2042 | CAD | 10,316 | 7,160 | |
| Province of Manitoba | 3.350% | 3/5/2043 | CAD | 1,919 | 1,151 | |
| Province of Manitoba | 4.050% | 9/5/2045 | CAD | 6,669 | 4,297 | |
| Province of Manitoba | 2.850% | 9/5/2046 | CAD | 9,365 | 4,960 | |
| Province of Manitoba | 3.400% | 9/5/2048 | CAD | 10,479 | 5,957 | |
| Province of Manitoba | 3.200% | 3/5/2050 | CAD | 9,640 | 5,223 | |
| Province of Manitoba | 2.050% | 9/5/2052 | CAD | 4,991 | 2,072 | |
| Province of Manitoba | 3.150% | 9/5/2052 | CAD | 3,114 | 1,645 | |
| Province of Manitoba | 3.800% | 9/5/2053 | CAD | 8,311 | 4,942 | |
| Province of Manitoba | 4.400% | 9/5/2055 | CAD | 12,895 | 8,482 | |
| Province of Manitoba | 4.600% | 9/5/2057 | CAD | 9,400 | 6,371 | |
| Province of New Brunswick | 2.350% | 8/14/2027 | CAD | 4,030 | 2,865 | |
| Province of New Brunswick | 3.100% | 8/14/2028 | CAD | 4,211 | 3,008 | |
| Province of New Brunswick | 4.250% | 8/14/2029 | CAD | 1,990 | 1,463 | |
| Province of New Brunswick | 3.050% | 6/3/2030 | CAD | 2,800 | 1,977 | |
| Province of New Brunswick | 2.550% | 8/14/2031 | CAD | 3,000 | 2,046 | |
| Province of New Brunswick | 3.950% | 8/14/2032 | CAD | 7,800 | 5,658 | |
| Province of New Brunswick | 4.450% | 8/14/2033 | CAD | 3,800 | 2,825 | |
| Province of New Brunswick | 5.500% | 1/27/2034 | CAD | 2,040 | 1,606 | |
| Province of New Brunswick | 4.050% | 8/14/2034 | CAD | 14,800 | 10,655 | |
| Province of New Brunswick | 3.950% | 6/3/2035 | CAD | 5,380 | 3,819 | |
| Province of New Brunswick | 4.650% | 9/26/2035 | CAD | 6,000 | 4,472 | |
| Province of New Brunswick | 3.800% | 6/3/2036 | CAD | 2,000 | 1,386 | |
| Province of New Brunswick | 4.550% | 3/26/2037 | CAD | 3,572 | 2,611 | |
| Province of New Brunswick | 4.800% | 9/26/2039 | CAD | 4,334 | 3,182 | |
| Province of New Brunswick | 4.800% | 6/3/2041 | CAD | 1,525 | 1,110 | |
| Province of New Brunswick | 3.550% | 6/3/2043 | CAD | 4,059 | 2,503 | |
| Province of New Brunswick | 3.800% | 8/14/2045 | CAD | 4,542 | 2,819 | |
| Province of New Brunswick | 3.100% | 8/14/2048 | CAD | 4,959 | 2,674 | |
| Province of New Brunswick | 3.050% | 8/14/2050 | CAD | 5,727 | 3,011 | |
| Province of New Brunswick | 5.000% | 8/14/2054 | CAD | 3,000 | 2,162 | |
| Province of New Brunswick | 4.550% | 12/3/2056 | CAD | 2,670 | 1,794 | |
| Province of Newfoundland & Labrador | 6.150% | 4/17/2028 | CAD | 509 | 381 | |
| Province of Newfoundland & Labrador | 2.850% | 6/2/2028 | CAD | 7,654 | 5,444 | |
| Province of Newfoundland & Labrador | 2.850% | 6/2/2029 | CAD | 3,593 | 2,539 | |
| Province of Newfoundland & Labrador | 1.750% | 6/2/2030 | CAD | 5,585 | 3,750 | |
| Province of Newfoundland & Labrador | 3.150% | 6/2/2030 | CAD | 2,100 | 1,486 | |
| Province of Newfoundland & Labrador | 2.050% | 6/2/2031 | CAD | 6,169 | 4,125 | |
| Province of Newfoundland & Labrador | 4.150% | 6/2/2033 | CAD | 2,100 | 1,524 | |
| Province of Newfoundland & Labrador | 4.000% | 6/2/2035 | CAD | 4,955 | 3,529 | |
| Province of Newfoundland & Labrador | 4.650% | 10/17/2040 | CAD | 2,720 | 1,945 | |
| Province of Newfoundland & Labrador | 3.300% | 10/17/2046 | CAD | 5,758 | 3,245 | |
| Province of Newfoundland & Labrador | 3.700% | 10/17/2048 | CAD | 5,564 | 3,283 | |
| Province of Newfoundland & Labrador | 2.650% | 10/17/2050 | CAD | 5,120 | 2,462 | |
| Province of Newfoundland & Labrador | 3.150% | 12/2/2052 | CAD | 2,971 | 1,554 | |
| Province of Newfoundland & Labrador | 4.100% | 10/17/2054 | CAD | 10,000 | 6,153 | |
| Province of Newfoundland & Labrador | 4.600% | 10/17/2055 | CAD | 14,585 | 9,836 | |
| Province of Nova Scotia | 2.000% | 9/1/2030 | CAD | 6,787 | 4,590 | |
| Province of Nova Scotia | 2.400% | 12/1/2031 | CAD | 800 | 540 | |
| Province of Nova Scotia | 4.050% | 6/1/2033 | CAD | 1,100 | 799 | |
| Province of Nova Scotia | 5.800% | 6/1/2033 | CAD | 1,019 | 815 | |
| Province of Nova Scotia | 4.900% | 6/1/2035 | CAD | 2,600 | 1,969 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Province of Nova Scotia | 4.500% | 6/1/2037 | CAD | 5,350 | 3,881 | |
| Province of Nova Scotia | 4.700% | 6/1/2041 | CAD | 3,750 | 2,692 | |
| Province of Nova Scotia | 4.400% | 6/1/2042 | CAD | 7,034 | 4,872 | |
| Province of Nova Scotia | 3.450% | 6/1/2045 | CAD | 2,924 | 1,730 | |
| Province of Nova Scotia | 3.150% | 12/1/2051 | CAD | 7,675 | 4,062 | |
| Province of Nova Scotia | 4.750% | 12/1/2054 | CAD | 17,000 | 11,753 | |
| Province of Nova Scotia | 4.600% | 12/1/2055 | CAD | 5,240 | 3,562 | |
| Province of Nova Scotia | 4.600% | 12/1/2056 | CAD | 2,100 | 1,426 | |
| Province of Nova Scotia | 3.500% | 6/2/2062 | CAD | 6,796 | 3,664 | |
| Province of Ontario | 3.600% | 3/8/2028 | CAD | 14,200 | 10,233 | |
| Province of Ontario | 2.900% | 6/2/2028 | CAD | 44,917 | 31,986 | |
| Province of Ontario | 3.400% | 9/8/2028 | CAD | 25,000 | 17,956 | |
| Province of Ontario | 4.000% | 3/8/2029 | CAD | 26,290 | 19,144 | |
| Province of Ontario | 6.500% | 3/8/2029 | CAD | 16,100 | 12,409 | |
| Province of Ontario | 2.700% | 6/2/2029 | CAD | 58,586 | 41,214 | |
| Province of Ontario | 0.250% | 6/28/2029 | CHF | 4,485 | 5,477 | |
| Province of Ontario | 1.550% | 11/1/2029 | CAD | 19,304 | 13,064 | |
| Province of Ontario | 2.050% | 6/2/2030 | CAD | 64,486 | 43,901 | |
| Province of Ontario | 0.010% | 11/25/2030 | EUR | 8,886 | 8,956 | |
| Province of Ontario | 1.350% | 12/2/2030 | CAD | 24,486 | 16,044 | |
| Province of Ontario | 2.150% | 6/2/2031 | CAD | 34,588 | 23,252 | |
| Province of Ontario | 6.200% | 6/2/2031 | CAD | 6,633 | 5,291 | |
| Province of Ontario | 0.250% | 6/9/2031 | EUR | 1,900 | 1,901 | |
| Province of Ontario | 3.000% | 9/8/2031 | CAD | 7,500 | 5,228 | |
| Province of Ontario | 2.250% | 12/2/2031 | CAD | 22,745 | 15,237 | |
| Province of Ontario | 4.050% | 2/2/2032 | CAD | 22,260 | 16,275 | |
| Province of Ontario | 3.750% | 6/2/2032 | CAD | 60,900 | 43,758 | |
| Province of Ontario | 4.100% | 3/4/2033 | CAD | 26,500 | 19,378 | |
| Province of Ontario | 5.850% | 3/8/2033 | CAD | 21,002 | 16,834 | |
| Province of Ontario | 3.650% | 6/2/2033 | CAD | 65,683 | 46,694 | |
| Province of Ontario | 3.100% | 1/31/2034 | EUR | 10,000 | 11,257 | |
| Province of Ontario | 3.650% | 2/3/2034 | CAD | 23,000 | 16,250 | |
| Province of Ontario | 5.350% | 5/8/2034 | AUD | 21,000 | 14,706 | |
| Province of Ontario | 4.150% | 6/2/2034 | CAD | 26,720 | 19,455 | |
| Province of Ontario | 3.600% | 6/2/2035 | CAD | 46,296 | 32,139 | |
| Province of Ontario | 5.600% | 6/2/2035 | CAD | 34,002 | 27,137 | |
| Province of Ontario | 3.250% | 7/3/2035 | EUR | 13,000 | 14,677 | |
| Province of Ontario | 3.950% | 12/2/2035 | CAD | 30,500 | 21,631 | |
| Province of Ontario | 3.125% | 3/5/2036 | EUR | 24,691 | 27,336 | |
| Province of Ontario | 3.900% | 6/2/2036 | CAD | 19,000 | 13,327 | |
| Province of Ontario | 4.700% | 6/2/2037 | CAD | 41,764 | 31,076 | |
| Province of Ontario | 4.600% | 6/2/2039 | CAD | 23,082 | 16,805 | |
| Province of Ontario | 4.650% | 6/2/2041 | CAD | 43,832 | 31,751 | |
| Province of Ontario | 3.500% | 6/2/2043 | CAD | 42,255 | 26,183 | |
| Province of Ontario | 3.450% | 6/2/2045 | CAD | 70,460 | 42,217 | |
| Province of Ontario | 2.900% | 12/2/2046 | CAD | 48,129 | 26,007 | |
| Province of Ontario | 2.800% | 6/2/2048 | CAD | 41,667 | 21,615 | |
| Province of Ontario | 2.900% | 6/2/2049 | CAD | 58,028 | 30,403 | |
| Province of Ontario | 2.650% | 12/2/2050 | CAD | 48,386 | 23,797 | |
| Province of Ontario | 1.900% | 12/2/2051 | CAD | 78,094 | 32,129 | |
| Province of Ontario | 2.550% | 12/2/2052 | CAD | 42,070 | 19,951 | |
| Province of Ontario | 3.750% | 12/2/2053 | CAD | 45,141 | 27,005 | |
| Province of Ontario | 4.100% | 10/7/2054 | CAD | 14,000 | 8,887 | |
| Province of Ontario | 4.150% | 12/2/2054 | CAD | 54,590 | 34,804 | |
| Province of Ontario | 4.600% | 12/2/2055 | CAD | 49,315 | 33,938 | |
| Province of Ontario | 4.450% | 12/2/2056 | CAD | 43,390 | 29,200 | |
| Province of Prince Edward Island | 3.100% | 6/2/2030 | CAD | 3,450 | 2,433 | |
| Province of Prince Edward Island | 1.850% | 7/27/2031 | CAD | 1,900 | 1,249 | |
| Province of Prince Edward Island | 3.650% | 6/27/2042 | CAD | 816 | 510 | |
| Province of Prince Edward Island | 2.650% | 12/1/2051 | CAD | 999 | 471 | |
| Province of Prince Edward Island | 3.600% | 1/17/2053 | CAD | 1,527 | 856 | |
| Province of Quebec | 2.750% | 9/1/2027 | CAD | 11,524 | 8,207 | |
| Province of Quebec | 0.875% | 7/5/2028 | EUR | 21,256 | 23,554 | |
| Province of Quebec | 2.750% | 9/1/2028 | CAD | 24,290 | 17,221 | |
| Province of Quebec | 2.300% | 9/1/2029 | CAD | 22,817 | 15,841 | |
| Province of Quebec | 6.000% | 10/1/2029 | CAD | 7,654 | 5,903 | |
| Province of Quebec | 4.750% | 1/22/2030 | GBP | 32,210 | 43,465 | |
| Province of Quebec | 1.900% | 9/1/2030 | CAD | 38,000 | 25,599 | |
| Province of Quebec | 0.000% | 10/29/2030 | EUR | 16,907 | 17,054 | |
| Province of Quebec | 0.250% | 5/5/2031 | EUR | 20,000 | 20,042 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Province of Quebec | 1.500% | 9/1/2031 | CAD | 31,746 | 20,576 | |
| Province of Quebec | 6.250% | 6/1/2032 | CAD | 15,006 | 12,147 | |
| Province of Quebec | 3.250% | 9/1/2032 | CAD | 28,565 | 19,927 | |
| Province of Quebec | 3.900% | 11/22/2032 | CAD | 10,600 | 7,668 | |
| Province of Quebec | 3.600% | 9/1/2033 | CAD | 67,800 | 47,827 | |
| Province of Quebec | 5.250% | 5/2/2034 | AUD | 7,500 | 5,190 | |
| Province of Quebec | 5.250% | 6/1/2034 | CAD | 5,327 | 4,124 | |
| Province of Quebec | 4.450% | 9/1/2034 | CAD | 49,540 | 36,622 | |
| Province of Quebec | 3.250% | 5/22/2035 | EUR | 25,500 | 28,717 | |
| Province of Quebec | 5.100% | 6/4/2035 | AUD | 10,000 | 6,799 | |
| Province of Quebec | 4.000% | 9/1/2035 | CAD | 24,500 | 17,421 | |
| Province of Quebec | 4.000% | 9/1/2036 | CAD | 30,000 | 21,016 | |
| Province of Quebec | 5.750% | 12/1/2036 | CAD | 12,981 | 10,447 | |
| Province of Quebec | 5.000% | 12/1/2038 | CAD | 16,043 | 12,079 | |
| Province of Quebec | 3.350% | 7/23/2039 | EUR | 4,000 | 4,389 | |
| Province of Quebec | 3.875% | 4/23/2041 | EUR | 11,191 | 12,707 | |
| Province of Quebec | 5.000% | 12/1/2041 | CAD | 34,086 | 25,288 | |
| Province of Quebec | 4.250% | 12/1/2043 | CAD | 35,083 | 23,609 | |
| Province of Quebec | 3.500% | 12/1/2045 | CAD | 39,231 | 23,301 | |
| Province of Quebec | 3.500% | 12/1/2048 | CAD | 54,430 | 31,355 | |
| Province of Quebec | 3.100% | 12/1/2051 | CAD | 52,626 | 27,672 | |
| Province of Quebec | 2.850% | 12/1/2053 | CAD | 52,967 | 26,150 | |
| Province of Quebec | 4.400% | 12/1/2055 | CAD | 62,200 | 40,930 | |
| Province of Quebec | 4.200% | 12/1/2057 | CAD | 52,400 | 33,230 | |
| Province of Saskatchewan | 5.750% | 3/5/2029 | CAD | 4,836 | 3,664 | |
| Province of Saskatchewan | 2.200% | 6/2/2030 | CAD | 1,520 | 1,041 | |
| Province of Saskatchewan | 2.150% | 6/2/2031 | CAD | 2,615 | 1,759 | |
| Province of Saskatchewan | 6.400% | 9/5/2031 | CAD | 3,441 | 2,778 | |
| Province of Saskatchewan | 3.900% | 6/2/2033 | CAD | 5,700 | 4,108 | |
| Province of Saskatchewan | 5.800% | 9/5/2033 | CAD | 1,860 | 1,489 | |
| Province of Saskatchewan | 3.300% | 5/8/2034 | EUR | 17,266 | 19,675 | |
| Province of Saskatchewan | 4.100% | 6/2/2036 | CAD | 1,900 | 1,359 | |
| Province of Saskatchewan | 5.000% | 3/5/2037 | CAD | 8,179 | 6,200 | |
| Province of Saskatchewan | 3.900% | 6/2/2045 | CAD | 4,984 | 3,189 | |
| Province of Saskatchewan | 2.750% | 12/2/2046 | CAD | 7,448 | 3,920 | |
| Province of Saskatchewan | 3.300% | 6/2/2048 | CAD | 8,635 | 4,897 | |
| Province of Saskatchewan | 3.100% | 6/2/2050 | CAD | 8,853 | 4,784 | |
| Province of Saskatchewan | 2.800% | 12/2/2052 | CAD | 12,645 | 6,326 | |
| Province of Saskatchewan | 3.750% | 3/5/2054 | CAD | 2,686 | 1,592 | |
| Province of Saskatchewan | 4.200% | 12/2/2054 | CAD | 16,100 | 10,385 | |
| Province of Saskatchewan | 4.400% | 12/2/2056 | CAD | 7,000 | 4,671 | |
| Province of Saskatchewan | 2.950% | 6/2/2058 | CAD | 1,428 | 703 | |
| Province of Saskatchewan | 3.800% | 6/2/2062 | CAD | 1,000 | 586 | |
| PSP Capital Inc. | 1.500% | 3/15/2028 | CAD | 3,700 | 2,579 | |
| PSP Capital Inc. | 4.600% | 2/6/2029 | AUD | 18,000 | 12,583 | |
| PSP Capital Inc. | 3.750% | 6/15/2029 | CAD | 10,500 | 7,713 | |
| PSP Capital Inc. | 2.050% | 1/15/2030 | CAD | 9,572 | 6,550 | |
| PSP Capital Inc. | 4.250% | 10/22/2030 | GBP | 5,000 | 6,606 | |
| PSP Capital Inc. | 2.600% | 3/1/2032 | CAD | 3,000 | 2,035 | |
| PSP Capital Inc. | 4.150% | 6/1/2033 | CAD | 18,900 | 13,814 | |
| PSP Capital Inc. | 5.250% | 2/27/2035 | AUD | 10,000 | 6,905 | |
| PSP Capital Inc. | 4.250% | 12/1/2055 | CAD | 10,500 | 6,796 | |
| Regional Municipality of Peel Ontario | 4.250% | 12/2/2033 | CAD | 1,000 | 732 | |
| Regional Municipality of Peel Ontario | 3.850% | 6/2/2035 | CAD | 1,100 | 768 | |
| Regional Municipality of Peel Ontario | 5.100% | 6/29/2040 | CAD | 3,561 | 2,658 | |
| Regional Municipality of Peel Ontario | 2.500% | 6/16/2051 | CAD | 4,547 | 2,056 | |
| Regional Municipality of York | 1.700% | 5/27/2030 | CAD | 1,512 | 1,013 | |
| Regional Municipality of York | 2.150% | 6/22/2031 | CAD | 1,346 | 901 | |
| Regional Municipality of York | 4.000% | 5/31/2032 | CAD | 2,365 | 1,717 | |
| Regional Municipality of York | 3.650% | 5/13/2033 | CAD | 1,581 | 1,108 | |
| Regional Municipality of York | 4.050% | 5/1/2034 | CAD | 5,573 | 4,002 | |
| Royal Office Finance LP | 5.209% | 11/12/2032 | CAD | 4,622 | 3,488 | |
| South Coast British Columbia Transportation Authority | 4.450% | 6/9/2044 | CAD | 2,100 | 1,419 | |
| South Coast British Columbia Transportation Authority | 3.150% | 11/16/2048 | CAD | 4,793 | 2,566 | |
| South Coast British Columbia Transportation Authority | 4.150% | 12/12/2053 | CAD | 1,800 | 1,116 | |
| TCHC Issuer Trust | 5.395% | 2/22/2040 | CAD | 1,060 | 803 | |
| Toronto Canada | 4.000% | 12/2/2034 | CAD | 1,900 | 1,356 | |
| Toronto Canada | 2.950% | 4/28/2035 | CAD | 1,388 | 910 | |
| Toronto Canada | 3.500% | 6/2/2036 | CAD | 4,000 | 2,714 | |
| Toronto Canada | 5.200% | 6/1/2040 | CAD | 3,121 | 2,353 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Toronto Canada | 2.150% | 8/25/2040 | CAD | 2,582 | 1,371 | |
| Toronto Canada | 3.800% | 12/13/2042 | CAD | 3,160 | 2,058 | |
| Toronto Canada | 4.150% | 3/10/2044 | CAD | 2,515 | 1,661 | |
| Toronto Canada | 3.250% | 6/24/2046 | CAD | 2,040 | 1,136 | |
| Toronto Canada | 2.800% | 11/22/2049 | CAD | 2,802 | 1,385 | |
| Toronto Canada | 2.900% | 4/29/2051 | CAD | 2,796 | 1,403 | |
| Toronto Canada | 4.300% | 6/1/2052 | CAD | 10,216 | 6,544 | |
| Toronto Canada | 4.900% | 5/15/2054 | CAD | 2,810 | 1,969 | |
| Toronto Canada | 4.550% | 10/29/2054 | CAD | 800 | 531 | |
| Toronto Canada | 4.500% | 3/11/2055 | CAD | 1,500 | 986 | |
| Winnipeg Canada | 4.100% | 6/1/2045 | CAD | 1,160 | 755 | |
| Winnipeg Canada | 4.300% | 11/15/2051 | CAD | 2,121 | 1,348 | |
| 6,324,619 | ||||||
| Chile (0.2%) | ||||||
| Bonos de la Tesoreria de la Republica en pesos | 4.900% | 11/1/2027 | CLP | 4,290,000 | 4,626 | |
| 1 | Bonos de la Tesoreria de la Republica en pesos | 5.000% | 10/1/2028 | CLP | 18,960,000 | 20,432 |
| Bonos de la Tesoreria de la Republica en pesos | 0.000% | 4/1/2029 | CLP | 16,385,000 | 15,647 | |
| 1 | Bonos de la Tesoreria de la Republica en pesos | 5.800% | 10/1/2029 | CLP | 11,660,000 | 12,729 |
| 1 | Bonos de la Tesoreria de la Republica en pesos | 4.700% | 9/1/2030 | CLP | 19,450,000 | 20,412 |
| Bonos de la Tesoreria de la Republica en pesos | 5.300% | 7/15/2032 | CLP | 7,230,000 | 7,643 | |
| 1 | Bonos de la Tesoreria de la Republica en pesos | 6.000% | 4/1/2033 | CLP | 19,615,000 | 21,464 |
| 1 | Bonos de la Tesoreria de la Republica en pesos | 2.800% | 10/1/2033 | CLP | 5,630,000 | 5,098 |
| 1 | Bonos de la Tesoreria de la Republica en pesos | 7.000% | 5/1/2034 | CLP | 3,510,000 | 4,134 |
| 1 | Bonos de la Tesoreria de la Republica en pesos | 5.800% | 10/1/2034 | CLP | 7,500,000 | 7,980 |
| Bonos de la Tesoreria de la Republica en pesos | 5.000% | 3/1/2035 | CLP | 17,965,000 | 18,407 | |
| 1 | Bonos de la Tesoreria de la Republica en pesos | 5.300% | 11/1/2037 | CLP | 6,270,000 | 6,434 |
| 1 | Bonos de la Tesoreria de la Republica en pesos | 6.200% | 10/1/2040 | CLP | 8,685,000 | 9,546 |
| Bonos de la Tesoreria de la Republica en pesos | 6.000% | 1/1/2043 | CLP | 11,980,000 | 13,028 | |
| Bonos de la Tesoreria de la Republica en pesos | 5.100% | 7/15/2050 | CLP | 11,320,000 | 10,918 | |
| Bonos de la Tesoreria de la Republica en pesos | 6.100% | 4/1/2056 | CLP | 5,920,000 | 6,544 | |
| Republic of Chile | 0.555% | 1/21/2029 | EUR | 5,400 | 5,789 | |
| Republic of Chile | 3.875% | 7/9/2031 | EUR | 9,600 | 11,084 | |
| Republic of Chile | 3.750% | 1/14/2032 | EUR | 11,600 | 13,258 | |
| Republic of Chile | 3.375% | 4/14/2032 | EUR | 9,737 | 10,903 | |
| Republic of Chile | 4.125% | 7/5/2034 | EUR | 4,993 | 5,758 | |
| Republic of Chile | 3.800% | 7/1/2035 | EUR | 10,827 | 12,132 | |
| Republic of Chile | 1.300% | 7/26/2036 | EUR | 4,046 | 3,571 | |
| Republic of Chile | 1.250% | 1/29/2040 | EUR | 4,868 | 3,899 | |
| Republic of Chile | 1.250% | 1/22/2051 | EUR | 5,937 | 3,654 | |
| 255,090 | ||||||
| China (1.3%) | ||||||
| Agricultural Development Bank of China | 2.900% | 3/8/2028 | CNY | 150,000 | 22,742 | |
| Agricultural Development Bank of China | 1.610% | 8/7/2028 | CNY | 200,000 | 29,736 | |
| Agricultural Development Bank of China | 3.750% | 1/25/2029 | CNY | 375,200 | 58,673 | |
| Agricultural Development Bank of China | 2.220% | 4/9/2029 | CNY | 165,000 | 24,938 | |
| Agricultural Development Bank of China | 3.520% | 5/24/2031 | CNY | 20,000 | 3,232 | |
| Agricultural Development Bank of China | 3.300% | 11/5/2031 | CNY | 100,000 | 16,101 | |
| Agricultural Development Bank of China | 3.060% | 6/6/2032 | CNY | 170,000 | 27,212 | |
| Agricultural Development Bank of China | 2.470% | 4/2/2034 | CNY | 80,650 | 12,606 | |
| Agricultural Development Bank of China | 2.090% | 9/26/2034 | CNY | 80,000 | 12,177 | |
| Agricultural Development Bank of China | 1.820% | 8/7/2035 | CNY | 95,000 | 14,146 | |
| China Development Bank | 3.400% | 1/8/2028 | CNY | 100,000 | 15,234 | |
| China Development Bank | 1.470% | 2/14/2028 | CNY | 320,000 | 47,463 | |
| China Development Bank | 1.350% | 5/12/2028 | CNY | 250,000 | 37,005 | |
| China Development Bank | 2.990% | 3/1/2029 | CNY | 100,000 | 15,387 | |
| China Development Bank | 3.450% | 9/20/2029 | CNY | 50,000 | 7,852 | |
| China Development Bank | 3.070% | 3/10/2030 | CNY | 25,000 | 3,908 | |
| China Development Bank | 2.710% | 7/10/2030 | CNY | 100,000 | 15,488 | |
| China Development Bank | 3.700% | 10/20/2030 | CNY | 50,000 | 8,064 | |
| China Development Bank | 2.640% | 1/8/2031 | CNY | 102,940 | 15,975 | |
| China Development Bank | 3.660% | 3/1/2031 | CNY | 60,000 | 9,719 | |
| China Development Bank | 3.410% | 6/7/2031 | CNY | 150,000 | 24,144 | |
| China Development Bank | 3.120% | 9/13/2031 | CNY | 120,000 | 19,133 | |
| China Development Bank | 2.820% | 5/22/2033 | CNY | 78,050 | 12,428 | |
| China Development Bank | 2.260% | 7/19/2034 | CNY | 81,000 | 12,493 | |
| China Development Bank | 1.570% | 1/3/2035 | CNY | 90,000 | 13,159 | |
| China Development Bank | 1.800% | 4/2/2035 | CNY | 84,000 | 12,510 | |
| China Development Bank | 1.650% | 6/18/2035 | CNY | 92,500 | 13,599 | |
| China Development Bank | 1.870% | 9/5/2035 | CNY | 50,000 | 7,466 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| China Development Bank | 1.920% | 3/6/2036 | CNY | 90,000 | 13,507 | |
| China Development Bank | 4.010% | 1/9/2037 | CNY | 74,900 | 13,412 | |
| China Development Bank | 3.490% | 11/8/2041 | CNY | 60,000 | 10,595 | |
| China Development Bank | 3.030% | 7/24/2043 | CNY | 80,000 | 13,380 | |
| China Government Bond | 2.440% | 10/15/2027 | CNY | 155,000 | 23,354 | |
| China Government Bond | 2.640% | 1/15/2028 | CNY | 150,000 | 22,732 | |
| China Government Bond | 1.450% | 2/25/2028 | CNY | 300,000 | 44,636 | |
| China Government Bond | 2.620% | 4/15/2028 | CNY | 172,570 | 26,232 | |
| China Government Bond | 3.010% | 5/13/2028 | CNY | 160,000 | 24,506 | |
| China Government Bond | 1.420% | 8/15/2028 | CNY | 245,000 | 36,441 | |
| China Government Bond | 2.910% | 10/14/2028 | CNY | 100,000 | 15,384 | |
| China Government Bond | 2.800% | 3/24/2029 | CNY | 40,000 | 6,164 | |
| China Government Bond | 2.050% | 4/15/2029 | CNY | 121,000 | 18,305 | |
| China Government Bond | 2.750% | 6/15/2029 | CNY | 40,000 | 6,174 | |
| China Government Bond | 1.910% | 7/15/2029 | CNY | 100,000 | 15,089 | |
| China Government Bond | 2.620% | 9/25/2029 | CNY | 70,000 | 10,796 | |
| China Government Bond | 1.740% | 10/15/2029 | CNY | 154,000 | 23,140 | |
| China Government Bond | 2.790% | 12/15/2029 | CNY | 100,000 | 15,565 | |
| China Government Bond | 1.430% | 1/25/2030 | CNY | 160,000 | 23,805 | |
| China Government Bond | 2.680% | 5/21/2030 | CNY | 60,000 | 9,338 | |
| China Government Bond | 1.550% | 7/25/2030 | CNY | 250,000 | 37,396 | |
| China Government Bond | 1.630% | 10/25/2030 | CNY | 100,000 | 14,979 | |
| China Government Bond | 3.270% | 11/19/2030 | CNY | 40,000 | 6,455 | |
| China Government Bond | 2.280% | 3/25/2031 | CNY | 106,500 | 16,399 | |
| China Government Bond | 3.020% | 5/27/2031 | CNY | 115,000 | 18,414 | |
| China Government Bond | 2.120% | 6/25/2031 | CNY | 115,000 | 17,616 | |
| China Government Bond | 2.890% | 11/18/2031 | CNY | 30,000 | 4,797 | |
| China Government Bond | 2.750% | 2/17/2032 | CNY | 75,000 | 11,887 | |
| China Government Bond | 1.790% | 3/25/2032 | CNY | 80,000 | 12,074 | |
| China Government Bond | 2.760% | 5/15/2032 | CNY | 80,000 | 12,710 | |
| China Government Bond | 2.690% | 8/15/2032 | CNY | 120,000 | 19,022 | |
| China Government Bond | 2.600% | 9/1/2032 | CNY | 105,000 | 16,568 | |
| China Government Bond | 1.780% | 9/15/2032 | CNY | 127,850 | 19,271 | |
| China Government Bond | 2.800% | 11/15/2032 | CNY | 205,000 | 32,761 | |
| China Government Bond | 1.660% | 12/25/2032 | CNY | 50,000 | 7,483 | |
| China Government Bond | 1.660% | 3/25/2033 | CNY | 245,000 | 36,614 | |
| China Government Bond | 2.670% | 5/25/2033 | CNY | 78,740 | 12,525 | |
| China Government Bond | 2.520% | 8/25/2033 | CNY | 81,000 | 12,782 | |
| China Government Bond | 2.670% | 11/25/2033 | CNY | 74,640 | 11,916 | |
| China Government Bond | 2.270% | 5/25/2034 | CNY | 146,000 | 22,714 | |
| China Government Bond | 2.110% | 8/25/2034 | CNY | 100,000 | 15,381 | |
| China Government Bond | 2.040% | 11/25/2034 | CNY | 50,000 | 7,650 | |
| China Government Bond | 1.610% | 2/15/2035 | CNY | 83,000 | 12,280 | |
| China Government Bond | 1.670% | 5/25/2035 | CNY | 85,700 | 12,734 | |
| China Government Bond | 1.830% | 8/25/2035 | CNY | 200,000 | 30,010 | |
| China Government Bond | 1.780% | 11/15/2035 | CNY | 50,000 | 7,464 | |
| China Government Bond | 1.750% | 2/25/2036 | CNY | 150,000 | 22,304 | |
| China Government Bond | 1.720% | 5/15/2036 | CNY | 70,000 | 10,389 | |
| China Government Bond | 3.970% | 7/23/2048 | CNY | 129,350 | 25,161 | |
| China Government Bond | 4.080% | 10/22/2048 | CNY | 40,000 | 7,954 | |
| China Government Bond | 3.860% | 7/22/2049 | CNY | 135,200 | 26,123 | |
| China Government Bond | 3.390% | 3/16/2050 | CNY | 158,000 | 28,638 | |
| China Government Bond | 3.320% | 4/15/2052 | CNY | 30,000 | 5,444 | |
| China Government Bond | 3.120% | 10/25/2052 | CNY | 57,000 | 10,018 | |
| China Government Bond | 3.190% | 4/15/2053 | CNY | 29,570 | 5,267 | |
| China Government Bond | 1.920% | 1/15/2055 | CNY | 51,550 | 7,215 | |
| China Government Bond | 2.380% | 1/15/2056 | CNY | 106,000 | 16,309 | |
| China Government Bond | 4.240% | 11/24/2064 | CNY | 20,000 | 4,479 | |
| China Government Bond | 3.730% | 5/25/2070 | CNY | 30,000 | 6,359 | |
| China Government Bond | 3.760% | 3/22/2071 | CNY | 20,000 | 4,263 | |
| China Government Bond | 3.400% | 7/15/2072 | CNY | 20,000 | 3,927 | |
| China Government Bond | 2.650% | 3/25/2074 | CNY | 24,800 | 4,125 | |
| China Government Bond | 2.280% | 11/6/2075 | CNY | 28,500 | 4,162 | |
| Export-Import Bank of China | 1.670% | 9/13/2027 | CNY | 100,000 | 14,862 | |
| Export-Import Bank of China | 3.860% | 5/20/2029 | CNY | 50,000 | 7,889 | |
| Export-Import Bank of China | 3.230% | 3/23/2030 | CNY | 55,000 | 8,644 | |
| Export-Import Bank of China | 3.380% | 7/16/2031 | CNY | 70,000 | 11,265 | |
| Export-Import Bank of China | 3.180% | 3/11/2032 | CNY | 130,000 | 20,890 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Export-Import Bank of China | 2.850% | 7/7/2033 | CNY | 100,000 | 15,967 | |
| 1,586,701 | ||||||
| Croatia (0.1%) | ||||||
| Republic of Croatia | 1.125% | 6/19/2029 | EUR | 3,541 | 3,863 | |
| Republic of Croatia | 1.500% | 6/17/2031 | EUR | 26,228 | 27,899 | |
| Republic of Croatia | 2.875% | 4/22/2032 | EUR | 6,268 | 7,078 | |
| Republic of Croatia | 3.375% | 3/12/2034 | EUR | 7,300 | 8,344 | |
| Republic of Croatia | 4.000% | 6/14/2035 | EUR | 4,344 | 5,177 | |
| Republic of Croatia | 3.250% | 2/11/2037 | EUR | 22,329 | 24,698 | |
| Republic of Croatia | 1.750% | 3/4/2041 | EUR | 1,553 | 1,356 | |
| 78,415 | ||||||
| Czech Republic (0.4%) | ||||||
| Czech Republic | 2.500% | 8/25/2028 | CZK | 188,810 | 8,729 | |
| Czech Republic | 5.500% | 12/12/2028 | CZK | 186,750 | 9,174 | |
| Czech Republic | 2.750% | 7/23/2029 | CZK | 1,832,470 | 83,756 | |
| Czech Republic | 0.950% | 5/15/2030 | CZK | 811,930 | 34,144 | |
| Czech Republic | 5.000% | 9/30/2030 | CZK | 639,980 | 31,178 | |
| Czech Republic | 1.200% | 3/13/2031 | CZK | 548,580 | 22,672 | |
| Czech Republic | 1.750% | 6/23/2032 | CZK | 340,000 | 13,842 | |
| Czech Republic | 4.500% | 11/11/2032 | CZK | 731,740 | 34,464 | |
| Czech Republic | 2.000% | 10/13/2033 | CZK | 390,090 | 15,400 | |
| Czech Republic | 4.900% | 4/14/2034 | CZK | 813,480 | 38,892 | |
| Czech Republic | 4.250% | 10/24/2034 | CZK | 774,460 | 35,295 | |
| Czech Republic | 3.500% | 5/30/2035 | CZK | 504,710 | 21,649 | |
| Czech Republic | 5.300% | 9/19/2035 | CZK | 1,109,530 | 54,201 | |
| Czech Republic | 3.600% | 6/3/2036 | CZK | 530,970 | 22,640 | |
| Czech Republic | 4.200% | 12/4/2036 | CZK | 49,580 | 2,213 | |
| Czech Republic | 4.950% | 2/27/2037 | CZK | 304,620 | 14,425 | |
| Czech Republic | 1.950% | 7/30/2037 | CZK | 253,320 | 8,989 | |
| Czech Republic | 1.500% | 4/24/2040 | CZK | 459,730 | 14,124 | |
| Czech Republic | 4.000% | 4/4/2044 | CZK | 280,000 | 11,378 | |
| Czech Republic | 4.850% | 11/26/2057 | CZK | 210,430 | 8,928 | |
| 486,093 | ||||||
| Denmark (0.3%) | ||||||
| Kingdom of Denmark | 0.500% | 11/15/2029 | DKK | 338,247 | 48,712 | |
| Kingdom of Denmark | 0.000% | 11/15/2031 | DKK | 721,612 | 96,459 | |
| Kingdom of Denmark | 2.250% | 11/15/2033 | DKK | 188,370 | 27,860 | |
| Kingdom of Denmark | 2.250% | 11/15/2033 | DKK | 453,585 | 67,085 | |
| Kingdom of Denmark | 2.250% | 11/15/2035 | DKK | 197,947 | 28,606 | |
| Kingdom of Denmark | 4.500% | 11/15/2039 | DKK | 381,645 | 67,115 | |
| Kingdom of Denmark | 0.250% | 11/15/2052 | DKK | 115,182 | 8,281 | |
| Kommunekredit | 0.000% | 11/17/2029 | EUR | 30,000 | 31,317 | |
| Kommunekredit | 2.875% | 3/17/2033 | EUR | 13,000 | 14,633 | |
| Kommunekredit | 0.010% | 5/4/2034 | EUR | 14,000 | 12,490 | |
| 402,558 | ||||||
| Estonia (0.0%) | ||||||
| Estonia Government Bond | 3.500% | 5/14/2036 | EUR | 8,860 | 9,919 | |
| Republic of Estonia | 4.000% | 10/12/2032 | EUR | 6,532 | 7,765 | |
| 17,684 | ||||||
| Finland (0.6%) | ||||||
| Finnvera OYJ | 2.125% | 3/8/2028 | EUR | 15,300 | 17,413 | |
| Finnvera OYJ | 0.375% | 4/9/2029 | EUR | 5,831 | 6,252 | |
| Finnvera OYJ | 1.125% | 5/17/2032 | EUR | 1,900 | 1,945 | |
| Kuntarahoitus OYJ | 2.875% | 1/18/2028 | EUR | 11,111 | 12,804 | |
| Kuntarahoitus OYJ | 0.000% | 4/21/2028 | EUR | 4,600 | 5,050 | |
| Kuntarahoitus OYJ | 4.375% | 10/2/2028 | GBP | 10,000 | 13,414 | |
| Kuntarahoitus OYJ | 2.500% | 8/29/2029 | EUR | 40,000 | 45,385 | |
| Kuntarahoitus OYJ | 0.250% | 2/25/2032 | EUR | 15,860 | 15,548 | |
| Kuntarahoitus OYJ | 2.625% | 6/14/2032 | EUR | 7,329 | 8,165 | |
| Kuntarahoitus OYJ | 1.250% | 2/23/2033 | EUR | 5,087 | 5,171 | |
| Kuntarahoitus OYJ | 0.050% | 9/10/2035 | EUR | 6,823 | 5,790 | |
| 1 | Republic of Finland | 0.500% | 9/15/2027 | EUR | 26,133 | 29,390 |
| 1 | Republic of Finland | 2.875% | 4/15/2029 | EUR | 52,455 | 60,403 |
| 1 | Republic of Finland | 0.500% | 9/15/2029 | EUR | 62,487 | 66,896 |
| 1 | Republic of Finland | 0.000% | 9/15/2030 | EUR | 29,510 | 30,102 |
| 1 | Republic of Finland | 0.125% | 9/15/2031 | EUR | 14,549 | 14,430 |
| 1 | Republic of Finland | 2.625% | 4/15/2032 | EUR | 90,000 | 100,924 |
| 1 | Republic of Finland | 1.500% | 9/15/2032 | EUR | 67,731 | 70,763 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| 1 | Republic of Finland | 3.000% | 9/15/2033 | EUR | 17,000 | 19,273 |
| 1 | Republic of Finland | 1.125% | 4/15/2034 | EUR | 16,396 | 16,115 |
| 1 | Republic of Finland | 3.000% | 9/15/2034 | EUR | 30,000 | 33,703 |
| 1 | Republic of Finland | 3.000% | 9/15/2035 | EUR | 32,137 | 35,798 |
| 1 | Republic of Finland | 2.750% | 4/15/2038 | EUR | 39,441 | 41,672 |
| 1 | Republic of Finland | 0.250% | 9/15/2040 | EUR | 38,836 | 27,535 |
| 1 | Republic of Finland | 2.625% | 7/4/2042 | EUR | 17,532 | 17,312 |
| 1 | Republic of Finland | 0.500% | 4/15/2043 | EUR | 14,007 | 9,473 |
| 1 | Republic of Finland | 3.200% | 4/15/2045 | EUR | 23,268 | 24,305 |
| 1 | Republic of Finland | 1.375% | 4/15/2047 | EUR | 44,048 | 32,246 |
| 1 | Republic of Finland | 0.125% | 4/15/2052 | EUR | 25,000 | 10,958 |
| 1 | Republic of Finland | 2.950% | 4/15/2055 | EUR | 21,194 | 19,886 |
| 798,121 | ||||||
| France (8.6%) | ||||||
| Action Logement Services | 1.375% | 4/13/2032 | EUR | 7,500 | 7,651 | |
| Action Logement Services | 4.125% | 10/3/2038 | EUR | 12,800 | 14,432 | |
| Action Logement Services | 0.750% | 7/19/2041 | EUR | 13,600 | 9,400 | |
| Agence Francaise de Developpement EPIC | 1.000% | 1/31/2028 | EUR | 2,500 | 2,796 | |
| Agence Francaise de Developpement EPIC | 0.010% | 11/25/2028 | EUR | 11,200 | 12,004 | |
| Agence Francaise de Developpement EPIC | 0.250% | 6/29/2029 | EUR | 19,600 | 20,703 | |
| Agence Francaise de Developpement EPIC | 2.875% | 1/21/2030 | EUR | 7,500 | 8,500 | |
| Agence Francaise de Developpement EPIC | 0.500% | 5/25/2030 | EUR | 5,300 | 5,481 | |
| Agence Francaise de Developpement EPIC | 1.625% | 5/25/2032 | EUR | 25,000 | 25,779 | |
| Agence Francaise de Developpement EPIC | 1.375% | 7/5/2032 | EUR | 20,600 | 20,860 | |
| Agence Francaise de Developpement EPIC | 3.375% | 5/25/2033 | EUR | 11,100 | 12,465 | |
| Agence Francaise de Developpement EPIC | 1.500% | 10/31/2034 | EUR | 37,000 | 35,395 | |
| Agence Francaise de Developpement EPIC | 3.625% | 1/20/2035 | EUR | 26,900 | 30,211 | |
| Agence Francaise de Developpement EPIC | 0.500% | 5/31/2035 | EUR | 5,000 | 4,279 | |
| Agence Francaise de Developpement EPIC | 1.125% | 3/2/2037 | EUR | 18,200 | 15,580 | |
| Agence France Locale | 1.125% | 6/20/2028 | EUR | 4,500 | 5,002 | |
| Agence France Locale | 0.000% | 3/20/2031 | EUR | 6,400 | 6,302 | |
| Agence France Locale | 3.125% | 3/20/2034 | EUR | 14,500 | 15,923 | |
| Agence France Locale | 3.625% | 6/20/2038 | EUR | 5,000 | 5,402 | |
| Bpifrance SACA | 2.125% | 11/29/2027 | EUR | 12,500 | 14,255 | |
| Bpifrance SACA | 0.125% | 11/25/2028 | EUR | 38,300 | 41,194 | |
| Bpifrance SACA | 0.050% | 9/26/2029 | EUR | 5,000 | 5,219 | |
| Bpifrance SACA | 1.875% | 5/25/2030 | EUR | 5,000 | 5,464 | |
| Bpifrance SACA | 2.000% | 9/2/2030 | EUR | 12,000 | 13,117 | |
| Bpifrance SACA | 0.250% | 6/4/2031 | EUR | 19,300 | 19,110 | |
| Bpifrance SACA | 2.875% | 1/31/2032 | EUR | 11,700 | 13,037 | |
| Bpifrance SACA | 3.125% | 7/1/2033 | EUR | 4,300 | 4,772 | |
| Bpifrance SACA | 3.375% | 5/25/2034 | EUR | 27,500 | 30,670 | |
| Bpifrance SACA | 3.250% | 5/25/2035 | EUR | 20,400 | 22,294 | |
| Caisse d'Amortissement de la Dette Sociale | 2.750% | 9/24/2027 | EUR | 70,000 | 80,577 | |
| Caisse d'Amortissement de la Dette Sociale | 0.000% | 2/25/2028 | EUR | 9,300 | 10,243 | |
| Caisse d'Amortissement de la Dette Sociale | 2.375% | 9/24/2028 | EUR | 13,700 | 15,577 | |
| Caisse d'Amortissement de la Dette Sociale | 0.000% | 5/25/2029 | EUR | 31,300 | 33,102 | |
| Caisse d'Amortissement de la Dette Sociale | 3.125% | 3/1/2030 | EUR | 10,000 | 11,492 | |
| Caisse d'Amortissement de la Dette Sociale | 0.000% | 11/25/2030 | EUR | 50,000 | 50,134 | |
| Caisse d'Amortissement de la Dette Sociale | 0.000% | 5/25/2031 | EUR | 35,700 | 35,115 | |
| Caisse d'Amortissement de la Dette Sociale | 4.250% | 7/15/2031 | GBP | 5,000 | 6,535 | |
| Caisse d'Amortissement de la Dette Sociale | 0.125% | 9/15/2031 | EUR | 42,400 | 41,437 | |
| Caisse d'Amortissement de la Dette Sociale | 3.000% | 11/25/2031 | EUR | 10,000 | 11,289 | |
| Caisse d'Amortissement de la Dette Sociale | 0.450% | 1/19/2032 | EUR | 23,100 | 22,726 | |
| Caisse d'Amortissement de la Dette Sociale | 1.500% | 5/25/2032 | EUR | 57,400 | 59,291 | |
| Caisse d'Amortissement de la Dette Sociale | 2.750% | 11/25/2032 | EUR | 9,500 | 10,451 | |
| Caisse d'Amortissement de la Dette Sociale | 3.250% | 5/25/2033 | EUR | 15,000 | 16,878 | |
| Caisse des Depots et Consignations | 3.000% | 5/25/2028 | EUR | 12,500 | 14,398 | |
| Caisse des Depots et Consignations | 3.000% | 5/25/2029 | EUR | 9,200 | 10,559 | |
| Caisse des Depots et Consignations | 4.125% | 10/22/2030 | GBP | 6,000 | 7,862 | |
| Caisse Francaise de Financement Local SA | 0.750% | 9/27/2027 | EUR | 5,000 | 5,623 | |
| Caisse Francaise de Financement Local SA | 0.010% | 4/27/2029 | EUR | 11,600 | 12,271 | |
| Caisse Francaise de Financement Local SA | 1.500% | 1/13/2031 | EUR | 5,000 | 5,327 | |
| Caisse Francaise de Financement Local SA | 0.125% | 6/30/2031 | EUR | 9,500 | 9,353 | |
| Caisse Francaise de Financement Local SA | 2.750% | 10/3/2031 | EUR | 30,000 | 33,494 | |
| Caisse Francaise de Financement Local SA | 1.125% | 12/1/2031 | EUR | 30,000 | 30,734 | |
| Caisse Francaise de Financement Local SA | 0.375% | 1/20/2032 | EUR | 7,900 | 7,732 | |
| Caisse Francaise de Financement Local SA | 1.250% | 5/11/2032 | EUR | 27,400 | 27,967 | |
| Caisse Francaise de Financement Local SA | 3.000% | 5/24/2033 | EUR | 10,000 | 11,148 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Caisse Francaise de Financement Local SA | 3.125% | 7/20/2033 | EUR | 10,000 | 11,226 | |
| Caisse Francaise de Financement Local SA | 3.125% | 11/24/2033 | EUR | 5,000 | 5,601 | |
| Caisse Francaise de Financement Local SA | 1.450% | 1/16/2034 | EUR | 16,800 | 16,681 | |
| Caisse Francaise de Financement Local SA | 3.375% | 1/16/2036 | EUR | 10,000 | 11,188 | |
| Caisse Francaise de Financement Local SA | 3.375% | 5/22/2037 | EUR | 5,800 | 6,423 | |
| Caisse Francaise de Financement Local SA | 1.500% | 6/28/2038 | EUR | 3,400 | 3,026 | |
| Caisse Francaise de Financement Local SA | 3.125% | 5/17/2039 | EUR | 10,000 | 10,556 | |
| 1 | France | 2.500% | 9/24/2027 | EUR | 87,308 | 100,266 |
| 1,9 | France | 2.750% | 10/25/2027 | EUR | 179,885 | 207,041 |
| 1,9 | France | 0.750% | 2/25/2028 | EUR | 134,859 | 150,370 |
| 1,9 | France | 0.750% | 5/25/2028 | EUR | 260,249 | 288,486 |
| 1 | France | 2.400% | 9/24/2028 | EUR | 290,000 | 330,213 |
| 1 | France | 0.750% | 11/25/2028 | EUR | 248,509 | 272,194 |
| 1,9 | France | 2.750% | 2/25/2029 | EUR | 390,552 | 446,946 |
| 1 | France | 5.500% | 4/25/2029 | EUR | 211,812 | 259,540 |
| 1,9 | France | 0.500% | 5/25/2029 | EUR | 176,702 | 189,842 |
| 1 | France | 2.400% | 9/24/2029 | EUR | 31,000 | 34,988 |
| 1 | France | 0.000% | 11/25/2029 | EUR | 260,770 | 271,531 |
| 1 | France | 2.750% | 2/25/2030 | EUR | 280,054 | 318,412 |
| 1 | France | 2.500% | 5/25/2030 | EUR | 150,946 | 169,831 |
| 1 | France | 0.000% | 11/25/2030 | EUR | 276,798 | 278,086 |
| 1 | France | 2.700% | 2/25/2031 | EUR | 407,800 | 458,572 |
| 1 | France | 1.500% | 5/25/2031 | EUR | 112,885 | 119,846 |
| 1,9 | France | 0.000% | 11/25/2031 | EUR | 302,173 | 292,004 |
| 1 | France | 3.250% | 2/25/2032 | EUR | 70,000 | 80,042 |
| 1,9 | France | 0.000% | 5/25/2032 | EUR | 240,980 | 228,137 |
| 1 | France | 5.750% | 10/25/2032 | EUR | 52,358 | 67,897 |
| 1 | France | 2.000% | 11/25/2032 | EUR | 383,763 | 404,965 |
| 1 | France | 3.000% | 5/25/2033 | EUR | 222,262 | 247,229 |
| 1 | France | 3.500% | 11/25/2033 | EUR | 226,070 | 258,095 |
| 1 | France | 1.250% | 5/25/2034 | EUR | 149,386 | 143,805 |
| 1 | France | 3.000% | 11/25/2034 | EUR | 214,847 | 234,235 |
| 1 | France | 4.750% | 4/25/2035 | EUR | 28,854 | 35,557 |
| 1 | France | 3.200% | 5/25/2035 | EUR | 251,000 | 275,863 |
| 1 | France | 3.500% | 11/25/2035 | EUR | 365,943 | 409,139 |
| 1 | France | 1.250% | 5/25/2036 | EUR | 142,099 | 128,360 |
| 1 | France | 3.800% | 6/25/2037 | EUR | 184,037 | 208,001 |
| 1 | France | 1.250% | 5/25/2038 | EUR | 345,220 | 291,963 |
| 1 | France | 4.000% | 10/25/2038 | EUR | 35,596 | 40,487 |
| 1 | France | 1.750% | 6/25/2039 | EUR | 12,004 | 10,525 |
| 1,11,12 | France | 0.500% | 5/25/2040 | EUR | 131,590 | 92,678 |
| 1 | France | 4.500% | 4/25/2041 | EUR | 54,265 | 63,991 |
| 1 | France | 3.600% | 5/25/2042 | EUR | 288,627 | 303,617 |
| 1 | France | 2.500% | 5/25/2043 | EUR | 63,447 | 56,709 |
| 1 | France | 0.500% | 6/25/2044 | EUR | 123,736 | 74,091 |
| 1 | France | 3.250% | 5/25/2045 | EUR | 52,375 | 51,153 |
| France | 4.200% | 2/3/2046 | EUR | 13,700 | 14,953 | |
| 1 | France | 4.100% | 5/25/2046 | EUR | 102,000 | 111,280 |
| 1 | France | 2.000% | 5/25/2048 | EUR | 109,121 | 81,559 |
| 1 | France | 3.000% | 6/25/2049 | EUR | 79,438 | 71,250 |
| 1 | France | 1.500% | 5/25/2050 | EUR | 130,205 | 83,171 |
| 1 | France | 0.750% | 5/25/2052 | EUR | 105,268 | 50,980 |
| 1 | France | 0.750% | 5/25/2053 | EUR | 123,989 | 58,087 |
| 1 | France | 3.000% | 5/25/2054 | EUR | 121,133 | 103,023 |
| 1 | France | 4.000% | 4/25/2055 | EUR | 58,409 | 59,840 |
| 1 | France | 3.250% | 5/25/2055 | EUR | 115,019 | 102,092 |
| 1 | France | 3.750% | 5/25/2056 | EUR | 130,571 | 126,850 |
| 1 | France | 4.400% | 5/25/2057 | EUR | 73,064 | 79,324 |
| 1 | France | 4.000% | 4/25/2060 | EUR | 53,756 | 54,035 |
| 1 | France | 1.750% | 5/25/2066 | EUR | 81,794 | 44,894 |
| 1 | France | 0.500% | 5/25/2072 | EUR | 54,906 | 15,069 |
| Gestion Securite de Stocks Securite SA | 3.375% | 6/29/2030 | EUR | 5,000 | 5,775 | |
| Ile-de-France Mobilites | 3.500% | 10/4/2039 | EUR | 4,000 | 4,232 | |
| Ile-de-France Mobilites | 0.950% | 5/28/2041 | EUR | 1,900 | 1,377 | |
| Ile-de-France Mobilites | 3.800% | 5/25/2045 | EUR | 17,000 | 17,690 | |
| Regie Autonome des Transports Parisiens EPIC | 1.875% | 5/25/2032 | EUR | 5,300 | 5,551 | |
| Region of Ile de France | 0.000% | 4/20/2028 | EUR | 2,500 | 2,737 | |
| Region of Ile de France | 0.100% | 7/2/2030 | EUR | 5,100 | 5,197 | |
| Region of Ile de France | 2.900% | 4/30/2031 | EUR | 6,000 | 6,760 | |
| Region of Ile de France | 1.375% | 6/20/2033 | EUR | 3,000 | 2,981 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Region of Ile de France | 3.650% | 5/25/2035 | EUR | 8,000 | 9,029 | |
| Region of Ile de France | 3.625% | 5/25/2036 | EUR | 15,200 | 16,930 | |
| SFIL SA | 2.875% | 1/18/2028 | EUR | 11,400 | 13,097 | |
| SFIL SA | 0.050% | 6/4/2029 | EUR | 23,300 | 24,576 | |
| SFIL SA | 3.000% | 9/24/2030 | EUR | 10,000 | 11,351 | |
| SFIL SA | 3.250% | 11/25/2030 | EUR | 5,000 | 5,720 | |
| SFIL SA | 2.875% | 1/22/2031 | EUR | 11,400 | 12,828 | |
| SNCF Reseau | 3.125% | 10/25/2028 | EUR | 3,400 | 3,909 | |
| SNCF Reseau | 5.250% | 12/7/2028 | GBP | 8,708 | 11,826 | |
| SNCF Reseau | 0.875% | 1/22/2029 | EUR | 3,000 | 3,266 | |
| SNCF Reseau | 1.125% | 5/25/2030 | EUR | 14,300 | 15,156 | |
| SNCF Reseau | 1.000% | 11/9/2031 | EUR | 7,600 | 7,688 | |
| SNCF Reseau | 5.000% | 10/10/2033 | EUR | 7,891 | 9,763 | |
| SNCF Reseau | 5.250% | 1/31/2035 | GBP | 6,857 | 9,069 | |
| SNCF Reseau | 0.750% | 5/25/2036 | EUR | 10,900 | 9,177 | |
| SNCF Reseau | 1.500% | 5/29/2037 | EUR | 9,100 | 8,006 | |
| SNCF Reseau | 2.250% | 12/20/2047 | EUR | 6,300 | 4,782 | |
| SNCF Reseau | 2.000% | 2/5/2048 | EUR | 2,500 | 1,791 | |
| SNCF Reseau | 5.000% | 3/11/2052 | GBP | 2,574 | 2,856 | |
| Societe Des Grands Projets EPIC | 1.125% | 10/22/2028 | EUR | 5,200 | 5,748 | |
| Societe Des Grands Projets EPIC | 0.000% | 11/25/2030 | EUR | 14,500 | 14,499 | |
| Societe Des Grands Projets EPIC | 1.125% | 5/25/2034 | EUR | 15,200 | 14,395 | |
| Societe Des Grands Projets EPIC | 3.500% | 5/25/2043 | EUR | 5,600 | 5,691 | |
| Societe Des Grands Projets EPIC | 3.375% | 5/25/2045 | EUR | 5,000 | 4,911 | |
| Societe Des Grands Projets EPIC | 0.875% | 5/10/2046 | EUR | 7,000 | 4,249 | |
| Societe Des Grands Projets EPIC | 1.700% | 5/25/2050 | EUR | 8,500 | 5,642 | |
| Societe Des Grands Projets EPIC | 1.000% | 11/26/2051 | EUR | 16,800 | 8,868 | |
| Societe Des Grands Projets EPIC | 3.700% | 5/25/2053 | EUR | 10,300 | 9,941 | |
| Societe Des Grands Projets EPIC | 0.700% | 10/15/2060 | EUR | 5,100 | 1,870 | |
| Societe Des Grands Projets EPIC | 1.000% | 2/18/2070 | EUR | 19,300 | 7,111 | |
| Societe Nationale SNCF SACA | 1.500% | 2/2/2029 | EUR | 11,600 | 12,822 | |
| Societe Nationale SNCF SACA | 0.625% | 4/17/2030 | EUR | 6,800 | 7,104 | |
| Societe Nationale SNCF SACA | 0.227% | 6/18/2030 | CHF | 4,000 | 4,821 | |
| Societe Nationale SNCF SACA | 1.000% | 5/25/2040 | EUR | 14,900 | 11,143 | |
| Societe Nationale SNCF SACA | 0.875% | 2/28/2051 | EUR | 5,200 | 2,615 | |
| UNEDIC ASSEO | 1.250% | 10/21/2027 | EUR | 11,000 | 12,432 | |
| UNEDIC ASSEO | 0.500% | 3/20/2029 | EUR | 12,200 | 13,152 | |
| UNEDIC ASSEO | 0.250% | 11/25/2029 | EUR | 15,300 | 16,034 | |
| UNEDIC ASSEO | 0.000% | 11/19/2030 | EUR | 31,000 | 31,061 | |
| UNEDIC ASSEO | 1.750% | 11/25/2032 | EUR | 7,000 | 7,259 | |
| UNEDIC ASSEO | 1.250% | 5/25/2033 | EUR | 11,200 | 11,091 | |
| UNEDIC ASSEO | 3.375% | 11/25/2033 | EUR | 11,400 | 12,873 | |
| UNEDIC ASSEO | 0.250% | 7/16/2035 | EUR | 22,400 | 18,850 | |
| UNEDIC ASSEO | 3.750% | 11/25/2036 | EUR | 18,600 | 20,860 | |
| Ville de Paris | 1.250% | 1/12/2032 | EUR | 10,000 | 10,223 | |
| Ville de Paris | 3.750% | 6/22/2048 | EUR | 5,000 | 4,994 | |
| 10,537,806 | ||||||
| Germany (7.7%) | ||||||
| Bundesobligation | 2.200% | 4/13/2028 | EUR | 164,000 | 187,214 | |
| Bundesobligation | 2.400% | 10/19/2028 | EUR | 180,000 | 205,714 | |
| Bundesobligation | 2.100% | 4/12/2029 | EUR | 200,000 | 226,262 | |
| Bundesobligation | 2.100% | 4/12/2029 | EUR | 80,000 | 90,521 | |
| Bundesobligation | 2.400% | 4/18/2030 | EUR | 116,500 | 132,086 | |
| Bundesobligation | 2.200% | 10/10/2030 | EUR | 200,000 | 224,289 | |
| Bundesobligation | 2.500% | 4/16/2031 | EUR | 90,000 | 101,847 | |
| Bundesschatzanweisungen | 2.500% | 6/14/2028 | EUR | 300,000 | 343,927 | |
| 9 | Federal Republic of Germany | 0.000% | 11/15/2027 | EUR | 109,252 | 121,661 |
| Federal Republic of Germany | 0.500% | 2/15/2028 | EUR | 123,946 | 138,100 | |
| Federal Republic of Germany | 0.250% | 8/15/2028 | EUR | 79,586 | 87,251 | |
| 9 | Federal Republic of Germany | 0.000% | 11/15/2028 | EUR | 218,122 | 236,240 |
| Federal Republic of Germany | 2.500% | 10/11/2029 | EUR | 140,000 | 159,713 | |
| Federal Republic of Germany | 2.100% | 11/15/2029 | EUR | 100,000 | 112,584 | |
| 9 | Federal Republic of Germany | 2.400% | 11/15/2030 | EUR | 200,000 | 226,000 |
| Federal Republic of Germany | 0.000% | 2/15/2031 | EUR | 5,458 | 5,533 | |
| 9 | Federal Republic of Germany | 0.000% | 8/15/2031 | EUR | 119,486 | 119,206 |
| 9 | Federal Republic of Germany | 0.000% | 2/15/2032 | EUR | 136,674 | 134,194 |
| 9 | Federal Republic of Germany | 1.700% | 8/15/2032 | EUR | 155,812 | 167,265 |
| Federal Republic of Germany | 2.300% | 2/15/2033 | EUR | 115,429 | 127,462 | |
| Federal Republic of Germany | 2.300% | 2/15/2033 | EUR | 20,000 | 22,095 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Federal Republic of Germany | 2.600% | 8/15/2033 | EUR | 65,933 | 73,896 | |
| Federal Republic of Germany | 2.200% | 2/15/2034 | EUR | 203,889 | 221,386 | |
| 9 | Federal Republic of Germany | 2.600% | 8/15/2034 | EUR | 247,084 | 274,848 |
| Federal Republic of Germany | 2.500% | 2/15/2035 | EUR | 142,900 | 157,144 | |
| 9 | Federal Republic of Germany | 0.000% | 5/15/2035 | EUR | 136,581 | 119,911 |
| Federal Republic of Germany | 2.600% | 8/15/2035 | EUR | 199,000 | 219,561 | |
| 9 | Federal Republic of Germany | 2.900% | 2/15/2036 | EUR | 325,050 | 366,233 |
| 9 | Federal Republic of Germany | 0.000% | 5/15/2036 | EUR | 120,943 | 102,309 |
| 9 | Federal Republic of Germany | 1.000% | 5/15/2038 | EUR | 92,398 | 82,441 |
| 9 | Federal Republic of Germany | 4.250% | 7/4/2039 | EUR | 45,000 | 56,541 |
| Federal Republic of Germany | 4.750% | 7/4/2040 | EUR | 53,000 | 69,887 | |
| Federal Republic of Germany | 2.600% | 5/15/2041 | EUR | 96,556 | 99,917 | |
| Federal Republic of Germany | 2.600% | 5/15/2041 | EUR | 40,000 | 41,455 | |
| Federal Republic of Germany | 3.250% | 7/4/2042 | EUR | 43,659 | 48,650 | |
| 9 | Federal Republic of Germany | 2.500% | 7/4/2044 | EUR | 131,968 | 130,677 |
| Federal Republic of Germany | 2.500% | 8/15/2046 | EUR | 140,573 | 136,510 | |
| Federal Republic of Germany | 3.400% | 5/15/2047 | EUR | 247,941 | 276,393 | |
| Federal Republic of Germany | 1.250% | 8/15/2048 | EUR | 180,421 | 132,972 | |
| Federal Republic of Germany | 0.000% | 8/15/2050 | EUR | 242,190 | 116,822 | |
| Federal Republic of Germany | 0.000% | 8/15/2052 | EUR | 55,000 | 24,642 | |
| Federal Republic of Germany | 1.800% | 8/15/2053 | EUR | 165,855 | 129,840 | |
| Federal Republic of Germany | 2.500% | 8/15/2054 | EUR | 95,000 | 86,874 | |
| Federal Republic of Germany | 2.900% | 8/15/2056 | EUR | 140,399 | 138,666 | |
| FMS Wertmanagement | 0.375% | 4/29/2030 | EUR | 5,600 | 5,824 | |
| Free & Hanseatic City of Hamburg | 0.010% | 6/15/2028 | EUR | 7,500 | 8,178 | |
| Free & Hanseatic City of Hamburg | 2.875% | 6/26/2035 | EUR | 9,108 | 10,058 | |
| Free & Hanseatic City of Hamburg | 1.450% | 11/5/2038 | EUR | 7,686 | 6,973 | |
| Free & Hanseatic City of Hamburg | 0.250% | 2/18/2041 | EUR | 14,000 | 9,874 | |
| Free State of Bavaria | 0.030% | 4/3/2028 | EUR | 22,546 | 24,759 | |
| Free State of Bavaria | 0.150% | 4/3/2030 | EUR | 5,036 | 5,217 | |
| Free State of Bavaria | 0.010% | 1/18/2035 | EUR | 17,718 | 15,396 | |
| Free State of Saxony | 0.010% | 10/15/2027 | EUR | 2,500 | 2,783 | |
| Free State of Saxony | 0.010% | 11/5/2029 | EUR | 11,459 | 11,951 | |
| Free State of Saxony | 0.010% | 12/17/2035 | EUR | 15,751 | 13,205 | |
| Gemeinsame Deutsche Bundeslaender HB HH MV RP SH | 3.000% | 9/11/2035 | EUR | 30,552 | 33,981 | |
| Gemeinsame Deutsche Bundeslaender HB HH MV RP SL SH | 0.010% | 8/26/2030 | EUR | 18,449 | 18,705 | |
| Gemeinsame Deutsche Bundeslaender HB HH RP SL SH | 0.625% | 2/13/2029 | EUR | 2,049 | 2,223 | |
| Hannoversche Beteiligungsgesellschaft Niedersachsen GmbH | 0.250% | 7/16/2035 | EUR | 10,000 | 8,655 | |
| Investitionsbank Berlin | 0.250% | 2/3/2032 | EUR | 10,000 | 9,792 | |
| Investitionsbank Berlin | 3.125% | 6/9/2034 | EUR | 10,000 | 11,331 | |
| 13 | KFW | 3.750% | 7/30/2027 | GBP | 6,000 | 8,041 |
| 13 | KFW | 2.375% | 8/5/2027 | EUR | 51,366 | 58,986 |
| 13 | KFW | 0.500% | 9/15/2027 | EUR | 17,400 | 19,558 |
| 13 | KFW | 2.750% | 10/1/2027 | EUR | 210,000 | 241,905 |
| 13 | KFW | 0.000% | 12/15/2027 | EUR | 13,876 | 15,400 |
| 13 | KFW | 0.625% | 1/7/2028 | EUR | 20,497 | 22,916 |
| 13 | KFW | 1.375% | 2/2/2028 | SEK | 56,730 | 5,839 |
| 13 | KFW | 3.200% | 3/15/2028 | AUD | 14,325 | 9,835 |
| 13 | KFW | 2.375% | 4/11/2028 | EUR | 30,000 | 34,299 |
| 13 | KFW | 0.750% | 6/28/2028 | EUR | 15,810 | 17,510 |
| 13 | KFW | 3.125% | 10/10/2028 | EUR | 68,285 | 79,025 |
| 13 | KFW | 4.875% | 10/10/2028 | GBP | 10,000 | 13,565 |
| 13 | KFW | 6.000% | 12/7/2028 | GBP | 10,000 | 13,895 |
| 13 | KFW | 3.750% | 1/9/2029 | GBP | 26,856 | 35,519 |
| 13 | KFW | 0.750% | 1/15/2029 | EUR | 14,123 | 15,441 |
| 13 | KFW | 4.200% | 2/8/2029 | AUD | 5,000 | 3,470 |
| 13 | KFW | 2.625% | 4/26/2029 | EUR | 20,000 | 22,840 |
| 13 | KFW | 2.375% | 6/29/2029 | EUR | 83,312 | 94,411 |
| 13 | KFW | 4.450% | 1/16/2030 | AUD | 10,000 | 6,945 |
| 13 | KFW | 4.250% | 2/15/2030 | GBP | 3,000 | 3,995 |
| 13 | KFW | 2.750% | 5/15/2030 | EUR | 52,771 | 60,216 |
| 13 | KFW | 3.125% | 6/7/2030 | EUR | 19,562 | 22,611 |
| 13 | KFW | 0.000% | 9/17/2030 | EUR | 38,887 | 39,602 |
| 13 | KFW | 4.250% | 10/1/2030 | GBP | 15,000 | 19,909 |
| 13 | KFW | 2.500% | 10/9/2030 | EUR | 15,000 | 16,918 |
| 13 | KFW | 0.000% | 1/10/2031 | EUR | 22,546 | 22,717 |
| 13 | KFW | 2.750% | 2/20/2031 | EUR | 45,498 | 51,705 |
| 13 | KFW | 4.650% | 2/28/2031 | AUD | 10,000 | 6,950 |
| 13 | KFW | 4.600% | 6/16/2031 | AUD | 12,450 | 8,613 |
| 13 | KFW | 2.875% | 6/30/2031 | EUR | 40,000 | 45,652 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| 13 | KFW | 0.125% | 1/9/2032 | EUR | 28,014 | 27,493 |
| 13 | KFW | 2.875% | 3/31/2032 | EUR | 46,100 | 52,376 |
| 13 | KFW | 5.750% | 6/7/2032 | GBP | 5,380 | 7,601 |
| 13 | KFW | 2.750% | 2/14/2033 | EUR | 15,000 | 16,828 |
| 13 | KFW | 2.750% | 4/1/2033 | EUR | 33,581 | 37,636 |
| 13 | KFW | 1.125% | 5/9/2033 | EUR | 4,148 | 4,180 |
| 13 | KFW | 2.875% | 6/7/2033 | EUR | 21,163 | 23,871 |
| 13 | KFW | 0.050% | 9/29/2034 | EUR | 13,002 | 11,546 |
| 13 | KFW | 2.750% | 1/17/2035 | EUR | 18,939 | 20,916 |
| 13 | KFW | 1.375% | 7/31/2035 | EUR | 7,173 | 7,020 |
| 13 | KFW | 3.000% | 1/4/2036 | EUR | 9,305 | 10,391 |
| 13 | KFW | 0.375% | 5/20/2036 | EUR | 18,000 | 15,578 |
| 13 | KFW | 5.000% | 6/9/2036 | GBP | 3,735 | 4,982 |
| 13 | KFW | 3.375% | 6/30/2036 | EUR | 50,000 | 57,466 |
| 13 | KFW | 1.250% | 7/4/2036 | EUR | 11,784 | 11,151 |
| 13 | KFW | 1.125% | 3/31/2037 | EUR | 21,007 | 19,223 |
| 13 | KFW | 4.700% | 6/2/2037 | CAD | 1,198 | 878 |
| 13 | KFW | 1.125% | 6/15/2037 | EUR | 5,124 | 4,653 |
| 13 | KFW | 2.600% | 6/20/2037 | JPY | 18,000 | 111 |
| 13 | KFW | 0.875% | 7/4/2039 | EUR | 10,337 | 8,616 |
| Land Baden-Wuerttemberg | 0.800% | 4/5/2028 | EUR | 5,124 | 5,695 | |
| Land Baden-Wuerttemberg | 2.125% | 7/3/2028 | EUR | 10,000 | 11,335 | |
| Land Baden-Wuerttemberg | 2.750% | 5/16/2029 | EUR | 6,828 | 7,800 | |
| Land Baden-Wuerttemberg | 2.875% | 6/26/2031 | EUR | 7,400 | 8,410 | |
| Land Baden-Wuerttemberg | 0.010% | 7/9/2032 | EUR | 16,396 | 15,633 | |
| Land Baden-Wuerttemberg | 3.000% | 6/27/2033 | EUR | 10,000 | 11,321 | |
| Land Baden-Wuerttemberg | 2.875% | 9/28/2035 | EUR | 15,000 | 16,562 | |
| Land Berlin | 1.250% | 6/1/2028 | EUR | 9,000 | 10,050 | |
| Land Berlin | 0.010% | 10/26/2028 | EUR | 13,835 | 14,910 | |
| Land Berlin | 0.010% | 7/2/2030 | EUR | 52,085 | 53,180 | |
| Land Berlin | 2.625% | 1/24/2031 | EUR | 15,000 | 16,899 | |
| Land Berlin | 2.750% | 1/16/2032 | EUR | 3,358 | 3,782 | |
| Land Berlin | 3.000% | 4/22/2033 | EUR | 7,854 | 8,900 | |
| Land Berlin | 0.750% | 4/3/2034 | EUR | 2,548 | 2,421 | |
| Land Berlin | 0.125% | 6/4/2035 | EUR | 24,079 | 20,869 | |
| Land Berlin | 1.375% | 6/5/2037 | EUR | 2,561 | 2,368 | |
| Land Berlin | 1.375% | 8/27/2038 | EUR | 2,561 | 2,293 | |
| Land Berlin | 0.050% | 8/6/2040 | EUR | 7,686 | 5,340 | |
| Land Berlin | 0.100% | 1/18/2041 | EUR | 23,561 | 16,042 | |
| Land Berlin | 3.600% | 1/16/2046 | EUR | 24,000 | 26,707 | |
| Land Berlin | 3.000% | 3/13/2054 | EUR | 10,000 | 9,776 | |
| Land Thueringen | 0.500% | 3/2/2029 | EUR | 15,000 | 16,123 | |
| Land Thueringen | 0.250% | 3/5/2040 | EUR | 4,201 | 3,038 | |
| Landeskreditbank Baden-Wuerttemberg Foerderbank | 3.875% | 12/7/2027 | GBP | 6,500 | 8,685 | |
| Landeskreditbank Baden-Wuerttemberg Foerderbank | 0.750% | 3/16/2032 | EUR | 12,000 | 12,020 | |
| 13 | Landwirtschaftliche Rentenbank | 0.000% | 9/22/2027 | EUR | 5,600 | 6,252 |
| 13 | Landwirtschaftliche Rentenbank | 0.375% | 2/14/2028 | EUR | 5,124 | 5,685 |
| 13 | Landwirtschaftliche Rentenbank | 3.250% | 4/12/2028 | AUD | 7,110 | 4,875 |
| 13 | Landwirtschaftliche Rentenbank | 0.000% | 7/19/2028 | EUR | 5,110 | 5,565 |
| 13 | Landwirtschaftliche Rentenbank | 3.875% | 2/9/2029 | GBP | 10,000 | 13,246 |
| 13 | Landwirtschaftliche Rentenbank | 4.300% | 2/14/2029 | AUD | 9,100 | 6,324 |
| 13 | Landwirtschaftliche Rentenbank | 0.500% | 2/28/2029 | EUR | 48,472 | 52,490 |
| 13 | Landwirtschaftliche Rentenbank | 0.000% | 11/27/2029 | EUR | 16,701 | 17,420 |
| 13 | Landwirtschaftliche Rentenbank | 0.050% | 12/18/2029 | EUR | 6,000 | 6,260 |
| 13 | Landwirtschaftliche Rentenbank | 4.375% | 1/10/2030 | GBP | 4,000 | 5,345 |
| 13 | Landwirtschaftliche Rentenbank | 0.625% | 2/20/2030 | EUR | 1,944 | 2,058 |
| 13 | Landwirtschaftliche Rentenbank | 0.050% | 1/31/2031 | EUR | 14,941 | 15,018 |
| 13 | Landwirtschaftliche Rentenbank | 4.250% | 6/3/2031 | NZD | 15,000 | 8,817 |
| 13 | Landwirtschaftliche Rentenbank | 2.750% | 2/16/2032 | EUR | 18,500 | 20,851 |
| 13 | Landwirtschaftliche Rentenbank | 2.500% | 5/11/2032 | EUR | 4,556 | 5,058 |
| 13 | Landwirtschaftliche Rentenbank | 2.750% | 1/17/2033 | EUR | 20,000 | 22,390 |
| 13 | Landwirtschaftliche Rentenbank | 3.000% | 11/14/2034 | EUR | 5,000 | 5,636 |
| NRW Bank | 0.500% | 9/13/2027 | EUR | 7,686 | 8,635 | |
| NRW Bank | 0.625% | 1/4/2028 | EUR | 3,587 | 3,999 | |
| NRW Bank | 0.375% | 5/16/2029 | EUR | 3,715 | 3,975 | |
| NRW Bank | 0.125% | 2/4/2030 | EUR | 25,000 | 25,981 | |
| NRW Bank | 0.000% | 9/23/2030 | EUR | 3,500 | 3,541 | |
| NRW Bank | 0.875% | 4/12/2034 | EUR | 4,669 | 4,484 | |
| NRW Bank | 2.875% | 7/25/2034 | EUR | 15,000 | 16,693 | |
| NRW Bank | 3.000% | 6/4/2035 | EUR | 11,418 | 12,729 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| NRW Bank | 0.100% | 7/9/2035 | EUR | 8,697 | 7,460 | |
| NRW Bank | 3.625% | 4/23/2041 | EUR | 13,429 | 15,275 | |
| NRW Bank | 0.500% | 6/17/2041 | EUR | 3,000 | 2,148 | |
| NRW Bank | 1.250% | 5/13/2049 | EUR | 5,124 | 3,439 | |
| State of Brandenburg | 0.010% | 6/26/2028 | EUR | 2,104 | 2,291 | |
| State of Brandenburg | 0.050% | 7/1/2031 | EUR | 12,363 | 12,224 | |
| State of Brandenburg | 1.125% | 7/4/2033 | EUR | 8,000 | 7,972 | |
| State of Brandenburg | 3.000% | 7/20/2033 | EUR | 7,000 | 7,893 | |
| State of Brandenburg | 0.750% | 8/8/2036 | EUR | 5,124 | 4,528 | |
| State of Brandenburg | 1.450% | 11/26/2038 | EUR | 7,225 | 6,511 | |
| State of Bremen | 2.750% | 1/30/2032 | EUR | 35,000 | 39,378 | |
| State of Bremen | 3.000% | 3/2/2033 | EUR | 9,000 | 10,195 | |
| State of Bremen | 1.500% | 11/12/2038 | EUR | 2,526 | 2,284 | |
| State of Bremen | 1.000% | 5/27/2039 | EUR | 6,403 | 5,350 | |
| State of Bremen | 0.500% | 5/6/2041 | EUR | 5,260 | 3,841 | |
| State of Bremen | 0.550% | 2/4/2050 | EUR | 20,198 | 11,148 | |
| State of Hesse | 0.625% | 8/2/2028 | EUR | 5,124 | 5,636 | |
| State of Hesse | 0.010% | 3/11/2030 | EUR | 8,821 | 9,098 | |
| State of Hesse | 2.875% | 10/14/2030 | EUR | 5,000 | 5,705 | |
| State of Hesse | 0.000% | 11/8/2030 | EUR | 12,810 | 12,920 | |
| State of Hesse | 0.125% | 10/10/2031 | EUR | 7,400 | 7,290 | |
| State of Hesse | 2.875% | 7/4/2033 | EUR | 4,569 | 5,128 | |
| State of Hesse | 1.300% | 10/10/2033 | EUR | 9,099 | 9,138 | |
| State of Hesse | 2.750% | 1/10/2034 | EUR | 18,000 | 19,927 | |
| State of Hesse | 2.625% | 8/25/2034 | EUR | 17,450 | 19,034 | |
| State of Hesse | 3.125% | 3/12/2035 | EUR | 34,270 | 38,688 | |
| State of Lower Saxony | 0.010% | 11/25/2027 | EUR | 33,879 | 37,600 | |
| State of Lower Saxony | 0.750% | 2/15/2028 | EUR | 7,686 | 8,565 | |
| State of Lower Saxony | 0.010% | 2/19/2029 | EUR | 10,002 | 10,674 | |
| State of Lower Saxony | 0.375% | 5/14/2029 | EUR | 3,074 | 3,292 | |
| State of Lower Saxony | 0.125% | 1/10/2030 | EUR | 5,124 | 5,335 | |
| State of Lower Saxony | 2.750% | 3/25/2030 | EUR | 54,253 | 61,724 | |
| State of Lower Saxony | 0.010% | 8/13/2030 | EUR | 13,307 | 13,548 | |
| State of Lower Saxony | 0.010% | 1/10/2031 | EUR | 4,669 | 4,688 | |
| State of Lower Saxony | 2.750% | 2/17/2031 | EUR | 6,854 | 7,764 | |
| State of Lower Saxony | 2.625% | 4/15/2031 | EUR | 13,433 | 15,111 | |
| State of Lower Saxony | 0.050% | 3/9/2035 | EUR | 31,160 | 27,028 | |
| State of Lower Saxony | 3.125% | 1/10/2036 | EUR | 11,192 | 12,568 | |
| State of North Rhine-Westphalia Germany | 0.950% | 3/13/2028 | EUR | 14,348 | 16,023 | |
| State of North Rhine-Westphalia Germany | 0.000% | 1/15/2029 | EUR | 3,119 | 3,337 | |
| State of North Rhine-Westphalia Germany | 0.200% | 4/9/2030 | EUR | 5,000 | 5,188 | |
| State of North Rhine-Westphalia Germany | 2.750% | 1/15/2032 | EUR | 20,000 | 22,541 | |
| State of North Rhine-Westphalia Germany | 2.375% | 5/13/2033 | EUR | 14,652 | 15,961 | |
| State of North Rhine-Westphalia Germany | 2.900% | 6/7/2033 | EUR | 64,931 | 73,090 | |
| State of North Rhine-Westphalia Germany | 0.000% | 10/12/2035 | EUR | 20,755 | 17,536 | |
| State of North Rhine-Westphalia Germany | 3.300% | 5/6/2036 | EUR | 20,000 | 22,769 | |
| State of North Rhine-Westphalia Germany | 1.250% | 5/12/2036 | EUR | 7,173 | 6,756 | |
| State of North Rhine-Westphalia Germany | 1.650% | 2/22/2038 | EUR | 3,000 | 2,828 | |
| State of North Rhine-Westphalia Germany | 0.500% | 11/25/2039 | EUR | 12,776 | 9,879 | |
| State of North Rhine-Westphalia Germany | 1.500% | 6/12/2040 | EUR | 1,742 | 1,528 | |
| State of North Rhine-Westphalia Germany | 0.600% | 6/4/2041 | EUR | 8,427 | 6,288 | |
| State of North Rhine-Westphalia Germany | 1.450% | 2/16/2043 | EUR | 2,561 | 2,115 | |
| State of North Rhine-Westphalia Germany | 1.000% | 10/16/2046 | EUR | 10,735 | 7,512 | |
| State of North Rhine-Westphalia Germany | 1.650% | 5/16/2047 | EUR | 12,800 | 10,151 | |
| State of North Rhine-Westphalia Germany | 1.550% | 6/16/2048 | EUR | 5,124 | 3,915 | |
| State of North Rhine-Westphalia Germany | 0.800% | 7/30/2049 | EUR | 29,279 | 18,040 | |
| State of North Rhine-Westphalia Germany | 0.375% | 9/2/2050 | EUR | 15,000 | 7,804 | |
| State of North Rhine-Westphalia Germany | 0.200% | 1/27/2051 | EUR | 16,266 | 7,815 | |
| State of North Rhine-Westphalia Germany | 0.500% | 1/15/2052 | EUR | 8,970 | 4,670 | |
| State of North Rhine-Westphalia Germany | 2.900% | 1/15/2053 | EUR | 1,320 | 1,271 | |
| State of North Rhine-Westphalia Germany | 3.000% | 3/20/2054 | EUR | 17,500 | 17,067 | |
| State of North Rhine-Westphalia Germany | 1.750% | 10/26/2057 | EUR | 14,734 | 10,306 | |
| State of North Rhine-Westphalia Germany | 1.750% | 7/11/2068 | EUR | 4,932 | 3,141 | |
| State of North Rhine-Westphalia Germany | 3.400% | 3/7/2073 | EUR | 14,000 | 14,157 | |
| State of North Rhine-Westphalia Germany | 1.950% | 9/26/2078 | EUR | 10,515 | 6,975 | |
| State of North Rhine-Westphalia Germany | 2.150% | 3/21/2119 | EUR | 9,512 | 6,387 | |
| State of North Rhine-Westphalia Germany | 1.375% | 1/15/2120 | EUR | 10,651 | 4,752 | |
| State of North Rhine-Westphalia Germany | 0.950% | 1/10/2121 | EUR | 15,344 | 5,253 | |
| State of North Rhine-Westphalia Germany | 1.450% | 1/19/2122 | EUR | 8,417 | 3,834 | |
| State of Rhineland-Palatinate | 0.700% | 1/26/2028 | EUR | 5,124 | 5,711 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| State of Rhineland-Palatinate | 0.750% | 2/23/2032 | EUR | 45,433 | 45,717 | |
| State of Rhineland-Palatinate | 0.375% | 3/10/2051 | EUR | 6,012 | 3,042 | |
| State of Saxony-Anhalt | 0.750% | 1/29/2029 | EUR | 6,000 | 6,533 | |
| State of Saxony-Anhalt | 0.000% | 3/10/2031 | EUR | 7,250 | 7,230 | |
| State of Saxony-Anhalt | 2.950% | 6/20/2033 | EUR | 8,800 | 9,914 | |
| State of Saxony-Anhalt | 3.150% | 2/6/2054 | EUR | 6,000 | 5,992 | |
| State of Schleswig-Holstein Germany | 0.625% | 8/31/2028 | EUR | 3,509 | 3,846 | |
| State of Schleswig-Holstein Germany | 0.010% | 11/26/2029 | EUR | 13,669 | 14,228 | |
| State of Schleswig-Holstein Germany | 0.010% | 5/22/2030 | EUR | 1,502 | 1,539 | |
| State of Schleswig-Holstein Germany | 0.050% | 7/8/2031 | EUR | 2,574 | 2,545 | |
| State of Schleswig-Holstein Germany | 3.000% | 8/16/2033 | EUR | 22,500 | 25,393 | |
| State of Schleswig-Holstein Germany | 2.875% | 5/30/2034 | EUR | 15,000 | 16,718 | |
| State of Schleswig-Holstein Germany | 2.875% | 8/20/2035 | EUR | 6,830 | 7,535 | |
| 9,407,164 | ||||||
| Greece (0.3%) | ||||||
| 1 | Hellenic Republic | 3.875% | 6/15/2028 | EUR | 43,342 | 50,818 |
| 1 | Hellenic Republic | 1.500% | 6/18/2030 | EUR | 9,716 | 10,534 |
| Hellenic Republic | 3.900% | 1/30/2033 | EUR | 22,178 | 26,129 | |
| 1 | Hellenic Republic | 4.250% | 6/15/2033 | EUR | 24,018 | 28,852 |
| 1 | Hellenic Republic | 3.375% | 6/15/2034 | EUR | 19,568 | 22,102 |
| 1 | Hellenic Republic | 3.625% | 6/15/2035 | EUR | 118,125 | 134,258 |
| 1 | Hellenic Republic | 3.375% | 6/16/2036 | EUR | 36,460 | 40,207 |
| 1 | Hellenic Republic | 1.875% | 1/24/2052 | EUR | 25,034 | 17,439 |
| 1 | Hellenic Republic | 4.125% | 6/15/2054 | EUR | 36,056 | 38,626 |
| 368,965 | ||||||
| Hong Kong (0.1%) | ||||||
| Hong Kong Government Bond Programme | 1.970% | 1/17/2029 | HKD | 61,150 | 7,605 | |
| Hong Kong Government Bond Programme | 2.130% | 7/16/2030 | HKD | 40,250 | 4,949 | |
| Hong Kong Government Bond Programme | 1.890% | 3/2/2032 | HKD | 28,250 | 3,357 | |
| Hong Kong Government Bond Programme | 2.020% | 3/7/2034 | HKD | 94,000 | 10,986 | |
| Hong Kong Special Administrative Region | 3.375% | 6/7/2027 | EUR | 4,500 | 5,205 | |
| Hong Kong Special Administrative Region | 2.760% | 4/25/2028 | HKD | 25,000 | 3,177 | |
| Hong Kong Special Administrative Region | 3.230% | 12/5/2029 | HKD | 40,000 | 5,120 | |
| Hong Kong Special Administrative Region | 2.700% | 5/15/2030 | HKD | 30,000 | 3,773 | |
| Hong Kong Special Administrative Region | 3.750% | 6/7/2032 | EUR | 5,000 | 5,970 | |
| Hong Kong Special Administrative Region | 2.910% | 2/7/2033 | HKD | 30,000 | 3,741 | |
| Hong Kong Special Administrative Region | 3.000% | 5/14/2034 | EUR | 3,333 | 3,769 | |
| Hong Kong Special Administrative Region | 3.170% | 7/24/2035 | HKD | 50,000 | 6,231 | |
| Hong Kong Special Administrative Region | 3.300% | 5/26/2042 | HKD | 10,000 | 1,167 | |
| 65,050 | ||||||
| Hungary (0.3%) | ||||||
| Republic of Hungary | 1.750% | 10/10/2027 | EUR | 2,254 | 2,551 | |
| Republic of Hungary | 3.000% | 10/27/2027 | HUF | 10,167,150 | 31,311 | |
| Republic of Hungary | 4.500% | 3/23/2028 | HUF | 15,525,090 | 48,426 | |
| Republic of Hungary | 0.125% | 9/21/2028 | EUR | 3,522 | 3,782 | |
| Republic of Hungary | 6.750% | 10/22/2028 | HUF | 2,390,670 | 7,765 | |
| Republic of Hungary | 2.000% | 5/23/2029 | HUF | 2,058,080 | 5,943 | |
| Republic of Hungary | 4.000% | 7/25/2029 | EUR | 22,629 | 26,453 | |
| Republic of Hungary | 3.000% | 8/21/2030 | HUF | 11,004,490 | 31,713 | |
| Republic of Hungary | 6.750% | 7/23/2031 | HUF | 18,819,900 | 62,517 | |
| Republic of Hungary | 3.250% | 10/22/2031 | HUF | 484,810 | 1,377 | |
| Republic of Hungary | 1.625% | 4/28/2032 | EUR | 12,262 | 12,530 | |
| Republic of Hungary | 4.750% | 11/24/2032 | HUF | 5,500,000 | 16,658 | |
| Republic of Hungary | 2.250% | 4/20/2033 | HUF | 9,230,490 | 23,908 | |
| Republic of Hungary | 4.250% | 5/26/2033 | EUR | 21,109 | 24,542 | |
| Republic of Hungary | 7.000% | 10/24/2035 | HUF | 6,461,110 | 22,488 | |
| Republic of Hungary | 4.250% | 5/21/2037 | EUR | 3,970 | 4,437 | |
| Republic of Hungary | 6.250% | 9/23/2037 | HUF | 5,345,780 | 17,867 | |
| Republic of Hungary | 4.875% | 3/25/2038 | EUR | 2,000 | 2,342 | |
| Republic of Hungary | 3.000% | 10/27/2038 | HUF | 6,731,000 | 16,515 | |
| Republic of Hungary | 4.875% | 3/22/2040 | EUR | 25,968 | 30,368 | |
| Republic of Hungary | 3.000% | 4/25/2041 | HUF | 3,970,350 | 9,363 | |
| Republic of Hungary | 1.500% | 11/17/2050 | EUR | 4,477 | 2,598 | |
| 405,454 | ||||||
| Indonesia (0.9%) | ||||||
| Indonesia Treasury Bond | 6.125% | 5/15/2028 | IDR | 736,413,000 | 40,031 | |
| Indonesia Treasury Bond | 6.375% | 8/15/2028 | IDR | 670,000,000 | 36,762 | |
| Indonesia Treasury Bond | 9.000% | 3/15/2029 | IDR | 25,516,000 | 1,480 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Indonesia Treasury Bond | 6.875% | 4/15/2029 | IDR | 800,000,000 | 43,856 | |
| Indonesia Treasury Bond | 8.250% | 5/15/2029 | IDR | 629,199,000 | 35,801 | |
| Indonesia Treasury Bond | 6.500% | 7/15/2030 | IDR | 700,000,000 | 37,687 | |
| Indonesia Treasury Bond | 7.000% | 9/15/2030 | IDR | 750,587,000 | 41,120 | |
| Indonesia Treasury Bond | 6.500% | 2/15/2031 | IDR | 646,998,000 | 34,780 | |
| Indonesia Treasury Bond | 5.875% | 3/15/2031 | IDR | 1,100,000,000 | 57,590 | |
| Indonesia Treasury Bond | 8.750% | 5/15/2031 | IDR | 143,138,000 | 8,369 | |
| Indonesia Treasury Bond | 6.375% | 4/15/2032 | IDR | 726,872,000 | 38,328 | |
| Indonesia Treasury Bond | 7.500% | 8/15/2032 | IDR | 286,121,000 | 15,901 | |
| Indonesia Treasury Bond | 7.000% | 2/15/2033 | IDR | 867,143,000 | 47,084 | |
| Indonesia Treasury Bond | 6.625% | 5/15/2033 | IDR | 928,627,000 | 49,109 | |
| Indonesia Treasury Bond | 6.625% | 2/15/2034 | IDR | 604,639,000 | 31,829 | |
| Indonesia Treasury Bond | 8.375% | 3/15/2034 | IDR | 472,741,000 | 27,576 | |
| Indonesia Treasury Bond | 7.500% | 6/15/2035 | IDR | 549,847,000 | 30,601 | |
| Indonesia Treasury Bond | 6.750% | 7/15/2035 | IDR | 710,000,000 | 37,730 | |
| Indonesia Treasury Bond | 6.500% | 4/15/2036 | IDR | 1,490,000,000 | 78,156 | |
| Indonesia Treasury Bond | 8.250% | 5/15/2036 | IDR | 398,139,000 | 23,398 | |
| Indonesia Treasury Bond | 9.750% | 5/15/2037 | IDR | 66,511,000 | 4,324 | |
| Indonesia Treasury Bond | 7.500% | 5/15/2038 | IDR | 435,166,000 | 24,376 | |
| Indonesia Treasury Bond | 7.125% | 6/15/2038 | IDR | 220,000,000 | 11,854 | |
| Indonesia Treasury Bond | 8.375% | 4/15/2039 | IDR | 316,832,000 | 18,913 | |
| Indonesia Treasury Bond | 7.500% | 4/15/2040 | IDR | 598,682,000 | 33,348 | |
| Indonesia Treasury Bond | 7.125% | 8/15/2040 | IDR | 940,000,000 | 51,119 | |
| Indonesia Treasury Bond | 9.500% | 5/15/2041 | IDR | 81,900,000 | 5,425 | |
| Indonesia Treasury Bond | 7.125% | 6/15/2042 | IDR | 530,449,000 | 28,657 | |
| Indonesia Treasury Bond | 7.125% | 6/15/2043 | IDR | 570,000,000 | 30,776 | |
| Indonesia Treasury Bond | 7.125% | 8/15/2045 | IDR | 1,160,000,000 | 63,051 | |
| Indonesia Treasury Bond | 7.375% | 5/15/2048 | IDR | 388,193,000 | 21,503 | |
| Indonesia Treasury Bond | 6.875% | 8/15/2051 | IDR | 332,981,000 | 17,421 | |
| Indonesia Treasury Bond | 6.875% | 7/15/2054 | IDR | 780,000,000 | 40,349 | |
| Republic of Indonesia | 3.750% | 6/14/2028 | EUR | 9,561 | 11,021 | |
| Republic of Indonesia | 2.350% | 6/29/2029 | JPY | 1,000,000 | 6,262 | |
| Republic of Indonesia | 2.670% | 6/30/2031 | JPY | 1,000,000 | 6,201 | |
| Republic of Indonesia | 1.400% | 10/30/2031 | EUR | 15,000 | 15,082 | |
| Republic of Indonesia | 3.650% | 9/10/2032 | EUR | 10,000 | 11,137 | |
| Republic of Indonesia | 1.100% | 3/12/2033 | EUR | 4,791 | 4,448 | |
| Republic of Indonesia | 4.100% | 3/4/2034 | EUR | 4,200 | 4,651 | |
| 1,127,106 | ||||||
| Ireland (0.4%) | ||||||
| Republic of Ireland | 0.900% | 5/15/2028 | EUR | 32,172 | 35,907 | |
| Republic of Ireland | 1.100% | 5/15/2029 | EUR | 25,620 | 28,166 | |
| Republic of Ireland | 0.200% | 10/18/2030 | EUR | 68,768 | 70,795 | |
| Republic of Ireland | 0.000% | 10/18/2031 | EUR | 54,640 | 53,971 | |
| Republic of Ireland | 0.350% | 10/18/2032 | EUR | 32,683 | 31,907 | |
| Republic of Ireland | 1.300% | 5/15/2033 | EUR | 10,453 | 10,724 | |
| Republic of Ireland | 2.600% | 10/18/2034 | EUR | 96,186 | 105,845 | |
| Republic of Ireland | 0.400% | 5/15/2035 | EUR | 11,459 | 10,335 | |
| Republic of Ireland | 3.100% | 6/18/2036 | EUR | 31,848 | 35,931 | |
| Republic of Ireland | 0.550% | 4/22/2041 | EUR | 55,778 | 41,897 | |
| Republic of Ireland | 3.000% | 10/18/2043 | EUR | 30,574 | 32,187 | |
| Republic of Ireland | 2.000% | 2/18/2045 | EUR | 13,159 | 11,723 | |
| Republic of Ireland | 1.500% | 5/15/2050 | EUR | 58,911 | 44,011 | |
| 513,399 | ||||||
| Isle of Man (0.0%) | ||||||
| Isle of Man | 1.625% | 9/14/2051 | GBP | 5,968 | 3,305 | |
| Israel (0.5%) | ||||||
| State of Israel | 3.750% | 9/30/2027 | ILS | 40,630 | 13,370 | |
| State of Israel | 4.100% | 7/31/2028 | ILS | 100,000 | 33,135 | |
| State of Israel | 2.250% | 9/28/2028 | ILS | 116,708 | 37,238 | |
| State of Israel | 1.500% | 1/16/2029 | EUR | 8,763 | 9,589 | |
| State of Israel | 3.750% | 2/28/2029 | ILS | 161,830 | 53,273 | |
| State of Israel | 1.000% | 3/31/2030 | ILS | 150,127 | 44,869 | |
| State of Israel | 3.750% | 7/31/2031 | ILS | 223,057 | 73,445 | |
| State of Israel | 0.625% | 1/18/2032 | EUR | 8,843 | 8,561 | |
| State of Israel | 1.300% | 4/30/2032 | ILS | 166,100 | 47,830 | |
| State of Israel | 4.000% | 3/30/2035 | ILS | 195,969 | 64,956 | |
| State of Israel | 4.150% | 10/31/2035 | ILS | 124,446 | 41,649 | |
| State of Israel | 2.375% | 1/18/2037 | EUR | 6,600 | 6,364 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| State of Israel | 1.500% | 5/31/2037 | ILS | 93,550 | 24,088 | |
| State of Israel | 5.500% | 1/31/2042 | ILS | 121,676 | 46,100 | |
| State of Israel | 3.750% | 3/31/2047 | ILS | 92,481 | 28,026 | |
| State of Israel | 2.500% | 1/16/2049 | EUR | 1,281 | 979 | |
| State of Israel | 2.800% | 11/29/2052 | ILS | 162,160 | 39,478 | |
| 572,950 | ||||||
| Italy (6.7%) | ||||||
| Cassa Depositi e Prestiti SpA | 3.625% | 1/13/2030 | EUR | 5,000 | 5,799 | |
| Cassa Depositi e Prestiti SpA | 1.000% | 2/11/2030 | EUR | 8,600 | 9,122 | |
| Cassa Depositi e Prestiti SpA | 3.875% | 7/12/2031 | EUR | 5,000 | 5,823 | |
| Cassa Depositi e Prestiti SpA | 3.375% | 2/11/2032 | EUR | 12,300 | 13,959 | |
| Cassa Depositi e Prestiti SpA | 3.375% | 2/16/2034 | EUR | 42,400 | 47,146 | |
| Italy Buoni Poliennali Del Tesoro | 2.100% | 8/26/2027 | EUR | 113,493 | 129,828 | |
| Italy Buoni Poliennali Del Tesoro | 0.950% | 9/15/2027 | EUR | 93,475 | 105,585 | |
| Italy Buoni Poliennali Del Tesoro | 2.700% | 10/15/2027 | EUR | 137,700 | 158,413 | |
| Italy Buoni Poliennali Del Tesoro | 6.500% | 11/1/2027 | EUR | 45,150 | 54,332 | |
| Italy Buoni Poliennali Del Tesoro | 2.650% | 12/1/2027 | EUR | 126,036 | 144,898 | |
| Italy Buoni Poliennali Del Tesoro | 0.250% | 3/15/2028 | EUR | 125,426 | 138,614 | |
| Italy Buoni Poliennali Del Tesoro | 3.400% | 4/1/2028 | EUR | 175,391 | 203,658 | |
| Italy Buoni Poliennali Del Tesoro | 0.500% | 7/15/2028 | EUR | 53,889 | 59,275 | |
| Italy Buoni Poliennali Del Tesoro | 3.800% | 8/1/2028 | EUR | 88,875 | 104,047 | |
| Italy Buoni Poliennali Del Tesoro | 2.350% | 1/15/2029 | EUR | 32,607 | 36,957 | |
| Italy Buoni Poliennali Del Tesoro | 4.100% | 2/1/2029 | EUR | 280,000 | 330,685 | |
| Italy Buoni Poliennali Del Tesoro | 2.800% | 6/15/2029 | EUR | 221,952 | 253,748 | |
| Italy Buoni Poliennali Del Tesoro | 3.350% | 7/1/2029 | EUR | 237,000 | 274,907 | |
| Italy Buoni Poliennali Del Tesoro | 3.000% | 10/1/2029 | EUR | 152,735 | 175,244 | |
| Italy Buoni Poliennali Del Tesoro | 3.850% | 12/15/2029 | EUR | 100,000 | 117,723 | |
| 1 | Italy Buoni Poliennali Del Tesoro | 3.500% | 3/1/2030 | EUR | 52,219 | 60,859 |
| Italy Buoni Poliennali Del Tesoro | 1.350% | 4/1/2030 | EUR | 69,175 | 74,746 | |
| Italy Buoni Poliennali Del Tesoro | 3.700% | 6/15/2030 | EUR | 68,242 | 79,931 | |
| Italy Buoni Poliennali Del Tesoro | 2.950% | 7/1/2030 | EUR | 135,000 | 153,903 | |
| Italy Buoni Poliennali Del Tesoro | 0.950% | 8/1/2030 | EUR | 65,523 | 69,106 | |
| 1 | Italy Buoni Poliennali Del Tesoro | 2.700% | 10/1/2030 | EUR | 70,000 | 78,843 |
| Italy Buoni Poliennali Del Tesoro | 4.000% | 11/15/2030 | EUR | 60,000 | 71,053 | |
| 1 | Italy Buoni Poliennali Del Tesoro | 1.650% | 12/1/2030 | EUR | 83,599 | 90,062 |
| Italy Buoni Poliennali Del Tesoro | 2.850% | 2/1/2031 | EUR | 100,000 | 112,931 | |
| 1 | Italy Buoni Poliennali Del Tesoro | 3.500% | 2/15/2031 | EUR | 40,564 | 47,063 |
| Italy Buoni Poliennali Del Tesoro | 0.900% | 4/1/2031 | EUR | 113,029 | 116,762 | |
| Italy Buoni Poliennali Del Tesoro | 3.150% | 6/1/2031 | EUR | 191,976 | 219,214 | |
| Italy Buoni Poliennali Del Tesoro | 3.450% | 7/15/2031 | EUR | 198,663 | 229,738 | |
| 1 | Italy Buoni Poliennali Del Tesoro | 0.600% | 8/1/2031 | EUR | 28,621 | 28,840 |
| 1 | Italy Buoni Poliennali Del Tesoro | 3.150% | 11/15/2031 | EUR | 150,382 | 171,203 |
| 1 | Italy Buoni Poliennali Del Tesoro | 0.950% | 12/1/2031 | EUR | 70,000 | 71,113 |
| 1 | Italy Buoni Poliennali Del Tesoro | 1.650% | 3/1/2032 | EUR | 53,714 | 56,343 |
| Italy Buoni Poliennali Del Tesoro | 0.950% | 6/1/2032 | EUR | 84,388 | 84,452 | |
| 1 | Italy Buoni Poliennali Del Tesoro | 3.250% | 7/15/2032 | EUR | 105,000 | 119,243 |
| 1 | Italy Buoni Poliennali Del Tesoro | 3.250% | 11/15/2032 | EUR | 141,978 | 160,720 |
| Italy Buoni Poliennali Del Tesoro | 2.500% | 12/1/2032 | EUR | 60,997 | 66,210 | |
| Italy Buoni Poliennali Del Tesoro | 5.750% | 2/1/2033 | EUR | 100,845 | 130,732 | |
| 1 | Italy Buoni Poliennali Del Tesoro | 3.150% | 3/15/2033 | EUR | 27,887 | 31,276 |
| Italy Buoni Poliennali Del Tesoro | 4.400% | 5/1/2033 | EUR | 38,449 | 46,408 | |
| Italy Buoni Poliennali Del Tesoro | 3.300% | 6/15/2033 | EUR | 249,000 | 281,313 | |
| 1 | Italy Buoni Poliennali Del Tesoro | 2.450% | 9/1/2033 | EUR | 35,354 | 37,800 |
| Italy Buoni Poliennali Del Tesoro | 4.350% | 11/1/2033 | EUR | 104,045 | 124,978 | |
| Italy Buoni Poliennali Del Tesoro | 4.200% | 3/1/2034 | EUR | 107,000 | 127,133 | |
| Italy Buoni Poliennali Del Tesoro | 3.850% | 7/1/2034 | EUR | 79,105 | 91,690 | |
| 1 | Italy Buoni Poliennali Del Tesoro | 5.000% | 8/1/2034 | EUR | 19,080 | 23,869 |
| Italy Buoni Poliennali Del Tesoro | 3.850% | 2/1/2035 | EUR | 125,575 | 144,889 | |
| 1 | Italy Buoni Poliennali Del Tesoro | 3.650% | 8/1/2035 | EUR | 164,013 | 185,706 |
| Italy Buoni Poliennali Del Tesoro | 3.600% | 10/1/2035 | EUR | 158,000 | 177,870 | |
| Italy Buoni Poliennali Del Tesoro | 3.450% | 2/1/2036 | EUR | 71,931 | 79,725 | |
| 1 | Italy Buoni Poliennali Del Tesoro | 1.450% | 3/1/2036 | EUR | 73,981 | 68,518 |
| 1 | Italy Buoni Poliennali Del Tesoro | 3.800% | 7/1/2036 | EUR | 197,859 | 225,070 |
| 1 | Italy Buoni Poliennali Del Tesoro | 2.250% | 9/1/2036 | EUR | 20,000 | 19,795 |
| 1 | Italy Buoni Poliennali Del Tesoro | 4.000% | 2/1/2037 | EUR | 8,594 | 9,926 |
| 1 | Italy Buoni Poliennali Del Tesoro | 0.950% | 3/1/2037 | EUR | 59,952 | 50,956 |
| 1 | Italy Buoni Poliennali Del Tesoro | 4.050% | 10/30/2037 | EUR | 61,623 | 70,962 |
| 1 | Italy Buoni Poliennali Del Tesoro | 3.250% | 3/1/2038 | EUR | 114,729 | 121,950 |
| 1 | Italy Buoni Poliennali Del Tesoro | 2.950% | 9/1/2038 | EUR | 5,957 | 6,101 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| 1 | Italy Buoni Poliennali Del Tesoro | 5.000% | 8/1/2039 | EUR | 43,271 | 53,898 |
| 1 | Italy Buoni Poliennali Del Tesoro | 4.150% | 10/1/2039 | EUR | 115,518 | 132,243 |
| 1 | Italy Buoni Poliennali Del Tesoro | 3.850% | 10/1/2040 | EUR | 230,127 | 252,994 |
| 1 | Italy Buoni Poliennali Del Tesoro | 1.800% | 3/1/2041 | EUR | 58,187 | 48,987 |
| 1 | Italy Buoni Poliennali Del Tesoro | 3.950% | 10/1/2041 | EUR | 105,940 | 116,612 |
| 1 | Italy Buoni Poliennali Del Tesoro | 4.450% | 9/1/2043 | EUR | 96,201 | 111,067 |
| 1 | Italy Buoni Poliennali Del Tesoro | 4.750% | 9/1/2044 | EUR | 5,459 | 6,537 |
| 1 | Italy Buoni Poliennali Del Tesoro | 1.500% | 4/30/2045 | EUR | 47,279 | 34,006 |
| 1 | Italy Buoni Poliennali Del Tesoro | 4.100% | 4/30/2046 | EUR | 52,272 | 56,967 |
| 1 | Italy Buoni Poliennali Del Tesoro | 3.250% | 9/1/2046 | EUR | 50,172 | 48,134 |
| 1 | Italy Buoni Poliennali Del Tesoro | 2.700% | 3/1/2047 | EUR | 44,750 | 38,969 |
| 1 | Italy Buoni Poliennali Del Tesoro | 3.450% | 3/1/2048 | EUR | 66,690 | 65,241 |
| 1 | Italy Buoni Poliennali Del Tesoro | 3.850% | 9/1/2049 | EUR | 102,843 | 106,134 |
| 1 | Italy Buoni Poliennali Del Tesoro | 2.450% | 9/1/2050 | EUR | 79,209 | 62,577 |
| 1 | Italy Buoni Poliennali Del Tesoro | 1.700% | 9/1/2051 | EUR | 60,444 | 39,505 |
| 1 | Italy Buoni Poliennali Del Tesoro | 2.150% | 9/1/2052 | EUR | 15,000 | 10,790 |
| 1 | Italy Buoni Poliennali Del Tesoro | 4.500% | 10/1/2053 | EUR | 54,152 | 60,595 |
| 1 | Italy Buoni Poliennali Del Tesoro | 4.300% | 10/1/2054 | EUR | 92,165 | 99,544 |
| 1 | Italy Buoni Poliennali Del Tesoro | 4.650% | 10/1/2055 | EUR | 157,893 | 179,447 |
| 1 | Italy Buoni Poliennali Del Tesoro | 2.800% | 3/1/2067 | EUR | 43,717 | 33,847 |
| 1 | Italy Buoni Poliennali Del Tesoro | 2.150% | 3/1/2072 | EUR | 10,000 | 6,461 |
| Republic of Italy | 2.200% | 2/28/2028 | EUR | 50,000 | 57,023 | |
| Republic of Italy | 6.000% | 8/4/2028 | GBP | 6,098 | 8,373 | |
| 8,218,716 | ||||||
| Japan (10.1%) | ||||||
| Aichi Prefecture | 0.050% | 9/20/2029 | JPY | 100,000 | 594 | |
| Aichi Prefecture | 0.150% | 9/20/2030 | JPY | 100,000 | 581 | |
| Aichi Prefecture | 0.772% | 9/20/2033 | JPY | 300,000 | 1,663 | |
| City of Yokohama Japan | 0.150% | 6/12/2030 | JPY | 1,000,000 | 5,847 | |
| Development Bank of Japan Inc. | 0.810% | 3/19/2059 | JPY | 200,000 | 484 | |
| Fukuoka Prefecture | 0.432% | 6/18/2049 | JPY | 500,000 | 1,443 | |
| Hyogo Prefecture | 1.020% | 7/13/2029 | JPY | 850,000 | 5,221 | |
| Hyogo Prefecture | 1.400% | 9/8/2034 | JPY | 200,000 | 1,129 | |
| Japan | 0.900% | 9/1/2027 | JPY | 10,000,000 | 62,577 | |
| Japan | 0.100% | 9/20/2027 | JPY | 7,584,000 | 47,026 | |
| Japan | 0.100% | 9/20/2027 | JPY | 6,850,000 | 42,477 | |
| Japan | 2.200% | 9/20/2027 | JPY | 1,007,650 | 6,397 | |
| Japan | 1.000% | 10/1/2027 | JPY | 12,000,000 | 75,134 | |
| Japan | 1.000% | 11/1/2027 | JPY | 15,000,000 | 93,863 | |
| Japan | 1.000% | 12/1/2027 | JPY | 10,000,000 | 62,540 | |
| Japan | 0.100% | 12/20/2027 | JPY | 5,264,400 | 32,510 | |
| Japan | 0.200% | 12/20/2027 | JPY | 5,000,000 | 30,921 | |
| Japan | 2.100% | 12/20/2027 | JPY | 2,988,300 | 18,965 | |
| Japan | 1.100% | 1/1/2028 | JPY | 12,000,000 | 75,109 | |
| Japan | 1.300% | 2/1/2028 | JPY | 15,000,000 | 94,107 | |
| Japan | 1.300% | 3/1/2028 | JPY | 14,000,000 | 87,798 | |
| Japan | 0.100% | 3/20/2028 | JPY | 6,412,050 | 39,430 | |
| Japan | 0.100% | 3/20/2028 | JPY | 7,418,550 | 45,622 | |
| Japan | 0.200% | 3/20/2028 | JPY | 5,600,000 | 34,494 | |
| Japan | 2.200% | 3/20/2028 | JPY | 3,824,050 | 24,324 | |
| Japan | 2.400% | 3/20/2028 | JPY | 2,997,600 | 19,126 | |
| Japan | 1.400% | 4/1/2028 | JPY | 15,000,000 | 94,201 | |
| Japan | 1.400% | 5/1/2028 | JPY | 15,000,000 | 94,162 | |
| Japan | 1.400% | 6/1/2028 | JPY | 15,000,000 | 94,133 | |
| Japan | 0.100% | 6/20/2028 | JPY | 5,095,250 | 31,197 | |
| Japan | 0.100% | 6/20/2028 | JPY | 2,226,400 | 13,632 | |
| Japan | 0.200% | 6/20/2028 | JPY | 4,117,200 | 25,256 | |
| Japan | 0.300% | 6/20/2028 | JPY | 1,200,000 | 7,375 | |
| Japan | 2.300% | 6/20/2028 | JPY | 760,000 | 4,847 | |
| Japan | 2.400% | 6/20/2028 | JPY | 1,282,800 | 8,195 | |
| Japan | 0.100% | 9/20/2028 | JPY | 6,030,450 | 36,748 | |
| Japan | 0.300% | 9/20/2028 | JPY | 3,000,000 | 18,359 | |
| Japan | 0.400% | 9/20/2028 | JPY | 4,500,000 | 27,596 | |
| Japan | 2.100% | 9/20/2028 | JPY | 3,139,100 | 19,949 | |
| Japan | 2.200% | 9/20/2028 | JPY | 614,850 | 3,915 | |
| Japan | 0.100% | 12/20/2028 | JPY | 2,828,750 | 17,159 | |
| Japan | 0.200% | 12/20/2028 | JPY | 5,500,000 | 33,439 | |
| Japan | 0.300% | 12/20/2028 | JPY | 1,000,000 | 6,105 | |
| Japan | 0.300% | 12/20/2028 | JPY | 5,000,000 | 30,472 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Japan | 0.400% | 12/20/2028 | JPY | 6,110,000 | 37,321 | |
| Japan | 1.900% | 12/20/2028 | JPY | 1,709,800 | 10,818 | |
| Japan | 2.100% | 12/20/2028 | JPY | 307,400 | 1,954 | |
| Japan | 0.100% | 3/20/2029 | JPY | 3,564,400 | 21,515 | |
| Japan | 0.400% | 3/20/2029 | JPY | 6,000,000 | 36,498 | |
| Japan | 0.500% | 3/20/2029 | JPY | 5,000,000 | 30,498 | |
| Japan | 0.600% | 3/20/2029 | JPY | 8,500,000 | 51,986 | |
| Japan | 1.900% | 3/20/2029 | JPY | 2,126,500 | 13,449 | |
| Japan | 2.100% | 3/20/2029 | JPY | 2,312,500 | 14,699 | |
| Japan | 0.100% | 6/20/2029 | JPY | 5,856,400 | 35,194 | |
| Japan | 0.400% | 6/20/2029 | JPY | 6,500,000 | 39,425 | |
| Japan | 0.500% | 6/20/2029 | JPY | 2,000,000 | 12,172 | |
| Japan | 0.500% | 6/20/2029 | JPY | 4,000,000 | 24,325 | |
| Japan | 0.600% | 6/20/2029 | JPY | 10,000,000 | 60,982 | |
| Japan | 2.100% | 6/20/2029 | JPY | 2,833,600 | 18,025 | |
| Japan | 0.100% | 9/20/2029 | JPY | 5,603,400 | 33,480 | |
| Japan | 0.600% | 9/20/2029 | JPY | 6,000,000 | 36,429 | |
| Japan | 0.700% | 9/20/2029 | JPY | 18,000,000 | 109,621 | |
| Japan | 2.100% | 9/20/2029 | JPY | 3,705,350 | 23,550 | |
| Japan | 2.800% | 9/20/2029 | JPY | 1,383,450 | 8,978 | |
| Japan | 0.100% | 12/20/2029 | JPY | 5,851,550 | 34,745 | |
| Japan | 0.900% | 12/20/2029 | JPY | 8,650,000 | 52,786 | |
| Japan | 1.000% | 12/20/2029 | JPY | 5,650,000 | 34,601 | |
| Japan | 1.100% | 12/20/2029 | JPY | 5,000,000 | 30,719 | |
| Japan | 2.100% | 12/20/2029 | JPY | 3,843,100 | 24,396 | |
| Japan | 2.200% | 12/20/2029 | JPY | 2,941,200 | 18,732 | |
| Japan | 4.625% | 1/28/2030 | GBP | 7,700 | 10,314 | |
| Japan | 1.000% | 3/20/2030 | JPY | 24,000,000 | 146,382 | |
| Japan | 2.100% | 3/20/2030 | JPY | 6,340,950 | 40,207 | |
| Japan | 2.200% | 3/20/2030 | JPY | 3,228,150 | 20,543 | |
| Japan | 2.300% | 5/20/2030 | JPY | 87,100 | 556 | |
| Japan | 0.100% | 6/20/2030 | JPY | 5,053,050 | 29,647 | |
| Japan | 1.000% | 6/20/2030 | JPY | 20,000,000 | 121,702 | |
| Japan | 1.000% | 6/20/2030 | JPY | 1,000,000 | 6,085 | |
| Japan | 1.100% | 6/20/2030 | JPY | 15,000,000 | 91,503 | |
| Japan | 1.600% | 6/20/2030 | JPY | 292,050 | 1,816 | |
| Japan | 1.800% | 6/20/2030 | JPY | 20,450 | 128 | |
| Japan | 2.000% | 6/20/2030 | JPY | 2,562,050 | 16,169 | |
| Japan | 0.100% | 9/20/2030 | JPY | 4,906,850 | 28,613 | |
| Japan | 1.300% | 9/20/2030 | JPY | 20,000,000 | 122,558 | |
| Japan | 1.400% | 9/20/2030 | JPY | 16,000,000 | 98,444 | |
| Japan | 1.800% | 9/20/2030 | JPY | 717,350 | 4,485 | |
| Japan | 1.900% | 9/20/2030 | JPY | 2,239,250 | 14,055 | |
| Japan | 0.100% | 12/20/2030 | JPY | 6,308,400 | 36,540 | |
| Japan | 1.600% | 12/20/2030 | JPY | 34,705,000 | 215,195 | |
| Japan | 1.600% | 12/20/2030 | JPY | 2,000,000 | 12,401 | |
| Japan | 2.000% | 12/20/2030 | JPY | 2,837,200 | 17,847 | |
| Japan | 2.100% | 12/20/2030 | JPY | 5,436,400 | 34,341 | |
| Japan | 0.100% | 3/20/2031 | JPY | 7,480,300 | 43,038 | |
| Japan | 1.800% | 3/20/2031 | JPY | 20,000,000 | 124,643 | |
| Japan | 1.900% | 3/20/2031 | JPY | 3,074,450 | 19,273 | |
| Japan | 2.000% | 3/20/2031 | JPY | 6,241,250 | 39,182 | |
| Japan | 2.000% | 3/20/2031 | JPY | 25,000,000 | 157,212 | |
| Japan | 2.200% | 3/20/2031 | JPY | 4,556,200 | 28,856 | |
| Japan | 0.100% | 6/20/2031 | JPY | 3,000,000 | 17,144 | |
| Japan | 1.800% | 6/20/2031 | JPY | 3,185,250 | 19,770 | |
| Japan | 1.900% | 6/20/2031 | JPY | 5,348,850 | 33,357 | |
| Japan | 0.100% | 9/20/2031 | JPY | 1,677,250 | 9,523 | |
| Japan | 1.700% | 9/20/2031 | JPY | 7,040,350 | 43,387 | |
| Japan | 1.800% | 9/20/2031 | JPY | 6,581,550 | 40,770 | |
| Japan | 0.100% | 12/20/2031 | JPY | 2,544,700 | 14,343 | |
| Japan | 1.700% | 12/20/2031 | JPY | 4,833,200 | 29,708 | |
| Japan | 1.800% | 12/20/2031 | JPY | 8,444,650 | 52,157 | |
| Japan | 0.200% | 3/20/2032 | JPY | 1,000,000 | 5,629 | |
| Japan | 1.600% | 3/20/2032 | JPY | 3,586,150 | 21,844 | |
| Japan | 1.700% | 3/20/2032 | JPY | 2,639,700 | 16,171 | |
| Japan | 1.800% | 3/20/2032 | JPY | 5,379,000 | 33,142 | |
| Japan | 0.200% | 6/20/2032 | JPY | 2,000,000 | 11,176 | |
| Japan | 1.500% | 6/20/2032 | JPY | 2,228,150 | 13,447 | |
| Japan | 1.600% | 6/20/2032 | JPY | 3,792,600 | 23,017 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Japan | 1.700% | 6/20/2032 | JPY | 3,000,000 | 18,311 | |
| Japan | 0.200% | 9/20/2032 | JPY | 6,500,000 | 36,046 | |
| Japan | 1.700% | 9/20/2032 | JPY | 8,517,100 | 51,807 | |
| Japan | 1.800% | 11/22/2032 | JPY | 800,000 | 4,882 | |
| Japan | 0.500% | 12/20/2032 | JPY | 3,500,000 | 19,655 | |
| Japan | 1.700% | 12/20/2032 | JPY | 6,254,400 | 37,922 | |
| Japan | 1.800% | 12/20/2032 | JPY | 4,074,450 | 24,849 | |
| Japan | 0.500% | 3/20/2033 | JPY | 9,007,450 | 50,264 | |
| Japan | 1.100% | 3/20/2033 | JPY | 800,000 | 4,650 | |
| Japan | 1.500% | 3/20/2033 | JPY | 6,311,250 | 37,655 | |
| Japan | 1.600% | 3/20/2033 | JPY | 5,101,150 | 30,625 | |
| Japan | 0.400% | 6/20/2033 | JPY | 11,355,600 | 62,475 | |
| Japan | 1.700% | 6/20/2033 | JPY | 1,294,250 | 7,788 | |
| Japan | 1.700% | 6/20/2033 | JPY | 4,138,450 | 24,903 | |
| Japan | 0.800% | 9/20/2033 | JPY | 15,960,050 | 89,714 | |
| Japan | 1.700% | 9/20/2033 | JPY | 7,838,600 | 46,936 | |
| Japan | 0.600% | 12/20/2033 | JPY | 19,050,000 | 104,737 | |
| Japan | 0.700% | 12/20/2033 | JPY | 5,000,000 | 27,634 | |
| Japan | 1.600% | 12/20/2033 | JPY | 7,503,300 | 44,410 | |
| Japan | 2.000% | 12/20/2033 | JPY | 256,200 | 1,559 | |
| Japan | 0.800% | 3/20/2034 | JPY | 20,000,000 | 110,861 | |
| Japan | 1.000% | 3/20/2034 | JPY | 5,300,000 | 29,814 | |
| Japan | 1.500% | 3/20/2034 | JPY | 5,500,000 | 32,149 | |
| Japan | 2.400% | 3/20/2034 | JPY | 1,895,900 | 11,819 | |
| Japan | 1.100% | 6/20/2034 | JPY | 22,276,250 | 125,619 | |
| Japan | 1.500% | 6/20/2034 | JPY | 8,276,150 | 48,122 | |
| Japan | 2.500% | 6/20/2034 | JPY | 1,031,450 | 6,458 | |
| Japan | 0.900% | 9/20/2034 | JPY | 29,000,000 | 159,887 | |
| Japan | 1.400% | 9/20/2034 | JPY | 11,128,950 | 63,854 | |
| Japan | 2.500% | 9/20/2034 | JPY | 1,004,950 | 6,271 | |
| Japan | 1.200% | 12/20/2034 | JPY | 9,566,650 | 53,724 | |
| Japan | 1.200% | 12/20/2034 | JPY | 25,600,000 | 143,750 | |
| Japan | 2.400% | 12/20/2034 | JPY | 1,178,550 | 7,274 | |
| Japan | 1.200% | 3/20/2035 | JPY | 10,380,300 | 57,929 | |
| Japan | 1.400% | 3/20/2035 | JPY | 23,173,000 | 131,610 | |
| Japan | 2.300% | 3/20/2035 | JPY | 1,281,000 | 7,824 | |
| Japan | 1.300% | 6/20/2035 | JPY | 7,640,850 | 42,757 | |
| Japan | 1.500% | 6/20/2035 | JPY | 25,000,000 | 142,448 | |
| Japan | 2.300% | 6/20/2035 | JPY | 1,834,450 | 11,169 | |
| Japan | 1.200% | 9/20/2035 | JPY | 9,898,000 | 54,562 | |
| Japan | 1.600% | 9/20/2035 | JPY | 1,000,000 | 5,804 | |
| Japan | 1.700% | 9/20/2035 | JPY | 33,000,000 | 190,338 | |
| Japan | 2.500% | 9/20/2035 | JPY | 512,400 | 3,162 | |
| Japan | 1.000% | 12/20/2035 | JPY | 9,160,050 | 49,214 | |
| Japan | 2.100% | 12/20/2035 | JPY | 30,220,000 | 179,665 | |
| Japan | 2.300% | 12/20/2035 | JPY | 1,286,150 | 7,776 | |
| Japan | 0.400% | 3/20/2036 | JPY | 9,584,800 | 48,078 | |
| Japan | 2.400% | 3/20/2036 | JPY | 32,000,000 | 195,189 | |
| Japan | 2.500% | 3/20/2036 | JPY | 1,131,400 | 6,935 | |
| Japan | 0.200% | 6/20/2036 | JPY | 9,397,900 | 45,704 | |
| Japan | 2.500% | 6/20/2036 | JPY | 2,242,950 | 13,694 | |
| Japan | 0.500% | 9/20/2036 | JPY | 13,247,850 | 65,993 | |
| Japan | 2.500% | 9/20/2036 | JPY | 307,400 | 1,870 | |
| Japan | 0.600% | 12/20/2036 | JPY | 13,445,400 | 67,130 | |
| Japan | 2.300% | 12/20/2036 | JPY | 414,050 | 2,460 | |
| Japan | 0.700% | 3/20/2037 | JPY | 10,055,500 | 50,340 | |
| Japan | 2.400% | 3/20/2037 | JPY | 1,851,850 | 11,062 | |
| Japan | 0.600% | 6/20/2037 | JPY | 9,009,250 | 44,191 | |
| Japan | 0.600% | 9/20/2037 | JPY | 13,083,150 | 63,596 | |
| Japan | 2.500% | 9/20/2037 | JPY | 1,688,650 | 10,105 | |
| Japan | 0.600% | 12/20/2037 | JPY | 10,556,950 | 50,862 | |
| Japan | 0.500% | 3/20/2038 | JPY | 11,475,050 | 54,091 | |
| Japan | 2.500% | 3/20/2038 | JPY | 3,134,700 | 18,604 | |
| Japan | 0.500% | 6/20/2038 | JPY | 12,818,600 | 59,832 | |
| Japan | 0.700% | 9/20/2038 | JPY | 13,771,800 | 65,395 | |
| Japan | 2.400% | 9/20/2038 | JPY | 3,572,400 | 20,787 | |
| Japan | 0.500% | 12/20/2038 | JPY | 11,990,450 | 54,896 | |
| Japan | 0.400% | 3/20/2039 | JPY | 13,165,900 | 58,848 | |
| Japan | 2.300% | 3/20/2039 | JPY | 6,049,950 | 34,494 | |
| Japan | 0.300% | 6/20/2039 | JPY | 13,702,400 | 59,730 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Japan | 0.300% | 9/20/2039 | JPY | 13,042,900 | 56,250 | |
| Japan | 2.200% | 9/20/2039 | JPY | 6,374,850 | 35,563 | |
| Japan | 0.300% | 12/20/2039 | JPY | 13,287,400 | 56,713 | |
| Japan | 0.400% | 3/20/2040 | JPY | 14,128,200 | 60,638 | |
| Japan | 2.300% | 3/20/2040 | JPY | 7,126,850 | 39,837 | |
| Japan | 0.400% | 6/20/2040 | JPY | 16,434,450 | 69,823 | |
| Japan | 0.400% | 9/20/2040 | JPY | 16,426,800 | 69,088 | |
| Japan | 2.000% | 9/20/2040 | JPY | 9,706,700 | 51,706 | |
| Japan | 0.500% | 12/20/2040 | JPY | 19,647,250 | 83,219 | |
| Japan | 0.500% | 3/20/2041 | JPY | 12,665,650 | 53,114 | |
| Japan | 2.200% | 3/20/2041 | JPY | 8,798,700 | 47,667 | |
| Japan | 0.400% | 6/20/2041 | JPY | 16,076,750 | 65,641 | |
| Japan | 0.500% | 9/20/2041 | JPY | 16,202,750 | 66,706 | |
| Japan | 2.000% | 9/20/2041 | JPY | 10,308,600 | 53,831 | |
| Japan | 0.500% | 12/20/2041 | JPY | 16,086,400 | 65,569 | |
| Japan | 0.800% | 3/20/2042 | JPY | 16,233,450 | 69,225 | |
| Japan | 2.000% | 3/20/2042 | JPY | 10,454,450 | 54,042 | |
| Japan | 0.900% | 6/20/2042 | JPY | 15,414,000 | 66,415 | |
| Japan | 1.100% | 9/20/2042 | JPY | 14,240,000 | 63,052 | |
| Japan | 1.900% | 9/20/2042 | JPY | 13,001,050 | 65,576 | |
| Japan | 1.400% | 12/20/2042 | JPY | 11,462,600 | 52,985 | |
| Japan | 1.100% | 3/20/2043 | JPY | 11,270,000 | 49,181 | |
| Japan | 1.800% | 3/20/2043 | JPY | 9,454,750 | 46,403 | |
| Japan | 1.100% | 6/20/2043 | JPY | 13,418,150 | 58,071 | |
| Japan | 1.900% | 6/20/2043 | JPY | 6,897,750 | 34,211 | |
| Japan | 1.500% | 9/20/2043 | JPY | 12,146,350 | 55,998 | |
| Japan | 1.800% | 9/20/2043 | JPY | 5,721,800 | 27,758 | |
| Japan | 1.300% | 12/20/2043 | JPY | 12,000,000 | 53,067 | |
| Japan | 1.700% | 12/20/2043 | JPY | 5,589,800 | 26,540 | |
| Japan | 1.600% | 3/20/2044 | JPY | 11,000,000 | 50,998 | |
| Japan | 1.700% | 3/20/2044 | JPY | 5,946,700 | 28,066 | |
| Japan | 1.700% | 6/20/2044 | JPY | 4,962,200 | 23,282 | |
| Japan | 1.900% | 6/20/2044 | JPY | 13,583,450 | 65,967 | |
| Japan | 1.700% | 9/20/2044 | JPY | 5,165,800 | 24,110 | |
| Japan | 1.800% | 9/20/2044 | JPY | 14,000,000 | 67,004 | |
| Japan | 1.500% | 12/20/2044 | JPY | 3,486,800 | 15,602 | |
| Japan | 2.000% | 12/20/2044 | JPY | 13,500,000 | 66,081 | |
| Japan | 1.500% | 3/20/2045 | JPY | 6,454,900 | 28,734 | |
| Japan | 2.400% | 3/20/2045 | JPY | 12,000,000 | 62,480 | |
| Japan | 1.600% | 6/20/2045 | JPY | 3,205,100 | 14,439 | |
| Japan | 2.500% | 6/20/2045 | JPY | 12,000,000 | 63,249 | |
| Japan | 1.400% | 9/20/2045 | JPY | 3,165,500 | 13,630 | |
| Japan | 2.700% | 9/20/2045 | JPY | 11,700,000 | 63,399 | |
| Japan | 1.400% | 12/20/2045 | JPY | 4,272,150 | 18,277 | |
| Japan | 3.200% | 12/20/2045 | JPY | 12,500,000 | 72,858 | |
| Japan | 0.800% | 3/20/2046 | JPY | 6,612,650 | 24,673 | |
| Japan | 3.400% | 3/20/2046 | JPY | 10,000,000 | 60,313 | |
| Japan | 0.300% | 6/20/2046 | JPY | 6,482,000 | 21,218 | |
| Japan | 0.500% | 9/20/2046 | JPY | 6,827,950 | 23,267 | |
| Japan | 0.600% | 12/20/2046 | JPY | 5,607,150 | 19,418 | |
| Japan | 0.800% | 3/20/2047 | JPY | 5,638,400 | 20,358 | |
| Japan | 0.800% | 6/20/2047 | JPY | 5,615,400 | 20,097 | |
| Japan | 0.800% | 9/20/2047 | JPY | 6,227,600 | 22,090 | |
| Japan | 0.800% | 12/20/2047 | JPY | 6,582,550 | 23,154 | |
| Japan | 0.800% | 3/20/2048 | JPY | 5,314,200 | 18,536 | |
| Japan | 2.400% | 3/20/2048 | JPY | 1,209,950 | 6,005 | |
| 10 | Japan | 0.700% | 6/20/2048 | JPY | 7,692,400 | 25,898 |
| 10 | Japan | 0.900% | 9/20/2048 | JPY | 4,363,500 | 15,385 |
| 10 | Japan | 0.700% | 12/20/2048 | JPY | 6,966,600 | 23,083 |
| 10 | Japan | 0.500% | 3/20/2049 | JPY | 5,526,050 | 17,138 |
| 10 | Japan | 2.200% | 3/20/2049 | JPY | 2,632,650 | 12,391 |
| 10 | Japan | 0.400% | 6/20/2049 | JPY | 5,198,550 | 15,469 |
| 10 | Japan | 0.400% | 9/20/2049 | JPY | 5,998,950 | 17,663 |
| 10 | Japan | 0.400% | 12/20/2049 | JPY | 9,140,250 | 26,633 |
| 10 | Japan | 0.400% | 3/20/2050 | JPY | 8,862,550 | 25,546 |
| 10 | Japan | 2.200% | 3/20/2050 | JPY | 1,597,800 | 7,395 |
| 10 | Japan | 0.600% | 6/20/2050 | JPY | 10,158,350 | 30,906 |
| 10 | Japan | 0.600% | 9/20/2050 | JPY | 9,531,000 | 28,688 |
| 10 | Japan | 0.700% | 12/20/2050 | JPY | 11,075,450 | 34,084 |
| 10 | Japan | 0.700% | 3/20/2051 | JPY | 10,903,400 | 33,228 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| 10 | Japan | 2.200% | 3/20/2051 | JPY | 4,574,950 | 20,688 |
| 10 | Japan | 0.700% | 6/20/2051 | JPY | 10,296,800 | 31,078 |
| 10 | Japan | 0.700% | 9/20/2051 | JPY | 11,110,300 | 33,243 |
| 10 | Japan | 0.700% | 12/20/2051 | JPY | 12,080,100 | 35,875 |
| 10 | Japan | 1.000% | 3/20/2052 | JPY | 11,284,000 | 36,602 |
| 10 | Japan | 2.000% | 3/20/2052 | JPY | 7,967,350 | 33,779 |
| 10 | Japan | 1.300% | 6/20/2052 | JPY | 10,913,400 | 38,468 |
| 10 | Japan | 1.400% | 9/20/2052 | JPY | 10,755,000 | 38,815 |
| 10 | Japan | 1.600% | 12/20/2052 | JPY | 8,884,550 | 33,701 |
| 10 | Japan | 1.400% | 3/20/2053 | JPY | 10,192,950 | 36,438 |
| 10 | Japan | 1.900% | 3/20/2053 | JPY | 4,382,450 | 17,897 |
| 10 | Japan | 1.200% | 6/20/2053 | JPY | 11,337,000 | 38,050 |
| 10 | Japan | 1.800% | 9/20/2053 | JPY | 9,501,000 | 37,580 |
| 10 | Japan | 1.600% | 12/20/2053 | JPY | 10,200,000 | 38,109 |
| 10 | Japan | 1.700% | 3/20/2054 | JPY | 3,676,550 | 14,100 |
| 10 | Japan | 1.800% | 3/20/2054 | JPY | 11,690,000 | 45,932 |
| 10 | Japan | 2.200% | 6/20/2054 | JPY | 11,162,350 | 48,374 |
| 10 | Japan | 2.100% | 9/20/2054 | JPY | 11,500,000 | 48,522 |
| 10 | Japan | 2.300% | 12/20/2054 | JPY | 12,600,000 | 55,692 |
| 10 | Japan | 1.400% | 3/20/2055 | JPY | 4,776,950 | 16,569 |
| 10 | Japan | 2.400% | 3/20/2055 | JPY | 10,900,000 | 49,298 |
| 10 | Japan | 2.800% | 6/20/2055 | JPY | 9,100,000 | 45,013 |
| 10 | Japan | 3.200% | 9/20/2055 | JPY | 9,430,000 | 50,650 |
| 10 | Japan | 3.400% | 12/20/2055 | JPY | 9,000,000 | 50,299 |
| 10 | Japan | 0.400% | 3/20/2056 | JPY | 11,266,050 | 26,660 |
| 10 | Japan | 3.700% | 3/20/2056 | JPY | 8,000,000 | 47,694 |
| Japan | 0.900% | 3/20/2057 | JPY | 9,075,400 | 25,856 | |
| Japan | 0.800% | 3/20/2058 | JPY | 8,918,300 | 24,020 | |
| Japan | 0.500% | 3/20/2059 | JPY | 11,607,450 | 26,799 | |
| Japan | 0.500% | 3/20/2060 | JPY | 16,934,450 | 38,648 | |
| Japan | 0.700% | 3/20/2061 | JPY | 15,787,800 | 38,634 | |
| Japan | 1.000% | 3/20/2062 | JPY | 13,732,700 | 37,496 | |
| Japan | 1.300% | 3/20/2063 | JPY | 13,979,000 | 42,402 | |
| Japan | 2.200% | 3/20/2064 | JPY | 15,765,200 | 64,041 | |
| Japan | 3.100% | 3/20/2065 | JPY | 10,200,000 | 52,433 | |
| Japan | 3.800% | 3/20/2066 | JPY | 1,500,000 | 9,070 | |
| Japan Bank for International Cooperation | 2.625% | 10/17/2030 | EUR | 7,422 | 8,328 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.155% | 8/31/2027 | JPY | 429,700 | 2,664 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.090% | 9/30/2027 | JPY | 1,521,300 | 9,405 | |
| Japan Expressway Holding & Debt Repayment Agency | 2.340% | 10/20/2027 | JPY | 640,000 | 4,062 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.170% | 10/29/2027 | JPY | 614,800 | 3,803 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.160% | 11/30/2027 | JPY | 307,500 | 1,899 | |
| Japan Expressway Holding & Debt Repayment Agency | 2.250% | 12/20/2027 | JPY | 40,000 | 254 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.185% | 1/31/2028 | JPY | 379,400 | 2,337 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.155% | 5/31/2028 | JPY | 100,000 | 612 | |
| Japan Expressway Holding & Debt Repayment Agency | 2.420% | 6/20/2028 | JPY | 750,000 | 4,779 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.150% | 6/30/2028 | JPY | 500,000 | 3,053 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.135% | 7/31/2028 | JPY | 1,000,000 | 6,093 | |
| Japan Expressway Holding & Debt Repayment Agency | 2.370% | 9/20/2028 | JPY | 330,000 | 2,102 | |
| Japan Expressway Holding & Debt Repayment Agency | 2.410% | 4/20/2029 | JPY | 620,000 | 3,956 | |
| Japan Expressway Holding & Debt Repayment Agency | 2.100% | 12/28/2029 | JPY | 100,000 | 632 | |
| Japan Expressway Holding & Debt Repayment Agency | 1.427% | 7/31/2034 | JPY | 200,000 | 1,141 | |
| Japan Expressway Holding & Debt Repayment Agency | 1.338% | 10/31/2034 | JPY | 100,000 | 563 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.970% | 1/31/2035 | JPY | 1,000,000 | 5,420 | |
| Japan Expressway Holding & Debt Repayment Agency | 1.240% | 7/31/2035 | JPY | 200,000 | 1,095 | |
| Japan Expressway Holding & Debt Repayment Agency | 2.700% | 9/20/2035 | JPY | 100,000 | 617 | |
| Japan Expressway Holding & Debt Repayment Agency | 1.119% | 10/31/2035 | JPY | 300,000 | 1,614 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.934% | 1/31/2036 | JPY | 1,800,000 | 9,443 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.306% | 4/30/2036 | JPY | 100,000 | 487 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.149% | 7/31/2036 | JPY | 1,000,000 | 4,734 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.397% | 10/31/2036 | JPY | 100,000 | 482 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.591% | 1/29/2038 | JPY | 1,000,000 | 4,703 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.538% | 5/31/2038 | JPY | 400,000 | 1,844 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.543% | 6/30/2038 | JPY | 100,000 | 460 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.625% | 8/31/2038 | JPY | 300,000 | 1,385 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.500% | 9/17/2038 | JPY | 100,000 | 451 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.625% | 9/30/2038 | JPY | 800,000 | 3,682 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.500% | 3/18/2039 | JPY | 200,000 | 884 | |
| Japan Expressway Holding & Debt Repayment Agency | 2.300% | 2/29/2040 | JPY | 100,000 | 548 | |
| Japan Expressway Holding & Debt Repayment Agency | 2.960% | 3/19/2046 | JPY | 270,000 | 1,456 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Japan Expressway Holding & Debt Repayment Agency | 2.870% | 12/20/2046 | JPY | 70,000 | 366 | |
| Japan Expressway Holding & Debt Repayment Agency | 2.700% | 3/20/2048 | JPY | 1,050,000 | 5,214 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.730% | 4/30/2048 | JPY | 100,000 | 329 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.686% | 7/31/2048 | JPY | 100,000 | 322 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.542% | 5/31/2049 | JPY | 300,000 | 894 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.297% | 9/30/2049 | JPY | 200,000 | 542 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.422% | 12/28/2049 | JPY | 500,000 | 1,394 | |
| Japan Expressway Holding & Debt Repayment Agency | 0.306% | 3/31/2050 | JPY | 100,000 | 266 | |
| Japan Expressway Holding & Debt Repayment Agency | 1.861% | 3/19/2055 | JPY | 1,220,000 | 4,481 | |
| Japan Expressway Holding & Debt Repayment Agency | 1.866% | 3/19/2055 | JPY | 140,000 | 515 | |
| Japan Expressway Holding & Debt Repayment Agency | 1.291% | 3/19/2057 | JPY | 50,000 | 151 | |
| Japan Finance Corp. | 0.110% | 2/25/2031 | JPY | 200,000 | 1,150 | |
| Japan Finance Organization for Municipalities | 0.090% | 9/17/2027 | JPY | 100,000 | 618 | |
| Japan Finance Organization for Municipalities | 0.170% | 10/15/2027 | JPY | 512,400 | 3,168 | |
| Japan Finance Organization for Municipalities | 0.160% | 11/15/2027 | JPY | 1,024,800 | 6,326 | |
| Japan Finance Organization for Municipalities | 0.155% | 12/17/2027 | JPY | 400,000 | 2,465 | |
| Japan Finance Organization for Municipalities | 0.185% | 1/21/2028 | JPY | 1,024,800 | 6,308 | |
| Japan Finance Organization for Municipalities | 0.195% | 2/15/2028 | JPY | 22,500 | 138 | |
| Japan Finance Organization for Municipalities | 2.290% | 4/25/2028 | JPY | 290,000 | 1,841 | |
| Japan Finance Organization for Municipalities | 0.494% | 7/28/2028 | JPY | 1,000,000 | 6,142 | |
| Japan Finance Organization for Municipalities | 0.450% | 9/27/2028 | JPY | 1,000,000 | 6,120 | |
| Japan Finance Organization for Municipalities | 2.290% | 4/27/2029 | JPY | 30,000 | 191 | |
| Japan Finance Organization for Municipalities | 2.266% | 8/28/2029 | JPY | 100,000 | 635 | |
| Japan Finance Organization for Municipalities | 2.220% | 1/28/2030 | JPY | 1,150,000 | 7,277 | |
| Japan Finance Organization for Municipalities | 0.160% | 8/28/2030 | JPY | 1,000,000 | 5,803 | |
| Japan Finance Organization for Municipalities | 0.145% | 9/27/2030 | JPY | 200,000 | 1,157 | |
| Japan Finance Organization for Municipalities | 0.145% | 11/28/2030 | JPY | 1,200,000 | 6,919 | |
| Japan Finance Organization for Municipalities | 0.224% | 3/28/2031 | JPY | 900,000 | 5,162 | |
| Japan Finance Organization for Municipalities | 0.160% | 5/28/2031 | JPY | 700,000 | 3,974 | |
| Japan Finance Organization for Municipalities | 2.030% | 6/27/2031 | JPY | 90,000 | 559 | |
| Japan Finance Organization for Municipalities | 0.681% | 6/28/2033 | JPY | 100,000 | 553 | |
| Japan Finance Organization for Municipalities | 0.788% | 8/26/2033 | JPY | 200,000 | 1,110 | |
| Japan Finance Organization for Municipalities | 2.950% | 3/24/2034 | JPY | 150,000 | 957 | |
| Japan Highway Public Corp. | 2.660% | 12/20/2034 | JPY | 200,000 | 1,241 | |
| Japan Housing Finance Agency | 0.658% | 3/19/2049 | JPY | 1,000,000 | 3,036 | |
| Japan Housing Finance Agency | 0.547% | 3/18/2050 | JPY | 370,000 | 1,035 | |
| Kanagawa Prefecture | 0.400% | 6/20/2041 | JPY | 100,000 | 397 | |
| Major Joint Local Government Bond | 0.215% | 10/25/2027 | JPY | 406,100 | 2,515 | |
| Major Joint Local Government Bond | 0.240% | 2/25/2028 | JPY | 245,400 | 1,510 | |
| Major Joint Local Government Bond | 0.180% | 4/25/2028 | JPY | 2,920,700 | 17,880 | |
| Major Joint Local Government Bond | 0.200% | 5/25/2028 | JPY | 456,000 | 2,788 | |
| Major Joint Local Government Bond | 0.205% | 6/23/2028 | JPY | 536,000 | 3,273 | |
| Major Joint Local Government Bond | 0.175% | 7/25/2028 | JPY | 22,800 | 139 | |
| Major Joint Local Government Bond | 0.245% | 8/25/2028 | JPY | 267,500 | 1,629 | |
| Major Joint Local Government Bond | 0.250% | 9/25/2028 | JPY | 698,100 | 4,256 | |
| Major Joint Local Government Bond | 0.269% | 10/25/2028 | JPY | 93,400 | 569 | |
| Major Joint Local Government Bond | 0.264% | 11/24/2028 | JPY | 100,000 | 608 | |
| Major Joint Local Government Bond | 0.160% | 1/25/2029 | JPY | 825,000 | 4,986 | |
| Major Joint Local Government Bond | 0.140% | 2/22/2029 | JPY | 820,000 | 4,948 | |
| Major Joint Local Government Bond | 0.100% | 4/25/2029 | JPY | 1,878,900 | 11,283 | |
| Major Joint Local Government Bond | 0.060% | 8/24/2029 | JPY | 1,000,000 | 5,956 | |
| Major Joint Local Government Bond | 0.050% | 9/25/2029 | JPY | 25,600 | 152 | |
| Major Joint Local Government Bond | 0.050% | 10/25/2029 | JPY | 1,000,000 | 5,928 | |
| Major Joint Local Government Bond | 0.070% | 11/22/2029 | JPY | 2,372,100 | 14,042 | |
| Major Joint Local Government Bond | 0.095% | 2/25/2030 | JPY | 15,300 | 90 | |
| Major Joint Local Government Bond | 0.135% | 4/25/2030 | JPY | 2,000,000 | 11,738 | |
| Major Joint Local Government Bond | 0.150% | 6/25/2030 | JPY | 512,400 | 2,996 | |
| Major Joint Local Government Bond | 0.125% | 8/23/2030 | JPY | 225,500 | 1,312 | |
| Major Joint Local Government Bond | 0.150% | 9/25/2030 | JPY | 75,100 | 436 | |
| Major Joint Local Government Bond | 0.125% | 10/25/2030 | JPY | 1,749,400 | 10,128 | |
| Major Joint Local Government Bond | 0.120% | 11/25/2030 | JPY | 833,200 | 4,812 | |
| Major Joint Local Government Bond | 0.125% | 12/25/2030 | JPY | 600,000 | 3,460 | |
| Major Joint Local Government Bond | 0.130% | 1/24/2031 | JPY | 500,000 | 2,876 | |
| Major Joint Local Government Bond | 0.145% | 2/25/2031 | JPY | 1,368,800 | 7,861 | |
| Major Joint Local Government Bond | 0.199% | 4/25/2031 | JPY | 90,100 | 516 | |
| Major Joint Local Government Bond | 0.145% | 6/25/2031 | JPY | 975,800 | 5,552 | |
| Major Joint Local Government Bond | 0.095% | 7/25/2031 | JPY | 1,200,000 | 6,794 | |
| Major Joint Local Government Bond | 0.070% | 8/25/2031 | JPY | 1,000,000 | 5,640 | |
| Major Joint Local Government Bond | 0.115% | 9/25/2031 | JPY | 200,000 | 1,128 | |
| Major Joint Local Government Bond | 0.110% | 12/25/2031 | JPY | 1,000,000 | 5,597 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Major Joint Local Government Bond | 0.179% | 1/23/2032 | JPY | 330,000 | 1,845 | |
| Major Joint Local Government Bond | 0.299% | 4/23/2032 | JPY | 3,763,200 | 21,028 | |
| Major Joint Local Government Bond | 0.364% | 7/23/2032 | JPY | 250,000 | 1,392 | |
| Major Joint Local Government Bond | 0.315% | 8/25/2032 | JPY | 250,000 | 1,384 | |
| Major Joint Local Government Bond | 0.444% | 10/25/2032 | JPY | 1,000,000 | 5,553 | |
| Major Joint Local Government Bond | 0.765% | 4/25/2033 | JPY | 600,000 | 3,359 | |
| Major Joint Local Government Bond | 0.590% | 7/25/2033 | JPY | 300,000 | 1,648 | |
| Major Joint Local Government Bond | 0.778% | 8/25/2033 | JPY | 100,000 | 556 | |
| Major Joint Local Government Bond | 0.846% | 11/25/2033 | JPY | 600,000 | 3,317 | |
| Major Joint Local Government Bond | 0.826% | 3/24/2034 | JPY | 500,000 | 2,732 | |
| Major Joint Local Government Bond | 0.856% | 4/25/2034 | JPY | 1,000,000 | 5,464 | |
| Major Joint Local Government Bond | 0.986% | 5/25/2034 | JPY | 500,000 | 2,761 | |
| Major Joint Local Government Bond | 1.162% | 11/24/2034 | JPY | 2,000,000 | 11,054 | |
| Major Joint Local Government Bond | 1.286% | 1/25/2035 | JPY | 1,100,000 | 6,114 | |
| Major Joint Local Government Bond | 1.704% | 6/25/2035 | JPY | 500,000 | 2,853 | |
| Major Joint Local Government Bond | 1.650% | 8/24/2035 | JPY | 400,000 | 2,264 | |
| Major Joint Local Government Bond | 1.796% | 10/25/2035 | JPY | 1,000,000 | 5,705 | |
| Major Joint Local Government Bond | 1.811% | 11/22/2035 | JPY | 600,000 | 3,424 | |
| Major Joint Local Government Bond | 2.021% | 12/25/2035 | JPY | 500,000 | 2,902 | |
| Major Joint Local Government Bond | 2.248% | 1/25/2036 | JPY | 400,000 | 2,362 | |
| Major Joint Local Government Bond | 2.372% | 2/25/2036 | JPY | 400,000 | 2,387 | |
| Major Joint Local Government Bond | 2.259% | 3/25/2036 | JPY | 500,000 | 2,960 | |
| Major Joint Local Government Bond | 2.612% | 4/25/2036 | JPY | 1,300,000 | 7,925 | |
| Major Joint Local Government Bond | 2.767% | 5/23/2036 | JPY | 1,300,000 | 8,024 | |
| Major Joint Local Government Bond | 2.832% | 6/25/2036 | JPY | 1,000,000 | 6,199 | |
| Major Joint Local Government Bond | 3.027% | 7/25/2036 | JPY | 1,000,000 | 6,300 | |
| Nuclear Damage Compensation & Decommissioning Facilitation Corp. | 0.924% | 11/30/2027 | JPY | 1,000,000 | 6,232 | |
| Nuclear Damage Compensation & Decommissioning Facilitation Corp. | 0.804% | 6/30/2028 | JPY | 2,000,000 | 12,363 | |
| Osaka Prefecture | 1.453% | 9/26/2034 | JPY | 140,000 | 795 | |
| Osaka Prefecture | 0.366% | 9/28/2035 | JPY | 840,000 | 4,207 | |
| Osaka Prefecture | 1.203% | 9/28/2035 | JPY | 900,000 | 4,864 | |
| Saitama Prefecture | 2.290% | 6/22/2029 | JPY | 500,000 | 3,183 | |
| Tokyo Metropolitan Government | 0.040% | 6/20/2029 | JPY | 819,900 | 4,900 | |
| Tokyo Metropolitan Government | 2.130% | 6/20/2029 | JPY | 200,000 | 1,269 | |
| Tokyo Metropolitan Government | 0.095% | 9/20/2030 | JPY | 1,219,200 | 7,070 | |
| Tokyo Metropolitan Government | 0.150% | 12/20/2030 | JPY | 811,700 | 4,686 | |
| Tokyo Metropolitan Government | 0.080% | 3/20/2031 | JPY | 45,000 | 257 | |
| Tokyo Metropolitan Government | 1.980% | 6/20/2031 | JPY | 480,000 | 2,986 | |
| Tokyo Metropolitan Government | 1.293% | 6/20/2035 | JPY | 440,000 | 2,426 | |
| 12,365,026 | ||||||
| Kazakhstan (0.0%) | ||||||
| Republic of Kazakhstan | 2.375% | 11/9/2028 | EUR | 2,387 | 2,703 | |
| Latvia (0.1%) | ||||||
| Republic of Latvia | 3.500% | 1/17/2028 | EUR | 23,407 | 27,125 | |
| Republic of Latvia | 0.000% | 1/24/2029 | EUR | 17,000 | 18,127 | |
| Republic of Latvia | 3.500% | 6/10/2033 | EUR | 11,971 | 13,653 | |
| Republic of Latvia | 3.500% | 10/2/2035 | EUR | 15,000 | 16,851 | |
| 75,756 | ||||||
| Lithuania (0.1%) | ||||||
| Republic of Lithuania | 3.000% | 1/22/2031 | EUR | 4,365 | 4,960 | |
| Republic of Lithuania | 2.125% | 6/1/2032 | EUR | 26,805 | 28,565 | |
| Republic of Lithuania | 3.875% | 6/14/2033 | EUR | 11,000 | 12,815 | |
| Republic of Lithuania | 3.625% | 11/18/2033 | EUR | 6,804 | 7,808 | |
| Republic of Lithuania | 3.625% | 3/10/2036 | EUR | 19,258 | 21,723 | |
| Republic of Lithuania | 3.625% | 1/28/2040 | EUR | 15,000 | 16,202 | |
| 92,073 | ||||||
| Luxembourg (0.1%) | ||||||
| State of the Grand-Duchy of Luxembourg | 0.000% | 3/24/2031 | EUR | 14,000 | 13,991 | |
| State of the Grand-Duchy of Luxembourg | 0.000% | 9/14/2032 | EUR | 25,000 | 23,816 | |
| State of the Grand-Duchy of Luxembourg | 2.875% | 3/1/2034 | EUR | 3,010 | 3,382 | |
| State of the Grand-Duchy of Luxembourg | 2.625% | 10/23/2034 | EUR | 12,350 | 13,572 | |
| State of the Grand-Duchy of Luxembourg | 1.750% | 5/25/2042 | EUR | 14,270 | 12,496 | |
| 67,257 | ||||||
| Malaysia (1.0%) | ||||||
| Federation of Malaysia | 3.422% | 9/30/2027 | MYR | 134,278 | 32,940 | |
| Federation of Malaysia | 3.899% | 11/16/2027 | MYR | 49,502 | 12,219 | |
| Federation of Malaysia | 3.519% | 4/20/2028 | MYR | 84,370 | 20,735 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Federation of Malaysia | 3.733% | 6/15/2028 | MYR | 130,850 | 32,281 | |
| Federation of Malaysia | 3.871% | 8/8/2028 | MYR | 2,500 | 619 | |
| Federation of Malaysia | 4.369% | 10/31/2028 | MYR | 144,150 | 36,073 | |
| Federation of Malaysia | 3.237% | 3/15/2029 | MYR | 93,500 | 22,829 | |
| Federation of Malaysia | 4.504% | 4/30/2029 | MYR | 156,000 | 39,321 | |
| Federation of Malaysia | 4.130% | 7/9/2029 | MYR | 94,390 | 23,575 | |
| Federation of Malaysia | 3.885% | 8/15/2029 | MYR | 77,460 | 19,237 | |
| Federation of Malaysia | 4.498% | 4/15/2030 | MYR | 71,702 | 18,191 | |
| Federation of Malaysia | 3.336% | 5/15/2030 | MYR | 441,000 | 107,498 | |
| Federation of Malaysia | 3.465% | 10/15/2030 | MYR | 139,340 | 34,078 | |
| Federation of Malaysia | 2.632% | 4/15/2031 | MYR | 32,034 | 7,538 | |
| Federation of Malaysia | 4.232% | 6/30/2031 | MYR | 10,562 | 2,668 | |
| Federation of Malaysia | 4.127% | 4/15/2032 | MYR | 12,757 | 3,205 | |
| Federation of Malaysia | 3.582% | 7/15/2032 | MYR | 357,400 | 87,273 | |
| Federation of Malaysia | 4.193% | 10/7/2032 | MYR | 68,600 | 17,287 | |
| Federation of Malaysia | 3.844% | 4/15/2033 | MYR | 103,536 | 25,597 | |
| Federation of Malaysia | 4.724% | 6/15/2033 | MYR | 37,424 | 9,734 | |
| Federation of Malaysia | 4.582% | 8/30/2033 | MYR | 13,950 | 3,601 | |
| Federation of Malaysia | 4.642% | 11/7/2033 | MYR | 58,024 | 15,049 | |
| Federation of Malaysia | 3.828% | 7/5/2034 | MYR | 108,288 | 26,664 | |
| Federation of Malaysia | 4.119% | 11/30/2034 | MYR | 80,504 | 20,251 | |
| Federation of Malaysia | 4.254% | 5/31/2035 | MYR | 54,605 | 13,845 | |
| Federation of Malaysia | 3.476% | 7/2/2035 | MYR | 302,800 | 72,640 | |
| Federation of Malaysia | 3.447% | 7/15/2036 | MYR | 110,232 | 26,254 | |
| Federation of Malaysia | 4.762% | 4/7/2037 | MYR | 23,781 | 6,280 | |
| Federation of Malaysia | 4.893% | 6/8/2038 | MYR | 100,791 | 27,039 | |
| Federation of Malaysia | 4.054% | 4/18/2039 | MYR | 238,590 | 59,054 | |
| Federation of Malaysia | 4.467% | 9/15/2039 | MYR | 75,715 | 19,569 | |
| Federation of Malaysia | 3.757% | 5/22/2040 | MYR | 71,446 | 17,137 | |
| Federation of Malaysia | 3.766% | 1/15/2041 | MYR | 86,000 | 20,578 | |
| Federation of Malaysia | 4.417% | 9/30/2041 | MYR | 104,838 | 26,835 | |
| Federation of Malaysia | 4.696% | 10/15/2042 | MYR | 238,555 | 63,388 | |
| Federation of Malaysia | 4.935% | 9/30/2043 | MYR | 9,096 | 2,486 | |
| Federation of Malaysia | 4.180% | 5/16/2044 | MYR | 154,500 | 38,696 | |
| Federation of Malaysia | 3.775% | 5/31/2045 | MYR | 72,000 | 17,056 | |
| Federation of Malaysia | 4.736% | 3/15/2046 | MYR | 46,330 | 12,455 | |
| Federation of Malaysia | 3.987% | 4/23/2046 | MYR | 146,000 | 35,534 | |
| Federation of Malaysia | 4.921% | 7/6/2048 | MYR | 58,178 | 16,027 | |
| Federation of Malaysia | 4.638% | 11/15/2049 | MYR | 119,341 | 31,609 | |
| Federation of Malaysia | 4.065% | 6/15/2050 | MYR | 143,991 | 35,169 | |
| Federation of Malaysia | 5.357% | 5/15/2052 | MYR | 29,650 | 8,685 | |
| Federation of Malaysia | 4.457% | 3/31/2053 | MYR | 130,000 | 33,584 | |
| Federation of Malaysia | 3.917% | 7/15/2055 | MYR | 113,000 | 26,662 | |
| Federation of Malaysia | 4.044% | 1/31/2056 | MYR | 27,000 | 6,517 | |
| 1,235,562 | ||||||
| Mexico (1.1%) | ||||||
| Mexican Bonos | 8.500% | 3/2/2028 | MXN | 1,183,650 | 69,536 | |
| Mexican Bonos | 8.500% | 3/1/2029 | MXN | 1,665,990 | 97,644 | |
| Mexican Bonos | 8.500% | 5/31/2029 | MXN | 1,515,690 | 88,713 | |
| Mexican Bonos | 8.500% | 2/28/2030 | MXN | 1,737,740 | 101,046 | |
| Mexican Bonos | 7.750% | 5/29/2031 | MXN | 1,935,410 | 108,569 | |
| Mexican Bonos | 8.000% | 4/15/2032 | MXN | 1,005,744 | 56,099 | |
| Mexican Bonos | 7.500% | 5/26/2033 | MXN | 1,771,000 | 95,019 | |
| Mexican Bonos | 7.750% | 11/23/2034 | MXN | 1,934,240 | 103,150 | |
| Mexican Bonos | 8.000% | 5/24/2035 | MXN | 149,880 | 8,006 | |
| Mexican Bonos | 8.000% | 2/21/2036 | MXN | 1,321,970 | 70,590 | |
| Mexican Bonos | 10.000% | 11/20/2036 | MXN | 415,710 | 25,289 | |
| Mexican Bonos | 8.500% | 11/18/2038 | MXN | 1,124,830 | 60,408 | |
| Mexican Bonos | 7.750% | 11/13/2042 | MXN | 1,961,210 | 95,529 | |
| Mexican Bonos | 8.000% | 11/7/2047 | MXN | 981,310 | 48,103 | |
| Mexican Bonos | 8.000% | 7/31/2053 | MXN | 1,699,710 | 82,373 | |
| Mexican Bonos | 8.000% | 4/29/2055 | MXN | 480,411 | 23,187 | |
| United Mexican States | 1.350% | 9/18/2027 | EUR | 3,030 | 3,417 | |
| United Mexican States | 1.750% | 4/17/2028 | EUR | 9,453 | 10,553 | |
| United Mexican States | 3.500% | 9/19/2029 | EUR | 68,727 | 78,416 | |
| United Mexican States | 1.125% | 1/17/2030 | EUR | 3,886 | 4,065 | |
| United Mexican States | 2.375% | 2/11/2030 | EUR | 4,600 | 5,019 | |
| United Mexican States | 3.375% | 2/23/2031 | EUR | 4,377 | 4,861 | |
| United Mexican States | 3.875% | 5/16/2031 | EUR | 4,286 | 4,847 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| United Mexican States | 4.490% | 5/25/2032 | EUR | 12,100 | 13,961 | |
| United Mexican States | 4.500% | 3/19/2034 | EUR | 20,000 | 22,580 | |
| United Mexican States | 2.250% | 8/12/2036 | EUR | 3,724 | 3,331 | |
| United Mexican States | 2.875% | 4/8/2039 | EUR | 6,024 | 5,374 | |
| United Mexican States | 5.375% | 5/16/2040 | EUR | 4,478 | 5,027 | |
| United Mexican States | 3.000% | 3/6/2045 | EUR | 2,872 | 2,352 | |
| United Mexican States | 2.125% | 10/25/2051 | EUR | 6,382 | 3,794 | |
| United Mexican States | 5.625% | 3/19/2114 | GBP | 3,095 | 2,998 | |
| United Mexican States | 4.000% | 3/15/2115 | EUR | 1,765 | 1,310 | |
| 1,305,166 | ||||||
| Netherlands (1.6%) | ||||||
| BNG Bank NV | 0.750% | 1/11/2028 | EUR | 11,876 | 13,277 | |
| BNG Bank NV | 3.300% | 7/17/2028 | AUD | 30,104 | 20,536 | |
| BNG Bank NV | 0.000% | 8/31/2028 | EUR | 20,209 | 21,905 | |
| BNG Bank NV | 5.200% | 12/7/2028 | GBP | 1,550 | 2,114 | |
| BNG Bank NV | 3.300% | 4/26/2029 | AUD | 10,000 | 6,738 | |
| BNG Bank NV | 0.100% | 1/15/2030 | EUR | 7,631 | 7,947 | |
| BNG Bank NV | 1.375% | 10/21/2030 | EUR | 3,074 | 3,298 | |
| BNG Bank NV | 0.000% | 1/20/2031 | EUR | 12,500 | 12,524 | |
| BNG Bank NV | 2.875% | 6/11/2031 | EUR | 4,700 | 5,341 | |
| BNG Bank NV | 0.250% | 1/12/2032 | EUR | 5,900 | 5,802 | |
| BNG Bank NV | 1.875% | 7/13/2032 | EUR | 6,000 | 6,397 | |
| BNG Bank NV | 3.000% | 1/11/2033 | EUR | 24,134 | 27,322 | |
| BNG Bank NV | 0.125% | 4/19/2033 | EUR | 7,636 | 7,135 | |
| BNG Bank NV | 2.750% | 1/11/2034 | EUR | 10,000 | 11,064 | |
| BNG Bank NV | 2.750% | 8/28/2034 | EUR | 23,000 | 25,266 | |
| BNG Bank NV | 2.875% | 2/26/2035 | EUR | 19,134 | 21,101 | |
| BNG Bank NV | 0.125% | 7/9/2035 | EUR | 44,808 | 38,492 | |
| BNG Bank NV | 0.875% | 10/17/2035 | EUR | 2,543 | 2,339 | |
| BNG Bank NV | 3.250% | 4/10/2036 | EUR | 5,000 | 5,652 | |
| BNG Bank NV | 0.875% | 10/24/2036 | EUR | 9,300 | 8,282 | |
| BNG Bank NV | 0.250% | 11/22/2036 | EUR | 29,300 | 24,239 | |
| BNG Bank NV | 1.250% | 3/30/2037 | EUR | 9,300 | 8,527 | |
| BNG Bank NV | 1.500% | 3/29/2038 | EUR | 1,545 | 1,419 | |
| BNG Bank NV | 1.500% | 7/15/2039 | EUR | 2,094 | 1,859 | |
| BNG Bank NV | 0.805% | 6/28/2049 | EUR | 3,700 | 2,211 | |
| 1 | Kingdom of Netherlands | 0.750% | 7/15/2028 | EUR | 85,802 | 95,144 |
| 1 | Kingdom of Netherlands | 0.000% | 1/15/2029 | EUR | 11,421 | 12,298 |
| 1 | Kingdom of Netherlands | 0.250% | 7/15/2029 | EUR | 41,217 | 44,055 |
| 1 | Kingdom of Netherlands | 2.500% | 1/15/2030 | EUR | 100,000 | 113,761 |
| 1 | Kingdom of Netherlands | 0.000% | 7/15/2030 | EUR | 65,169 | 67,035 |
| 1 | Kingdom of Netherlands | 2.500% | 1/15/2031 | EUR | 100,000 | 113,033 |
| 1 | Kingdom of Netherlands | 0.000% | 7/15/2031 | EUR | 188,045 | 187,277 |
| 1 | Kingdom of Netherlands | 0.500% | 7/15/2032 | EUR | 46,987 | 46,744 |
| 1 | Kingdom of Netherlands | 2.500% | 7/15/2033 | EUR | 35,000 | 38,805 |
| 1 | Kingdom of Netherlands | 2.500% | 7/15/2034 | EUR | 99,445 | 109,295 |
| 1 | Kingdom of Netherlands | 2.500% | 7/15/2035 | EUR | 75,000 | 81,566 |
| 1 | Kingdom of Netherlands | 2.750% | 7/15/2036 | EUR | 128,000 | 140,819 |
| 1 | Kingdom of Netherlands | 4.000% | 1/15/2037 | EUR | 48,551 | 59,198 |
| 1 | Kingdom of Netherlands | 0.000% | 1/15/2038 | EUR | 179,960 | 140,824 |
| 1 | Kingdom of Netherlands | 0.500% | 1/15/2040 | EUR | 24,000 | 18,804 |
| 1 | Kingdom of Netherlands | 3.750% | 1/15/2042 | EUR | 48,516 | 57,023 |
| 1 | Kingdom of Netherlands | 3.250% | 1/15/2044 | EUR | 46,393 | 50,835 |
| 1 | Kingdom of Netherlands | 2.750% | 1/15/2047 | EUR | 86,146 | 86,100 |
| 1,10 | Kingdom of Netherlands | 0.000% | 1/15/2052 | EUR | 59,274 | 26,927 |
| 1,10 | Kingdom of Netherlands | 2.000% | 1/15/2054 | EUR | 52,000 | 42,416 |
| 1,10 | Kingdom of Netherlands | 3.500% | 1/15/2056 | EUR | 21,000 | 23,258 |
| Nederlandse Waterschapsbank NV | 1.000% | 3/1/2028 | EUR | 3,092 | 3,460 | |
| Nederlandse Waterschapsbank NV | 3.450% | 7/17/2028 | AUD | 2,030 | 1,388 | |
| Nederlandse Waterschapsbank NV | 3.300% | 5/2/2029 | AUD | 22,290 | 14,975 | |
| Nederlandse Waterschapsbank NV | 0.500% | 4/29/2030 | EUR | 2,700 | 2,828 | |
| Nederlandse Waterschapsbank NV | 2.500% | 5/22/2030 | EUR | 36,418 | 40,996 | |
| Nederlandse Waterschapsbank NV | 0.000% | 9/8/2031 | EUR | 11,700 | 11,476 | |
| Nederlandse Waterschapsbank NV | 3.000% | 9/11/2031 | EUR | 3,000 | 3,424 | |
| Nederlandse Waterschapsbank NV | 0.250% | 1/19/2032 | EUR | 21,800 | 21,411 | |
| Nederlandse Waterschapsbank NV | 5.375% | 6/7/2032 | GBP | 5,124 | 7,051 | |
| Nederlandse Waterschapsbank NV | 1.250% | 5/27/2036 | EUR | 9,287 | 8,705 | |
| Nederlandse Waterschapsbank NV | 0.000% | 2/16/2037 | EUR | 28,800 | 22,878 | |
| Nederlandse Waterschapsbank NV | 1.500% | 6/15/2039 | EUR | 2,543 | 2,260 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Nederlandse Waterschapsbank NV | 0.750% | 10/4/2041 | EUR | 10,000 | 7,430 | |
| 1,994,286 | ||||||
| New Zealand (0.3%) | ||||||
| Housing New Zealand Ltd. | 3.420% | 10/18/2028 | NZD | 10,000 | 5,817 | |
| Housing New Zealand Ltd. | 2.183% | 4/24/2030 | NZD | 8,720 | 4,770 | |
| Housing New Zealand Ltd. | 1.534% | 9/10/2035 | NZD | 3,720 | 1,631 | |
| New Zealand | 0.250% | 5/15/2028 | NZD | 33,981 | 18,843 | |
| New Zealand | 3.000% | 4/20/2029 | NZD | 83,255 | 47,932 | |
| New Zealand | 4.500% | 5/15/2030 | NZD | 69,278 | 41,433 | |
| New Zealand | 4.500% | 5/15/2030 | NZD | 5,000 | 2,968 | |
| New Zealand | 1.500% | 5/15/2031 | NZD | 71,269 | 37,057 | |
| New Zealand | 4.500% | 5/14/2032 | NZD | 1,000 | 586 | |
| New Zealand | 2.000% | 5/15/2032 | NZD | 58,164 | 30,150 | |
| New Zealand | 3.500% | 4/14/2033 | NZD | 65,482 | 36,444 | |
| New Zealand | 4.250% | 5/15/2034 | NZD | 42,000 | 24,246 | |
| New Zealand | 4.500% | 5/15/2035 | NZD | 60,000 | 34,935 | |
| New Zealand | 4.250% | 5/15/2036 | NZD | 68,000 | 38,509 | |
| New Zealand | 2.750% | 4/15/2037 | NZD | 39,636 | 19,312 | |
| New Zealand | 1.750% | 5/15/2041 | NZD | 29,092 | 11,209 | |
| New Zealand | 2.750% | 5/15/2051 | NZD | 30,397 | 11,576 | |
| New Zealand | 5.000% | 5/15/2054 | NZD | 25,000 | 13,985 | |
| New Zealand Local Government Funding Agency Bond | 2.250% | 5/15/2028 | NZD | 20,000 | 11,452 | |
| New Zealand Local Government Funding Agency Bond | 1.500% | 4/20/2029 | NZD | 24,855 | 13,675 | |
| New Zealand Local Government Funding Agency Bond | 3.500% | 4/14/2033 | NZD | 7,381 | 4,045 | |
| New Zealand Local Government Funding Agency Bond | 5.000% | 3/8/2034 | AUD | 7,000 | 4,805 | |
| New Zealand Local Government Funding Agency Bond | 4.750% | 5/15/2034 | NZD | 5,000 | 2,940 | |
| New Zealand Local Government Funding Agency Bond | 3.000% | 5/15/2035 | NZD | 15,000 | 7,596 | |
| New Zealand Local Government Funding Agency Bond | 2.000% | 4/15/2037 | NZD | 7,000 | 3,044 | |
| 428,960 | ||||||
| Norway (0.2%) | ||||||
| 1 | Kingdom of Norway | 2.000% | 4/26/2028 | NOK | 102,066 | 10,297 |
| 1 | Kingdom of Norway | 1.750% | 9/6/2029 | NOK | 182,140 | 17,646 |
| 1 | Kingdom of Norway | 1.375% | 8/19/2030 | NOK | 554,802 | 51,806 |
| 1 | Kingdom of Norway | 1.250% | 9/17/2031 | NOK | 471,910 | 42,594 |
| 1 | Kingdom of Norway | 2.125% | 5/18/2032 | NOK | 200,000 | 18,654 |
| 1 | Kingdom of Norway | 3.000% | 8/15/2033 | NOK | 203,269 | 19,654 |
| 1 | Kingdom of Norway | 3.625% | 4/13/2034 | NOK | 167,872 | 16,789 |
| 1 | Kingdom of Norway | 3.750% | 6/12/2035 | NOK | 240,812 | 24,153 |
| 1 | Kingdom of Norway | 4.125% | 6/3/2036 | NOK | 139,672 | 14,336 |
| 1 | Kingdom of Norway | 3.625% | 5/31/2039 | NOK | 121,551 | 11,757 |
| 1 | Kingdom of Norway | 3.500% | 10/6/2042 | NOK | 87,100 | 8,185 |
| Kommunalbanken A/S | 3.400% | 7/24/2028 | AUD | 4,080 | 2,786 | |
| Kommunalbanken A/S | 4.375% | 10/23/2028 | GBP | 6,000 | 8,044 | |
| Kommunalbanken A/S | 0.050% | 10/24/2029 | EUR | 4,758 | 4,970 | |
| Kommunalbanken A/S | 1.250% | 7/2/2030 | NZD | 10,000 | 5,247 | |
| Kommunalbanken A/S | 2.625% | 2/12/2032 | EUR | 25,000 | 27,765 | |
| Kommunalbanken A/S | 5.250% | 4/18/2034 | AUD | 4,500 | 3,139 | |
| 287,822 | ||||||
| Peru (0.2%) | ||||||
| Republic of Peru | 6.350% | 8/12/2028 | PEN | 13,604 | 4,208 | |
| Republic of Peru | 5.940% | 2/12/2029 | PEN | 29,042 | 9,051 | |
| Republic of Peru | 6.950% | 8/12/2031 | PEN | 66,325 | 22,359 | |
| Republic of Peru | 6.150% | 8/12/2032 | PEN | 82,350 | 26,302 | |
| Republic of Peru | 1.250% | 3/11/2033 | EUR | 4,699 | 4,557 | |
| 1 | Republic of Peru | 7.300% | 8/12/2033 | PEN | 123,721 | 40,748 |
| Republic of Peru | 5.400% | 8/12/2034 | PEN | 83,571 | 23,997 | |
| 1 | Republic of Peru | 6.850% | 8/12/2035 | PEN | 103,940 | 32,173 |
| Republic of Peru | 1.950% | 11/17/2036 | EUR | 4,339 | 4,012 | |
| Republic of Peru | 6.900% | 8/12/2037 | PEN | 88,430 | 26,747 | |
| 1 | Republic of Peru | 7.600% | 8/12/2039 | PEN | 79,113 | 24,970 |
| Republic of Peru | 5.350% | 8/12/2040 | PEN | 46,229 | 11,871 | |
| Republic of Peru | 6.850% | 2/12/2042 | PEN | 21,630 | 6,486 | |
| Republic of Peru | 6.714% | 2/12/2055 | PEN | 11,525 | 3,419 | |
| 240,900 | ||||||
| Philippines (0.0%) | ||||||
| Republic of Philippines | 3.625% | 2/4/2032 | EUR | 31,266 | 35,283 | |
| Republic of Philippines | 1.750% | 4/28/2041 | EUR | 459 | 360 | |
| 35,643 | ||||||
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Poland (0.9%) | ||||||
| Bank Gospodarstwa Krajowego | 1.625% | 4/30/2028 | EUR | 2,615 | 2,934 | |
| Bank Gospodarstwa Krajowego | 0.375% | 10/13/2028 | EUR | 4,300 | 4,660 | |
| Bank Gospodarstwa Krajowego | 3.000% | 5/30/2029 | EUR | 2,500 | 2,868 | |
| Bank Gospodarstwa Krajowego | 2.000% | 6/1/2030 | EUR | 394 | 432 | |
| Bank Gospodarstwa Krajowego | 0.500% | 7/8/2031 | EUR | 1,250 | 1,243 | |
| Bank Gospodarstwa Krajowego | 4.000% | 3/13/2032 | EUR | 23,200 | 27,256 | |
| Bank Gospodarstwa Krajowego | 5.125% | 2/22/2033 | EUR | 4,645 | 5,784 | |
| Bank Gospodarstwa Krajowego | 3.750% | 6/10/2034 | EUR | 7,500 | 8,555 | |
| Bank Gospodarstwa Krajowego | 4.250% | 9/13/2044 | EUR | 8,200 | 8,971 | |
| Republic of Poland | 1.375% | 10/22/2027 | EUR | 2,075 | 2,346 | |
| Republic of Poland | 0.000% | 1/25/2028 | PLN | 100,000 | 25,184 | |
| Republic of Poland | 2.750% | 4/25/2028 | PLN | 134,365 | 35,070 | |
| Republic of Poland | 7.500% | 7/25/2028 | PLN | 315,090 | 89,204 | |
| Republic of Poland | 5.750% | 4/25/2029 | PLN | 13,192 | 3,633 | |
| Republic of Poland | 4.750% | 7/25/2029 | PLN | 262,059 | 70,345 | |
| Republic of Poland | 2.750% | 10/25/2029 | PLN | 65,316 | 16,475 | |
| Republic of Poland | 3.000% | 1/16/2030 | EUR | 55,959 | 63,978 | |
| Republic of Poland | 5.000% | 1/25/2030 | PLN | 460,000 | 123,888 | |
| Republic of Poland | 4.500% | 7/25/2030 | PLN | 399,903 | 105,211 | |
| Republic of Poland | 4.500% | 1/25/2031 | PLN | 90,000 | 23,541 | |
| Republic of Poland | 1.750% | 4/25/2032 | PLN | 536,810 | 118,838 | |
| Republic of Poland | 2.750% | 5/25/2032 | EUR | 7,643 | 8,446 | |
| Republic of Poland | 3.125% | 7/7/2032 | EUR | 7,000 | 7,890 | |
| Republic of Poland | 3.875% | 2/14/2033 | EUR | 10,042 | 11,773 | |
| Republic of Poland | 6.000% | 10/25/2033 | PLN | 213,666 | 58,884 | |
| Republic of Poland | 3.625% | 1/11/2034 | EUR | 24,503 | 28,161 | |
| Republic of Poland | 5.000% | 10/25/2034 | PLN | 298,217 | 76,691 | |
| Republic of Poland | 3.625% | 1/16/2035 | EUR | 7,850 | 9,029 | |
| Republic of Poland | 5.000% | 10/25/2035 | PLN | 343,222 | 87,357 | |
| Republic of Poland | 2.375% | 1/18/2036 | EUR | 6,821 | 6,998 | |
| Republic of Poland | 5.250% | 4/25/2036 | PLN | 240,793 | 62,080 | |
| Republic of Poland | 3.875% | 7/7/2037 | EUR | 16,418 | 18,524 | |
| Republic of Poland | 4.250% | 2/14/2043 | EUR | 11,990 | 13,598 | |
| Republic of Poland | 4.000% | 4/25/2047 | PLN | 13,689 | 2,826 | |
| 1,132,673 | ||||||
| Portugal (0.6%) | ||||||
| 1 | Portugal Obrigacoes do Tesouro OT | 0.700% | 10/15/2027 | EUR | 44,950 | 50,606 |
| 1 | Portugal Obrigacoes do Tesouro OT | 2.125% | 10/17/2028 | EUR | 25,000 | 28,413 |
| 1 | Portugal Obrigacoes do Tesouro OT | 1.950% | 6/15/2029 | EUR | 125,692 | 141,345 |
| 1 | Portugal Obrigacoes do Tesouro OT | 0.475% | 10/18/2030 | EUR | 38,430 | 39,972 |
| 1 | Portugal Obrigacoes do Tesouro OT | 0.300% | 10/17/2031 | EUR | 30,062 | 30,109 |
| 1 | Portugal Obrigacoes do Tesouro OT | 1.650% | 7/16/2032 | EUR | 51,521 | 54,630 |
| 1 | Portugal Obrigacoes do Tesouro OT | 2.875% | 10/14/2033 | EUR | 40,373 | 45,311 |
| 1 | Portugal Obrigacoes do Tesouro OT | 2.250% | 4/18/2034 | EUR | 31,507 | 33,680 |
| 1 | Portugal Obrigacoes do Tesouro OT | 2.875% | 10/20/2034 | EUR | 47,246 | 52,558 |
| 1 | Portugal Obrigacoes do Tesouro OT | 3.000% | 6/15/2035 | EUR | 64,070 | 71,423 |
| 1 | Portugal Obrigacoes do Tesouro OT | 3.250% | 6/13/2036 | EUR | 9,039 | 10,168 |
| 1 | Portugal Obrigacoes do Tesouro OT | 4.100% | 4/15/2037 | EUR | 8,556 | 10,300 |
| 1 | Portugal Obrigacoes do Tesouro OT | 3.500% | 6/18/2038 | EUR | 19,000 | 21,480 |
| 1 | Portugal Obrigacoes do Tesouro OT | 3.375% | 6/15/2040 | EUR | 38,000 | 41,644 |
| 1 | Portugal Obrigacoes do Tesouro OT | 1.150% | 4/11/2042 | EUR | 28,981 | 22,702 |
| 1 | Portugal Obrigacoes do Tesouro OT | 4.100% | 2/15/2045 | EUR | 25,266 | 29,466 |
| 1 | Portugal Obrigacoes do Tesouro OT | 3.875% | 6/15/2046 | EUR | 22,118 | 24,914 |
| 1 | Portugal Obrigacoes do Tesouro OT | 1.000% | 4/12/2052 | EUR | 10,000 | 5,894 |
| 1 | Portugal Obrigacoes do Tesouro OT | 3.625% | 6/12/2054 | EUR | 16,330 | 17,127 |
| 731,742 | ||||||
| Romania (0.5%) | ||||||
| Romania | 7.200% | 5/31/2027 | RON | 60,590 | 13,409 | |
| Romania | 2.500% | 10/25/2027 | RON | 150,000 | 31,564 | |
| Romania | 2.125% | 3/7/2028 | EUR | 22,354 | 25,123 | |
| Romania | 6.300% | 4/26/2028 | RON | 140,000 | 30,751 | |
| Romania | 2.875% | 5/26/2028 | EUR | 17,178 | 19,531 | |
| Romania | 8.750% | 10/30/2028 | RON | 79,560 | 18,314 | |
| Romania | 6.300% | 4/25/2029 | RON | 139,070 | 30,323 | |
| Romania | 4.850% | 7/25/2029 | RON | 92,765 | 19,439 | |
| Romania | 2.500% | 2/8/2030 | EUR | 3,587 | 3,893 | |
| Romania | 3.624% | 5/26/2030 | EUR | 26,918 | 30,267 | |
| Romania | 1.750% | 7/13/2030 | EUR | 4,366 | 4,537 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Romania | 5.375% | 3/22/2031 | EUR | 22,953 | 27,088 | |
| Romania | 7.350% | 4/28/2031 | RON | 64,000 | 14,394 | |
| Romania | 2.124% | 7/16/2031 | EUR | 2,208 | 2,247 | |
| Romania | 7.650% | 7/27/2031 | RON | 89,820 | 20,514 | |
| Romania | 5.125% | 9/24/2031 | EUR | 10,000 | 11,663 | |
| Romania | 6.700% | 2/25/2032 | RON | 194,000 | 42,359 | |
| Romania | 5.250% | 5/30/2032 | EUR | 21,652 | 25,140 | |
| Romania | 5.875% | 7/11/2032 | EUR | 27,228 | 32,434 | |
| Romania | 8.250% | 9/29/2032 | RON | 31,800 | 7,471 | |
| Romania | 2.000% | 4/14/2033 | EUR | 11,892 | 11,084 | |
| Romania | 5.375% | 6/7/2033 | EUR | 19,323 | 22,153 | |
| Romania | 7.200% | 10/30/2033 | RON | 64,000 | 14,312 | |
| Romania | 3.750% | 2/7/2034 | EUR | 7,284 | 7,463 | |
| Romania | 7.100% | 7/31/2034 | RON | 20,000 | 4,454 | |
| Romania | 4.750% | 10/11/2034 | RON | 65,000 | 12,420 | |
| Romania | 4.250% | 4/28/2036 | RON | 159,810 | 28,786 | |
| Romania | 6.125% | 10/7/2037 | EUR | 13,701 | 15,773 | |
| Romania | 4.125% | 3/11/2039 | EUR | 1,536 | 1,456 | |
| Romania | 6.750% | 7/11/2039 | EUR | 12,629 | 15,041 | |
| Romania | 2.750% | 4/14/2041 | EUR | 6,436 | 4,860 | |
| Romania | 2.875% | 4/13/2042 | EUR | 2,728 | 2,045 | |
| Romania | 6.000% | 9/24/2044 | EUR | 13,487 | 14,707 | |
| Romania | 4.625% | 4/3/2049 | EUR | 9,471 | 8,388 | |
| Romania | 3.375% | 1/28/2050 | EUR | 5,124 | 3,703 | |
| Romania Government Bond | 6.850% | 7/29/2030 | RON | 42,240 | 9,326 | |
| Romania Government Bond | 7.500% | 7/27/2033 | RON | 90,905 | 20,684 | |
| 607,116 | ||||||
| Saudi Arabia (0.0%) | ||||||
| Kingdom of Saudi Arabia | 0.625% | 3/3/2030 | EUR | 5,882 | 6,144 | |
| 1 | Kingdom of Saudi Arabia | 3.375% | 3/5/2032 | EUR | 7,145 | 8,007 |
| Kingdom of Saudi Arabia | 2.000% | 7/9/2039 | EUR | 7,411 | 6,527 | |
| 20,678 | ||||||
| Singapore (0.5%) | ||||||
| Housing & Development Board | 2.320% | 1/24/2028 | SGD | 8,000 | 6,277 | |
| Housing & Development Board | 2.675% | 1/22/2029 | SGD | 8,000 | 6,339 | |
| Housing & Development Board | 2.977% | 1/23/2029 | SGD | 20,000 | 15,964 | |
| Housing & Development Board | 2.270% | 7/16/2029 | SGD | 20,000 | 15,696 | |
| Housing & Development Board | 2.598% | 10/30/2029 | SGD | 2,750 | 2,178 | |
| Housing & Development Board | 3.995% | 12/6/2029 | SGD | 23,500 | 19,432 | |
| Housing & Development Board | 3.120% | 1/21/2030 | SGD | 14,750 | 11,881 | |
| Housing & Development Board | 3.080% | 5/31/2030 | SGD | 7,250 | 5,840 | |
| Housing & Development Board | 2.545% | 7/4/2031 | SGD | 1,250 | 985 | |
| Housing & Development Board | 2.022% | 11/18/2032 | SGD | 5,000 | 3,812 | |
| Housing & Development Board | 2.073% | 3/10/2033 | SGD | 10,000 | 7,639 | |
| Housing & Development Board | 1.865% | 7/21/2033 | SGD | 3,500 | 2,632 | |
| Housing & Development Board | 2.162% | 9/10/2035 | SGD | 4,750 | 3,588 | |
| Housing & Development Board | 2.471% | 1/21/2036 | SGD | 14,000 | 10,833 | |
| Republic of Singapore | 2.875% | 9/1/2027 | SGD | 18,200 | 14,376 | |
| Republic of Singapore | 2.625% | 5/1/2028 | SGD | 31,923 | 25,278 | |
| Republic of Singapore | 2.875% | 8/1/2028 | SGD | 20,000 | 15,943 | |
| Republic of Singapore | 3.000% | 4/1/2029 | SGD | 46,500 | 37,387 | |
| Republic of Singapore | 2.875% | 7/1/2029 | SGD | 25,646 | 20,586 | |
| Republic of Singapore | 2.500% | 4/1/2030 | SGD | 50,400 | 40,143 | |
| Republic of Singapore | 2.875% | 9/1/2030 | SGD | 47,004 | 37,993 | |
| Republic of Singapore | 1.625% | 7/1/2031 | SGD | 30,300 | 23,151 | |
| Republic of Singapore | 2.625% | 8/1/2032 | SGD | 32,000 | 25,587 | |
| Republic of Singapore | 3.375% | 9/1/2033 | SGD | 30,104 | 25,174 | |
| Republic of Singapore | 3.375% | 5/1/2034 | SGD | 26,000 | 21,817 | |
| Republic of Singapore | 2.750% | 3/1/2035 | SGD | 41,735 | 33,590 | |
| Republic of Singapore | 2.250% | 8/1/2036 | SGD | 34,254 | 26,382 | |
| Republic of Singapore | 2.375% | 7/1/2039 | SGD | 29,468 | 22,800 | |
| Republic of Singapore | 2.250% | 7/1/2040 | SGD | 35,640 | 27,247 | |
| Republic of Singapore | 2.750% | 4/1/2042 | SGD | 29,124 | 23,665 | |
| Republic of Singapore | 2.750% | 3/1/2046 | SGD | 31,282 | 25,588 | |
| Republic of Singapore | 1.875% | 3/1/2050 | SGD | 32,538 | 22,866 | |
| Republic of Singapore | 1.875% | 10/1/2051 | SGD | 22,893 | 15,916 | |
| Republic of Singapore | 3.250% | 6/1/2054 | SGD | 31,105 | 28,018 | |
| Republic of Singapore | 3.000% | 8/1/2072 | SGD | 24,700 | 21,352 | |
| 647,955 | ||||||
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Slovakia (0.2%) | ||||||
| Slovak Republic | 3.000% | 2/7/2028 | EUR | 21,500 | 24,797 | |
| Slovak Republic | 0.750% | 4/9/2030 | EUR | 8,109 | 8,573 | |
| Slovak Republic | 3.000% | 11/6/2031 | EUR | 26,500 | 30,050 | |
| Slovak Republic | 1.000% | 5/14/2032 | EUR | 1,199 | 1,211 | |
| Slovak Republic | 3.625% | 6/8/2033 | EUR | 10,000 | 11,597 | |
| Slovak Republic | 3.750% | 3/6/2034 | EUR | 39,935 | 46,465 | |
| Slovak Republic | 3.750% | 2/23/2035 | EUR | 30,673 | 35,447 | |
| Slovak Republic | 0.375% | 4/21/2036 | EUR | 4,613 | 3,839 | |
| Slovak Republic | 1.875% | 3/9/2037 | EUR | 5,200 | 4,954 | |
| Slovak Republic | 3.625% | 11/4/2037 | EUR | 29,600 | 33,040 | |
| Slovak Republic | 3.750% | 2/27/2040 | EUR | 38,435 | 42,535 | |
| Slovak Republic | 4.000% | 2/23/2043 | EUR | 21,790 | 24,238 | |
| Slovak Republic | 4.125% | 2/19/2046 | EUR | 5,478 | 6,084 | |
| Slovak Republic | 2.000% | 10/17/2047 | EUR | 11,595 | 8,949 | |
| 281,779 | ||||||
| Slovenia (0.1%) | ||||||
| Republic of Slovenia | 0.000% | 2/12/2031 | EUR | 22,280 | 22,424 | |
| Republic of Slovenia | 2.250% | 3/3/2032 | EUR | 29,681 | 32,700 | |
| Republic of Slovenia | 0.488% | 10/20/2050 | EUR | 8,307 | 4,362 | |
| Republic of Slovenia | 3.500% | 4/14/2055 | EUR | 27,790 | 28,176 | |
| 87,662 | ||||||
| South Korea (2.5%) | ||||||
| Export-Import Bank of Korea | 3.625% | 6/7/2030 | EUR | 3,810 | 4,441 | |
| Korea Development Bank | 2.625% | 9/8/2027 | EUR | 5,000 | 5,744 | |
| Korea Housing Finance Corp. | 4.082% | 9/25/2027 | EUR | 10,000 | 11,659 | |
| Korea Housing Finance Corp. | 2.765% | 9/2/2030 | EUR | 2,500 | 2,819 | |
| Korea Land & Housing Corp. | 2.375% | 11/19/2028 | EUR | 2,697 | 3,043 | |
| Korea Treasury Bond | 3.500% | 6/10/2029 | KRW | 70,000,000 | 48,752 | |
| Korea Treasury Bond | 4.250% | 6/10/2036 | KRW | 30,000,000 | 21,045 | |
| Republic of Korea | 3.125% | 9/10/2027 | KRW | 78,000,000 | 54,566 | |
| Republic of Korea | 2.375% | 12/10/2027 | KRW | 45,000,000 | 31,117 | |
| Republic of Korea | 2.875% | 12/10/2027 | KRW | 40,000,000 | 27,845 | |
| Republic of Korea | 3.000% | 3/10/2028 | KRW | 280,000,000 | 194,760 | |
| Republic of Korea | 3.250% | 3/10/2028 | KRW | 165,000,000 | 115,217 | |
| Republic of Korea | 5.500% | 3/10/2028 | KRW | 20,000,000 | 14,451 | |
| Republic of Korea | 2.250% | 6/10/2028 | KRW | 215,000,000 | 147,142 | |
| Republic of Korea | 2.625% | 6/10/2028 | KRW | 50,260,000 | 34,623 | |
| Republic of Korea | 3.500% | 9/10/2028 | KRW | 12,000,000 | 8,384 | |
| Republic of Korea | 2.375% | 12/10/2028 | KRW | 50,000,000 | 33,993 | |
| Republic of Korea | 2.750% | 12/10/2028 | KRW | 60,000,000 | 41,158 | |
| Republic of Korea | 3.250% | 3/10/2029 | KRW | 136,000,000 | 94,147 | |
| Republic of Korea | 1.875% | 6/10/2029 | KRW | 63,000,000 | 41,897 | |
| Republic of Korea | 2.875% | 7/15/2029 | EUR | 10,678 | 12,243 | |
| Republic of Korea | 3.000% | 9/10/2029 | KRW | 58,100,000 | 39,739 | |
| Republic of Korea | 1.375% | 12/10/2029 | KRW | 75,000,000 | 48,475 | |
| Republic of Korea | 5.500% | 12/10/2029 | KRW | 12,137,000 | 8,938 | |
| Republic of Korea | 2.625% | 3/10/2030 | KRW | 90,000,000 | 60,390 | |
| Republic of Korea | 1.375% | 6/10/2030 | KRW | 94,000,000 | 59,869 | |
| Republic of Korea | 2.500% | 9/10/2030 | KRW | 67,700,000 | 44,827 | |
| Republic of Korea | 1.500% | 12/10/2030 | KRW | 68,000,000 | 42,983 | |
| Republic of Korea | 4.750% | 12/10/2030 | KRW | 28,000,000 | 20,225 | |
| Republic of Korea | 3.375% | 3/10/2031 | KRW | 150,000,000 | 102,357 | |
| Republic of Korea | 2.000% | 6/10/2031 | KRW | 83,003,340 | 53,053 | |
| Republic of Korea | 2.375% | 12/10/2031 | KRW | 55,000,000 | 35,468 | |
| Republic of Korea | 4.000% | 12/10/2031 | KRW | 41,000,000 | 28,666 | |
| Republic of Korea | 3.375% | 6/10/2032 | KRW | 45,000,000 | 30,356 | |
| Republic of Korea | 4.250% | 12/10/2032 | KRW | 37,700,000 | 26,597 | |
| Republic of Korea | 3.250% | 6/10/2033 | KRW | 52,000,000 | 34,512 | |
| Republic of Korea | 3.250% | 7/15/2033 | EUR | 14,000 | 16,033 | |
| Republic of Korea | 3.750% | 12/10/2033 | KRW | 86,500,000 | 58,998 | |
| Republic of Korea | 4.125% | 12/10/2033 | KRW | 53,000,000 | 37,020 | |
| Republic of Korea | 3.500% | 6/10/2034 | KRW | 59,500,000 | 39,741 | |
| Republic of Korea | 3.000% | 12/10/2034 | KRW | 56,500,000 | 36,194 | |
| Republic of Korea | 2.625% | 6/10/2035 | KRW | 95,000,000 | 58,572 | |
| Republic of Korea | 2.625% | 9/10/2035 | KRW | 49,000,000 | 30,094 | |
| Republic of Korea | 3.250% | 12/10/2035 | KRW | 106,000,000 | 68,378 | |
| Republic of Korea | 1.500% | 9/10/2036 | KRW | 40,000,000 | 21,632 | |
| Republic of Korea | 2.250% | 9/10/2037 | KRW | 20,000,000 | 11,458 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Republic of Korea | 2.375% | 9/10/2038 | KRW | 36,600,000 | 20,884 | |
| Republic of Korea | 1.125% | 9/10/2039 | KRW | 26,800,000 | 12,713 | |
| Republic of Korea | 1.500% | 9/10/2040 | KRW | 39,700,000 | 19,360 | |
| Republic of Korea | 1.875% | 9/10/2041 | KRW | 31,000,000 | 15,626 | |
| Republic of Korea | 3.250% | 9/10/2042 | KRW | 35,500,000 | 21,447 | |
| Republic of Korea | 3.000% | 12/10/2042 | KRW | 59,500,000 | 34,668 | |
| Republic of Korea | 3.875% | 9/10/2043 | KRW | 50,000,000 | 32,549 | |
| Republic of Korea | 2.875% | 9/10/2044 | KRW | 54,300,000 | 30,493 | |
| Republic of Korea | 2.750% | 12/10/2044 | KRW | 57,990,000 | 31,847 | |
| Republic of Korea | 2.750% | 9/10/2045 | KRW | 44,600,000 | 24,367 | |
| Republic of Korea | 2.000% | 3/10/2046 | KRW | 49,000,000 | 23,196 | |
| Republic of Korea | 2.125% | 3/10/2047 | KRW | 62,955,000 | 30,037 | |
| Republic of Korea | 2.625% | 3/10/2048 | KRW | 98,695,000 | 51,115 | |
| Republic of Korea | 2.000% | 3/10/2049 | KRW | 91,360,000 | 41,192 | |
| Republic of Korea | 1.500% | 3/10/2050 | KRW | 153,730,000 | 60,498 | |
| Republic of Korea | 1.875% | 3/10/2051 | KRW | 174,845,380 | 74,199 | |
| Republic of Korea | 2.500% | 3/10/2052 | KRW | 105,490,770 | 51,155 | |
| Republic of Korea | 3.125% | 9/10/2052 | KRW | 63,000,000 | 34,531 | |
| Republic of Korea | 3.250% | 3/10/2053 | KRW | 118,850,000 | 66,573 | |
| Republic of Korea | 3.625% | 9/10/2053 | KRW | 83,000,000 | 49,770 | |
| Republic of Korea | 3.250% | 3/10/2054 | KRW | 112,700,000 | 62,859 | |
| Republic of Korea | 2.750% | 9/10/2054 | KRW | 68,250,000 | 34,218 | |
| Republic of Korea | 2.625% | 3/10/2055 | KRW | 183,100,000 | 88,954 | |
| Republic of Korea | 2.625% | 9/10/2055 | KRW | 100,000,000 | 48,413 | |
| Republic of Korea | 3.500% | 3/10/2056 | KRW | 144,000,000 | 83,784 | |
| Republic of Korea | 2.000% | 9/10/2068 | KRW | 35,697,000 | 13,473 | |
| Republic of Korea | 1.625% | 9/10/2070 | KRW | 34,012,000 | 10,936 | |
| Republic of Korea | 3.500% | 9/10/2072 | KRW | 36,600,000 | 20,993 | |
| Republic of Korea | 2.750% | 9/10/2074 | KRW | 51,000,000 | 23,824 | |
| 3,077,295 | ||||||
| Spain (4.4%) | ||||||
| Adif Alta Velocidad | 3.500% | 7/30/2028 | EUR | 3,300 | 3,836 | |
| Adif Alta Velocidad | 3.250% | 5/31/2029 | EUR | 17,000 | 19,642 | |
| Adif Alta Velocidad | 3.125% | 1/31/2030 | EUR | 12,300 | 14,130 | |
| Adif Alta Velocidad | 0.550% | 10/31/2031 | EUR | 4,000 | 3,983 | |
| Autonomous Community of Madrid Spain | 1.773% | 4/30/2028 | EUR | 6,981 | 7,888 | |
| Autonomous Community of Madrid Spain | 1.571% | 4/30/2029 | EUR | 10,248 | 11,373 | |
| Autonomous Community of Madrid Spain | 2.080% | 3/12/2030 | EUR | 2,561 | 2,850 | |
| Autonomous Community of Madrid Spain | 0.419% | 4/30/2030 | EUR | 2,021 | 2,111 | |
| Autonomous Community of Madrid Spain | 2.487% | 7/30/2030 | EUR | 5,000 | 5,638 | |
| Autonomous Community of Madrid Spain | 0.420% | 4/30/2031 | EUR | 14,052 | 14,254 | |
| Autonomous Community of Madrid Spain | 3.462% | 4/30/2034 | EUR | 20,865 | 24,016 | |
| Autonomous Community of Madrid Spain | 3.216% | 4/30/2036 | EUR | 8,000 | 8,899 | |
| Basque Government | 0.850% | 4/30/2030 | EUR | 8,751 | 9,312 | |
| Basque Government | 0.450% | 4/30/2032 | EUR | 7,813 | 7,690 | |
| Basque Government | 3.500% | 4/30/2033 | EUR | 8,000 | 9,297 | |
| Basque Government | 3.400% | 4/30/2034 | EUR | 10,000 | 11,468 | |
| Basque Government | 3.250% | 4/30/2035 | EUR | 14,818 | 16,709 | |
| Basque Government | 3.450% | 10/31/2035 | EUR | 2,625 | 2,995 | |
| Instituto de Credito Oficial | 2.700% | 10/31/2030 | EUR | 20,129 | 22,844 | |
| Junta de Andalucia | 3.200% | 4/30/2030 | EUR | 10,943 | 12,639 | |
| Junta de Andalucia | 0.500% | 4/30/2031 | EUR | 22,546 | 22,909 | |
| Junta de Andalucia | 3.400% | 4/30/2034 | EUR | 10,000 | 11,394 | |
| Kingdom of Spain | 0.000% | 1/31/2028 | EUR | 243,681 | 269,594 | |
| Kingdom of Spain | 2.400% | 5/31/2028 | EUR | 290,000 | 331,664 | |
| 1 | Kingdom of Spain | 1.400% | 7/30/2028 | EUR | 61,318 | 68,727 |
| 1 | Kingdom of Spain | 5.150% | 10/31/2028 | EUR | 57,949 | 70,038 |
| Kingdom of Spain | 6.000% | 1/31/2029 | EUR | 41,740 | 51,665 | |
| Kingdom of Spain | 2.350% | 3/31/2029 | EUR | 160,000 | 181,667 | |
| Kingdom of Spain | 3.500% | 5/31/2029 | EUR | 9,270 | 10,846 | |
| Kingdom of Spain | 0.800% | 7/30/2029 | EUR | 242,089 | 262,144 | |
| Kingdom of Spain | 2.700% | 1/31/2030 | EUR | 226,276 | 258,275 | |
| 1 | Kingdom of Spain | 0.500% | 4/30/2030 | EUR | 110,000 | 115,777 |
| 1 | Kingdom of Spain | 1.950% | 7/30/2030 | EUR | 100,000 | 110,757 |
| 1 | Kingdom of Spain | 1.250% | 10/31/2030 | EUR | 88,382 | 94,740 |
| 1 | Kingdom of Spain | 0.100% | 4/30/2031 | EUR | 98,000 | 98,301 |
| Kingdom of Spain | 2.600% | 5/31/2031 | EUR | 40,000 | 45,064 | |
| Kingdom of Spain | 3.100% | 7/30/2031 | EUR | 167,104 | 192,425 | |
| 1 | Kingdom of Spain | 0.500% | 10/31/2031 | EUR | 118,193 | 119,125 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| 1 | Kingdom of Spain | 0.700% | 4/30/2032 | EUR | 131,585 | 132,090 |
| Kingdom of Spain | 5.750% | 7/30/2032 | EUR | 22,396 | 29,361 | |
| 1 | Kingdom of Spain | 2.550% | 10/31/2032 | EUR | 81,027 | 89,779 |
| Kingdom of Spain | 3.000% | 1/31/2033 | EUR | 171,900 | 194,763 | |
| 1 | Kingdom of Spain | 3.150% | 4/30/2033 | EUR | 90,772 | 103,644 |
| 1 | Kingdom of Spain | 2.350% | 7/30/2033 | EUR | 17,219 | 18,658 |
| 1 | Kingdom of Spain | 3.550% | 10/31/2033 | EUR | 173,065 | 201,812 |
| 1 | Kingdom of Spain | 3.250% | 4/30/2034 | EUR | 92,172 | 105,012 |
| 1 | Kingdom of Spain | 3.450% | 10/31/2034 | EUR | 159,006 | 183,156 |
| 1 | Kingdom of Spain | 3.150% | 4/30/2035 | EUR | 105,000 | 117,796 |
| 1 | Kingdom of Spain | 1.850% | 7/30/2035 | EUR | 44,301 | 44,608 |
| 1 | Kingdom of Spain | 3.200% | 10/31/2035 | EUR | 149,905 | 168,035 |
| 1 | Kingdom of Spain | 3.300% | 4/30/2036 | EUR | 79,271 | 89,173 |
| 1 | Kingdom of Spain | 3.400% | 10/31/2036 | EUR | 79,206 | 89,499 |
| 1 | Kingdom of Spain | 4.200% | 1/31/2037 | EUR | 19,332 | 23,301 |
| 1 | Kingdom of Spain | 0.850% | 7/30/2037 | EUR | 111,360 | 95,422 |
| 1 | Kingdom of Spain | 3.900% | 7/30/2039 | EUR | 74,407 | 86,151 |
| 1 | Kingdom of Spain | 4.900% | 7/30/2040 | EUR | 50,720 | 64,745 |
| 1 | Kingdom of Spain | 1.200% | 10/31/2040 | EUR | 66,751 | 54,353 |
| 1 | Kingdom of Spain | 3.500% | 1/31/2041 | EUR | 146,630 | 160,490 |
| 1 | Kingdom of Spain | 4.700% | 7/30/2041 | EUR | 66,035 | 82,545 |
| 1 | Kingdom of Spain | 1.000% | 7/30/2042 | EUR | 68,941 | 51,590 |
| 1 | Kingdom of Spain | 3.450% | 7/30/2043 | EUR | 108,580 | 116,000 |
| 1 | Kingdom of Spain | 5.150% | 10/31/2044 | EUR | 56,015 | 73,578 |
| 1 | Kingdom of Spain | 2.900% | 10/31/2046 | EUR | 91,405 | 87,835 |
| 1 | Kingdom of Spain | 2.700% | 10/31/2048 | EUR | 58,351 | 53,095 |
| 1 | Kingdom of Spain | 1.000% | 10/31/2050 | EUR | 6,127 | 3,649 |
| 1 | Kingdom of Spain | 1.900% | 10/31/2052 | EUR | 99,073 | 72,177 |
| 1 | Kingdom of Spain | 4.000% | 10/31/2054 | EUR | 129,961 | 142,993 |
| 1 | Kingdom of Spain | 3.950% | 10/31/2056 | EUR | 62,984 | 68,067 |
| 1 | Kingdom of Spain | 3.450% | 7/30/2066 | EUR | 53,292 | 51,394 |
| 1 | Kingdom of Spain | 1.450% | 10/31/2071 | EUR | 36,946 | 18,909 |
| Xunta de Galicia | 3.711% | 7/30/2029 | EUR | 6,300 | 7,383 | |
| Xunta de Galicia | 3.296% | 4/30/2031 | EUR | 9,100 | 10,515 | |
| Xunta de Galicia | 3.290% | 4/30/2033 | EUR | 2,600 | 2,980 | |
| 5,421,244 | ||||||
| Supranational (5.3%) | ||||||
| African Development Bank | 4.625% | 2/1/2028 | GBP | 5,000 | 6,749 | |
| African Development Bank | 3.350% | 8/8/2028 | AUD | 373 | 254 | |
| African Development Bank | 3.750% | 1/14/2029 | GBP | 9,000 | 11,896 | |
| African Development Bank | 0.500% | 3/21/2029 | EUR | 7,854 | 8,472 | |
| African Development Bank | 2.250% | 9/14/2029 | EUR | 3,696 | 4,156 | |
| African Development Bank | 3.000% | 6/10/2033 | EUR | 8,352 | 9,476 | |
| Asian Development Bank | 3.400% | 9/10/2027 | AUD | 11,655 | 8,078 | |
| Asian Development Bank | 0.250% | 10/28/2027 | GBP | 6,918 | 8,871 | |
| Asian Development Bank | 0.750% | 12/7/2027 | GBP | 6,365 | 8,174 | |
| Asian Development Bank | 1.125% | 2/10/2028 | NZD | 2,000 | 1,131 | |
| Asian Development Bank | 3.300% | 5/24/2028 | CAD | 3,900 | 2,797 | |
| Asian Development Bank | 4.875% | 6/29/2028 | NZD | 7,000 | 4,189 | |
| Asian Development Bank | 3.300% | 8/8/2028 | AUD | 1,320 | 902 | |
| Asian Development Bank | 5.125% | 10/24/2028 | GBP | 3,470 | 4,731 | |
| Asian Development Bank | 2.375% | 1/16/2029 | EUR | 52,383 | 59,529 | |
| Asian Development Bank | 4.125% | 2/14/2029 | GBP | 10,222 | 13,626 | |
| Asian Development Bank | 0.000% | 10/24/2029 | EUR | 7,788 | 8,167 | |
| Asian Development Bank | 0.025% | 1/31/2030 | EUR | 7,834 | 8,136 | |
| Asian Development Bank | 4.500% | 6/20/2030 | AUD | 4,850 | 3,356 | |
| Asian Development Bank | 0.100% | 6/17/2031 | EUR | 8,447 | 8,417 | |
| Asian Development Bank | 4.000% | 7/1/2031 | GBP | 9,000 | 11,766 | |
| Asian Development Bank | 1.950% | 7/22/2032 | EUR | 8,930 | 9,597 | |
| Asian Development Bank | 4.800% | 1/17/2033 | AUD | 9,500 | 6,560 | |
| Asian Development Bank | 2.000% | 6/10/2037 | EUR | 4,669 | 4,631 | |
| Banque Ouest Africaine de Developpement | 2.750% | 1/22/2033 | EUR | 2,686 | 2,592 | |
| Banque Ouest Africaine de Developpement | 6.250% | 10/14/2040 | EUR | 6,716 | 7,234 | |
| Central American Bank for Economic Integration | 4.625% | 2/14/2028 | GBP | 3,000 | 4,041 | |
| Corp. Andina de Fomento | 4.500% | 9/14/2027 | AUD | 816 | 566 | |
| Corp. Andina de Fomento | 4.500% | 3/7/2028 | EUR | 4,057 | 4,779 | |
| Corp. Andina de Fomento | 3.625% | 2/13/2030 | EUR | 12,052 | 14,053 | |
| Corp. Andina de Fomento | 4.375% | 1/27/2031 | GBP | 4,000 | 5,261 | |
| Corp. Andina de Fomento | 3.125% | 9/3/2032 | EUR | 34,792 | 39,293 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Council of Europe Development Bank | 3.875% | 1/12/2029 | GBP | 9,000 | 11,935 | |
| Council of Europe Development Bank | 0.250% | 1/19/2032 | EUR | 9,338 | 9,180 | |
| Council of Europe Development Bank | 2.875% | 3/25/2032 | EUR | 25,000 | 28,284 | |
| Council of Europe Development Bank | 3.000% | 4/16/2033 | EUR | 5,000 | 5,674 | |
| Council of Europe Development Bank | 2.625% | 1/11/2034 | EUR | 11,000 | 12,100 | |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 3.350% | 5/21/2029 | AUD | 2,190 | 1,472 | |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 2.875% | 2/4/2030 | CHF | 5,000 | 6,654 | |
| European Bank for Reconstruction & Development | 2.875% | 7/17/2031 | EUR | 12,240 | 13,888 | |
| 8 | European Financial Stability Facility | 0.000% | 10/13/2027 | EUR | 18,000 | 20,067 |
| 8 | European Financial Stability Facility | 0.950% | 2/14/2028 | EUR | 21,454 | 24,014 |
| 8 | European Financial Stability Facility | 2.500% | 7/27/2028 | EUR | 22,383 | 25,573 |
| 8 | European Financial Stability Facility | 0.875% | 9/5/2028 | EUR | 7,003 | 7,743 |
| 8 | European Financial Stability Facility | 3.000% | 12/15/2028 | EUR | 40,000 | 46,110 |
| 8 | European Financial Stability Facility | 2.375% | 2/2/2029 | EUR | 15,000 | 17,031 |
| 8 | European Financial Stability Facility | 3.500% | 4/11/2029 | EUR | 32,500 | 37,932 |
| 8 | European Financial Stability Facility | 2.625% | 7/16/2029 | EUR | 30,000 | 34,172 |
| 8 | European Financial Stability Facility | 0.050% | 10/17/2029 | EUR | 7,997 | 8,385 |
| 8 | European Financial Stability Facility | 0.125% | 3/18/2030 | EUR | 9,689 | 10,053 |
| 8 | European Financial Stability Facility | 0.000% | 1/20/2031 | EUR | 53,917 | 54,086 |
| 8 | European Financial Stability Facility | 2.875% | 5/28/2031 | EUR | 35,000 | 39,824 |
| 8 | European Financial Stability Facility | 3.875% | 3/30/2032 | EUR | 10,248 | 12,198 |
| 8 | European Financial Stability Facility | 2.375% | 6/21/2032 | EUR | 15,000 | 16,493 |
| 8 | European Financial Stability Facility | 2.750% | 9/27/2032 | EUR | 75,000 | 83,934 |
| 8 | European Financial Stability Facility | 2.875% | 2/16/2033 | EUR | 31,851 | 35,815 |
| 8 | European Financial Stability Facility | 1.250% | 5/24/2033 | EUR | 23,345 | 23,587 |
| 8 | European Financial Stability Facility | 3.125% | 9/6/2033 | EUR | 15,000 | 17,055 |
| 8 | European Financial Stability Facility | 2.875% | 2/13/2034 | EUR | 25,000 | 27,877 |
| 8 | European Financial Stability Facility | 2.875% | 1/29/2035 | EUR | 35,959 | 39,707 |
| 8 | European Financial Stability Facility | 0.875% | 4/10/2035 | EUR | 38,787 | 36,136 |
| 8 | European Financial Stability Facility | 3.125% | 2/1/2036 | EUR | 45,000 | 50,207 |
| 8 | European Financial Stability Facility | 3.375% | 4/3/2037 | EUR | 5,378 | 6,101 |
| 8 | European Financial Stability Facility | 1.450% | 9/5/2040 | EUR | 10,447 | 9,033 |
| 8 | European Financial Stability Facility | 1.700% | 2/13/2043 | EUR | 18,810 | 16,017 |
| 8 | European Financial Stability Facility | 2.350% | 7/29/2044 | EUR | 26,968 | 24,991 |
| 8 | European Financial Stability Facility | 1.375% | 5/31/2047 | EUR | 29,083 | 21,746 |
| 8 | European Financial Stability Facility | 1.800% | 7/10/2048 | EUR | 19,554 | 15,535 |
| 8 | European Financial Stability Facility | 0.700% | 1/20/2050 | EUR | 15,370 | 9,055 |
| 8 | European Financial Stability Facility | 0.050% | 1/18/2052 | EUR | 10,600 | 4,709 |
| 8 | European Financial Stability Facility | 0.700% | 1/17/2053 | EUR | 18,093 | 9,883 |
| 8 | European Financial Stability Facility | 1.750% | 7/17/2053 | EUR | 1,793 | 1,325 |
| European Investment Bank | 0.375% | 9/15/2027 | EUR | 75,514 | 84,804 | |
| European Investment Bank | 3.750% | 12/7/2027 | GBP | 1,947 | 2,600 | |
| European Investment Bank | 1.000% | 1/28/2028 | CAD | 5,538 | 3,848 | |
| European Investment Bank | 4.500% | 1/31/2028 | GBP | 48,858 | 65,874 | |
| European Investment Bank | 3.300% | 2/3/2028 | AUD | 1,147 | 790 | |
| European Investment Bank | 0.000% | 3/28/2028 | EUR | 19,098 | 21,010 | |
| European Investment Bank | 1.375% | 5/12/2028 | SEK | 38,260 | 3,923 | |
| European Investment Bank | 4.200% | 8/21/2028 | AUD | 24,697 | 17,166 | |
| European Investment Bank | 0.000% | 9/28/2028 | EUR | 11,672 | 12,645 | |
| European Investment Bank | 3.000% | 11/15/2028 | EUR | 44,773 | 51,671 | |
| European Investment Bank | 6.000% | 12/7/2028 | GBP | 8,198 | 11,390 | |
| European Investment Bank | 0.625% | 1/22/2029 | EUR | 23,372 | 25,471 | |
| European Investment Bank | 4.000% | 2/15/2029 | GBP | 43,601 | 57,973 | |
| European Investment Bank | 3.300% | 5/25/2029 | AUD | 3,524 | 2,381 | |
| European Investment Bank | 0.125% | 6/20/2029 | EUR | 5,894 | 6,268 | |
| European Investment Bank | 0.250% | 9/14/2029 | EUR | 9,544 | 10,122 | |
| European Investment Bank | 3.625% | 10/22/2029 | GBP | 10,000 | 13,084 | |
| European Investment Bank | 0.050% | 11/15/2029 | EUR | 20,000 | 20,964 | |
| European Investment Bank | 0.050% | 1/16/2030 | EUR | 16,660 | 17,363 | |
| European Investment Bank | 2.375% | 5/15/2030 | EUR | 68,470 | 77,142 | |
| European Investment Bank | 2.750% | 7/30/2030 | EUR | 39,777 | 45,367 | |
| European Investment Bank | 0.000% | 9/9/2030 | EUR | 12,731 | 12,982 | |
| European Investment Bank | 2.750% | 9/13/2030 | EUR | 15,373 | 17,510 | |
| European Investment Bank | 0.000% | 1/14/2031 | EUR | 23,948 | 24,125 | |
| European Investment Bank | 1.300% | 1/27/2031 | AUD | 23,318 | 13,988 | |
| European Investment Bank | 1.000% | 3/14/2031 | EUR | 22,265 | 23,386 | |
| European Investment Bank | 2.625% | 6/16/2031 | EUR | 37,197 | 41,963 | |
| European Investment Bank | 2.875% | 10/15/2031 | EUR | 62,986 | 71,743 | |
| European Investment Bank | 1.000% | 4/14/2032 | EUR | 16,396 | 16,808 | |
| European Investment Bank | 5.625% | 6/7/2032 | GBP | 2,000 | 2,812 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| European Investment Bank | 1.125% | 11/15/2032 | EUR | 10,248 | 10,457 | |
| European Investment Bank | 2.875% | 1/12/2033 | EUR | 18,511 | 20,936 | |
| European Investment Bank | 1.125% | 4/13/2033 | EUR | 15,372 | 15,525 | |
| European Investment Bank | 3.000% | 7/15/2033 | EUR | 54,484 | 61,896 | |
| European Investment Bank | 2.750% | 1/16/2034 | EUR | 29,958 | 33,364 | |
| European Investment Bank | 2.625% | 3/15/2034 | EUR | 22,606 | 24,932 | |
| European Investment Bank | 2.625% | 9/4/2034 | EUR | 64,000 | 70,252 | |
| European Investment Bank | 2.875% | 1/15/2035 | EUR | 59,894 | 66,744 | |
| European Investment Bank | 3.000% | 1/14/2036 | EUR | 38,657 | 43,108 | |
| European Investment Bank | 0.200% | 3/17/2036 | EUR | 14,007 | 11,953 | |
| European Investment Bank | 3.125% | 6/30/2036 | CHF | 5,505 | 8,209 | |
| European Investment Bank | 3.125% | 7/15/2036 | EUR | 20,000 | 22,473 | |
| European Investment Bank | 1.125% | 9/15/2036 | EUR | 14,593 | 13,500 | |
| European Investment Bank | 3.125% | 5/15/2037 | EUR | 11,187 | 12,497 | |
| European Investment Bank | 3.875% | 6/8/2037 | GBP | 10,767 | 12,864 | |
| European Investment Bank | 5.000% | 4/15/2039 | GBP | 3,584 | 4,669 | |
| European Investment Bank | 2.750% | 3/15/2040 | EUR | 9,505 | 9,881 | |
| European Investment Bank | 0.250% | 6/15/2040 | EUR | 11,552 | 8,363 | |
| European Investment Bank | 0.010% | 5/15/2041 | EUR | 6,000 | 4,018 | |
| European Investment Bank | 3.625% | 3/14/2042 | EUR | 2,869 | 3,241 | |
| European Investment Bank | 1.000% | 11/14/2042 | EUR | 5,124 | 3,929 | |
| European Investment Bank | 4.500% | 3/7/2044 | GBP | 4,355 | 5,098 | |
| European Investment Bank | 0.875% | 9/13/2047 | EUR | 5,124 | 3,410 | |
| European Investment Bank | 1.500% | 11/15/2047 | EUR | 2,561 | 1,943 | |
| European Investment Bank | 1.500% | 10/16/2048 | EUR | 1,575 | 1,168 | |
| European Investment Bank | 0.050% | 1/27/2051 | EUR | 10,303 | 4,667 | |
| European Investment Bank | 4.625% | 10/12/2054 | GBP | 3,945 | 4,424 | |
| European Stability Mechanism | 0.750% | 9/5/2028 | EUR | 9,456 | 10,425 | |
| European Stability Mechanism | 0.500% | 3/5/2029 | EUR | 21,522 | 23,324 | |
| European Stability Mechanism | 0.010% | 3/4/2030 | EUR | 26,804 | 27,791 | |
| European Stability Mechanism | 0.010% | 10/15/2031 | EUR | 12,202 | 12,018 | |
| European Stability Mechanism | 1.200% | 5/23/2033 | EUR | 6,148 | 6,233 | |
| European Stability Mechanism | 2.750% | 9/15/2034 | EUR | 25,000 | 27,736 | |
| European Stability Mechanism | 2.750% | 2/26/2035 | EUR | 25,000 | 27,560 | |
| European Stability Mechanism | 3.000% | 2/25/2036 | EUR | 45,981 | 51,233 | |
| European Stability Mechanism | 1.625% | 11/17/2036 | EUR | 20,471 | 19,846 | |
| European Stability Mechanism | 1.750% | 10/20/2045 | EUR | 5,124 | 4,299 | |
| European Stability Mechanism | 1.800% | 11/2/2046 | EUR | 16,820 | 13,954 | |
| European Stability Mechanism | 1.850% | 12/1/2055 | EUR | 17,355 | 13,041 | |
| European Union | 2.500% | 11/4/2027 | EUR | 9,736 | 11,176 | |
| European Union | 2.875% | 12/6/2027 | EUR | 69,319 | 79,965 | |
| European Union | 2.625% | 7/4/2028 | EUR | 250,000 | 286,646 | |
| European Union | 3.125% | 12/5/2028 | EUR | 206,316 | 238,734 | |
| European Union | 2.375% | 7/12/2029 | EUR | 112,741 | 127,716 | |
| European Union | 2.875% | 10/5/2029 | EUR | 153,230 | 175,913 | |
| European Union | 2.500% | 10/14/2030 | EUR | 193,401 | 217,869 | |
| European Union | 3.125% | 12/4/2030 | EUR | 50,000 | 57,727 | |
| European Union | 0.750% | 4/4/2031 | EUR | 16,781 | 17,382 | |
| European Union | 0.000% | 4/22/2031 | EUR | 20,237 | 20,180 | |
| European Union | 0.000% | 7/4/2031 | EUR | 102,758 | 101,868 | |
| European Union | 2.500% | 12/4/2031 | EUR | 169,516 | 189,034 | |
| European Union | 1.000% | 7/6/2032 | EUR | 54,884 | 55,845 | |
| European Union | 2.750% | 12/13/2032 | EUR | 30,000 | 33,576 | |
| European Union | 2.750% | 2/4/2033 | EUR | 71,966 | 80,533 | |
| European Union | 3.250% | 7/4/2034 | EUR | 29,342 | 33,496 | |
| European Union | 3.000% | 12/4/2034 | EUR | 73,002 | 81,642 | |
| European Union | 0.000% | 7/4/2035 | EUR | 55,110 | 47,002 | |
| European Union | 3.375% | 12/12/2035 | EUR | 91,418 | 104,228 | |
| European Union | 0.250% | 4/22/2036 | EUR | 21,290 | 18,041 | |
| European Union | 0.200% | 6/4/2036 | EUR | 44,216 | 37,080 | |
| European Union | 3.250% | 12/12/2036 | EUR | 30,000 | 33,504 | |
| European Union | 0.400% | 2/4/2037 | EUR | 31,007 | 25,811 | |
| European Union | 0.875% | 3/11/2037 | EUR | 1,868 | 1,631 | |
| European Union | 2.750% | 12/4/2037 | EUR | 18,962 | 20,007 | |
| European Union | 3.375% | 10/4/2038 | EUR | 88,877 | 98,497 | |
| European Union | 3.375% | 10/4/2039 | EUR | 97,765 | 107,155 | |
| European Union | 3.625% | 12/12/2040 | EUR | 68,357 | 76,139 | |
| European Union | 0.450% | 7/4/2041 | EUR | 74,094 | 52,095 | |
| European Union | 3.750% | 4/4/2042 | EUR | 5,124 | 5,762 | |
| European Union | 3.375% | 11/4/2042 | EUR | 17,623 | 18,779 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| European Union | 1.250% | 2/4/2043 | EUR | 83,353 | 64,432 | |
| European Union | 4.000% | 4/4/2044 | EUR | 58,538 | 66,837 | |
| European Union | 3.750% | 10/12/2045 | EUR | 111,317 | 122,091 | |
| European Union | 0.450% | 5/2/2046 | EUR | 17,889 | 10,728 | |
| European Union | 4.000% | 10/12/2046 | EUR | 52,398 | 59,218 | |
| European Union | 0.750% | 1/4/2047 | EUR | 21,887 | 13,936 | |
| European Union | 2.625% | 2/4/2048 | EUR | 35,988 | 32,466 | |
| European Union | 3.250% | 2/4/2050 | EUR | 84,276 | 83,065 | |
| European Union | 0.300% | 11/4/2050 | EUR | 11,000 | 5,479 | |
| European Union | 0.700% | 7/6/2051 | EUR | 71,821 | 38,619 | |
| European Union | 2.500% | 10/4/2052 | EUR | 79,515 | 66,377 | |
| European Union | 3.000% | 3/4/2053 | EUR | 24,955 | 23,008 | |
| European Union | 3.375% | 10/5/2054 | EUR | 85,479 | 84,100 | |
| European Union | 4.000% | 10/12/2055 | EUR | 79,009 | 86,621 | |
| Inter-American Development Bank | 0.875% | 8/27/2027 | CAD | 3,219 | 2,251 | |
| Inter-American Development Bank | 2.125% | 12/15/2028 | GBP | 4,200 | 5,356 | |
| Inter-American Development Bank | 3.875% | 2/15/2029 | GBP | 12,000 | 15,905 | |
| Inter-American Development Bank | 4.000% | 12/17/2029 | GBP | 9,902 | 13,075 | |
| Inter-American Development Bank | 4.700% | 10/3/2030 | AUD | 12,000 | 8,357 | |
| Inter-American Development Bank | 3.290% | 6/28/2032 | AUD | 5,238 | 3,327 | |
| Inter-American Investment Corp. | 2.750% | 7/14/2032 | EUR | 11,000 | 12,336 | |
| International Bank for Reconstruction & Development | 0.250% | 9/23/2027 | GBP | 10,248 | 13,205 | |
| International Bank for Reconstruction & Development | 0.625% | 9/24/2027 | NZD | 9,490 | 5,401 | |
| International Bank for Reconstruction & Development | 0.875% | 9/28/2027 | CAD | 2,761 | 1,928 | |
| International Bank for Reconstruction & Development | 0.625% | 11/22/2027 | EUR | 5,635 | 6,312 | |
| International Bank for Reconstruction & Development | 4.400% | 1/13/2028 | AUD | 25,000 | 17,491 | |
| International Bank for Reconstruction & Development | 3.700% | 1/18/2028 | CAD | 9,700 | 6,997 | |
| International Bank for Reconstruction & Development | 0.010% | 4/24/2028 | EUR | 26,829 | 29,431 | |
| International Bank for Reconstruction & Development | 1.625% | 5/10/2028 | NZD | 6,735 | 3,814 | |
| International Bank for Reconstruction & Development | 0.625% | 7/14/2028 | GBP | 11,122 | 13,933 | |
| International Bank for Reconstruction & Development | 3.300% | 8/14/2028 | AUD | 10,683 | 7,300 | |
| International Bank for Reconstruction & Development | 2.900% | 9/5/2028 | CAD | 3,200 | 2,274 | |
| International Bank for Reconstruction & Development | 3.875% | 10/2/2028 | GBP | 24,250 | 32,234 | |
| International Bank for Reconstruction & Development | 1.250% | 12/13/2028 | GBP | 6,012 | 7,514 | |
| International Bank for Reconstruction & Development | 4.300% | 1/10/2029 | AUD | 10,000 | 6,956 | |
| International Bank for Reconstruction & Development | 1.950% | 9/20/2029 | CAD | 919 | 631 | |
| International Bank for Reconstruction & Development | 1.000% | 12/21/2029 | GBP | 1,720 | 2,059 | |
| International Bank for Reconstruction & Development | 0.000% | 2/21/2030 | EUR | 5,854 | 6,058 | |
| International Bank for Reconstruction & Development | 0.500% | 4/16/2030 | EUR | 2,767 | 2,905 | |
| International Bank for Reconstruction & Development | 4.250% | 9/18/2030 | CAD | 10,600 | 7,816 | |
| International Bank for Reconstruction & Development | 4.125% | 10/22/2030 | GBP | 6,000 | 7,920 | |
| International Bank for Reconstruction & Development | 1.100% | 11/18/2030 | AUD | 3,852 | 2,314 | |
| International Bank for Reconstruction & Development | 4.125% | 7/31/2031 | GBP | 11,548 | 15,171 | |
| International Bank for Reconstruction & Development | 2.600% | 8/28/2031 | EUR | 12,500 | 14,056 | |
| International Bank for Reconstruction & Development | 5.750% | 6/7/2032 | GBP | 3,074 | 4,333 | |
| International Bank for Reconstruction & Development | 0.625% | 1/12/2033 | EUR | 23,743 | 23,302 | |
| International Bank for Reconstruction & Development | 4.200% | 4/21/2033 | AUD | 6,000 | 3,979 | |
| International Bank for Reconstruction & Development | 2.900% | 2/14/2034 | EUR | 20,085 | 22,581 | |
| International Bank for Reconstruction & Development | 1.200% | 8/8/2034 | EUR | 16,943 | 16,680 | |
| International Bank for Reconstruction & Development | 0.500% | 6/21/2035 | EUR | 1,844 | 1,663 | |
| International Bank for Reconstruction & Development | 3.000% | 7/23/2035 | EUR | 10,000 | 11,180 | |
| International Bank for Reconstruction & Development | 0.100% | 9/17/2035 | EUR | 2,801 | 2,400 | |
| International Bank for Reconstruction & Development | 3.100% | 4/14/2038 | EUR | 4,400 | 4,842 | |
| International Bank for Reconstruction & Development | 3.450% | 9/13/2038 | EUR | 9,545 | 10,848 | |
| International Bank for Reconstruction & Development | 0.700% | 10/22/2046 | EUR | 5,260 | 3,386 | |
| International Bank for Reconstruction & Development | 0.125% | 1/3/2051 | EUR | 4,315 | 2,040 | |
| International Bank for Reconstruction & Development | 0.200% | 1/21/2061 | EUR | 2,767 | 993 | |
| International Development Association | 0.750% | 9/21/2028 | GBP | 1,502 | 1,871 | |
| International Development Association | 2.500% | 5/28/2030 | EUR | 15,000 | 16,902 | |
| International Development Association | 4.125% | 10/22/2030 | GBP | 7,000 | 9,240 | |
| International Development Association | 0.000% | 7/15/2031 | EUR | 9,338 | 9,216 | |
| International Development Association | 2.800% | 10/17/2034 | EUR | 19,577 | 21,666 | |
| International Development Association | 0.350% | 4/22/2036 | EUR | 28,250 | 24,237 | |
| International Development Association | 1.750% | 5/5/2037 | EUR | 12,000 | 11,595 | |
| International Development Association | 3.625% | 5/20/2041 | EUR | 10,000 | 11,325 | |
| International Development Association | 0.700% | 1/17/2042 | EUR | 5,789 | 4,277 | |
| International Development Association | 3.200% | 1/18/2044 | EUR | 13,879 | 14,546 | |
| International Development Association | 3.500% | 6/12/2045 | EUR | 5,000 | 5,430 | |
| International Finance Corp. | 3.875% | 10/1/2027 | GBP | 8,000 | 10,722 | |
| International Finance Corp. | 3.200% | 10/18/2027 | AUD | 611 | 422 |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| International Finance Corp. | 4.500% | 1/31/2028 | GBP | 8,000 | 10,785 | |
| International Finance Corp. | 0.750% | 5/24/2028 | AUD | 6,500 | 4,255 | |
| International Finance Corp. | 4.875% | 12/19/2028 | NZD | 5,000 | 3,002 | |
| International Finance Corp. | 2.550% | 1/22/2029 | CAD | 1,200 | 844 | |
| International Finance Corp. | 3.150% | 6/26/2029 | AUD | 4,864 | 3,267 | |
| International Finance Corp. | 4.250% | 10/22/2029 | GBP | 2,220 | 2,957 | |
| International Finance Corp. | 4.875% | 12/13/2029 | NZD | 4,400 | 2,647 | |
| International Finance Corp. | 4.500% | 5/20/2030 | AUD | 15,000 | 10,398 | |
| International Finance Corp. | 4.250% | 12/16/2030 | GBP | 2,350 | 3,114 | |
| International Finance Corp. | 3.635% | 8/26/2033 | AUD | 6,500 | 4,150 | |
| International Finance Corp. | 1.500% | 4/15/2035 | AUD | 13,020 | 6,657 | |
| Nordic Investment Bank | 4.375% | 2/21/2030 | NZD | 2,500 | 1,480 | |
| 6,454,784 | ||||||
| Sweden (0.4%) | ||||||
| Kingdom of Sweden | 0.750% | 5/12/2028 | SEK | 100,000 | 10,192 | |
| Kingdom of Sweden | 2.000% | 6/26/2028 | EUR | 54,000 | 61,226 | |
| Kingdom of Sweden | 2.750% | 6/18/2029 | EUR | 27,000 | 30,945 | |
| Kingdom of Sweden | 0.750% | 11/12/2029 | SEK | 298,515 | 29,577 | |
| Kingdom of Sweden | 0.125% | 5/12/2031 | SEK | 582,080 | 54,210 | |
| Kingdom of Sweden | 2.250% | 6/1/2032 | SEK | 188,345 | 19,237 | |
| Kingdom of Sweden | 1.750% | 11/11/2033 | SEK | 195,000 | 19,014 | |
| Kingdom of Sweden | 2.250% | 5/11/2035 | SEK | 370,000 | 36,816 | |
| Kingdom of Sweden | 2.500% | 10/15/2036 | SEK | 550,000 | 55,047 | |
| Kingdom of Sweden | 2.750% | 2/9/2037 | SEK | 100,000 | 10,229 | |
| Kingdom of Sweden | 1.375% | 6/23/2071 | SEK | 168,410 | 9,511 | |
| Kommuninvest I Sverige AB | 2.375% | 7/3/2029 | EUR | 30,000 | 33,955 | |
| Kommuninvest I Sverige AB | 3.250% | 11/12/2029 | SEK | 120,000 | 12,752 | |
| Kommuninvest I Sverige AB | 3.250% | 6/12/2030 | SEK | 200,000 | 21,217 | |
| Kommuninvest I Sverige AB | 2.750% | 11/12/2030 | SEK | 500,000 | 51,950 | |
| Kommuninvest I Sverige AB | 2.650% | 5/12/2031 | SEK | 250,000 | 25,781 | |
| Kommuninvest I Sverige AB | 2.875% | 12/10/2031 | SEK | 250,000 | 25,944 | |
| Svensk Exportkredit AB | 2.750% | 2/23/2028 | EUR | 25,000 | 28,695 | |
| 536,298 | ||||||
| Switzerland (0.4%) | ||||||
| Canton of Basel-Landschaft | 1.375% | 9/29/2034 | CHF | 8,465 | 10,894 | |
| Canton of Basel-Landschaft | 1.000% | 3/5/2040 | CHF | 5,000 | 6,164 | |
| Canton of Geneva Switzerland | 1.625% | 7/30/2029 | CHF | 1,805 | 2,300 | |
| Canton of Geneva Switzerland | 0.400% | 4/28/2036 | CHF | 2,545 | 2,995 | |
| Canton of Geneva Switzerland | 0.600% | 7/4/2046 | CHF | 1,520 | 1,691 | |
| Canton of Solothurn | 1.000% | 2/20/2045 | CHF | 10,000 | 12,143 | |
| Canton of Vaud | 2.000% | 10/24/2033 | CHF | 4,540 | 6,097 | |
| Canton of Zurich | 1.250% | 12/3/2032 | CHF | 1,525 | 1,948 | |
| Canton of Zurich | 1.300% | 6/24/2037 | CHF | 5,485 | 7,044 | |
| Canton of Zurich | 2.000% | 7/29/2038 | CHF | 5,100 | 7,051 | |
| Canton of Zurich | 0.250% | 7/12/2039 | CHF | 13,875 | 15,586 | |
| City of Zurich Switzerland | 2.550% | 3/10/2036 | CHF | 10,000 | 14,055 | |
| Swiss Confederation | 0.500% | 5/27/2030 | CHF | 26,454 | 33,002 | |
| Swiss Confederation | 2.250% | 6/22/2031 | CHF | 44,889 | 60,653 | |
| Swiss Confederation | 0.500% | 6/27/2032 | CHF | 7,246 | 9,042 | |
| Swiss Confederation | 3.500% | 4/8/2033 | CHF | 10,512 | 15,676 | |
| Swiss Confederation | 0.000% | 6/26/2034 | CHF | 14,655 | 17,589 | |
| Swiss Confederation | 0.250% | 6/23/2035 | CHF | 52,207 | 63,540 | |
| Swiss Confederation | 2.500% | 3/8/2036 | CHF | 10,137 | 14,970 | |
| Swiss Confederation | 1.500% | 10/26/2038 | CHF | 10,000 | 13,726 | |
| Swiss Confederation | 0.500% | 5/28/2040 | CHF | 6,000 | 7,315 | |
| Swiss Confederation | 1.500% | 4/30/2042 | CHF | 20,974 | 29,277 | |
| Swiss Confederation | 1.250% | 6/28/2043 | CHF | 13,007 | 17,641 | |
| Swiss Confederation | 0.500% | 6/28/2045 | CHF | 17,757 | 21,305 | |
| Swiss Confederation | 0.875% | 5/22/2047 | CHF | 5,000 | 6,415 | |
| Swiss Confederation | 4.000% | 1/6/2049 | CHF | 14,337 | 30,072 | |
| Swiss Confederation | 0.500% | 5/24/2055 | CHF | 3,188 | 3,858 | |
| Swiss Confederation | 0.500% | 5/30/2058 | CHF | 19,513 | 23,377 | |
| Swiss Confederation | 2.000% | 6/25/2064 | CHF | 2,449 | 4,494 | |
| 459,920 | ||||||
| Thailand (0.9%) | ||||||
| Kingdom of Thailand | 2.400% | 11/17/2027 | THB | 1,000,000 | 30,482 | |
| Kingdom of Thailand | 3.580% | 12/17/2027 | THB | 466,275 | 14,433 | |
| Kingdom of Thailand | 5.670% | 3/13/2028 | THB | 61,239 | 1,965 | |
| Kingdom of Thailand | 2.050% | 4/17/2028 | THB | 820,000 | 24,953 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| Kingdom of Thailand | 2.650% | 6/17/2028 | THB | 1,100,000 | 33,845 | |
| Kingdom of Thailand | 2.875% | 12/17/2028 | THB | 839,187 | 26,101 | |
| Kingdom of Thailand | 2.400% | 3/17/2029 | THB | 1,485,000 | 45,766 | |
| Kingdom of Thailand | 1.190% | 4/17/2029 | THB | 900,000 | 26,876 | |
| Kingdom of Thailand | 4.875% | 6/22/2029 | THB | 887,982 | 29,247 | |
| Kingdom of Thailand | 2.500% | 11/17/2029 | THB | 600,000 | 18,646 | |
| Kingdom of Thailand | 1.600% | 12/17/2029 | THB | 744,661 | 22,437 | |
| Kingdom of Thailand | 1.660% | 3/17/2030 | THB | 870,000 | 26,328 | |
| Kingdom of Thailand | 1.340% | 3/17/2031 | THB | 1,350,000 | 40,106 | |
| Kingdom of Thailand | 3.650% | 6/20/2031 | THB | 627,711 | 20,607 | |
| Kingdom of Thailand | 2.000% | 12/17/2031 | THB | 1,142,818 | 34,849 | |
| Kingdom of Thailand | 3.775% | 6/25/2032 | THB | 769,585 | 25,727 | |
| Kingdom of Thailand | 3.350% | 6/17/2033 | THB | 995,000 | 32,740 | |
| Kingdom of Thailand | 2.800% | 6/17/2034 | THB | 1,335,000 | 42,531 | |
| Kingdom of Thailand | 2.410% | 3/17/2035 | THB | 1,100,000 | 34,014 | |
| Kingdom of Thailand | 1.600% | 6/17/2035 | THB | 153,099 | 4,397 | |
| Kingdom of Thailand | 1.585% | 12/17/2035 | THB | 1,231,603 | 35,241 | |
| Kingdom of Thailand | 1.840% | 5/17/2036 | THB | 450,000 | 13,218 | |
| Kingdom of Thailand | 3.400% | 6/17/2036 | THB | 1,181,203 | 39,680 | |
| Kingdom of Thailand | 3.390% | 6/17/2037 | THB | 1,091,000 | 36,043 | |
| Kingdom of Thailand | 4.260% | 12/12/2037 | THB | 141,362 | 4,931 | |
| Kingdom of Thailand | 3.300% | 6/17/2038 | THB | 1,076,247 | 35,064 | |
| Kingdom of Thailand | 2.700% | 6/17/2040 | THB | 1,370,000 | 41,594 | |
| Kingdom of Thailand | 3.800% | 6/14/2041 | THB | 76,549 | 2,604 | |
| Kingdom of Thailand | 2.000% | 6/17/2042 | THB | 970,118 | 26,196 | |
| Kingdom of Thailand | 3.450% | 6/17/2043 | THB | 1,110,000 | 35,568 | |
| Kingdom of Thailand | 4.675% | 6/29/2044 | THB | 429,761 | 16,016 | |
| Kingdom of Thailand | 2.980% | 6/17/2045 | THB | 1,075,000 | 32,006 | |
| Kingdom of Thailand | 3.220% | 3/17/2046 | THB | 500,000 | 15,369 | |
| Kingdom of Thailand | 2.875% | 6/17/2046 | THB | 576,435 | 16,570 | |
| Kingdom of Thailand | 3.140% | 6/17/2047 | THB | 811,000 | 24,718 | |
| Kingdom of Thailand | 1.875% | 6/17/2049 | THB | 472,937 | 11,144 | |
| Kingdom of Thailand | 3.150% | 6/17/2050 | THB | 630,000 | 19,015 | |
| Kingdom of Thailand | 2.750% | 6/17/2052 | THB | 137,200 | 3,787 | |
| Kingdom of Thailand | 4.000% | 6/17/2055 | THB | 1,224,340 | 41,905 | |
| Kingdom of Thailand | 4.850% | 6/17/2061 | THB | 9,492 | 371 | |
| Kingdom of Thailand | 4.000% | 6/17/2066 | THB | 338,447 | 11,552 | |
| Kingdom of Thailand | 3.600% | 6/17/2067 | THB | 895,459 | 28,232 | |
| Kingdom of Thailand | 2.500% | 6/17/2071 | THB | 293,000 | 7,053 | |
| Kingdom of Thailand | 4.000% | 6/17/2072 | THB | 694,000 | 24,182 | |
| Kingdom of Thailand | 2.440% | 6/17/2077 | THB | 450,000 | 10,524 | |
| 1,068,633 | ||||||
| United Kingdom (6.0%) | ||||||
| 3 | Community Finance Co. 1 plc | 5.017% | 7/31/2034 | GBP | 2,253 | 2,961 |
| 6 | LCR Finance plc | 4.500% | 12/7/2028 | GBP | 5,843 | 7,849 |
| 6 | LCR Finance plc | 5.100% | 3/7/2051 | GBP | 3,433 | 4,094 |
| United Kingdom Gilt | 4.250% | 12/7/2027 | GBP | 11,150 | 15,016 | |
| United Kingdom Gilt | 4.375% | 3/7/2028 | GBP | 320,361 | 431,585 | |
| United Kingdom Gilt | 4.500% | 6/7/2028 | GBP | 270,316 | 364,812 | |
| United Kingdom Gilt | 0.500% | 1/31/2029 | GBP | 69,837 | 85,592 | |
| United Kingdom Gilt | 4.000% | 5/22/2029 | GBP | 65,000 | 86,432 | |
| United Kingdom Gilt | 4.125% | 7/22/2029 | GBP | 312,503 | 416,793 | |
| United Kingdom Gilt | 4.375% | 3/7/2030 | GBP | 332,597 | 445,884 | |
| United Kingdom Gilt | 0.375% | 10/22/2030 | GBP | 44,525 | 50,655 | |
| United Kingdom Gilt | 4.750% | 12/7/2030 | GBP | 64,441 | 87,717 | |
| United Kingdom Gilt | 4.125% | 3/7/2031 | GBP | 381,000 | 503,662 | |
| United Kingdom Gilt | 4.000% | 10/22/2031 | GBP | 186,289 | 243,768 | |
| United Kingdom Gilt | 1.000% | 1/31/2032 | GBP | 70,000 | 77,748 | |
| United Kingdom Gilt | 4.250% | 6/7/2032 | GBP | 98,346 | 129,845 | |
| United Kingdom Gilt | 3.250% | 1/31/2033 | GBP | 170,000 | 209,991 | |
| United Kingdom Gilt | 4.125% | 3/7/2033 | GBP | 164,400 | 213,561 | |
| United Kingdom Gilt | 0.875% | 7/31/2033 | GBP | 193,000 | 199,796 | |
| United Kingdom Gilt | 4.625% | 1/31/2034 | GBP | 115,100 | 152,815 | |
| United Kingdom Gilt | 4.250% | 7/31/2034 | GBP | 52,279 | 67,409 | |
| United Kingdom Gilt | 4.500% | 9/7/2034 | GBP | 44,109 | 57,878 | |
| United Kingdom Gilt | 4.500% | 3/7/2035 | GBP | 228,084 | 297,113 | |
| United Kingdom Gilt | 0.625% | 7/31/2035 | GBP | 98,948 | 91,453 | |
| United Kingdom Gilt | 4.750% | 10/22/2035 | GBP | 33,048 | 43,586 | |
| United Kingdom Gilt | 4.250% | 3/7/2036 | GBP | 70,175 | 88,735 | |
| Coupon | Maturity Date | Currency | Face Amount (000) | Market Value ($000) | ||
| United Kingdom Gilt | 4.875% | 7/31/2036 | GBP | 84,745 | 112,118 | |
| United Kingdom Gilt | 4.625% | 3/7/2037 | GBP | 35,800 | 46,130 | |
| United Kingdom Gilt | 1.750% | 9/7/2037 | GBP | 74,538 | 71,511 | |
| United Kingdom Gilt | 3.750% | 1/29/2038 | GBP | 301,747 | 354,087 | |
| United Kingdom Gilt | 4.750% | 12/7/2038 | GBP | 59,702 | 76,538 | |
| United Kingdom Gilt | 1.125% | 1/31/2039 | GBP | 183,949 | 154,186 | |
| United Kingdom Gilt | 4.250% | 9/7/2039 | GBP | 25,889 | 31,301 | |
| United Kingdom Gilt | 4.375% | 1/31/2040 | GBP | 97,460 | 118,605 | |
| United Kingdom Gilt | 4.250% | 12/7/2040 | GBP | 25,406 | 30,258 | |
| United Kingdom Gilt | 5.250% | 1/31/2041 | GBP | 170,060 | 224,721 | |
| United Kingdom Gilt | 1.250% | 10/22/2041 | GBP | 99,525 | 76,241 | |
| United Kingdom Gilt | 4.500% | 12/7/2042 | GBP | 36,941 | 44,240 | |
| United Kingdom Gilt | 4.750% | 10/22/2043 | GBP | 122,580 | 149,629 | |
| United Kingdom Gilt | 3.250% | 1/22/2044 | GBP | 68,116 | 67,646 | |
| United Kingdom Gilt | 3.500% | 1/22/2045 | GBP | 74,660 | 75,922 | |
| United Kingdom Gilt | 0.875% | 1/31/2046 | GBP | 59,579 | 35,037 | |
| United Kingdom Gilt | 4.250% | 12/7/2046 | GBP | 79,111 | 88,301 | |
| United Kingdom Gilt | 1.500% | 7/22/2047 | GBP | 85,600 | 56,146 | |
| United Kingdom Gilt | 1.750% | 1/22/2049 | GBP | 56,486 | 37,969 | |
| United Kingdom Gilt | 4.250% | 12/7/2049 | GBP | 78,888 | 86,231 | |
| United Kingdom Gilt | 0.625% | 10/22/2050 | GBP | 58,909 | 26,519 | |
| United Kingdom Gilt | 1.250% | 7/31/2051 | GBP | 124,644 | 67,668 | |
| United Kingdom Gilt | 3.750% | 7/22/2052 | GBP | 53,582 | 52,799 | |
| United Kingdom Gilt | 1.500% | 7/31/2053 | GBP | 85,769 | 48,097 | |
| United Kingdom Gilt | 3.750% | 10/22/2053 | GBP | 117,524 | 114,416 | |
| United Kingdom Gilt | 4.375% | 7/31/2054 | GBP | 226,520 | 245,964 | |
| United Kingdom Gilt | 1.625% | 10/22/2054 | GBP | 50,592 | 28,939 | |
| United Kingdom Gilt | 4.250% | 12/7/2055 | GBP | 79,510 | 84,321 | |
| United Kingdom Gilt | 1.750% | 7/22/2057 | GBP | 92,515 | 52,844 | |
| United Kingdom Gilt | 4.000% | 1/22/2060 | GBP | 48,637 | 48,722 | |
| United Kingdom Gilt | 0.500% | 10/22/2061 | GBP | 90,029 | 27,502 | |
| United Kingdom Gilt | 4.000% | 10/22/2063 | GBP | 86,331 | 85,602 | |
| United Kingdom Gilt | 2.500% | 7/22/2065 | GBP | 108,527 | 73,674 | |
| United Kingdom Gilt | 3.500% | 7/22/2068 | GBP | 68,734 | 60,678 | |
| United Kingdom Gilt | 1.625% | 10/22/2071 | GBP | 65,836 | 31,971 | |
| United Kingdom Gilt | 1.125% | 10/22/2073 | GBP | 56,639 | 21,210 | |
| 7,384,493 | ||||||
| Total Sovereign Bonds (Cost $103,540,377) | 94,576,136 | |||||
| Coupon | Shares | Market Value ($000) | ||||
| Temporary Cash Investments (1.4%) | ||||||
| Money Market Fund (1.4%) | ||||||
| 14 | Vanguard Market Liquidity Fund (Cost $1,681,801) | 3.718% | 16,819,876 | 1,681,819 | ||
| Total Investments (99.0%) (Cost $130,398,673) | 121,341,578 | |||||
| Other Assets and Liabilities—Net (1.0%) | 1,232,167 | |||||
| Net Assets (100.0%) | 122,573,745 | |||||
| Cost is in $000. | ||||||
| 1 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At July 31, 2026, the aggregate value was $23,079,081, representing 18.8% of net assets. |
| 2 | Guaranteed by the Republic of Austria. |
| 3 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 4 | Guaranteed by the Government of Japan. |
| 5 | Guaranteed by the Kingdom of the Netherlands. |
| 6 | Guaranteed by the Government of the United Kingdom. |
| 7 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of July 31, 2026. |
| 8 | Guaranteed by multiple countries. |
| 9 | Securities with a value of $1,275,486 have been segregated as collateral for open forward currency contracts. |
| 10 | Securities with a value of $1,714,313 have been pledged as collateral for open forward currency contracts. |
| 11 | Securities with a value of $1,327 have been segregated as initial margin for open centrally cleared non-deliverable forward currency contracts. |
| 12 | Securities with a value of $5,803 have been segregated as initial margin for open futures contracts. |
| 13 | Guaranteed by the Federal Republic of Germany. |
| 14 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| DAC—Designated Activity Company. | |
| GMTN—Global Medium Term Note. | |
| REIT—Real Estate Investment Trust. | |
| AUD—Australian dollar. | |
| CAD—Canadian dollar. | |
| CHF—Swiss franc. | |
| CLP—Chilean peso. | |
| CNY—Chinese renminbi. | |
| CZK—Czech koruna. | |
| DKK—Danish krone. | |
| EUR—euro. | |
| GBP—British pound. | |
| 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 sol. | |
| PLN—Polish zloty. | |
| RON—Romanian leu. | |
| SEK—Swedish krona. | |
| SGD—Singapore dollar. | |
| THB—Thai baht. | |
| USD—U.S. dollar. |
| Futures Contracts | ||||
| ($000) | ||||
| Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
| Long Futures Contracts | ||||
| Euro-Bund | September 2026 | 295 | 42,305 | (117) |
| Euro-Schatz | September 2026 | 8,817 | 1,072,195 | (2,243) |
| Long Gilt | September 2026 | 150 | 17,485 | (255) |
| (2,615) | ||||
| Futures Contracts (continued) | ||||
| ($000) | ||||
| Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
| Short Futures Contracts | ||||
| Euro-Bobl | September 2026 | (16) | (2,100) | 29 |
| (2,586) | ||||
| Centrally Cleared Non-Deliverable Forward Currency Contracts | |||||||
| Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | ||||
| Currency Purchased | Currency Sold | ||||||
| 8/5/2026 | PEN | 227,542 | USD | 66,748 | 193 | — | |
| 9/3/2026 | USD | 66,681 | PEN | 227,542 | — | (189) | |
| 8/5/2026 | USD | 22,985 | PEN | 78,400 | — | (80) | |
| 193 | (269) | ||||||
| Over-the-Counter Forward Currency Contracts | |||||||
| Counterparty | Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||
| Receive | Deliver | ||||||
| HSBC Bank plc | 9/2/2026 | AUD | 60,000 | USD | 42,120 | 71 | — |
| Toronto-Dominion Bank | 9/1/2026 | CAD | 130,000 | USD | 92,780 | 81 | — |
| Commonwealth Bank of Australia | 9/2/2026 | CHF | 10,000 | USD | 12,399 | 15 | — |
| State Street Bank & Trust Co. | 8/5/2026 | CLP | 41,616,272 | USD | 45,054 | — | (292) |
| Wells Fargo Bank N.A. | 8/5/2026 | CLP | 41,616,272 | USD | 44,821 | — | (59) |
| UBS AG | 8/5/2026 | CLP | 41,616,272 | USD | 44,821 | — | (59) |
| Royal Bank of Canada | 8/5/2026 | CLP | 28,797,956 | USD | 31,012 | — | (38) |
| Royal Bank of Canada | 8/5/2026 | CLP | 20,808,362 | USD | 22,260 | 121 | — |
| Standard Chartered Bank | 8/4/2026 | CNY | 4,361,084 | USD | 645,657 | — | (1,254) |
| HSBC Bank plc | 8/4/2026 | CNY | 4,361,084 | USD | 644,607 | — | (203) |
| HSBC Bank plc | 8/4/2026 | CNY | 2,180,542 | USD | 322,122 | 79 | — |
| Wells Fargo Bank N.A. | 8/4/2026 | CZK | 4,050,566 | USD | 192,630 | 233 | — |
| BNP Paribas | 8/4/2026 | CZK | 4,050,566 | USD | 192,550 | 314 | — |
| Deutsche Bank AG | 8/4/2026 | CZK | 2,025,283 | USD | 96,268 | 164 | — |
| Standard Chartered Bank | 8/4/2026 | CZK | 782,000 | USD | 37,181 | 53 | — |
| State Street Bank & Trust Co. | 9/2/2026 | CZK | 150,000 | USD | 7,134 | 10 | — |
| Standard Chartered Bank | 9/2/2026 | DKK | 310,000 | USD | 47,832 | 75 | — |
| JPMorgan Chase Bank, N.A. | 8/4/2026 | EUR | 4,059,000 | USD | 4,624,811 | 56,559 | — |
| The Bank of New York Mellon Corp. | 8/4/2026 | EUR | 2,706,000 | USD | 3,082,045 | 38,870 | — |
| HSBC Bank plc | 8/4/2026 | EUR | 2,255,000 | USD | 2,579,856 | 20,907 | — |
| Standard Chartered Bank | 8/4/2026 | EUR | 1,804,000 | USD | 2,059,278 | 21,332 | — |
| Societe Generale SA | 8/4/2026 | EUR | 1,804,000 | USD | 2,058,704 | 21,905 | — |
| Toronto-Dominion Bank | 8/4/2026 | EUR | 1,353,000 | USD | 1,543,592 | 16,864 | — |
| Canadian Imperial Bank of Commerce | 8/4/2026 | EUR | 1,353,000 | USD | 1,541,631 | 18,826 | — |
| Wells Fargo Bank N.A. | 8/4/2026 | EUR | 922,000 | USD | 1,049,151 | 14,220 | — |
| Deutsche Bank AG | 8/4/2026 | EUR | 902,000 | USD | 1,026,206 | 14,099 | — |
| Canadian Imperial Bank of Commerce | 9/2/2026 | EUR | 720,000 | USD | 830,103 | 1,253 | — |
| Commonwealth Bank of Australia | 8/4/2026 | EUR | 451,000 | USD | 517,633 | 2,519 | — |
| Credit Agricole CIB | 8/4/2026 | EUR | 451,000 | USD | 513,418 | 6,734 | — |
| State Street Bank & Trust Co. | 8/4/2026 | EUR | 451,000 | USD | 513,238 | 6,914 | — |
| Societe Generale SA | 9/2/2026 | EUR | 50,000 | USD | 57,656 | 77 | — |
| State Street Bank & Trust Co. | 9/2/2026 | GBP | 110,000 | USD | 148,027 | 222 | — |
| HSBC Bank plc | 9/2/2026 | GBP | 70,000 | USD | 94,259 | 81 | — |
| Royal Bank of Canada | 8/4/2026 | GBP | 20,000 | USD | 26,474 | 481 | — |
| Wells Fargo Bank N.A. | 8/4/2026 | HUF | 29,152,393 | USD | 92,373 | — | (252) |
| Deutsche Bank AG | 8/4/2026 | IDR | 7,708,470,904 | USD | 426,352 | 1,412 | — |
| Over-the-Counter Forward Currency Contracts (continued) | |||||||
| Counterparty | Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||
| Receive | Deliver | ||||||
| Standard Chartered Bank | 8/4/2026 | IDR | 5,382,722,720 | USD | 297,500 | 1,204 | — |
| Deutsche Bank AG | 8/4/2026 | IDR | 3,854,235,452 | USD | 214,244 | — | (360) |
| Citibank, N.A. | 8/4/2026 | IDR | 3,854,235,452 | USD | 213,296 | 588 | — |
| BNP Paribas | 8/4/2026 | ILS | 286,202 | USD | 93,333 | 317 | — |
| Standard Chartered Bank | 8/4/2026 | ILS | 286,202 | USD | 93,092 | 558 | — |
| Deutsche Bank AG | 8/4/2026 | ILS | 286,202 | USD | 92,804 | 845 | — |
| Wells Fargo Bank N.A. | 8/4/2026 | JPY | 441,198,000 | USD | 2,696,737 | 77,225 | — |
| The Bank of New York Mellon Corp. | 8/4/2026 | JPY | 147,066,000 | USD | 901,088 | 23,566 | — |
| HSBC Bank plc | 8/4/2026 | JPY | 73,533,000 | USD | 451,379 | 10,947 | — |
| Toronto-Dominion Bank | 8/4/2026 | JPY | 73,533,000 | USD | 449,468 | 12,859 | — |
| Deutsche Bank AG | 8/4/2026 | JPY | 73,533,000 | USD | 449,413 | 12,914 | — |
| Barclays Bank plc | 9/2/2026 | JPY | 23,400,000 | USD | 147,243 | 207 | — |
| State Street Bank & Trust Co. | 8/4/2026 | JPY | 10,510,000 | USD | 64,829 | 1,251 | — |
| State Street Bank & Trust Co. | 8/5/2026 | KRW | 2,681,039,154 | USD | 1,841,746 | 21,992 | — |
| BNP Paribas | 8/5/2026 | KRW | 893,679,718 | USD | 612,668 | 8,578 | — |
| BNP Paribas | 8/5/2026 | KRW | 446,839,859 | USD | 311,667 | — | (1,044) |
| HSBC Bank plc | 8/5/2026 | KRW | 446,839,859 | USD | 304,698 | 5,925 | — |
| Royal Bank of Canada | 8/4/2026 | MXN | 1,150,000 | USD | 65,603 | 774 | — |
| BNP Paribas | 8/4/2026 | MYR | 2,095,532 | USD | 513,644 | — | (640) |
| Bank of America, N.A. | 8/4/2026 | MYR | 1,047,766 | USD | 256,680 | — | (177) |
| HSBC Bank plc | 8/4/2026 | MYR | 1,047,766 | USD | 256,617 | — | (114) |
| HSBC Bank plc | 8/4/2026 | MYR | 1,047,766 | USD | 256,240 | 263 | — |
| Commonwealth Bank of Australia | 9/2/2026 | NZD | 10,000 | USD | 5,882 | 15 | — |
| State Street Bank & Trust Co. | 8/5/2026 | PEN | 151,693 | USD | 44,787 | — | (160) |
| Wells Fargo Bank N.A. | 8/5/2026 | PEN | 151,693 | USD | 44,651 | — | (24) |
| Wells Fargo Bank N.A. | 8/5/2026 | PEN | 151,693 | USD | 44,612 | 15 | — |
| Citibank, N.A. | 8/5/2026 | PEN | 115,762 | USD | 34,128 | — | (72) |
| Deutsche Bank AG | 8/4/2026 | PLN | 1,235,154 | USD | 329,035 | 1,602 | — |
| Wells Fargo Bank N.A. | 8/4/2026 | PLN | 1,048,436 | USD | 279,685 | 969 | — |
| Canadian Imperial Bank of Commerce | 8/4/2026 | PLN | 411,718 | USD | 109,953 | 260 | — |
| HSBC Bank plc | 8/4/2026 | PLN | 411,718 | USD | 109,689 | 523 | — |
| JPMorgan Chase Bank, N.A. | 8/4/2026 | PLN | 411,718 | USD | 109,578 | 634 | — |
| Standard Chartered Bank | 8/4/2026 | PLN | 296,000 | USD | 79,073 | 163 | — |
| Commonwealth Bank of Australia | 9/2/2026 | PLN | 50,000 | USD | 13,356 | 27 | — |
| HSBC Bank plc | 9/2/2026 | PLN | 45,000 | USD | 12,026 | 19 | — |
| Deutsche Bank AG | 8/4/2026 | RON | 815,016 | USD | 178,574 | 432 | — |
| Societe Generale SA | 8/4/2026 | RON | 407,508 | USD | 89,464 | 39 | — |
| Wells Fargo Bank N.A. | 8/4/2026 | RON | 407,508 | USD | 88,908 | 595 | — |
| State Street Bank & Trust Co. | 9/2/2026 | RON | 111,000 | USD | 24,310 | 32 | — |
| Standard Chartered Bank | 8/4/2026 | RON | 21,700 | USD | 4,759 | 7 | — |
| Toronto-Dominion Bank | 8/4/2026 | SEK | 2,581,936 | USD | 267,086 | 4,121 | — |
| HSBC Bank plc | 8/4/2026 | SEK | 1,290,968 | USD | 134,476 | 1,127 | — |
| The Bank of New York Mellon Corp. | 8/4/2026 | SEK | 1,290,968 | USD | 133,007 | 2,596 | — |
| Barclays Bank plc | 9/2/2026 | SEK | 460,000 | USD | 48,324 | 68 | — |
| Commonwealth Bank of Australia | 9/2/2026 | SGD | 20,000 | USD | 15,611 | 21 | — |
| Standard Chartered Bank | 8/4/2026 | THB | 14,429,514 | USD | 429,461 | 2,787 | — |
| JPMorgan Chase Bank, N.A. | 8/4/2026 | THB | 7,214,757 | USD | 215,430 | 694 | — |
| UBS AG | 8/4/2026 | THB | 7,214,757 | USD | 215,398 | 726 | — |
| BNP Paribas | 8/4/2026 | THB | 7,214,757 | USD | 213,339 | 2,785 | — |
| Commonwealth Bank of Australia | 9/2/2026 | USD | 2,296,219 | AUD | 3,271,000 | — | (3,918) |
| Commonwealth Bank of Australia | 8/4/2026 | USD | 2,234,330 | AUD | 3,226,962 | — | (36,146) |
| State Street Bank & Trust Co. | 8/4/2026 | USD | 1,227,573 | AUD | 1,773,400 | — | (20,182) |
| State Street Bank & Trust Co. | 9/2/2026 | USD | 1,163,423 | AUD | 1,657,347 | — | (2,008) |
| Over-the-Counter Forward Currency Contracts (continued) | |||||||
| Counterparty | Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||
| Receive | Deliver | ||||||
| JPMorgan Chase Bank, N.A. | 9/2/2026 | USD | 1,163,423 | AUD | 1,657,347 | — | (2,008) |
| JPMorgan Chase Bank, N.A. | 8/4/2026 | USD | 1,082,490 | AUD | 1,563,400 | — | (17,510) |
| HSBC Bank plc | 8/4/2026 | USD | 117,310 | AUD | 169,426 | — | (1,898) |
| HSBC Bank plc | 9/2/2026 | USD | 103,537 | AUD | 147,494 | — | (179) |
| Royal Bank of Canada | 8/4/2026 | USD | 2,569,308 | CAD | 3,639,868 | — | (27,602) |
| Toronto-Dominion Bank | 9/1/2026 | USD | 2,557,241 | CAD | 3,583,174 | — | (2,284) |
| Toronto-Dominion Bank | 8/4/2026 | USD | 2,161,104 | CAD | 3,061,716 | — | (23,316) |
| Royal Bank of Canada | 9/1/2026 | USD | 2,125,662 | CAD | 2,978,455 | — | (1,902) |
| Canadian Imperial Bank of Commerce | 8/4/2026 | USD | 1,150,198 | CAD | 1,629,523 | — | (12,406) |
| Bank of Montreal | 8/4/2026 | USD | 1,137,186 | CAD | 1,611,088 | — | (12,265) |
| Bank of Montreal | 9/1/2026 | USD | 1,119,410 | CAD | 1,568,499 | — | (997) |
| Canadian Imperial Bank of Commerce | 9/1/2026 | USD | 1,106,834 | CAD | 1,550,877 | — | (986) |
| The Bank of New York Mellon Corp. | 9/1/2026 | USD | 961,159 | CAD | 1,347,000 | — | (1,027) |
| JPMorgan Chase Bank, N.A. | 8/4/2026 | USD | 317,223 | CAD | 449,400 | — | (3,407) |
| The Bank of New York Mellon Corp. | 8/4/2026 | USD | 316,128 | CAD | 449,400 | — | (4,502) |
| State Street Bank & Trust Co. | 8/4/2026 | USD | 271,888 | CAD | 385,651 | — | (3,260) |
| HSBC Bank plc | 9/1/2026 | USD | 141,852 | CAD | 198,641 | — | (40) |
| State Street Bank & Trust Co. | 9/2/2026 | USD | 1,086,839 | CHF | 877,198 | — | (2,105) |
| Wells Fargo Bank N.A. | 8/4/2026 | USD | 775,108 | CHF | 623,724 | 3,271 | — |
| State Street Bank & Trust Co. | 8/4/2026 | USD | 350,317 | CHF | 281,566 | 1,888 | — |
| JPMorgan Chase Bank, N.A. | 9/2/2026 | USD | 279,241 | CHF | 225,217 | — | (341) |
| Toronto-Dominion Bank | 8/4/2026 | USD | 229,578 | CHF | 184,523 | 1,238 | — |
| Toronto-Dominion Bank | 9/2/2026 | USD | 197,948 | CHF | 159,652 | — | (242) |
| JPMorgan Chase Bank, N.A. | 8/4/2026 | USD | 176,989 | CHF | 142,254 | 954 | — |
| Royal Bank of Canada | 8/4/2026 | USD | 37,290 | CHF | 30,000 | 166 | — |
| Royal Bank of Canada | 8/5/2026 | USD | 66,935 | CLP | 61,560,000 | 723 | — |
| State Street Bank & Trust Co. | 8/5/2026 | USD | 56,573 | CLP | 52,116,135 | 519 | — |
| State Street Bank & Trust Co. | 9/3/2026 | USD | 45,063 | CLP | 41,616,272 | 292 | — |
| UBS AG | 9/3/2026 | USD | 44,833 | CLP | 41,616,272 | 61 | — |
| Wells Fargo Bank N.A. | 9/3/2026 | USD | 44,830 | CLP | 41,616,272 | 58 | — |
| Wells Fargo Bank N.A. | 8/5/2026 | USD | 44,054 | CLP | 40,343,000 | 662 | — |
| Royal Bank of Canada | 9/3/2026 | USD | 31,018 | CLP | 28,797,956 | 37 | — |
| Royal Bank of Canada | 9/3/2026 | USD | 22,266 | CLP | 20,808,362 | — | (120) |
| UBS AG | 8/5/2026 | USD | 22,192 | CLP | 20,436,000 | 211 | — |
| Standard Chartered Bank | 8/4/2026 | USD | 980,877 | CNY | 6,653,654 | — | (2,281) |
| HSBC Bank plc | 9/2/2026 | USD | 968,656 | CNY | 6,541,626 | 2,056 | — |
| Standard Chartered Bank | 9/2/2026 | USD | 646,925 | CNY | 4,361,084 | 2,526 | — |
| HSBC Bank plc | 8/4/2026 | USD | 620,932 | CNY | 4,210,134 | — | (1,166) |
| HSBC Bank plc | 8/4/2026 | USD | 5,758 | CNY | 38,921 | 7 | — |
| Standard Chartered Bank | 8/4/2026 | USD | 262,278 | CZK | 5,579,208 | — | (3,370) |
| Wells Fargo Bank N.A. | 9/2/2026 | USD | 192,674 | CZK | 4,050,566 | — | (236) |
| BNP Paribas | 9/2/2026 | USD | 192,592 | CZK | 4,050,566 | — | (318) |
| Toronto-Dominion Bank | 8/4/2026 | USD | 114,637 | CZK | 2,438,604 | — | (1,475) |
| JPMorgan Chase Bank, N.A. | 8/4/2026 | USD | 114,617 | CZK | 2,438,604 | — | (1,495) |
| Deutsche Bank AG | 9/2/2026 | USD | 96,288 | CZK | 2,025,283 | — | (167) |
| Standard Chartered Bank | 9/2/2026 | USD | 37,189 | CZK | 782,000 | — | (54) |
| UBS AG | 8/4/2026 | USD | 14,605 | CZK | 310,000 | — | (155) |
| HSBC Bank plc | 8/4/2026 | USD | 6,692 | CZK | 142,000 | — | (70) |
| Deutsche Bank AG | 9/2/2026 | USD | 528,205 | DKK | 3,425,034 | — | (1,095) |
| Deutsche Bank AG | 8/4/2026 | USD | 460,097 | DKK | 3,012,534 | — | (4,754) |
| HSBC Bank plc | 9/2/2026 | USD | 175,951 | DKK | 1,141,678 | — | (482) |
| The Bank of New York Mellon Corp. | 8/4/2026 | USD | 153,350 | DKK | 1,004,178 | — | (1,600) |
| State Street Bank & Trust Co. | 8/4/2026 | USD | 83,867 | DKK | 550,000 | — | (1,001) |
| Over-the-Counter Forward Currency Contracts (continued) | |||||||
| Counterparty | Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||
| Receive | Deliver | ||||||
| Toronto-Dominion Bank | 8/4/2026 | USD | 14,968,933 | EUR | 13,094,735 | — | (133,630) |
| State Street Bank & Trust Co. | 9/2/2026 | USD | 14,703,850 | EUR | 12,779,000 | — | (51,569) |
| State Street Bank & Trust Co. | 8/4/2026 | USD | 14,063,574 | EUR | 12,299,353 | — | (121,650) |
| Toronto-Dominion Bank | 9/2/2026 | USD | 12,664,964 | EUR | 11,013,213 | — | (51,571) |
| HSBC Bank plc | 8/4/2026 | USD | 9,592,743 | EUR | 8,410,000 | — | (106,770) |
| The Bank of New York Mellon Corp. | 9/2/2026 | USD | 7,433,585 | EUR | 6,484,000 | — | (53,240) |
| Standard Chartered Bank | 9/2/2026 | USD | 6,944,408 | EUR | 6,041,923 | — | (31,966) |
| Societe Generale SA | 9/2/2026 | USD | 6,216,309 | EUR | 5,412,000 | — | (32,716) |
| Standard Chartered Bank | 8/4/2026 | USD | 5,852,432 | EUR | 5,118,692 | — | (51,116) |
| JPMorgan Chase Bank, N.A. | 9/2/2026 | USD | 5,200,696 | EUR | 4,554,664 | — | (58,401) |
| Societe Generale SA | 8/4/2026 | USD | 4,080,677 | EUR | 3,584,000 | — | (52,860) |
| HSBC Bank plc | 9/2/2026 | USD | 3,767,232 | EUR | 3,283,000 | — | (23,520) |
| Canadian Imperial Bank of Commerce | 8/4/2026 | USD | 3,666,430 | EUR | 3,216,000 | — | (42,683) |
| Canadian Imperial Bank of Commerce | 9/2/2026 | USD | 3,619,304 | EUR | 3,157,000 | — | (25,960) |
| Commonwealth Bank of Australia | 9/2/2026 | USD | 3,111,709 | EUR | 2,706,000 | — | (12,803) |
| Commonwealth Bank of Australia | 8/4/2026 | USD | 3,069,324 | EUR | 2,688,000 | — | (30,831) |
| Wells Fargo Bank N.A. | 8/4/2026 | USD | 3,068,538 | EUR | 2,688,000 | — | (31,615) |
| JPMorgan Chase Bank, N.A. | 8/4/2026 | USD | 2,966,110 | EUR | 2,597,500 | — | (29,667) |
| The Bank of New York Mellon Corp. | 8/4/2026 | USD | 2,658,265 | EUR | 2,326,000 | — | (24,384) |
| Royal Bank of Canada | 8/4/2026 | USD | 2,380,029 | EUR | 2,083,538 | — | (22,977) |
| Credit Agricole CIB | 8/4/2026 | USD | 2,040,884 | EUR | 1,792,000 | — | (25,884) |
| Wells Fargo Bank N.A. | 9/2/2026 | USD | 1,775,526 | EUR | 1,552,000 | — | (16,510) |
| Deutsche Bank AG | 8/4/2026 | USD | 1,529,106 | EUR | 1,344,000 | — | (20,970) |
| Bank of America, N.A. | 9/2/2026 | USD | 1,035,516 | EUR | 902,000 | — | (5,990) |
| Credit Agricole CIB | 9/2/2026 | USD | 1,032,622 | EUR | 902,000 | — | (8,882) |
| Deutsche Bank AG | 9/2/2026 | USD | 1,027,468 | EUR | 902,000 | — | (14,036) |
| Royal Bank of Canada | 9/2/2026 | USD | 650,516 | EUR | 564,747 | — | (1,575) |
| UBS AG | 9/2/2026 | USD | 147,440 | EUR | 128,000 | — | (357) |
| BNP Paribas | 9/2/2026 | USD | 51,923 | EUR | 45,077 | — | (126) |
| BNP Paribas | 8/4/2026 | USD | 51,297 | EUR | 44,808 | — | (381) |
| State Street Bank & Trust Co. | 8/4/2026 | USD | 3,257,795 | GBP | 2,454,000 | — | (49,564) |
| State Street Bank & Trust Co. | 9/2/2026 | USD | 3,197,416 | GBP | 2,376,000 | — | (4,754) |
| HSBC Bank plc | 9/2/2026 | USD | 3,194,725 | GBP | 2,374,000 | — | (4,750) |
| HSBC Bank plc | 8/4/2026 | USD | 2,382,358 | GBP | 1,795,000 | — | (36,839) |
| Wells Fargo Bank N.A. | 8/4/2026 | USD | 2,342,542 | GBP | 1,765,000 | — | (36,223) |
| Toronto-Dominion Bank | 9/2/2026 | USD | 1,798,340 | GBP | 1,336,347 | — | (2,674) |
| Wells Fargo Bank N.A. | 9/2/2026 | USD | 1,559,683 | GBP | 1,159,000 | — | (2,319) |
| Royal Bank of Canada | 8/4/2026 | USD | 955,198 | GBP | 720,000 | — | (15,176) |
| UBS AG | 8/4/2026 | USD | 848,553 | GBP | 639,347 | — | (13,121) |
| JPMorgan Chase Bank, N.A. | 8/4/2026 | USD | 639,720 | GBP | 482,000 | — | (9,892) |
| Royal Bank of Canada | 9/2/2026 | USD | 597,497 | GBP | 444,000 | — | (888) |
| JPMorgan Chase Bank, N.A. | 9/2/2026 | USD | 228,771 | GBP | 170,000 | — | (340) |
| UBS AG | 9/2/2026 | USD | 137,263 | GBP | 102,000 | — | (204) |
| Toronto-Dominion Bank | 8/4/2026 | USD | 100,868 | GBP | 76,000 | — | (1,560) |
| Commonwealth Bank of Australia | 8/4/2026 | USD | 67,270 | GBP | 50,000 | — | (117) |
| BNP Paribas | 8/4/2026 | USD | 55,854 | HKD | 437,500 | 60 | — |
| State Street Bank & Trust Co. | 9/2/2026 | USD | 55,841 | HKD | 437,500 | — | (12) |
| Deutsche Bank AG | 8/4/2026 | USD | 179,767 | HUF | 56,149,058 | 2,337 | — |
| Wells Fargo Bank N.A. | 9/2/2026 | USD | 92,250 | HUF | 29,152,393 | 251 | — |
| Toronto-Dominion Bank | 8/4/2026 | USD | 92,382 | HUF | 28,925,273 | 979 | — |
| The Bank of New York Mellon Corp. | 9/2/2026 | USD | 89,478 | HUF | 28,294,969 | 185 | — |
| Deutsche Bank AG | 9/2/2026 | USD | 89,442 | HUF | 28,294,969 | 149 | — |
| Standard Chartered Bank | 9/2/2026 | USD | 42,632 | HUF | 13,528,000 | — | (60) |
| Over-the-Counter Forward Currency Contracts (continued) | |||||||
| Counterparty | Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||
| Receive | Deliver | ||||||
| Standard Chartered Bank | 8/4/2026 | USD | 38,975 | HUF | 12,152,000 | 575 | — |
| HSBC Bank plc | 8/4/2026 | USD | 6,556 | HUF | 2,044,000 | 97 | — |
| Deutsche Bank AG | 9/2/2026 | USD | 425,036 | IDR | 7,708,470,904 | — | (1,176) |
| Standard Chartered Bank | 8/4/2026 | USD | 413,188 | IDR | 7,428,472,268 | 960 | — |
| Standard Chartered Bank | 9/2/2026 | USD | 296,664 | IDR | 5,382,722,720 | — | (956) |
| Deutsche Bank AG | 8/4/2026 | USD | 246,512 | IDR | 4,414,235,000 | 1,548 | — |
| Deutsche Bank AG | 9/2/2026 | USD | 213,732 | IDR | 3,854,235,452 | 624 | — |
| Citibank, N.A. | 9/2/2026 | USD | 212,648 | IDR | 3,854,235,452 | — | (460) |
| Citibank, N.A. | 8/4/2026 | USD | 206,572 | IDR | 3,714,235,000 | 456 | — |
| Deutsche Bank AG | 8/4/2026 | USD | 206,000 | IDR | 3,714,235,000 | — | (112) |
| Bank of America, N.A. | 8/4/2026 | USD | 85,004 | IDR | 1,528,487,268 | 184 | — |
| BNP Paribas | 8/4/2026 | USD | 219,191 | ILS | 653,244 | 5,441 | — |
| Wells Fargo Bank N.A. | 9/2/2026 | USD | 187,433 | ILS | 572,404 | — | (34) |
| JPMorgan Chase Bank, N.A. | 8/4/2026 | USD | 117,408 | ILS | 350,622 | 2,679 | — |
| Standard Chartered Bank | 8/4/2026 | USD | 109,448 | ILS | 326,622 | 2,573 | — |
| Deutsche Bank AG | 8/4/2026 | USD | 109,447 | ILS | 326,622 | 2,571 | — |
| Wells Fargo Bank N.A. | 9/2/2026 | USD | 96,130 | ILS | 293,098 | 138 | — |
| BNP Paribas | 9/2/2026 | USD | 93,430 | ILS | 286,202 | — | (303) |
| Standard Chartered Bank | 9/2/2026 | USD | 93,194 | ILS | 286,202 | — | (539) |
| Deutsche Bank AG | 9/2/2026 | USD | 92,910 | ILS | 286,202 | — | (823) |
| Wells Fargo Bank N.A. | 8/4/2026 | USD | 22,444 | ILS | 67,000 | 520 | — |
| HSBC Bank plc | 8/4/2026 | USD | 2,733,522 | JPY | 442,001,868 | — | (45,491) |
| Wells Fargo Bank N.A. | 9/2/2026 | USD | 2,703,041 | JPY | 441,198,000 | — | (77,071) |
| HSBC Bank plc | 9/2/2026 | USD | 2,742,628 | JPY | 439,314,615 | — | (25,616) |
| Toronto-Dominion Bank | 8/4/2026 | USD | 2,460,754 | JPY | 398,107,033 | — | (42,280) |
| Deutsche Bank AG | 8/4/2026 | USD | 2,239,640 | JPY | 362,556,768 | — | (39,878) |
| Toronto-Dominion Bank | 9/2/2026 | USD | 2,036,276 | JPY | 325,515,948 | — | (14,891) |
| JPMorgan Chase Bank, N.A. | 8/4/2026 | USD | 1,709,014 | JPY | 276,913,448 | — | (32,037) |
| Societe Generale SA | 9/2/2026 | USD | 1,384,192 | JPY | 220,594,220 | — | (5,834) |
| BNP Paribas | 9/2/2026 | USD | 918,304 | JPY | 147,066,000 | — | (8,400) |
| The Bank of New York Mellon Corp. | 9/2/2026 | USD | 903,172 | JPY | 147,066,000 | — | (23,532) |
| The Bank of New York Mellon Corp. | 8/4/2026 | USD | 900,461 | JPY | 145,291,700 | — | (13,037) |
| Commonwealth Bank of Australia | 8/4/2026 | USD | 897,404 | JPY | 144,995,000 | — | (14,228) |
| Wells Fargo Bank N.A. | 8/4/2026 | USD | 897,315 | JPY | 144,995,000 | — | (14,317) |
| Bank of America, N.A. | 9/2/2026 | USD | 577,574 | JPY | 91,818,693 | — | (1,001) |
| Standard Chartered Bank | 9/2/2026 | USD | 567,554 | JPY | 90,166,667 | — | (612) |
| Standard Chartered Bank | 8/4/2026 | USD | 556,110 | JPY | 90,147,667 | — | (10,679) |
| JPMorgan Chase Bank, N.A. | 9/2/2026 | USD | 496,868 | JPY | 79,075,341 | — | (1,408) |
| Deutsche Bank AG | 9/2/2026 | USD | 450,470 | JPY | 73,533,000 | — | (12,882) |
| BNP Paribas | 8/4/2026 | USD | 447,603 | JPY | 72,520,000 | — | (8,355) |
| Royal Bank of Canada | 8/4/2026 | USD | 24,707 | JPY | 3,980,000 | — | (317) |
| State Street Bank & Trust Co. | 8/5/2026 | USD | 2,131,367 | KRW | 3,285,821,171 | — | (152,787) |
| State Street Bank & Trust Co. | 9/3/2026 | USD | 1,222,000 | KRW | 1,787,359,436 | — | (16,916) |
| State Street Bank & Trust Co. | 9/3/2026 | USD | 620,325 | KRW | 893,679,718 | 867 | — |
| BNP Paribas | 9/3/2026 | USD | 612,851 | KRW | 893,679,718 | — | (6,607) |
| BNP Paribas | 8/5/2026 | USD | 355,789 | KRW | 547,637,000 | — | (24,904) |
| HSBC Bank plc | 8/5/2026 | USD | 355,569 | KRW | 547,637,000 | — | (25,123) |
| BNP Paribas | 9/3/2026 | USD | 311,771 | KRW | 446,839,859 | 2,042 | — |
| HSBC Bank plc | 9/3/2026 | USD | 304,736 | KRW | 446,839,859 | — | (4,993) |
| Deutsche Bank AG | 8/5/2026 | USD | 56,310 | KRW | 87,303,420 | — | (4,379) |
| Toronto-Dominion Bank | 8/4/2026 | USD | 613,424 | MXN | 10,747,988 | — | (6,936) |
| State Street Bank & Trust Co. | 8/4/2026 | USD | 593,620 | MXN | 10,400,988 | — | (6,713) |
| State Street Bank & Trust Co. | 9/2/2026 | USD | 409,368 | MXN | 7,119,652 | — | (564) |
| Over-the-Counter Forward Currency Contracts (continued) | |||||||
| Counterparty | Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||
| Receive | Deliver | ||||||
| JPMorgan Chase Bank, N.A. | 9/2/2026 | USD | 379,446 | MXN | 6,599,662 | — | (547) |
| Toronto-Dominion Bank | 9/2/2026 | USD | 379,446 | MXN | 6,599,662 | — | (547) |
| BNP Paribas | 9/2/2026 | USD | 514,064 | MYR | 2,095,532 | 742 | — |
| Bank of America, N.A. | 9/2/2026 | USD | 256,883 | MYR | 1,047,766 | 223 | — |
| HSBC Bank plc | 9/2/2026 | USD | 256,824 | MYR | 1,047,766 | 164 | — |
| HSBC Bank plc | 9/2/2026 | USD | 256,456 | MYR | 1,047,766 | — | (204) |
| HSBC Bank plc | 8/4/2026 | USD | 243,835 | MYR | 1,010,320 | — | (3,500) |
| BNP Paribas | 8/4/2026 | USD | 249,626 | MYR | 1,010,000 | 2,369 | — |
| Bank of America, N.A. | 8/4/2026 | USD | 248,241 | MYR | 1,010,000 | 984 | — |
| Citibank, N.A. | 8/4/2026 | USD | 246,107 | MYR | 1,010,000 | — | (1,150) |
| BNP Paribas | 8/4/2026 | USD | 245,158 | MYR | 1,010,000 | — | (2,100) |
| HSBC Bank plc | 8/4/2026 | USD | 37,061 | MYR | 150,864 | 128 | — |
| Deutsche Bank AG | 8/4/2026 | USD | 9,266 | MYR | 37,645 | 50 | — |
| BNP Paribas | 9/2/2026 | USD | 209,206 | NOK | 1,985,000 | — | (137) |
| BNP Paribas | 8/4/2026 | USD | 200,506 | NOK | 1,985,000 | — | (8,927) |
| HSBC Bank plc | 9/2/2026 | USD | 42,182 | NOK | 401,870 | — | (200) |
| Deutsche Bank AG | 8/4/2026 | USD | 40,490 | NOK | 401,870 | — | (1,910) |
| Citibank, N.A. | 9/2/2026 | USD | 385,758 | NZD | 655,704 | — | (881) |
| Citibank, N.A. | 8/4/2026 | USD | 296,601 | NZD | 524,183 | — | (12,209) |
| Commonwealth Bank of Australia | 8/4/2026 | USD | 65,828 | NZD | 115,594 | — | (2,272) |
| State Street Bank & Trust Co. | 8/4/2026 | USD | 50,625 | NZD | 88,897 | — | (1,746) |
| JPMorgan Chase Bank, N.A. | 8/4/2026 | USD | 47,114 | NZD | 82,732 | — | (1,625) |
| Commonwealth Bank of Australia | 9/2/2026 | USD | 45,070 | NZD | 76,627 | — | (113) |
| JPMorgan Chase Bank, N.A. | 9/2/2026 | USD | 42,564 | NZD | 72,364 | — | (106) |
| State Street Bank & Trust Co. | 9/2/2026 | USD | 27,474 | NZD | 46,711 | — | (69) |
| Standard Chartered Bank | 8/4/2026 | USD | 22,723 | NZD | 40,000 | — | (842) |
| State Street Bank & Trust Co. | 8/5/2026 | USD | 76,298 | PEN | 260,900 | — | (457) |
| Citibank, N.A. | 8/5/2026 | USD | 45,906 | PEN | 157,100 | — | (311) |
| Wells Fargo Bank N.A. | 8/5/2026 | USD | 45,956 | PEN | 157,000 | — | (232) |
| State Street Bank & Trust Co. | 9/3/2026 | USD | 44,741 | PEN | 151,693 | 161 | — |
| Wells Fargo Bank N.A. | 9/3/2026 | USD | 44,606 | PEN | 151,693 | 26 | — |
| Wells Fargo Bank N.A. | 9/3/2026 | USD | 44,569 | PEN | 151,693 | — | (10) |
| Royal Bank of Canada | 8/5/2026 | USD | 42,455 | PEN | 144,983 | — | (198) |
| Citibank, N.A. | 9/3/2026 | USD | 34,093 | PEN | 115,762 | 73 | — |
| Royal Bank of Canada | 9/3/2026 | USD | 5,880 | PEN | 20,000 | 2 | — |
| Wells Fargo Bank N.A. | 8/4/2026 | USD | 377,333 | PLN | 1,421,779 | — | (3,262) |
| Deutsche Bank AG | 9/2/2026 | USD | 329,015 | PLN | 1,235,154 | — | (1,602) |
| HSBC Bank plc | 8/4/2026 | USD | 234,785 | PLN | 886,186 | — | (2,438) |
| Wells Fargo Bank N.A. | 9/2/2026 | USD | 219,648 | PLN | 823,436 | — | (764) |
| Deutsche Bank AG | 8/4/2026 | USD | 215,416 | PLN | 811,186 | — | (1,729) |
| Canadian Imperial Bank of Commerce | 9/2/2026 | USD | 109,946 | PLN | 411,718 | — | (260) |
| HSBC Bank plc | 9/2/2026 | USD | 109,683 | PLN | 411,718 | — | (523) |
| JPMorgan Chase Bank, N.A. | 9/2/2026 | USD | 109,572 | PLN | 411,718 | — | (634) |
| UBS AG | 8/4/2026 | USD | 109,121 | PLN | 410,593 | — | (790) |
| Standard Chartered Bank | 9/2/2026 | USD | 79,067 | PLN | 296,000 | — | (164) |
| Standard Chartered Bank | 8/4/2026 | USD | 75,817 | PLN | 285,000 | — | (475) |
| Deutsche Bank AG | 8/4/2026 | USD | 266,042 | RON | 1,226,799 | — | (3,406) |
| Deutsche Bank AG | 9/2/2026 | USD | 178,297 | RON | 815,016 | — | (433) |
| Societe Generale SA | 8/4/2026 | USD | 88,769 | RON | 408,933 | — | (1,047) |
| Societe Generale SA | 9/2/2026 | USD | 89,326 | RON | 407,508 | — | (40) |
| Wells Fargo Bank N.A. | 9/2/2026 | USD | 88,772 | RON | 407,508 | — | (594) |
| Standard Chartered Bank | 9/2/2026 | USD | 4,752 | RON | 21,700 | — | (7) |
| Standard Chartered Bank | 8/4/2026 | USD | 3,485 | RON | 16,000 | — | (29) |
| Over-the-Counter Forward Currency Contracts (continued) | |||||||
| Counterparty | Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||
| Receive | Deliver | ||||||
| HSBC Bank plc | 9/2/2026 | USD | 541,268 | SEK | 5,163,872 | — | (1,974) |
| Toronto-Dominion Bank | 9/2/2026 | USD | 403,031 | SEK | 3,872,904 | — | (4,399) |
| Deutsche Bank AG | 8/4/2026 | USD | 399,045 | SEK | 3,872,904 | — | (7,764) |
| JPMorgan Chase Bank, N.A. | 8/4/2026 | USD | 266,036 | SEK | 2,581,936 | — | (5,170) |
| The Bank of New York Mellon Corp. | 9/2/2026 | USD | 133,220 | SEK | 1,290,968 | — | (2,590) |
| Toronto-Dominion Bank | 8/4/2026 | USD | 133,051 | SEK | 1,290,968 | — | (2,552) |
| State Street Bank & Trust Co. | 8/4/2026 | USD | 132,820 | SEK | 1,290,968 | — | (2,783) |
| The Bank of New York Mellon Corp. | 8/4/2026 | USD | 132,772 | SEK | 1,290,968 | — | (2,831) |
| Wells Fargo Bank N.A. | 8/4/2026 | USD | 610,632 | SGD | 788,112 | — | (4,081) |
| Wells Fargo Bank N.A. | 9/2/2026 | USD | 319,345 | SGD | 409,056 | — | (368) |
| Deutsche Bank AG | 9/2/2026 | USD | 319,271 | SGD | 409,056 | — | (442) |
| Wells Fargo Bank N.A. | 9/2/2026 | USD | 39,100 | SGD | 50,000 | 21 | — |
| HSBC Bank plc | 8/4/2026 | USD | 23,233 | SGD | 30,000 | — | (167) |
| Standard Chartered Bank | 9/2/2026 | USD | 429,970 | THB | 14,429,514 | — | (3,272) |
| Standard Chartered Bank | 8/4/2026 | USD | 433,610 | THB | 14,428,783 | 1,384 | — |
| JPMorgan Chase Bank, N.A. | 8/4/2026 | USD | 216,706 | THB | 7,215,000 | 574 | — |
| BNP Paribas | 8/4/2026 | USD | 216,206 | THB | 7,215,000 | 74 | — |
| Standard Chartered Bank | 8/4/2026 | USD | 216,034 | THB | 7,215,000 | — | (97) |
| JPMorgan Chase Bank, N.A. | 9/2/2026 | USD | 215,604 | THB | 7,214,757 | — | (1,016) |
| UBS AG | 9/2/2026 | USD | 215,527 | THB | 7,214,757 | — | (1,094) |
| BNP Paribas | 9/2/2026 | USD | 213,378 | THB | 7,214,757 | — | (3,242) |
| 491,641 | (2,216,774) | ||||||
| Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
| Investments | ||||
| Assets | ||||
| U.S. Government and Agency Obligations | — | 977 | — | 977 |
| Corporate Bonds | — | 25,082,646 | — | 25,082,646 |
| Sovereign Bonds | — | 94,576,136 | — | 94,576,136 |
| Temporary Cash Investments | 1,681,819 | — | — | 1,681,819 |
| Total | 1,681,819 | 119,659,759 | — | 121,341,578 |
| Derivative Financial Instruments | ||||
| Assets | ||||
| Futures Contracts1 | 29 | — | — | 29 |
| Forward Currency Contracts | 1931 | 491,641 | — | 491,834 |
| Total | 222 | 491,641 | — | 491,863 |
| Liabilities | ||||
| Futures Contracts1 | (2,615) | — | — | (2,615) |
| Forward Currency Contracts | (269)1 | (2,216,774) | — | (2,217,043) |
| Total | (2,884) | (2,216,774) | — | (2,219,658) |
| 1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared non-deliverable forward currency contracts, if any, as reported in the Schedule of Investments. |