# EDGAR Filing Document

**Accession Number:** 0001532203
**File Stem:** 0001752724-23-075081
**Filing Date:** 2023-3
**Character Count:** 4154257
**Document Hash:** 12e1d5ef8307d0d9bb26f77f998b9bc9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075081.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075081

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Vanguard Charlotte Funds
- **CENTRAL INDEX KEY:** 0001532203
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22619
- **FILM NUMBER:** 23784182

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106695410

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

## Series and Classes Contracts Data

### Vanguard Total International Bond II Index Fund (Series ID: S000067956)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000217896 | Investor Shares      | VTIIX           |
| C000217897 | Institutional Shares | VTILX           |

## Nport-Ex

Vanguard<sup>®</sup> Total International Bond II Index Fund

#### Schedule of Investments (unaudited)
As of January 31, 2023

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (0.0%)** | **U.S. Government and Agency Obligations (0.0%)** | **U.S. Government and Agency Obligations (0.0%)** | **U.S. Government and Agency Obligations (0.0%)** |  |  |  |
|  | Tennessee Valley Authority **(Cost $1,267)** | 5.625% | 6/7/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**933** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)** |  |  |  |
| **United Kingdom (0.0%)** | **United Kingdom (0.0%)** | **United Kingdom (0.0%)** | **United Kingdom (0.0%)** |  |  |  |
| <sup>1</sup> | Canary Wharf Finance II plc **(Cost $1,025)** | 5.952% | 10/22/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**847** |
| **Corporate Bonds (20.7%)** | **Corporate Bonds (20.7%)** | **Corporate Bonds (20.7%)** | **Corporate Bonds (20.7%)** |  |  |  |
| **Australia (0.5%)** | **Australia (0.5%)** | **Australia (0.5%)** | **Australia (0.5%)** |  |  |  |
|  | Amcor UK Finance plc | 1.125% | 6/23/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2379 |
|  | Ampol Ltd. | 4.000% | 4/17/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;6920 | &nbsp;&nbsp;&nbsp;&nbsp;4809 |
|  | APA Infrastructure Ltd. | 2.000% | 7/15/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4703 |
|  | APA Infrastructure Ltd. | 3.125% | 7/18/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1032 |
|  | APT Pipelines Ltd. | 4.250% | 11/26/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
|  | APT Pipelines Ltd. | 2.000% | 3/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4091 | &nbsp;&nbsp;&nbsp;&nbsp;4128 |
|  | APT Pipelines Ltd. | 0.750% | 3/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;3941 |
|  | APT Pipelines Ltd. | 1.250% | 3/15/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1892 | &nbsp;&nbsp;&nbsp;&nbsp;1544 |
|  | APT Pipelines Ltd. | 2.500% | 3/15/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4924 | &nbsp;&nbsp;&nbsp;&nbsp;4247 |
|  | Aurizon Network Pty Ltd. | 4.000% | 6/21/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
|  | Aurizon Network Pty Ltd. | 2.000% | 9/18/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1534 |
|  | Aurizon Network Pty Ltd. | 3.125% | 6/1/26 | EUR | &nbsp;&nbsp;19081 | &nbsp;&nbsp;20238 |
|  | Ausgrid Finance Pty Ltd. | 3.750% | 10/30/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;4884 |
|  | Ausgrid Finance Pty Ltd. | 1.250% | 7/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;1628 |
|  | Ausgrid Finance Pty Ltd. | 1.814% | 2/5/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 |
|  | AusNet Services Holdings Pty Ltd. | 3.000% | 2/13/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;2054 |
|  | AusNet Services Holdings Pty Ltd. | 1.500% | 2/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2231 | &nbsp;&nbsp;&nbsp;&nbsp;2214 |
|  | AusNet Services Holdings Pty Ltd. | 4.400% | 8/16/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
|  | AusNet Services Holdings Pty Ltd. | 4.200% | 8/21/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 |
|  | AusNet Services Holdings Pty Ltd. | 2.600% | 7/31/29 | AUD | &nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp;8342 |
|  | AusNet Services Holdings Pty Ltd. | 1.625% | 3/11/81 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
|  | Australia & New Zealand Banking Group Ltd. | 5.000% | 8/16/23 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;1951 |
|  | Australia & New Zealand Banking Group Ltd. | 3.100% | 2/8/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;6766 | &nbsp;&nbsp;&nbsp;&nbsp;4726 |
|  | Australia & New Zealand Banking Group Ltd. | 0.669% | 5/5/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4149 |
|  | Australia & New Zealand Banking Group Ltd. | 5.906% | 8/12/32 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4241 |
|  | Australia Pacific Airports Melbourne Pty Ltd. | 3.125% | 9/26/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2656 |
|  | Australia Pacific Airports Melbourne Pty Ltd. | 1.750% | 10/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6818 | &nbsp;&nbsp;&nbsp;&nbsp;7101 |
|  | BHP Billiton Finance Ltd. | 3.250% | 9/25/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3658 |
|  | BHP Billiton Finance Ltd. | 3.250% | 9/24/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7847 | &nbsp;&nbsp;&nbsp;&nbsp;8508 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| BHP Billiton Finance Ltd. | 1.500% | 4/29/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2801 | &nbsp;&nbsp;&nbsp;&nbsp;2649 |
| BHP Billiton Finance Ltd. | 3.125% | 4/29/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6455 | &nbsp;&nbsp;&nbsp;&nbsp;6620 |
| BHP Billiton Finance Ltd. | 4.300% | 9/25/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;7316 | &nbsp;&nbsp;&nbsp;&nbsp;8347 |
| Brambles Finance Ltd. | 2.375% | 6/12/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| Brisbane Airport Corp. Pty Ltd. | 3.900% | 4/24/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;1305 |
| CIMIC Finance Ltd. | 1.500% | 5/28/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2735 |
| Coles Group Treasury Pty Ltd. | 2.650% | 11/6/29 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 |
| Coles Group Treasury Pty Ltd. | 2.100% | 8/27/30 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 |
| Commonwealth Bank of Australia | 0.375% | 4/11/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp;&nbsp;6256 |
| Commonwealth Bank of Australia | 0.500% | 7/27/26 | EUR | &nbsp;&nbsp;13235 | &nbsp;&nbsp;13090 |
| Commonwealth Bank of Australia | 3.000% | 9/4/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3324 | &nbsp;&nbsp;&nbsp;&nbsp;3908 |
| Commonwealth Bank of Australia | 0.750% | 2/28/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6729 |
| Commonwealth Bank of Australia | 0.875% | 2/19/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;4652 |
| Commonwealth Bank of Australia | 1.936% | 10/3/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4568 | &nbsp;&nbsp;&nbsp;&nbsp;4731 |
| Commonwealth Bank of Australia | 6.860% | 11/9/32 | AUD | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7339 |
| CPIF Finance Pty Ltd. | 2.485% | 10/28/30 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;2074 |
| DBNGP Finance Co. Pty Ltd. | 4.225% | 5/28/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
| DEXUS Finance Pty Ltd. | 3.000% | 2/3/32 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;1557 |
| ETSA Utilities Finance Pty Ltd. | 3.500% | 8/29/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| GAIF Bond Issuer Pty Ltd. | 2.584% | 11/18/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1392 |
| GAIF Bond Issuer Pty Ltd. | 1.900% | 12/14/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;1315 |
| Glencore Capital Finance DAC | 1.125% | 3/10/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7930 | &nbsp;&nbsp;&nbsp;&nbsp;7374 |
| Glencore Capital Finance DAC | 1.250% | 3/1/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3771 | &nbsp;&nbsp;&nbsp;&nbsp;2957 |
| Glencore Finance Europe Ltd. | 1.875% | 9/13/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| Glencore Finance Europe Ltd. | 0.625% | 9/11/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6224 |
| Glencore Finance Europe Ltd. | 1.750% | 3/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2592 | &nbsp;&nbsp;&nbsp;&nbsp;2702 |
| Glencore Finance Europe Ltd. | 3.125% | 3/26/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1476 | &nbsp;&nbsp;&nbsp;&nbsp;1733 |
| Glencore Finance Europe Ltd. | 3.750% | 4/1/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| Glencore Finance Europe Ltd. | 1.500% | 10/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;4069 |
| Goodman Australia Finance Pty Ltd. | 1.375% | 9/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;1914 |
| GTA Finance Co Pty Ltd. | 2.200% | 8/26/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
| Lendlease Finance Ltd. | 3.400% | 10/27/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;1308 |
| Lendlease Finance Ltd. | 3.700% | 3/31/31 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
| Lonsdale Finance Pty Ltd. | 3.900% | 10/15/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;1719 |
| Lonsdale Finance Pty Ltd. | 2.100% | 10/15/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
| Macquarie Bank Ltd. | 1.700% | 2/12/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2000 |
| Macquarie Group Ltd. | 1.250% | 3/5/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7821 | &nbsp;&nbsp;&nbsp;&nbsp;8258 |
| Macquarie Group Ltd. | 0.350% | 3/3/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9684 | &nbsp;&nbsp;&nbsp;&nbsp;8729 |
| Macquarie Group Ltd. | 4.080% | 5/31/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4911 |
| Macquarie Group Ltd. | 2.723% | 8/21/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;1056 |
| Macquarie Group Ltd. | 0.950% | 5/21/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4786 | &nbsp;&nbsp;&nbsp;&nbsp;4008 |
| National Australia Bank Ltd. | 2.900% | 2/26/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;8156 | &nbsp;&nbsp;&nbsp;&nbsp;5680 |
| National Australia Bank Ltd. | 5.000% | 3/11/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2490 |
| National Australia Bank Ltd. | 0.250% | 5/20/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;5142 |
| National Australia Bank Ltd. | 0.300% | 10/31/25 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;4855 | &nbsp;&nbsp;&nbsp;&nbsp;5088 |
| National Australia Bank Ltd. | 3.000% | 9/4/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| National Australia Bank Ltd. | 0.875% | 2/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5913 | &nbsp;&nbsp;&nbsp;&nbsp;5842 |
| National Australia Bank Ltd. | 2.900% | 2/25/27 | AUD | &nbsp;&nbsp;&nbsp;10454 | &nbsp;&nbsp;&nbsp;&nbsp;6943 |
| National Australia Bank Ltd. | 4.950% | 11/25/27 | AUD | &nbsp;&nbsp;35000 | &nbsp;&nbsp;25144 |
| National Australia Bank Ltd. | 0.010% | 1/6/29 | EUR | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;17969 |
| National Australia Bank Ltd. | 3.515% | 6/12/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4102 | &nbsp;&nbsp;&nbsp;&nbsp;2901 |
| National Australia Bank Ltd. | 1.699% | 9/15/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4036 | &nbsp;&nbsp;&nbsp;&nbsp;4216 |
| NBN Co. Ltd. | 1.000% | 12/3/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
| NBN Co. Ltd. | 2.150% | 6/2/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| NBN Co. Ltd. | 2.200% | 12/16/30 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;8520 | &nbsp;&nbsp;&nbsp;&nbsp;4769 |
| NSW Electricity Networks Finance Pty Ltd. | 2.732% | 4/23/29 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
| Optus Finance Pty Ltd. | 2.500% | 7/1/30 | AUD | &nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;5969 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Optus Finance Pty Ltd. Co. | 1.600% | 7/1/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
| Optus Finance Pty Ltd. Co. | 2.600% | 11/24/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 |
| Origin Energy Finance Ltd. | 1.000% | 9/17/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 |
| Pacific National Finance Pty Ltd. | 5.000% | 9/19/23 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| Pacific National Finance Pty Ltd. | 3.700% | 9/24/29 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3033 |
| Qantas Airways Ltd. | 3.150% | 9/27/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 |
| Qantas Airways Ltd. | 2.950% | 11/27/29 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 |
| Qantas Airways Ltd. | 5.250% | 9/9/30 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4286 |
| Scentre Group Trust 1 | 2.250% | 7/16/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970 |
| Scentre Group Trust 1 | 3.875% | 7/16/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2665 |
| Scentre Group Trust 1 / Scentre Group Trust 2 | 1.750% | 4/11/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6103 |
| Scentre Group Trust 1 / Scentre Group Trust 2 | 1.450% | 3/28/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736 |
| SGSP Australia Assets Pty Ltd. | 1.843% | 9/15/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1174 |
| Stockland Trust | 1.625% | 4/27/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5487 |
| Suncorp-Metway Ltd. | 3.000% | 9/13/23 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 |
| Suncorp-Metway Ltd. | 3.250% | 8/24/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
| Telstra Corp. Ltd. | 1.125% | 4/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645 |
| Telstra Corp. Ltd. | 4.000% | 4/19/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 |
| Telstra Corp. Ltd. | 1.375% | 3/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640 |
| Telstra Corp. Ltd. | 1.000% | 4/23/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2269 |
| Toyota Finance Australia Ltd. | 0.250% | 4/9/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 |
| Toyota Finance Australia Ltd. | 2.280% | 10/21/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7679 |
| Transurban Finance Co. Pty Ltd. | 1.875% | 9/16/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547 |
| Transurban Finance Co. Pty Ltd. | 4.555% | 11/14/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| Transurban Finance Co. Pty Ltd. | 3.000% | 4/8/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4584 |
| Transurban Queensland Finance Pty Ltd. | 3.250% | 8/5/31 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 |
| United Energy Distribution Pty Ltd. | 3.850% | 10/23/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056 |
| University of Technology Sydney | 3.750% | 7/20/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| Vicinity Centres Trust | 3.375% | 4/7/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
| Vicinity Centres Trust | 1.125% | 11/7/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863 |
| Wesfarmers Ltd. | 0.954% | 10/21/33 | EUR | &nbsp;&nbsp;13264 | &nbsp;&nbsp;&nbsp;&nbsp;10854 |
| WestConnex Finance Co. Pty Ltd. | 3.150% | 3/31/31 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |
| Westpac Banking Corp. | 3.000% | 4/24/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
| Westpac Banking Corp. | 0.500% | 5/17/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287 |
| Westpac Banking Corp. | 0.625% | 11/22/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2532 |
| Westpac Banking Corp. | 4.125% | 6/4/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 |
| Westpac Banking Corp. | 1.079% | 4/5/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8021 |
| Westpac Banking Corp. | 0.875% | 4/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| Westpac Banking Corp. | 1.125% | 9/5/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5305 |
| Westpac Banking Corp. | 1.450% | 7/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
| Westpac Banking Corp. | 0.010% | 9/22/28 | EUR | &nbsp;&nbsp;22080 | &nbsp;&nbsp;&nbsp;&nbsp;19924 |
| Westpac Banking Corp. | 0.766% | 5/13/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2828 |
| Westpac Banking Corp. | 1.375% | 5/17/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4520 |
| Woolworths Group Ltd. | 1.850% | 11/15/27 | AUD | &nbsp;&nbsp;12020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7442 |
| Woolworths Group Ltd. | 0.375% | 11/15/28 | EUR | &nbsp;&nbsp;18700 | &nbsp;&nbsp;&nbsp;&nbsp;16442 |
| Woolworths Group Ltd. | 2.800% | 5/20/30 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370 |
| WSO Finance Pty Ltd. | 4.500% | 3/31/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
|  |  |  |  |  | &nbsp;&nbsp;**493661** |
| **Austria (0.3%)** | **Austria (0.3%)** | **Austria (0.3%)** |  |  |  |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 1.125% | 7/31/28 | EUR | &nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp;26255 |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 0.010% | 10/2/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4972 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 1.750% | 3/8/30 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9952 |
|  | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 0.375% | 3/25/41 | EUR | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;8057 |
|  | Borealis AG | 1.750% | 12/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Erste Group Bank AG | 0.750% | 2/5/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1343 |
|  | Erste Group Bank AG | 1.500% | 4/7/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5103 |
|  | Erste Group Bank AG | 0.625% | 4/17/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7424 |
|  | Erste Group Bank AG | 0.750% | 1/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7771 |
|  | Erste Group Bank AG | 0.250% | 9/14/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 |
|  | Erste Group Bank AG | 0.875% | 5/15/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;6291 |
|  | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 0.375% | 6/25/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5714 |
|  | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 0.500% | 9/4/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2536 |
|  | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 1.625% | 5/11/29 | EUR | &nbsp;&nbsp;20800 | &nbsp;&nbsp;20770 |
|  | JAB Holdings BV | 1.250% | 5/22/24 | EUR | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;13757 |
|  | JAB Holdings BV | 1.625% | 4/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4179 |
|  | JAB Holdings BV | 1.750% | 6/25/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;7067 |
|  | JAB Holdings BV | 2.500% | 4/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2609 |
|  | JAB Holdings BV | 2.500% | 6/25/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5888 |
|  | JAB Holdings BV | 2.250% | 12/19/39 | EUR | &nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;8713 |
|  | Mondi Finance plc | 1.500% | 4/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5612 | &nbsp;&nbsp;&nbsp;&nbsp;5948 |
| <sup>2</sup> | OeBB-Infrastruktur AG | 1.000% | 11/18/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5852 | &nbsp;&nbsp;&nbsp;&nbsp;6122 |
| <sup>2</sup> | OeBB-Infrastruktur AG | 3.875% | 6/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;5389 |
| <sup>2</sup> | OeBB-Infrastruktur AG | 3.500% | 10/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
| <sup>2</sup> | OeBB-Infrastruktur AG | 2.250% | 5/28/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;1537 |
| <sup>2</sup> | OeBB-Infrastruktur AG | 3.375% | 5/18/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;3850 |
| <sup>2</sup> | OeBB-Infrastruktur AG | 3.000% | 10/24/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  | OMV AG | 0.750% | 12/4/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp;&nbsp;1298 |
|  | OMV AG | 1.500% | 4/9/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7461 |
|  | OMV AG | 1.000% | 12/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1683 | &nbsp;&nbsp;&nbsp;&nbsp;1687 |
|  | OMV AG | 3.500% | 9/27/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1647 |
|  | OMV AG | 2.000% | 4/9/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3590 |
|  | OMV AG | 1.875% | 12/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1073 | &nbsp;&nbsp;&nbsp;&nbsp;1085 |
|  | OMV AG | 2.375% | 4/9/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7317 | &nbsp;&nbsp;&nbsp;&nbsp;7205 |
|  | OMV AG | 6.250% | 12/29/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;1819 |
|  | OMV AG | 2.875% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4284 |
|  | Raiffeisen Bank International AG | 0.250% | 1/22/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3184 |
|  | Raiffeisen Bank International AG | 4.125% | 9/8/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5917 |
|  | Raiffeisen Bank International AG | 0.050% | 9/1/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1331 |
|  | Raiffeisen Bank International AG | 1.500% | 3/12/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1632 |
|  | Raiffeisen Bank International AG | 2.875% | 6/18/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4200 |
|  | Raiffeisen Bank International AG | 7.375% | 12/20/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;5298 |
|  | Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.625% | 3/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
|  | Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.625% | 8/28/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2484 |
|  | Raiffeisenlandesbank Niederoesterreich-Wien AG | 1.250% | 4/21/27 | EUR | &nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;20617 |
|  | Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.875% | 1/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1462 |
|  | Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.875% | 1/30/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5823 |
|  | Raiffeisen-Landesbank Steiermark AG | 2.375% | 6/14/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
|  | Raiffeisen-Landesbank Steiermark AG | 1.375% | 5/11/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2296 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Raiffeisenlandesbank Vorarlberg Waren-und Revisionsverband registrierte GenmbH | 0.500% | 9/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2532 |
| UniCredit Bank Austria AG | 0.750% | 2/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| UniCredit Bank Austria AG | 0.250% | 6/4/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4814 |
| UNIQA Insurance Group AG | 6.000% | 7/27/46 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
|  |  |  |  |  | &nbsp;&nbsp;**266096** |
| **Belgium (0.3%)** | **Belgium (0.3%)** | **Belgium (0.3%)** |  |  |  |
| AG Insurance SA | 3.500% | 6/30/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314 |
| Ageas SA NV | 3.250% | 7/2/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4928 |
| Ageas SA NV | 1.875% | 11/24/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2437 |
| Anheuser-Busch InBev Finance Inc. | 4.320% | 5/15/47 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3142 |
| Anheuser-Busch InBev SA NV | 9.750% | 7/30/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237 |
| Anheuser-Busch InBev SA NV | 2.875% | 9/25/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380 |
| Anheuser-Busch InBev SA NV | 4.000% | 9/24/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6714 |
| Anheuser-Busch InBev SA NV | 2.700% | 3/31/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| Anheuser-Busch InBev SA NV | 1.150% | 1/22/27 | EUR | &nbsp;&nbsp;12089 | &nbsp;&nbsp;&nbsp;&nbsp;12117 |
| Anheuser-Busch InBev SA NV | 1.125% | 7/1/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8324 |
| Anheuser-Busch InBev SA NV | 2.125% | 12/2/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9194 |
| Anheuser-Busch InBev SA NV | 2.000% | 3/17/28 | EUR | &nbsp;&nbsp;&nbsp;11166 | &nbsp;&nbsp;&nbsp;&nbsp;11420 |
| Anheuser-Busch InBev SA NV | 1.500% | 4/18/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
| Anheuser-Busch InBev SA NV | 1.650% | 3/28/31 | EUR | &nbsp;&nbsp;10142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9681 |
| Anheuser-Busch InBev SA NV | 2.875% | 4/2/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3631 |
| Anheuser-Busch InBev SA NV | 3.250% | 1/24/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658 |
| Anheuser-Busch InBev SA NV | 2.000% | 1/23/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3148 |
| Anheuser-Busch InBev SA NV | 2.750% | 3/17/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9027 |
| Anheuser-Busch InBev SA NV | 3.700% | 4/2/40 | EUR | &nbsp;&nbsp;&nbsp;11198 | &nbsp;&nbsp;&nbsp;&nbsp;11736 |
| Anheuser-Busch InBev Worldwide Inc. | 4.100% | 9/6/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
| Argenta Spaarbank NV | 1.000% | 2/6/24 | EUR | &nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;11815 |
| Argenta Spaarbank NV | 1.000% | 10/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6834 |
| Argenta Spaarbank NV | 1.000% | 1/29/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2894 |
| Barry Callebaut Services NV | 2.375% | 5/24/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843 |
| Belfius Bank SA | 1.750% | 6/24/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 |
| Belfius Bank SA | 1.000% | 10/26/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5217 |
| Belfius Bank SA | 0.750% | 2/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| Belfius Bank SA | 0.375% | 9/2/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5003 |
| Belfius Bank SA | 0.010% | 10/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2981 |
| Belfius Bank SA | 0.375% | 2/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2952 |
| Belfius Bank SA | 3.125% | 5/11/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6086 |
| Belfius Bank SA | 0.125% | 9/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4894 |
| Belfius Bank SA | 0.125% | 2/8/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8038 |
| Belgium ING SA | 1.500% | 5/19/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5761 |
| BNP Paribas Fortis SA | 0.625% | 10/4/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| BNP Paribas Fortis SA | 0.875% | 3/22/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4889 |
| Brussels Airport Co. NV SA | 1.000% | 5/3/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4815 |
| Cofinimmo SA | 1.000% | 1/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909 |
| Cofinimmo SA | 0.875% | 12/2/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463 |
| Elia Group SA NV | 1.500% | 9/5/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 |
| Elia Transmission Belgium SA | 1.375% | 1/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7249 |
| Elia Transmission Belgium SA | 3.250% | 4/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| Elia Transmission Belgium SA | 3.000% | 4/7/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| Elia Transmission Belgium SA | 0.875% | 4/28/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531 |
| Ethias SA | 5.000% | 1/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4773 |
| Euroclear Bank SA | 1.250% | 9/30/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| Euroclear Bank SA | 0.125% | 7/7/25 | EUR | &nbsp;&nbsp;13040 | &nbsp;&nbsp;&nbsp;&nbsp;13132 |
| Euroclear Investments SA | 1.125% | 12/7/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 |
| Euroclear Investments SA | 1.500% | 4/11/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1903 |
| FLUVIUS System Operator CVBA | 1.750% | 12/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2924 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | FLUVIUS System Operator CVBA | 0.250% | 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3554 |
|  | FLUVIUS System Operator CVBA | 2.875% | 5/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 |
|  | FLUVIUS System Operator CVBA | 0.250% | 12/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2781 |
|  | FLUVIUS System Operator CVBA | 0.625% | 11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4623 |
|  | FLUVIUS System Operator CVBA | 4.000% | 7/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2217 |
|  | Groupe Bruxelles Lambert NV | 1.875% | 6/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2109 |
|  | Groupe Bruxelles Lambert SA | 1.375% | 5/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 |
|  | ING Belgium SA | 0.625% | 5/30/25 | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;11577 |
|  | KBC Bank NV | 0.750% | 10/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3626 |
|  | KBC Group NV | 1.500% | 3/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5574 |
|  | KBC Group NV | 0.125% | 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2963 |
|  | KBC Group NV | 0.750% | 1/21/28 | &nbsp;&nbsp;14600 | &nbsp;&nbsp;&nbsp;&nbsp;13989 |
|  | KBC Group NV | 5.500% | 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3747 |
|  | KBC Group NV | 0.125% | 1/14/29 | &nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;15278 |
|  | KBC Group NV | 0.625% | 12/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
|  | Proximus SADP | 2.375% | 4/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716 |
|  | Solvay SA | 2.750% | 12/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 |
|  | Solvay SA | 0.500% | 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571 |
|  | VGP NV | 1.625% | 1/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
|  | VGP NV | 1.500% | 4/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2302 |
|  | VGP NV | 2.250% | 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270 |
|  |  |  |  |  | &nbsp;&nbsp;**306481** |
| **Canada (1.8%)** | **Canada (1.8%)** | **Canada (1.8%)** | **Canada (1.8%)** |  |  |
|  | 407 International Inc. | 3.350% | 5/16/24 CAD | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847 |
| <sup>3</sup> | 407 International Inc. | 1.800% | 5/22/25 CAD | &nbsp;&nbsp;&nbsp;&nbsp;1323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
|  | 407 International Inc. | 2.430% | 5/4/27 CAD | &nbsp;&nbsp;&nbsp;&nbsp;1054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 |
|  | 407 International Inc. | 3.140% | 3/6/30 CAD | &nbsp;&nbsp;&nbsp;&nbsp;2681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908 |
| <sup>3</sup> | 407 International Inc. | 2.590% | 5/25/32 CAD | &nbsp;&nbsp;&nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
|  | 407 International Inc. | 3.430% | 6/1/33 CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397 |
|  | 407 International Inc. | 5.750% | 2/14/36 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | 407 International Inc. | 4.450% | 11/15/41 CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808 |
|  | 407 International Inc. | 4.190% | 4/25/42 CAD | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928 |
|  | 407 International Inc. | 3.650% | 9/8/44 CAD | &nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 |
|  | 407 International Inc. | 3.300% | 3/27/45 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | 407 International Inc. | 3.830% | 5/11/46 CAD | &nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3297 |
|  | 407 International Inc. | 3.600% | 5/21/47 CAD | &nbsp;&nbsp;&nbsp;&nbsp;3368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2186 |
|  | 407 International Inc. | 3.720% | 5/11/48 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  | 407 International Inc. | 3.670% | 3/8/49 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 |
|  | 407 International Inc. | 2.840% | 3/7/50 CAD | &nbsp;&nbsp;&nbsp;&nbsp;2008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 |
|  | 407 International Inc. | 3.980% | 9/11/52 CAD | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097 |
|  | 55 Ontario School Board Trust | 5.900% | 6/2/33 CAD | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2176 |
|  | Aeroports de Montreal | 5.170% | 9/17/35 CAD | &nbsp;&nbsp;&nbsp;&nbsp;1777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410 |
|  | Aeroports de Montreal | 5.670% | 10/16/37 CAD | &nbsp;&nbsp;&nbsp;&nbsp;1054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
|  | Aeroports de Montreal | 3.030% | 4/21/50 CAD | &nbsp;&nbsp;&nbsp;&nbsp;4078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2374 |
|  | Aeroports de Montreal | 3.441% | 4/26/51 CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255 |
|  | AIMCo Realty Investors LP | 2.266% | 6/26/24 CAD | &nbsp;&nbsp;&nbsp;&nbsp;2463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785 |
|  | AIMCo Realty Investors LP | 3.367% | 6/1/27 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
|  | AIMCo Realty Investors LP | 3.043% | 6/1/28 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
|  | AIMCo Realty Investors LP | 2.712% | 6/1/29 CAD | &nbsp;&nbsp;&nbsp;&nbsp;5486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3740 |
|  | Alberta Powerline LP | 4.065% | 12/1/53 CAD | &nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649 |
|  | Alberta Powerline LP | 4.065% | 3/1/54 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 |
|  | Alectra Inc. | 2.488% | 5/17/27 CAD | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3819 |
|  | Alectra Inc. | 1.751% | 2/11/31 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
|  | Alectra Inc. | 3.958% | 7/30/42 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 |
|  | Alectra Inc. | 3.458% | 4/12/49 CAD | &nbsp;&nbsp;&nbsp;&nbsp;1193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | Algonquin Power Co. | 4.090% | 2/17/27 CAD | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
| <sup>3</sup> | Algonquin Power Co. | 4.090% | 2/17/27 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
|  | Algonquin Power Co. | 4.600% | 1/29/29 CAD | &nbsp;&nbsp;&nbsp;&nbsp;1111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Algonquin Power Co. | 2.850% | 7/15/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1804 | &nbsp;&nbsp;&nbsp;&nbsp;1143 |
| Alimentation Couche-Tard Inc. | 3.056% | 7/26/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4146 | &nbsp;&nbsp;&nbsp;&nbsp;3034 |
| Alimentation Couche-Tard Inc. | 3.600% | 6/2/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4016 | &nbsp;&nbsp;&nbsp;&nbsp;2955 |
| Allied Properties REIT | 3.636% | 4/21/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1781 |
| Allied Properties REIT | 1.726% | 2/12/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2504 | &nbsp;&nbsp;&nbsp;&nbsp;1699 |
| Allied Properties REIT | 3.113% | 4/8/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1700 |
| Allied Properties REIT | 3.394% | 8/15/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
| Allied Properties REIT | 3.117% | 2/21/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;1319 |
| Allied Properties REIT | 3.095% | 2/6/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2004 | &nbsp;&nbsp;&nbsp;&nbsp;1238 |
| AltaGas Canada Inc. | 3.150% | 4/6/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 |
| AltaGas Canada Inc. | 4.260% | 12/5/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
| AltaGas Ltd. | 1.227% | 3/18/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
| AltaGas Ltd. | 3.840% | 1/15/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4489 | &nbsp;&nbsp;&nbsp;&nbsp;3340 |
| AltaGas Ltd. | 2.157% | 6/10/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 |
| AltaGas Ltd. | 3.980% | 10/4/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;1076 |
| AltaGas Ltd. | 2.075% | 5/30/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;1439 |
| AltaGas Ltd. | 2.477% | 11/30/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
| AltaGas Ltd. | 4.500% | 8/15/44 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
| AltaGas Ltd. | 4.990% | 10/4/47 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
| AltaLink LP | 3.399% | 6/6/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;3638 |
| AltaLink LP | 4.872% | 11/15/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;1955 |
| AltaLink LP | 4.462% | 11/8/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
| AltaLink LP | 3.990% | 6/30/42 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2334 | &nbsp;&nbsp;&nbsp;&nbsp;1634 |
| AltaLink LP | 4.922% | 9/17/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp;1165 |
| AltaLink LP | 4.054% | 11/21/44 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 |
| AltaLink LP | 4.090% | 6/30/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1537 | &nbsp;&nbsp;&nbsp;&nbsp;1087 |
| AltaLink LP | 3.717% | 12/3/46 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2232 | &nbsp;&nbsp;&nbsp;&nbsp;1485 |
| ARC Resources Ltd. | 2.354% | 3/10/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;1679 |
| ARC Resources Ltd. | 3.465% | 3/10/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2147 | &nbsp;&nbsp;&nbsp;&nbsp;1447 |
| Artis REIT | 5.600% | 4/29/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 |
| Atco Ltd. | 5.500% | 11/1/78 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
| Bank of Montreal | 2.850% | 3/6/24 | CAD | &nbsp;&nbsp;10548 | &nbsp;&nbsp;&nbsp;&nbsp;7741 |
| Bank of Montreal | 2.280% | 7/29/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7012 | &nbsp;&nbsp;&nbsp;&nbsp;5075 |
| Bank of Montreal | 2.700% | 9/11/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6912 | &nbsp;&nbsp;&nbsp;&nbsp;5033 |
| Bank of Montreal | 2.370% | 2/3/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5877 | &nbsp;&nbsp;&nbsp;&nbsp;4220 |
| Bank of Montreal | 4.609% | 9/10/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1854 |
| Bank of Montreal | 1.758% | 3/10/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;2791 |
| Bank of Montreal | 1.000% | 4/5/26 | EUR | &nbsp;&nbsp;13440 | &nbsp;&nbsp;13628 |
| Bank of Montreal | 1.551% | 5/28/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4813 | &nbsp;&nbsp;&nbsp;&nbsp;3304 |
| Bank of Montreal | 1.000% | 9/9/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1844 |
| Bank of Montreal | 2.700% | 12/9/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;3490 |
| Bank of Montreal | 3.650% | 4/1/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7764 | &nbsp;&nbsp;&nbsp;&nbsp;5671 |
| Bank of Montreal | 4.309% | 6/1/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8767 | &nbsp;&nbsp;&nbsp;&nbsp;6570 |
| Bank of Montreal | 3.190% | 3/1/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9461 | &nbsp;&nbsp;&nbsp;&nbsp;6788 |
| Bank of Montreal | 0.050% | 6/8/29 | EUR | &nbsp;&nbsp;14819 | &nbsp;&nbsp;13281 |
| Bank of Montreal | 2.880% | 9/17/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;1917 |
| Bank of Montreal | 2.077% | 6/17/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5616 | &nbsp;&nbsp;&nbsp;&nbsp;3944 |
| Bank of Montreal | 1.928% | 7/22/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6087 | &nbsp;&nbsp;&nbsp;&nbsp;4124 |
| Bank of Montreal | 6.534% | 10/27/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2155 |
| Bank of Nova Scotia | 0.500% | 4/30/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5241 |
| Bank of Nova Scotia | 2.290% | 6/28/24 | CAD | &nbsp;&nbsp;10008 | &nbsp;&nbsp;&nbsp;&nbsp;7271 |
| Bank of Nova Scotia | 2.490% | 9/23/24 | CAD | &nbsp;&nbsp;11267 | &nbsp;&nbsp;&nbsp;&nbsp;8158 |
| Bank of Nova Scotia | 1.950% | 1/10/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6436 | &nbsp;&nbsp;&nbsp;&nbsp;4588 |
| Bank of Nova Scotia | 2.160% | 2/3/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;3852 |
| Bank of Nova Scotia | 0.010% | 3/18/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8461 | &nbsp;&nbsp;&nbsp;&nbsp;8569 |
| Bank of Nova Scotia | 0.125% | 9/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4062 | &nbsp;&nbsp;&nbsp;&nbsp;3894 |
| Bank of Nova Scotia | 1.850% | 11/2/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8694 | &nbsp;&nbsp;&nbsp;&nbsp;5967 |
| Bank of Nova Scotia | 2.620% | 12/2/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7346 | &nbsp;&nbsp;&nbsp;&nbsp;5220 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Bank of Nova Scotia | 0.010% | 1/14/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;4703 |
| Bank of Nova Scotia | 2.950% | 3/8/27 | CAD | &nbsp;&nbsp;15103 | &nbsp;&nbsp;10745 |
| Bank of Nova Scotia | 1.400% | 11/1/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7771 | &nbsp;&nbsp;&nbsp;&nbsp;5119 |
| Bank of Nova Scotia | 0.010% | 12/15/27 | EUR | &nbsp;&nbsp;10597 | &nbsp;&nbsp;&nbsp;&nbsp;9875 |
| Bank of Nova Scotia | 3.100% | 2/2/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8723 | &nbsp;&nbsp;&nbsp;&nbsp;6236 |
| Bank of Nova Scotia | 2.836% | 7/3/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7124 | &nbsp;&nbsp;&nbsp;&nbsp;5168 |
| Bank of Nova Scotia | 3.934% | 5/3/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8020 | &nbsp;&nbsp;&nbsp;&nbsp;5770 |
| BCI QuadReal Realty | 1.680% | 3/3/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
| BCI QuadReal Realty | 1.747% | 7/24/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3686 | &nbsp;&nbsp;&nbsp;&nbsp;2295 |
| bcIMC Realty Corp. | 2.840% | 6/3/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3428 | &nbsp;&nbsp;&nbsp;&nbsp;2473 |
| bcIMC Realty Corp. | 3.000% | 3/31/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3574 | &nbsp;&nbsp;&nbsp;&nbsp;2563 |
| Bell Telephone Co. of Canada or Bell Canada | 2.700% | 2/27/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9912 | &nbsp;&nbsp;&nbsp;&nbsp;7306 |
| Bell Telephone Co. of Canada or Bell Canada | 2.750% | 1/29/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
| Bell Telephone Co. of Canada or Bell Canada | 3.350% | 3/12/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6465 | &nbsp;&nbsp;&nbsp;&nbsp;4751 |
| Bell Telephone Co. of Canada or Bell Canada | 3.550% | 3/2/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp;1077 |
| Bell Telephone Co. of Canada or Bell Canada | 2.900% | 8/12/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp;1054 |
| Bell Telephone Co. of Canada or Bell Canada | 1.650% | 8/16/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;1809 |
| Bell Telephone Co. of Canada or Bell Canada | 3.600% | 9/29/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;3129 |
| Bell Telephone Co. of Canada or Bell Canada | 2.200% | 5/29/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;1754 |
| Bell Telephone Co. of Canada or Bell Canada | 3.800% | 8/21/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3771 | &nbsp;&nbsp;&nbsp;&nbsp;2753 |
| Bell Telephone Co. of Canada or Bell Canada | 2.900% | 9/10/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1679 |
| Bell Telephone Co. of Canada or Bell Canada | 2.500% | 5/14/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5316 | &nbsp;&nbsp;&nbsp;&nbsp;3497 |
| Bell Telephone Co. of Canada or Bell Canada | 3.000% | 3/17/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;3560 |
| Bell Telephone Co. of Canada or Bell Canada | 7.850% | 4/2/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2198 |
| Bell Telephone Co. of Canada or Bell Canada | 6.170% | 2/26/37 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
| Bell Telephone Co. of Canada or Bell Canada | 4.750% | 9/29/44 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3114 | &nbsp;&nbsp;&nbsp;&nbsp;2215 |
| Bell Telephone Co. of Canada or Bell Canada | 4.350% | 12/18/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3137 | &nbsp;&nbsp;&nbsp;&nbsp;2109 |
| Bell Telephone Co. of Canada or Bell Canada | 4.450% | 2/27/47 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3066 | &nbsp;&nbsp;&nbsp;&nbsp;2090 |
| Bell Telephone Co. of Canada or Bell Canada | 3.500% | 9/30/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6543 | &nbsp;&nbsp;&nbsp;&nbsp;3754 |
| Bell Telephone Co. of Canada or Bell Canada | 4.050% | 3/17/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3194 | &nbsp;&nbsp;&nbsp;&nbsp;2026 |
| Bridging North America GP | 4.341% | 8/31/53 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
| British Columbia Ferry Services Inc. | 4.702% | 10/23/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2746 | &nbsp;&nbsp;&nbsp;&nbsp;2117 |
| British Columbia Ferry Services Inc. | 4.289% | 4/28/44 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 |
| British Columbia Ferry Services Inc. | 2.794% | 10/15/49 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 |
| Brookfield Asset Management Inc. | 5.040% | 3/8/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 |
| Brookfield Asset Management Inc. | 4.820% | 1/28/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7215 | &nbsp;&nbsp;&nbsp;&nbsp;5431 |
| Brookfield Asset Management Inc. | 3.800% | 3/16/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;1511 |
| Brookfield Asset Management Inc. | 5.950% | 6/14/35 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 |
| Brookfield Infrastructure Finance ULC | 3.315% | 2/22/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2463 | &nbsp;&nbsp;&nbsp;&nbsp;1816 |
| Brookfield Infrastructure Finance ULC | 4.193% | 9/11/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2082 | &nbsp;&nbsp;&nbsp;&nbsp;1524 |
| Brookfield Infrastructure Finance ULC | 3.410% | 10/9/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3001 | &nbsp;&nbsp;&nbsp;&nbsp;2075 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Brookfield Infrastructure Finance ULC | 2.855% | 9/1/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1681 | &nbsp;&nbsp;&nbsp;&nbsp;1058 |
| Brookfield Infrastructure Finance ULC | 5.439% | 4/25/34 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2398 | &nbsp;&nbsp;&nbsp;&nbsp;1847 |
| Brookfield Infrastructure Finance ULC | 5.789% | 4/25/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 |
| Brookfield Renewable Partners ULC | 3.752% | 6/2/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2597 | &nbsp;&nbsp;&nbsp;&nbsp;1912 |
| Brookfield Renewable Partners ULC | 3.630% | 1/15/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;1386 |
| Brookfield Renewable Partners ULC | 3.380% | 1/15/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;1878 |
| Brookfield Renewable Partners ULC | 4.290% | 11/5/49 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;1272 |
| Brookfield Renewable Partners ULC | 3.330% | 8/13/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3104 | &nbsp;&nbsp;&nbsp;&nbsp;1736 |
| Bruce Power LP | 3.000% | 6/21/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
| Bruce Power LP | 3.969% | 6/23/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1817 |
| Bruce Power LP | 2.680% | 12/21/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1369 |
| Bruce Power LP | 4.010% | 6/21/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
| Bruce Power LP | 4.000% | 6/21/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2459 | &nbsp;&nbsp;&nbsp;&nbsp;1781 |
| Bruce Power LP | 4.132% | 6/21/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3855 | &nbsp;&nbsp;&nbsp;&nbsp;2743 |
| Bruce Power LP | 4.746% | 6/21/49 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp;1289 |
| Calgary Airport Authority | 3.199% | 10/7/36 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8099 | &nbsp;&nbsp;&nbsp;&nbsp;5274 |
| Calgary Airport Authority | 3.341% | 10/7/38 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3048 | &nbsp;&nbsp;&nbsp;&nbsp;1982 |
| Cameco Corp. | 4.190% | 6/24/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1356 | &nbsp;&nbsp;&nbsp;&nbsp;1002 |
| Cameco Corp. | 2.950% | 10/21/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3078 | &nbsp;&nbsp;&nbsp;&nbsp;2133 |
| Canadian Imperial Bank of Commerce | 0.375% | 5/3/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9274 | &nbsp;&nbsp;&nbsp;&nbsp;9710 |
| Canadian Imperial Bank of Commerce | 2.350% | 8/28/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4186 | &nbsp;&nbsp;&nbsp;&nbsp;3028 |
| Canadian Imperial Bank of Commerce | 2.750% | 3/7/25 | CAD | &nbsp;&nbsp;18001 | &nbsp;&nbsp;13009 |
| Canadian Imperial Bank of Commerce | 2.000% | 4/17/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6698 | &nbsp;&nbsp;&nbsp;&nbsp;4755 |
| Canadian Imperial Bank of Commerce | 3.300% | 5/26/25 | CAD | &nbsp;&nbsp;12683 | &nbsp;&nbsp;&nbsp;&nbsp;9327 |
| Canadian Imperial Bank of Commerce | 1.100% | 1/19/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2758 | &nbsp;&nbsp;&nbsp;&nbsp;1879 |
| Canadian Imperial Bank of Commerce | 1.875% | 1/27/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3427 |
| Canadian Imperial Bank of Commerce | 1.700% | 7/15/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5199 | &nbsp;&nbsp;&nbsp;&nbsp;3570 |
| Canadian Imperial Bank of Commerce | 2.250% | 1/7/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9897 | &nbsp;&nbsp;&nbsp;&nbsp;6862 |
| Canadian Imperial Bank of Commerce | 4.950% | 6/29/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;3972 |
| Canadian Imperial Bank of Commerce | 5.050% | 10/7/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3847 |
| Canadian Imperial Bank of Commerce | 0.010% | 4/30/29 | EUR | &nbsp;&nbsp;59024 | &nbsp;&nbsp;52907 |
| Canadian Imperial Bank of Commerce | 2.010% | 7/21/30 | CAD | &nbsp;&nbsp;&nbsp;11680 | &nbsp;&nbsp;&nbsp;&nbsp;8163 |
| Canadian Imperial Bank of Commerce | 1.960% | 4/21/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5789 | &nbsp;&nbsp;&nbsp;&nbsp;3948 |
| Canadian Imperial Bank of Commerce | 4.200% | 4/7/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5752 | &nbsp;&nbsp;&nbsp;&nbsp;4181 |
| Canadian National Railway Co. | 2.800% | 9/22/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2446 | &nbsp;&nbsp;&nbsp;&nbsp;1778 |
| Canadian National Railway Co. | 3.200% | 7/31/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 |
| Canadian National Railway Co. | 3.000% | 2/8/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1423 |
| Canadian National Railway Co. | 3.950% | 9/22/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1380 |
| Canadian National Railway Co. | 3.600% | 8/1/47 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4892 | &nbsp;&nbsp;&nbsp;&nbsp;3180 |
| Canadian National Railway Co. | 3.600% | 7/31/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| Canadian National Railway Co. | 3.600% | 2/8/49 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
| Canadian National Railway Co. | 3.050% | 2/8/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 |
| Canadian Natural Resources Ltd. | 3.550% | 6/3/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;3647 |
| Canadian Natural Resources Ltd. | 3.420% | 12/1/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1237 |
| Canadian Natural Resources Ltd. | 2.500% | 1/17/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2464 | &nbsp;&nbsp;&nbsp;&nbsp;1704 |
| Canadian Natural Resources Ltd. | 4.850% | 5/30/47 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
| Canadian Pacific Railway Co. | 2.540% | 2/28/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;1062 |
| Canadian Pacific Railway Co. | 3.150% | 3/13/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4516 | &nbsp;&nbsp;&nbsp;&nbsp;3172 |
| Canadian Pacific Railway Co. | 6.450% | 11/17/39 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 |
| Canadian Pacific Railway Co. | 3.050% | 3/9/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3613 | &nbsp;&nbsp;&nbsp;&nbsp;2006 |
| Canadian Tire Corp. Ltd. | 6.570% | 2/24/34 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
| Canadian Tire Corp. Ltd. | 5.610% | 9/4/35 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
| Canadian Utilities Ltd. | 4.851% | 6/3/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 |
| Canadian Western Bank | 2.597% | 9/6/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1971 | &nbsp;&nbsp;&nbsp;&nbsp;1424 |
| Canadian Western Bank | 2.606% | 1/30/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3233 | &nbsp;&nbsp;&nbsp;&nbsp;2316 |
| Canadian Western Bank | 1.926% | 4/16/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;1474 |
| Canadian Western Bank | 5.146% | 9/2/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1678 |
| Canadian Western Bank | 1.818% | 12/16/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2504 | &nbsp;&nbsp;&nbsp;&nbsp;1643 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Capital City Link General Partnership | 4.386% | 3/31/46CAD | &nbsp;&nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp;282 |
|  | Capital Power Corp. | 4.284% | 9/18/24CAD | &nbsp;&nbsp;1231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 |
|  | Capital Power Corp. | 4.986% | 1/23/26CAD | &nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;&nbsp;618 |
|  | Capital Power Corp. | 4.424% | 2/8/30CAD | &nbsp;&nbsp;2739 | &nbsp;&nbsp;2000 |
|  | Capital Power Corp. | 3.147% | 10/1/32CAD | &nbsp;&nbsp;1466 | &nbsp;&nbsp;&nbsp;&nbsp;935 |
|  | CCL Industries Inc. | 3.864% | 4/13/28CAD | &nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;573 |
|  | Cenovus Energy Inc. | 3.600% | 3/10/27CAD | &nbsp;&nbsp;3002 | &nbsp;&nbsp;&nbsp;2201 |
|  | Cenovus Energy Inc. | 3.500% | 2/7/28CAD | &nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;3824 |
|  | Central 1 Credit Union | 2.391% | 6/30/31CAD | &nbsp;&nbsp;&nbsp;2104 | &nbsp;&nbsp;&nbsp;1417 |
|  | CGI Inc. | 2.100% | 9/18/28CAD | &nbsp;&nbsp;6939 | &nbsp;&nbsp;&nbsp;4613 |
|  | Chartwell Retirement Residences | 4.211% | 4/28/25CAD | &nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;358 |
|  | Choice Properties REIT | 3.556% | 9/9/24CAD | &nbsp;&nbsp;1986 | &nbsp;&nbsp;&nbsp;1455 |
|  | Choice Properties REIT | 3.546% | 1/10/25CAD | &nbsp;&nbsp;3918 | &nbsp;&nbsp;&nbsp;2860 |
|  | Choice Properties REIT | 2.848% | 5/21/27CAD | &nbsp;&nbsp;3409 | &nbsp;&nbsp;&nbsp;2386 |
|  | Choice Properties REIT | 4.178% | 3/8/28CAD | &nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;1796 |
|  | Choice Properties REIT | 3.532% | 6/11/29CAD | &nbsp;&nbsp;3477 | &nbsp;&nbsp;&nbsp;2433 |
|  | Choice Properties REIT | 2.981% | 3/4/30CAD | &nbsp;&nbsp;2504 | &nbsp;&nbsp;&nbsp;1670 |
|  | Choice Properties REIT | 6.003% | 6/24/32CAD | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;1282 |
|  | CI Financial Corp. | 3.215% | 7/22/24CAD | &nbsp;&nbsp;2512 | &nbsp;&nbsp;&nbsp;1815 |
|  | CI Financial Corp. | 3.759% | 5/26/25CAD | &nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;1052 |
|  | CI Financial Corp. | 3.904% | 9/27/27CAD | &nbsp;&nbsp;1706 | &nbsp;&nbsp;&nbsp;1178 |
|  | Clover LP | 4.216% | 3/31/34CAD | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;314 |
|  | Clover LP | 4.216% | 6/30/34CAD | &nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;446 |
|  | Cogeco Communications Inc. | 2.991% | 9/22/31CAD | &nbsp;&nbsp;&nbsp;2104 | &nbsp;&nbsp;&nbsp;1356 |
|  | Concordia University | 6.550% | 9/2/42CAD | &nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;1369 |
|  | Co-operators Financial Services Ltd. | 3.327% | 5/13/30CAD | &nbsp;&nbsp;2960 | &nbsp;&nbsp;&nbsp;1974 |
| <sup>1</sup> | Cordelio Amalco GP I | 4.087% | 6/30/34 CAD | &nbsp;&nbsp;1477 | &nbsp;&nbsp;&nbsp;1068 |
|  | Crombie REIT | 4.800% | 1/31/25 CAD | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;1486 |
|  | Crombie REIT | 3.677% | 8/26/26 CAD | &nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;1056 |
|  | Crombie REIT | 3.917% | 6/21/27 CAD | &nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;&nbsp;636 |
|  | Crombie REIT | 2.686% | 3/31/28 CAD | &nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576 |
|  | Crombie REIT | 3.211% | 10/9/30 CAD | &nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;208 |
|  | Crombie REIT | 3.133% | 8/12/31 CAD | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;1268 |
|  | Crosslinx Transit Solutions GP | 4.651% | 9/30/46 CAD | &nbsp;&nbsp;1547 | &nbsp;&nbsp;&nbsp;1074 |
|  | CSS FSCC Partnership | 6.915% | 7/31/42 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  | CT REIT | 3.527% | 6/9/25 CAD | &nbsp;&nbsp;2254 | &nbsp;&nbsp;&nbsp;1639 |
|  | CT REIT | 3.289% | 6/1/26 CAD | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;1431 |
|  | CT REIT | 3.469% | 6/16/27 CAD | &nbsp;&nbsp;&nbsp;&nbsp;654 | &nbsp;&nbsp;&nbsp;&nbsp;465 |
|  | CT REIT | 2.371% | 1/6/31 CAD | &nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;604 |
|  | CU Inc. | 4.543% | 10/24/41 CAD | &nbsp;&nbsp;2381 | &nbsp;&nbsp;&nbsp;1780 |
|  | CU Inc. | 3.805% | 9/10/42 CAD | &nbsp;&nbsp;4199 | &nbsp;&nbsp;&nbsp;2841 |
|  | CU Inc. | 4.722% | 9/9/43 CAD | &nbsp;&nbsp;3471 | &nbsp;&nbsp;&nbsp;2655 |
|  | CU Inc. | 4.085% | 9/2/44 CAD | &nbsp;&nbsp;3245 | &nbsp;&nbsp;&nbsp;2274 |
|  | CU Inc. | 3.964% | 7/27/45 CAD | &nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;1011 |
|  | CU Inc. | 3.763% | 11/19/46 CAD | &nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;1019 |
|  | CU Inc. | 3.548% | 11/22/47 CAD | &nbsp;&nbsp;1333 | &nbsp;&nbsp;&nbsp;&nbsp;851 |
|  | CU Inc. | 3.950% | 11/23/48 CAD | &nbsp;&nbsp;&nbsp;2177 | &nbsp;&nbsp;&nbsp;1484 |
|  | CU Inc. | 2.963% | 9/7/49 CAD | &nbsp;&nbsp;2204 | &nbsp;&nbsp;&nbsp;1256 |
|  | CU Inc. | 3.174% | 9/5/51 CAD | &nbsp;&nbsp;1677 | &nbsp;&nbsp;&nbsp;&nbsp;985 |
|  | CU Inc. | 3.857% | 11/14/52 CAD | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;265 |
|  | CU Inc. | 4.211% | 10/29/55 CAD | &nbsp;&nbsp;&nbsp;7346 | &nbsp;&nbsp;&nbsp;5110 |
|  | CU Inc. | 4.593% | 10/24/61 CAD | &nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | Dollarama Inc. | 1.871% | 7/8/26 CAD | &nbsp;&nbsp;2504 | &nbsp;&nbsp;&nbsp;1734 |
|  | Dollarama Inc. | 1.505% | 9/20/27 CAD | &nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;648 |
|  | Dollarama Inc. | 2.443% | 7/9/29 CAD | &nbsp;&nbsp;2356 | &nbsp;&nbsp;&nbsp;1568 |
|  | Dollarama Inc. | 5.165% | 4/26/30 CAD | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;1011 |
|  | Dream Industrial REIT | 1.662% | 12/22/25 CAD | &nbsp;&nbsp;4504 | &nbsp;&nbsp;&nbsp;3068 |
|  | Dream Industrial REIT | 2.057% | 6/17/27 CAD | &nbsp;&nbsp;2305 | &nbsp;&nbsp;&nbsp;1538 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Edmonton Regional Airports Authority | 7.214% | 11/1/30 CAD | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
| Enbridge Gas Inc. | 3.150% | 8/22/24 CAD | &nbsp;&nbsp;3192 | &nbsp;&nbsp;2337 |
| Enbridge Gas Inc. | 3.310% | 9/11/25 CAD | &nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;1161 |
| Enbridge Gas Inc. | 2.810% | 6/1/26 CAD | &nbsp;&nbsp;1153 | &nbsp;&nbsp;&nbsp;&nbsp;830 |
| Enbridge Gas Inc. | 2.500% | 8/5/26 CAD | &nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;698 |
| Enbridge Gas Inc. | 2.880% | 11/22/27 CAD | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;1213 |
| Enbridge Gas Inc. | 2.370% | 8/9/29 CAD | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;1016 |
| Enbridge Gas Inc. | 2.900% | 4/1/30 CAD | &nbsp;&nbsp;2450 | &nbsp;&nbsp;1697 |
| Enbridge Gas Inc. | 2.350% | 9/15/31 CAD | &nbsp;&nbsp;2100 | &nbsp;&nbsp;1363 |
| Enbridge Gas Inc. | 4.150% | 8/17/32 CAD | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;962 |
| Enbridge Gas Inc. | 5.200% | 7/23/40 CAD | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;559 |
| Enbridge Gas Inc. | 4.880% | 6/21/41 CAD | &nbsp;&nbsp;1691 | &nbsp;&nbsp;1302 |
| Enbridge Gas Inc. | 4.500% | 11/23/43 CAD | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;147 |
| Enbridge Gas Inc. | 4.200% | 6/2/44 CAD | &nbsp;&nbsp;2947 | &nbsp;&nbsp;2075 |
| Enbridge Gas Inc. | 4.000% | 8/22/44 CAD | &nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;672 |
| Enbridge Gas Inc. | 3.800% | 6/1/46 CAD | &nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp;973 |
| Enbridge Gas Inc. | 3.590% | 11/22/47 CAD | &nbsp;&nbsp;1183 | &nbsp;&nbsp;&nbsp;&nbsp;752 |
| Enbridge Gas Inc. | 3.510% | 11/29/47 CAD | &nbsp;&nbsp;2305 | &nbsp;&nbsp;1444 |
| Enbridge Gas Inc. | 3.010% | 8/9/49 CAD | &nbsp;&nbsp;1671 | &nbsp;&nbsp;&nbsp;&nbsp;946 |
| Enbridge Gas Inc. | 3.650% | 4/1/50 CAD | &nbsp;&nbsp;2628 | &nbsp;&nbsp;1677 |
| Enbridge Gas Inc. | 4.950% | 11/22/50 CAD | &nbsp;&nbsp;1323 | &nbsp;&nbsp;1043 |
| Enbridge Gas Inc. | 3.200% | 9/15/51 CAD | &nbsp;&nbsp;2329 | &nbsp;&nbsp;1355 |
| Enbridge Gas Inc. | 4.550% | 8/17/52 CAD | &nbsp;&nbsp;2200 | &nbsp;&nbsp;1633 |
| Enbridge Inc. | 3.950% | 11/19/24 CAD | &nbsp;&nbsp;1479 | &nbsp;&nbsp;1091 |
| Enbridge Inc. | 2.440% | 6/2/25 CAD | &nbsp;&nbsp;2504 | &nbsp;&nbsp;1794 |
| Enbridge Inc. | 3.200% | 6/8/27 CAD | &nbsp;&nbsp;&nbsp;7088 | &nbsp;&nbsp;5058 |
| Enbridge Inc. | 2.990% | 10/3/29 CAD | &nbsp;&nbsp;6419 | &nbsp;&nbsp;&nbsp;4374 |
| Enbridge Inc. | 3.100% | 9/21/33 CAD | &nbsp;&nbsp;&nbsp;5010 | &nbsp;&nbsp;3186 |
| Enbridge Inc. | 4.240% | 8/27/42 CAD | &nbsp;&nbsp;2638 | &nbsp;&nbsp;1697 |
| Enbridge Inc. | 4.570% | 3/11/44 CAD | &nbsp;&nbsp;3299 | &nbsp;&nbsp;&nbsp;2211 |
| Enbridge Inc. | 4.870% | 11/21/44 CAD | &nbsp;&nbsp;2058 | &nbsp;&nbsp;1433 |
| Enbridge Inc. | 4.100% | 9/21/51 CAD | &nbsp;&nbsp;1603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 |
| Enbridge Pipelines Inc. | 3.450% | 9/29/25 CAD | &nbsp;&nbsp;2571 | &nbsp;&nbsp;1879 |
| Enbridge Pipelines Inc. | 3.000% | 8/10/26 CAD | &nbsp;&nbsp;1700 | &nbsp;&nbsp;1220 |
| Enbridge Pipelines Inc. | 3.520% | 2/22/29 CAD | &nbsp;&nbsp;3931 | &nbsp;&nbsp;2802 |
| Enbridge Pipelines Inc. | 2.820% | 5/12/31 CAD | &nbsp;&nbsp;2207 | &nbsp;&nbsp;1447 |
| Enbridge Pipelines Inc. | 4.550% | 8/17/43 CAD | &nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp;&nbsp;669 |
| Enbridge Pipelines Inc. | 4.550% | 9/29/45 CAD | &nbsp;&nbsp;&nbsp;2744 | &nbsp;&nbsp;1838 |
| Enbridge Pipelines Inc. | 4.130% | 8/9/46 CAD | &nbsp;&nbsp;2452 | &nbsp;&nbsp;1537 |
| Enbridge Pipelines Inc. | 4.330% | 2/22/49 CAD | &nbsp;&nbsp;2621 | &nbsp;&nbsp;1687 |
| Enbridge Pipelines Inc. | 4.200% | 5/12/51 CAD | &nbsp;&nbsp;1849 | &nbsp;&nbsp;&nbsp;1158 |
| Energir Inc. | 2.100% | 4/16/27 CAD | &nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;669 |
| Energir Inc. | 3.530% | 5/16/47 CAD | &nbsp;&nbsp;1227 | &nbsp;&nbsp;&nbsp;&nbsp;784 |
| Energir LP | 3.040% | 2/9/32 CAD | &nbsp;&nbsp;2684 | &nbsp;&nbsp;1843 |
| ENMAX Corp. | 3.836% | 6/5/28 CAD | &nbsp;&nbsp;1054 | &nbsp;&nbsp;&nbsp;&nbsp;752 |
| ENMAX Corp. | 3.876% | 10/18/29 CAD | &nbsp;&nbsp;2557 | &nbsp;&nbsp;1797 |
| EPCOR Utilities Inc. | 2.411% | 6/30/31 CAD | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;988 |
| EPCOR Utilities Inc. | 4.550% | 2/28/42 CAD | &nbsp;&nbsp;1463 | &nbsp;&nbsp;1095 |
| EPCOR Utilities Inc. | 3.554% | 11/27/47 CAD | &nbsp;&nbsp;3429 | &nbsp;&nbsp;&nbsp;2191 |
| EPCOR Utilities Inc. | 3.949% | 11/26/48 CAD | &nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;705 |
| EPCOR Utilities Inc. | 3.106% | 7/8/49 CAD | &nbsp;&nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;&nbsp;309 |
| EPCOR Utilities Inc. | 2.899% | 5/19/50 CAD | &nbsp;&nbsp;&nbsp;&nbsp;924 | &nbsp;&nbsp;&nbsp;&nbsp;517 |
| EPCOR Utilities Inc. | 3.287% | 6/28/51 CAD | &nbsp;&nbsp;&nbsp;&nbsp;953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 |
| EPCOR Utilities Inc. | 4.725% | 9/2/52 CAD | &nbsp;&nbsp;2400 | &nbsp;&nbsp;1859 |
| Equitable Bank | 1.983% | 5/9/24 CAD | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;172 |
| Equitable Bank | 1.939% | 3/10/25 CAD | &nbsp;&nbsp;&nbsp;&nbsp;504 | &nbsp;&nbsp;&nbsp;&nbsp;352 |
| Equitable Bank | 1.876% | 11/26/25 CAD | &nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;671 |
| Equitable Bank | 3.362% | 3/2/26 CAD | &nbsp;&nbsp;3500 | &nbsp;&nbsp;2486 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Fair Hydro Trust | 3.357% | 5/15/35 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3516 | &nbsp;&nbsp;&nbsp;&nbsp;2508 |
| Fairfax Financial Holdings Ltd. | 4.950% | 3/3/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1989 | &nbsp;&nbsp;&nbsp;&nbsp;1496 |
| Fairfax Financial Holdings Ltd. | 4.700% | 12/16/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1828 |
| Fairfax Financial Holdings Ltd. | 4.250% | 12/6/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3208 | &nbsp;&nbsp;&nbsp;&nbsp;2345 |
| Fairfax Financial Holdings Ltd. | 4.230% | 6/14/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
| Fairfax Financial Holdings Ltd. | 3.950% | 3/3/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3183 | &nbsp;&nbsp;&nbsp;&nbsp;2156 |
| Federated Co-Operatives Ltd. | 3.917% | 6/17/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 |
| Federation des Caisses Desjardins du Quebec | 2.417% | 10/4/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;4609 |
| Federation des Caisses Desjardins du Quebec | 0.010% | 9/24/25 | EUR | &nbsp;&nbsp;20587 | &nbsp;&nbsp;20566 |
| Federation des Caisses Desjardins du Quebec | 1.093% | 1/21/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;1345 |
| Federation des Caisses Desjardins du Quebec | 1.587% | 9/10/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1366 |
| Federation des Caisses Desjardins du Quebec | 4.407% | 5/19/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;3531 |
| Federation des Caisses Desjardins du Quebec | 2.856% | 5/26/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4495 | &nbsp;&nbsp;&nbsp;&nbsp;3211 |
| Federation des Caisses Desjardins du Quebec | 1.992% | 5/28/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3559 | &nbsp;&nbsp;&nbsp;&nbsp;2423 |
| Federation des Caisses Desjardins du Quebec | 5.035% | 8/23/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;3220 |
| First Capital REIT | 4.790% | 8/30/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2456 | &nbsp;&nbsp;&nbsp;&nbsp;1812 |
| First Capital REIT | 4.323% | 7/31/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;3558 |
| First Capital REIT | 3.604% | 5/6/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1196 |
| First Capital REIT | 3.456% | 1/22/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1373 |
| First Capital REIT | 3.753% | 7/12/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |
| First National Financial Corp. | 2.961% | 11/17/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342 |
| Fortis Inc. | 2.180% | 5/15/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2532 | &nbsp;&nbsp;&nbsp;&nbsp;1709 |
| Fortis Inc. | 4.431% | 5/31/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2473 |
| FortisAlberta Inc. | 6.220% | 10/31/34 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| FortisAlberta Inc. | 4.850% | 9/11/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
| FortisAlberta Inc. | 3.672% | 9/9/47 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2052 | &nbsp;&nbsp;&nbsp;&nbsp;1335 |
| FortisAlberta Inc. | 3.734% | 9/18/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 |
| FortisAlberta Inc. | 2.632% | 6/8/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 |
| FortisBC Energy Inc. | 6.500% | 5/1/34 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;4305 |
| FortisBC Energy Inc. | 6.050% | 2/15/38 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;4242 |
| FortisBC Energy Inc. | 2.820% | 8/9/49 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 |
| FortisBC Energy Inc. | 2.540% | 7/13/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 |
| FortisBC Inc. | 4.000% | 10/28/44 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 |
| Gibson Energy Inc. | 2.450% | 7/14/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 |
| Gibson Energy Inc. | 2.850% | 7/14/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1886 | &nbsp;&nbsp;&nbsp;&nbsp;1317 |
| Gibson Energy Inc. | 3.600% | 9/17/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1747 | &nbsp;&nbsp;&nbsp;&nbsp;1214 |
| Granite REIT Holdings LP | 3.062% | 6/4/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 |
| Granite REIT Holdings LP | 2.194% | 8/30/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2504 | &nbsp;&nbsp;&nbsp;&nbsp;1643 |
| Granite REIT Holdings LP | 2.378% | 12/18/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2172 | &nbsp;&nbsp;&nbsp;&nbsp;1355 |
| Greater Toronto Airports Authority | 1.540% | 5/3/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3144 | &nbsp;&nbsp;&nbsp;&nbsp;2099 |
| Greater Toronto Airports Authority | 2.730% | 4/3/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4391 | &nbsp;&nbsp;&nbsp;&nbsp;3081 |
| Greater Toronto Airports Authority | 3.260% | 6/1/37 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4424 | &nbsp;&nbsp;&nbsp;&nbsp;2873 |
| Greater Toronto Airports Authority | 2.750% | 10/17/39 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4546 | &nbsp;&nbsp;&nbsp;&nbsp;2716 |
| Greater Toronto Airports Authority | 5.300% | 2/25/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1519 | &nbsp;&nbsp;&nbsp;&nbsp;1252 |
| Greater Toronto Airports Authority | 5.300% | 2/25/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1845 |
| Great-West Lifeco Inc. | 1.750% | 12/7/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| Great-West Lifeco Inc. | 2.379% | 5/14/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6136 | &nbsp;&nbsp;&nbsp;&nbsp;4036 |
| Great-West Lifeco Inc. | 6.670% | 3/21/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
| Great-West Lifeco Inc. | 5.998% | 11/16/39 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;4566 |
| Great-West Lifeco Inc. | 2.981% | 7/8/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
| H&R REIT | 2.906% | 6/2/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1712 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| H&R REIT | 2.633% | 2/19/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 |
| Halifax International Airport Authority | 5.503% | 7/19/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| Honda Canada Finance Inc. | 2.500% | 6/4/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2016 | &nbsp;&nbsp;&nbsp;&nbsp;1467 |
| Honda Canada Finance Inc. | 3.444% | 5/23/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2111 | &nbsp;&nbsp;&nbsp;&nbsp;1547 |
| Honda Canada Finance Inc. | 1.337% | 3/17/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;1244 |
| Honda Canada Finance Inc. | 1.711% | 9/28/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1706 | &nbsp;&nbsp;&nbsp;&nbsp;1164 |
| Honda Canada Finance Inc. | 1.646% | 2/25/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2047 | &nbsp;&nbsp;&nbsp;&nbsp;1347 |
| Hospital for Sick Children | 5.217% | 12/16/49 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 |
| Hospital for Sick Children | 3.416% | 12/7/57 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
| Hospital Infrastructure Partners NOH Partnership | 5.439% | 1/31/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2183 | &nbsp;&nbsp;&nbsp;&nbsp;1696 |
| HSBC Bank Canada | 3.403% | 3/24/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5608 | &nbsp;&nbsp;&nbsp;&nbsp;4115 |
| HSBC Bank Canada | 1.782% | 5/20/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5989 | &nbsp;&nbsp;&nbsp;&nbsp;4154 |
| HSBC Bank Canada | 0.010% | 9/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1261 |
| HSBC Bank Canada | 1.500% | 9/15/27 | EUR | &nbsp;&nbsp;10300 | &nbsp;&nbsp;10381 |
| Hydro One Inc. | 2.540% | 4/5/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
| Hydro One Inc. | 1.760% | 2/28/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
| Hydro One Inc. | 2.970% | 6/26/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| Hydro One Inc. | 2.770% | 2/24/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;3478 |
| Hydro One Inc. | 4.910% | 1/27/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1402 |
| Hydro One Inc. | 3.020% | 4/5/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4461 | &nbsp;&nbsp;&nbsp;&nbsp;3177 |
| Hydro One Inc. | 2.160% | 2/28/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
| Hydro One Inc. | 7.350% | 6/3/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
| Hydro One Inc. | 1.690% | 1/16/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1198 |
| Hydro One Inc. | 2.230% | 9/17/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1854 | &nbsp;&nbsp;&nbsp;&nbsp;1201 |
| Hydro One Inc. | 6.930% | 6/1/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
| Hydro One Inc. | 5.360% | 5/20/36 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
| Hydro One Inc. | 4.890% | 3/13/37 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1903 |
| Hydro One Inc. | 5.490% | 7/16/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1727 | &nbsp;&nbsp;&nbsp;&nbsp;1442 |
| Hydro One Inc. | 4.390% | 9/26/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2505 | &nbsp;&nbsp;&nbsp;&nbsp;1844 |
| Hydro One Inc. | 4.590% | 10/9/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;2034 |
| Hydro One Inc. | 4.170% | 6/6/44 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;1854 |
| Hydro One Inc. | 3.910% | 2/23/46 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;1072 |
| Hydro One Inc. | 5.000% | 10/19/46 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
| Hydro One Inc. | 3.720% | 11/18/47 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1907 | &nbsp;&nbsp;&nbsp;&nbsp;1266 |
| Hydro One Inc. | 3.630% | 6/25/49 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4467 | &nbsp;&nbsp;&nbsp;&nbsp;2912 |
| Hydro One Inc. | 2.710% | 2/28/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1877 | &nbsp;&nbsp;&nbsp;&nbsp;1021 |
| Hydro One Inc. | 3.640% | 4/5/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1802 | &nbsp;&nbsp;&nbsp;&nbsp;1175 |
| Hydro One Inc. | 3.100% | 9/15/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;1480 |
| Hydro One Inc. | 4.000% | 12/22/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
| Hydro One Inc. | 3.790% | 7/31/62 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
| Hydro One Ltd. | 1.410% | 10/15/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5541 | &nbsp;&nbsp;&nbsp;&nbsp;3685 |
| Hydro Ottawa Holding Inc. | 3.991% | 5/14/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
| Hyundai Capital Canada Inc. | 2.008% | 5/12/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3604 | &nbsp;&nbsp;&nbsp;&nbsp;2457 |
| Hyundai Capital Canada Inc. | 3.196% | 2/16/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 |
| iA Financial Corp Inc. | 3.187% | 2/25/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1196 |
| iA Financial Corp. Inc. | 3.072% | 9/24/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp;1036 |
| IGM Financial Inc. | 3.440% | 1/26/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2514 | &nbsp;&nbsp;&nbsp;&nbsp;1804 |
| IGM Financial Inc. | 4.560% | 1/25/47 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
| IGM Financial Inc. | 4.115% | 12/9/47 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2981 | &nbsp;&nbsp;&nbsp;&nbsp;1954 |
| IGM Financial Inc. | 4.174% | 7/13/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
| IGM Financial Inc. | 4.206% | 3/21/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
| Independent Order of Foresters | 2.885% | 10/15/35 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |
| InPower BC General Partnership | 4.471% | 3/31/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1702 | &nbsp;&nbsp;&nbsp;&nbsp;1246 |
| Intact Financial Corp. | 1.207% | 5/21/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| Intact Financial Corp. | 3.770% | 3/2/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
| Intact Financial Corp. | 2.850% | 6/7/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2196 | &nbsp;&nbsp;&nbsp;&nbsp;1559 |
| Intact Financial Corp. | 2.179% | 5/18/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1015 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Intact Financial Corp. | 1.928% | 12/16/30 | CAD | &nbsp;&nbsp;3624 | &nbsp;&nbsp;&nbsp;2274 |
| Intact Financial Corp. | 6.400% | 11/23/39 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| Intact Financial Corp. | 5.160% | 6/16/42 | CAD | &nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;1135 |
| Intact Financial Corp. | 2.954% | 12/16/50 | CAD | &nbsp;&nbsp;1946 | &nbsp;&nbsp;1064 |
| Integrated Team Solutions SJHC Partnership | 5.946% | 11/30/42 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| Inter Pipeline Ltd. | 2.734% | 4/18/24 | CAD | &nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;986 |
| Inter Pipeline Ltd. | 3.173% | 3/24/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;589 |
| Inter Pipeline Ltd. | 3.484% | 12/16/26 | CAD | &nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;878 |
| Inter Pipeline Ltd. | 4.232% | 6/1/27 | CAD | &nbsp;&nbsp;4814 | &nbsp;&nbsp;3539 |
| Inter Pipeline Ltd. | 3.983% | 11/25/31 | CAD | &nbsp;&nbsp;2782 | &nbsp;&nbsp;1899 |
| Inter Pipeline Ltd. | 5.849% | 5/18/32 | CAD | &nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;1741 |
| Inter Pipeline Ltd. | 4.637% | 5/30/44 | CAD | &nbsp;&nbsp;1943 | &nbsp;&nbsp;1232 |
| Inter Pipeline Ltd. | 5.091% | 11/27/51 | CAD | &nbsp;&nbsp;1053 | &nbsp;&nbsp;&nbsp;&nbsp;703 |
| Ivanhoe Cambridge II Inc. | 2.296% | 12/12/24 | CAD | &nbsp;&nbsp;2512 | &nbsp;&nbsp;1803 |
| Keyera Corp. | 3.934% | 6/21/28 | CAD | &nbsp;&nbsp;1679 | &nbsp;&nbsp;&nbsp;1212 |
| Keyera Corp. | 3.959% | 5/29/30 | CAD | &nbsp;&nbsp;1378 | &nbsp;&nbsp;&nbsp;&nbsp;969 |
| Keyera Corp. | 5.022% | 3/28/32 | CAD | &nbsp;&nbsp;1812 | &nbsp;&nbsp;1351 |
| Laurentian Bank of Canada | 1.950% | 3/17/25 | CAD | &nbsp;&nbsp;2000 | &nbsp;&nbsp;1409 |
| Laurentian Bank of Canada | 4.600% | 9/2/25 | CAD | &nbsp;&nbsp;2000 | &nbsp;&nbsp;1489 |
| Loblaw Cos. Ltd. | 4.488% | 12/11/28 | CAD | &nbsp;&nbsp;3631 | &nbsp;&nbsp;2756 |
| Loblaw Cos. Ltd. | 2.284% | 5/7/30 | CAD | &nbsp;&nbsp;6067 | &nbsp;&nbsp;3964 |
| Loblaw Cos. Ltd. | 5.008% | 9/13/32 | CAD | &nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;2874 |
| Loblaw Cos. Ltd. | 5.900% | 1/18/36 | CAD | &nbsp;&nbsp;1228 | &nbsp;&nbsp;&nbsp;&nbsp;990 |
| Loblaw Cos. Ltd. | 5.336% | 9/13/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;241 |
| Lower Mattagami Energy LP | 3.416% | 6/20/24 | CAD | &nbsp;&nbsp;1054 | &nbsp;&nbsp;&nbsp;&nbsp;777 |
| Lower Mattagami Energy LP | 2.433% | 5/14/31 | CAD | &nbsp;&nbsp;3241 | &nbsp;&nbsp;&nbsp;2157 |
| Lower Mattagami Energy LP | 5.139% | 5/18/41 | CAD | &nbsp;&nbsp;2557 | &nbsp;&nbsp;2067 |
| Lower Mattagami Energy LP | 4.944% | 9/21/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;220 |
| Lower Mattagami Energy LP | 4.175% | 4/23/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;571 |
| Manulife Bank of Canada | 2.378% | 11/19/24 | CAD | &nbsp;&nbsp;1429 | &nbsp;&nbsp;1028 |
| Manulife Bank of Canada | 1.337% | 2/26/26 | CAD | &nbsp;&nbsp;4329 | &nbsp;&nbsp;2963 |
| Manulife Bank of Canada | 1.536% | 9/14/26 | CAD | &nbsp;&nbsp;1504 | &nbsp;&nbsp;1022 |
| Manulife Bank of Canada | 2.864% | 2/16/27 | CAD | &nbsp;&nbsp;2782 | &nbsp;&nbsp;1968 |
| Manulife Finance Delaware LP | 5.059% | 12/15/41 | CAD | &nbsp;&nbsp;1857 | &nbsp;&nbsp;1361 |
| Manulife Financial Corp. | 3.049% | 8/20/29 | CAD | &nbsp;&nbsp;2450 | &nbsp;&nbsp;1781 |
| Manulife Financial Corp. | 2.237% | 5/12/30 | CAD | &nbsp;&nbsp;6577 | &nbsp;&nbsp;4657 |
| Manulife Financial Corp. | 2.818% | 5/13/35 | CAD | &nbsp;&nbsp;5296 | &nbsp;&nbsp;3484 |
| McGill University | 6.150% | 9/22/42 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| McGill University | 3.975% | 1/29/56 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| McGill University Health Centre | 5.360% | 12/31/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;306 | &nbsp;&nbsp;&nbsp;&nbsp;255 |
| Metro Inc. | 3.390% | 12/6/27 | CAD | &nbsp;&nbsp;5198 | &nbsp;&nbsp;&nbsp;3767 |
| Metro Inc. | 5.970% | 10/15/35 | CAD | &nbsp;&nbsp;2473 | &nbsp;&nbsp;2044 |
| Metro Inc. | 4.270% | 12/4/47 | CAD | &nbsp;&nbsp;3283 | &nbsp;&nbsp;2239 |
| Metro Inc. | 3.413% | 2/28/50 | CAD | &nbsp;&nbsp;1681 | &nbsp;&nbsp;&nbsp;&nbsp;982 |
| Mountain View Partners GP | 3.974% | 3/31/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| National Bank of Canada | 2.983% | 3/4/24 | CAD | &nbsp;&nbsp;8045 | &nbsp;&nbsp;&nbsp;5912 |
| National Bank of Canada | 2.545% | 7/12/24 | CAD | &nbsp;&nbsp;4531 | &nbsp;&nbsp;3293 |
| National Bank of Canada | 2.580% | 2/3/25 | CAD | &nbsp;&nbsp;3282 | &nbsp;&nbsp;2365 |
| National Bank of Canada | 0.750% | 3/13/25 | EUR | &nbsp;&nbsp;4461 | &nbsp;&nbsp;4598 |
| National Bank of Canada | 1.534% | 6/15/26 | CAD | &nbsp;&nbsp;2799 | &nbsp;&nbsp;1927 |
| National Bank of Canada | 1.573% | 8/18/26 | CAD | &nbsp;&nbsp;3200 | &nbsp;&nbsp;2237 |
| National Bank of Canada | 2.237% | 11/4/26 | CAD | &nbsp;&nbsp;3033 | &nbsp;&nbsp;&nbsp;2112 |
| National Bank of Canada | 5.426% | 8/16/32 | CAD | &nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;2817 |
| NAV Canada | 0.555% | 2/9/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;162 |
| NAV Canada | 0.937% | 2/9/26 | CAD | &nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;976 |
| NAV Canada | 2.063% | 5/29/30 | CAD | &nbsp;&nbsp;&nbsp;2106 | &nbsp;&nbsp;1397 |
| NAV Canada | 3.534% | 2/23/46 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;323 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | NAV Canada | 3.293% | 3/30/48CAD | &nbsp;&nbsp;3428 | &nbsp;&nbsp;&nbsp;2146 |
|  | NAV Canada | 2.924% | 9/29/51CAD | &nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | Nissan Canada Inc. | 1.626% | 3/18/24CAD | &nbsp;&nbsp;2881 | &nbsp;&nbsp;2055 |
|  | Nissan Canada Inc. | 2.103% | 9/22/25CAD | &nbsp;&nbsp;4221 | &nbsp;&nbsp;2887 |
|  | North Battleford Power LP | 4.958% | 12/31/32CAD | &nbsp;&nbsp;1817 | &nbsp;&nbsp;&nbsp;1374 |
|  | North West Redwater Partnership / NWR Financing Co. Ltd. | 3.200% | 7/22/24CAD | &nbsp;&nbsp;1054 | &nbsp;&nbsp;&nbsp;&nbsp;773 |
|  | North West Redwater Partnership / NWR Financing Co. Ltd. | 3.200% | 4/24/26CAD | &nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;713 |
|  | North West Redwater Partnership / NWR Financing Co. Ltd. | 2.000% | 12/1/26CAD | &nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;1179 |
|  | North West Redwater Partnership / NWR Financing Co. Ltd. | 2.800% | 6/1/27CAD | &nbsp;&nbsp;3730 | &nbsp;&nbsp;2648 |
|  | North West Redwater Partnership / NWR Financing Co. Ltd. | 4.250% | 6/1/29CAD | &nbsp;&nbsp;2426 | &nbsp;&nbsp;&nbsp;1816 |
|  | North West Redwater Partnership / NWR Financing Co. Ltd. | 2.800% | 6/1/31CAD | &nbsp;&nbsp;4899 | &nbsp;&nbsp;3261 |
|  | North West Redwater Partnership / NWR Financing Co. Ltd. | 4.150% | 6/1/33CAD | &nbsp;&nbsp;2695 | &nbsp;&nbsp;1947 |
|  | North West Redwater Partnership / NWR Financing Co. Ltd. | 3.650% | 6/1/35CAD | &nbsp;&nbsp;2807 | &nbsp;&nbsp;1903 |
|  | North West Redwater Partnership / NWR Financing Co. Ltd. | 4.750% | 6/1/37CAD | &nbsp;&nbsp;2271 | &nbsp;&nbsp;1699 |
|  | North West Redwater Partnership / NWR Financing Co. Ltd. | 4.350% | 1/10/39CAD | &nbsp;&nbsp;1706 | &nbsp;&nbsp;1208 |
|  | North West Redwater Partnership / NWR Financing Co. Ltd. | 3.700% | 2/23/43CAD | &nbsp;&nbsp;2150 | &nbsp;&nbsp;1375 |
|  | North West Redwater Partnership / NWR Financing Co. Ltd. | 4.050% | 7/22/44CAD | &nbsp;&nbsp;2828 | &nbsp;&nbsp;1895 |
|  | North West Redwater Partnership / NWR Financing Co. Ltd. | 3.750% | 6/1/51CAD | &nbsp;&nbsp;2756 | &nbsp;&nbsp;1732 |
|  | Northern Courier Pipeline LP | 3.365% | 6/30/42CAD | &nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;517 |
| <sup>3</sup> | Northern Courier Pipeline LP | 3.365% | 6/30/42 CAD | &nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;918 |
|  | Northwestern Hydro Acquisition Co. II LP | 3.877% | 12/31/36 CAD | &nbsp;&nbsp;2040 | &nbsp;&nbsp;1349 |
|  | Northwestern Hydro Acquisition Co. III LP | 3.940% | 12/31/38 CAD | &nbsp;&nbsp;2147 | &nbsp;&nbsp;1399 |
|  | Nouvelle Autoroute 30 Financement Inc. | 4.114% | 3/31/42 CAD | &nbsp;&nbsp;2876 | &nbsp;&nbsp;1924 |
|  | Nouvelle Autoroute 30 Financement Inc. | 4.115% | 6/30/42 CAD | &nbsp;&nbsp;&nbsp;&nbsp;896 | &nbsp;&nbsp;&nbsp;&nbsp;599 |
|  | Nova Scotia Power Inc. | 5.610% | 6/15/40 CAD | &nbsp;&nbsp;2107 | &nbsp;&nbsp;1672 |
|  | Nova Scotia Power Inc. | 4.150% | 3/6/42 CAD | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;267 |
|  | Nova Scotia Power Inc. | 4.500% | 7/20/43 CAD | &nbsp;&nbsp;1621 | &nbsp;&nbsp;&nbsp;1129 |
|  | Nova Scotia Power Inc. | 3.612% | 5/1/45 CAD | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;303 |
|  | Nova Scotia Power Inc. | 3.571% | 4/5/49 CAD | &nbsp;&nbsp;2429 | &nbsp;&nbsp;1438 |
|  | Nova Scotia Power Inc. | 3.307% | 4/25/50 CAD | &nbsp;&nbsp;1054 | &nbsp;&nbsp;&nbsp;&nbsp;591 |
|  | OMERS Realty Corp. | 2.858% | 2/23/24 CAD | &nbsp;&nbsp;2456 | &nbsp;&nbsp;1805 |
|  | OMERS Realty Corp. | 3.328% | 11/12/24 CAD | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;380 |
|  | OMERS Realty Corp. | 3.331% | 6/5/25 CAD | &nbsp;&nbsp;3563 | &nbsp;&nbsp;&nbsp;2611 |
|  | OMERS Realty Corp. | 3.244% | 10/4/27 CAD | &nbsp;&nbsp;3312 | &nbsp;&nbsp;&nbsp;2376 |
|  | OMERS Realty Corp. | 3.628% | 6/5/30 CAD | &nbsp;&nbsp;2204 | &nbsp;&nbsp;1569 |
|  | Ontario Power Generation Inc. | 1.170% | 4/22/26 CAD | &nbsp;&nbsp;1900 | &nbsp;&nbsp;1295 |
|  | Ontario Power Generation Inc. | 3.315% | 10/4/27 CAD | &nbsp;&nbsp;2905 | &nbsp;&nbsp;&nbsp;2107 |
|  | Ontario Power Generation Inc. | 2.977% | 9/13/29 CAD | &nbsp;&nbsp;3918 | &nbsp;&nbsp;2735 |
|  | Ontario Power Generation Inc. | 3.215% | 4/8/30 CAD | &nbsp;&nbsp;4939 | &nbsp;&nbsp;3470 |
|  | Ontario Power Generation Inc. | 3.838% | 6/22/48 CAD | &nbsp;&nbsp;2939 | &nbsp;&nbsp;1934 |
|  | Ontario Power Generation Inc. | 4.248% | 1/18/49 CAD | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;492 |
|  | Ontario Power Generation Inc. | 3.651% | 9/13/50 CAD | &nbsp;&nbsp;1277 | &nbsp;&nbsp;&nbsp;&nbsp;807 |
|  | Ontario Power Generation Inc. | 2.947% | 2/21/51 CAD | &nbsp;&nbsp;&nbsp;1743 | &nbsp;&nbsp;&nbsp;&nbsp;960 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| OPB Finance Trust | 3.890% | 7/4/42 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
| Original Wempi Inc. | 4.056% | 2/13/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |
| Original Wempi Inc. | 4.309% | 2/13/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
| Ottawa MacDonald-Cartier International Airport Authority | 3.933% | 6/9/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
| Pembina Pipeline Corp. | 3.540% | 2/3/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1099 |
| Pembina Pipeline Corp. | 3.710% | 8/11/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;1740 |
| Pembina Pipeline Corp. | 4.240% | 6/15/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;1093 |
| Pembina Pipeline Corp. | 4.020% | 3/27/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2254 | &nbsp;&nbsp;&nbsp;&nbsp;1647 |
| Pembina Pipeline Corp. | 3.620% | 4/3/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2071 | &nbsp;&nbsp;&nbsp;&nbsp;1461 |
| Pembina Pipeline Corp. | 3.310% | 2/1/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3624 | &nbsp;&nbsp;&nbsp;&nbsp;2483 |
| Pembina Pipeline Corp. | 3.530% | 12/10/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1356 |
| Pembina Pipeline Corp. | 4.750% | 4/30/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
| Pembina Pipeline Corp. | 4.810% | 3/25/44 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;1844 |
| Pembina Pipeline Corp. | 4.740% | 1/21/47 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2577 | &nbsp;&nbsp;&nbsp;&nbsp;1720 |
| Pembina Pipeline Corp. | 4.750% | 3/26/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2811 | &nbsp;&nbsp;&nbsp;&nbsp;1875 |
| Pembina Pipeline Corp. | 4.540% | 4/3/49 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3244 | &nbsp;&nbsp;&nbsp;&nbsp;2086 |
| Pembina Pipeline Corp. | 4.670% | 5/28/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1572 | &nbsp;&nbsp;&nbsp;&nbsp;1030 |
| Pembina Pipeline Corp. | 4.490% | 12/10/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2406 | &nbsp;&nbsp;&nbsp;&nbsp;1525 |
| Plenary Health Care Partnerships Humber LP | 4.895% | 5/31/39 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
| Plenary Properties LTAP LP | 6.288% | 1/31/44 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2464 | &nbsp;&nbsp;&nbsp;&nbsp;2064 |
| Power Corp. of Canada | 4.455% | 7/27/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1664 | &nbsp;&nbsp;&nbsp;&nbsp;1170 |
| Power Financial Corp. | 6.900% | 3/11/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |
| Reliance LP | 3.836% | 3/15/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1460 |
| Reliance LP | 3.750% | 3/15/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |
| Reliance LP | 2.680% | 12/1/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2187 | &nbsp;&nbsp;&nbsp;&nbsp;1480 |
| Reliance LP | 2.670% | 8/1/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1704 | &nbsp;&nbsp;&nbsp;&nbsp;1132 |
| RioCan REIT | 3.287% | 2/12/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1912 | &nbsp;&nbsp;&nbsp;&nbsp;1408 |
| RioCan REIT | 2.576% | 2/12/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2107 | &nbsp;&nbsp;&nbsp;&nbsp;1501 |
| RioCan REIT | 1.974% | 6/15/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 |
| RioCan REIT | 2.361% | 3/10/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1583 | &nbsp;&nbsp;&nbsp;&nbsp;1063 |
| RioCan REIT | 2.829% | 11/8/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1776 | &nbsp;&nbsp;&nbsp;&nbsp;1169 |
| RioCan REIT | 4.628% | 5/1/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |
| Rogers Communications Inc. | 4.000% | 3/13/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4088 | &nbsp;&nbsp;&nbsp;&nbsp;3035 |
| Rogers Communications Inc. | 3.100% | 4/15/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2561 | &nbsp;&nbsp;&nbsp;&nbsp;1858 |
| Rogers Communications Inc. | 3.650% | 3/31/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6092 | &nbsp;&nbsp;&nbsp;&nbsp;4426 |
| Rogers Communications Inc. | 3.750% | 4/15/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3938 | &nbsp;&nbsp;&nbsp;&nbsp;2805 |
| Rogers Communications Inc. | 3.250% | 5/1/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5206 | &nbsp;&nbsp;&nbsp;&nbsp;3600 |
| Rogers Communications Inc. | 4.250% | 4/15/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4838 | &nbsp;&nbsp;&nbsp;&nbsp;3444 |
| Rogers Communications Inc. | 6.680% | 11/4/39 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1891 | &nbsp;&nbsp;&nbsp;&nbsp;1584 |
| Rogers Communications Inc. | 6.110% | 8/25/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;2891 |
| Rogers Communications Inc. | 6.560% | 3/22/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1698 | &nbsp;&nbsp;&nbsp;&nbsp;1411 |
| Rogers Communications Inc. | 5.250% | 4/15/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;2723 |
| Royal Bank of Canada | 2.352% | 7/2/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8796 | &nbsp;&nbsp;&nbsp;&nbsp;6381 |
| Royal Bank of Canada | 0.125% | 7/23/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9455 | &nbsp;&nbsp;&nbsp;&nbsp;9823 |
| Royal Bank of Canada | 2.609% | 11/1/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9498 | &nbsp;&nbsp;&nbsp;&nbsp;6876 |
| Royal Bank of Canada | 1.375% | 12/9/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;1812 |
| Royal Bank of Canada | 0.125% | 3/25/25 | EUR | &nbsp;&nbsp;35000 | &nbsp;&nbsp;35566 |
| Royal Bank of Canada | 1.936% | 5/1/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5424 | &nbsp;&nbsp;&nbsp;&nbsp;3846 |
| Royal Bank of Canada | 3.369% | 9/29/25 | CAD | &nbsp;&nbsp;15050 | &nbsp;&nbsp;&nbsp;10986 |
| Royal Bank of Canada | 1.589% | 5/4/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5570 | &nbsp;&nbsp;&nbsp;&nbsp;3835 |
| Royal Bank of Canada | 0.050% | 6/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8272 | &nbsp;&nbsp;&nbsp;&nbsp;8095 |
| Royal Bank of Canada | 1.000% | 9/9/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5480 |
| Royal Bank of Canada | 5.235% | 11/2/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5422 |
| Royal Bank of Canada | 0.010% | 1/21/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;7075 |
| Royal Bank of Canada | 2.328% | 1/28/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8698 | &nbsp;&nbsp;&nbsp;&nbsp;6051 |
| Royal Bank of Canada | 0.125% | 4/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7182 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Royal Bank of Canada | 3.625% | 6/14/27 | GBP | &nbsp;&nbsp;3000 | &nbsp;&nbsp;3565 |
| Royal Bank of Canada | 4.612% | 7/26/27 | CAD | &nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;6146 |
| Royal Bank of Canada | 1.833% | 7/31/28 | CAD | &nbsp;&nbsp;5242 | &nbsp;&nbsp;3455 |
| Royal Bank of Canada | 2.125% | 4/26/29 | EUR | &nbsp;&nbsp;5400 | &nbsp;&nbsp;5346 |
| Royal Bank of Canada | 2.740% | 7/25/29 | CAD | &nbsp;&nbsp;4898 | &nbsp;&nbsp;3544 |
| Royal Bank of Canada | 2.880% | 12/23/29 | CAD | &nbsp;&nbsp;6150 | &nbsp;&nbsp;4424 |
| Royal Bank of Canada | 2.088% | 6/30/30 | CAD | &nbsp;&nbsp;4928 | &nbsp;&nbsp;3462 |
| Royal Bank of Canada | 0.010% | 1/27/31 | EUR | &nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;7619 |
| Royal Bank of Canada | 2.140% | 11/3/31 | CAD | &nbsp;&nbsp;6985 | &nbsp;&nbsp;&nbsp;4742 |
| Royal Bank of Canada | 2.940% | 5/3/32 | CAD | &nbsp;&nbsp;3640 | &nbsp;&nbsp;2523 |
| Royal Bank of Canada | 1.670% | 1/28/33 | CAD | &nbsp;&nbsp;5033 | &nbsp;&nbsp;3232 |
| Sagen MI Canada Inc. | 4.242% | 4/1/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
| Sagen MI Canada Inc. | 2.955% | 3/1/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;908 | &nbsp;&nbsp;&nbsp;&nbsp;619 |
| Sagen MI Canada Inc. | 3.261% | 3/5/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;444 |
| Saputo Inc. | 2.876% | 11/19/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| Saputo Inc. | 3.603% | 8/14/25 | CAD | &nbsp;&nbsp;3480 | &nbsp;&nbsp;2547 |
| Saputo Inc. | 1.415% | 6/19/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;666 |
| Saputo Inc. | 2.242% | 6/16/27 | CAD | &nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;1787 |
| Saputo Inc. | 2.297% | 6/22/28 | CAD | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;1074 |
| Scotiabank Capital Trust | 5.650% | 12/31/56 | CAD | &nbsp;&nbsp;1933 | &nbsp;&nbsp;1449 |
| SEC LP and Arci Ltd. | 5.188% | 8/29/33 | CAD | &nbsp;&nbsp;&nbsp;1017 | &nbsp;&nbsp;&nbsp;&nbsp;756 |
| Shaw Communications Inc. | 3.800% | 3/1/27 | CAD | &nbsp;&nbsp;2800 | &nbsp;&nbsp;2032 |
| Shaw Communications Inc. | 4.400% | 11/2/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| Shaw Communications Inc. | 3.300% | 12/10/29 | CAD | &nbsp;&nbsp;2700 | &nbsp;&nbsp;1851 |
| Shaw Communications Inc. | 2.900% | 12/9/30 | CAD | &nbsp;&nbsp;2463 | &nbsp;&nbsp;&nbsp;1611 |
| Shaw Communications Inc. | 6.750% | 11/9/39 | CAD | &nbsp;&nbsp;5507 | &nbsp;&nbsp;&nbsp;4615 |
| Shaw Communications Inc. | 4.250% | 12/9/49 | CAD | &nbsp;&nbsp;1714 | &nbsp;&nbsp;1050 |
| SmartCentres REIT | 3.444% | 8/28/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| SmartCentres REIT | 3.192% | 6/11/27 | CAD | &nbsp;&nbsp;2000 | &nbsp;&nbsp;1391 |
| SmartCentres REIT | 3.834% | 12/21/27 | CAD | &nbsp;&nbsp;2450 | &nbsp;&nbsp;1735 |
| SmartCentres REIT | 2.307% | 12/18/28 | CAD | &nbsp;&nbsp;&nbsp;1274 | &nbsp;&nbsp;&nbsp;&nbsp;815 |
| SmartCentres REIT | 3.526% | 12/20/29 | CAD | &nbsp;&nbsp;3184 | &nbsp;&nbsp;&nbsp;2139 |
| SmartCentres REIT | 3.648% | 12/11/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;652 |
| SSL Finance Inc. | 4.099% | 10/31/45 | CAD | &nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;947 |
| Stantec Inc. | 2.048% | 10/8/27 | CAD | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;805 |
| Summit Industrial Income REIT | 2.150% | 9/17/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;444 |
| Summit Industrial Income REIT | 1.820% | 4/1/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp;360 |
| Summit Industrial Income REIT | 2.250% | 1/12/27 | CAD | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;679 |
| Summit Industrial Income REIT | 2.440% | 7/14/28 | CAD | &nbsp;&nbsp;2504 | &nbsp;&nbsp;1655 |
| Sun Life Financial Inc. | 2.380% | 8/13/29 | CAD | &nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;1914 |
| Sun Life Financial Inc. | 2.460% | 11/18/31 | CAD | &nbsp;&nbsp;2500 | &nbsp;&nbsp;1726 |
| Sun Life Financial Inc. | 2.580% | 5/10/32 | CAD | &nbsp;&nbsp;3495 | &nbsp;&nbsp;&nbsp;2410 |
| Sun Life Financial Inc. | 2.800% | 11/21/33 | CAD | &nbsp;&nbsp;4481 | &nbsp;&nbsp;3036 |
| Sun Life Financial Inc. | 4.780% | 8/10/34 | CAD | &nbsp;&nbsp;3100 | &nbsp;&nbsp;2328 |
| Sun Life Financial Inc. | 2.060% | 10/1/35 | CAD | &nbsp;&nbsp;5877 | &nbsp;&nbsp;3627 |
| Sun Life Financial Inc. | 5.400% | 5/29/42 | CAD | &nbsp;&nbsp;2377 | &nbsp;&nbsp;&nbsp;1813 |
| Suncor Energy Inc. | 5.390% | 3/26/37 | CAD | &nbsp;&nbsp;1800 | &nbsp;&nbsp;1363 |
| Suncor Energy Inc. | 4.340% | 9/13/46 | CAD | &nbsp;&nbsp;&nbsp;1113 | &nbsp;&nbsp;&nbsp;&nbsp;720 |
| Suncor Energy Inc. | 3.950% | 3/4/51 | CAD | &nbsp;&nbsp;1948 | &nbsp;&nbsp;&nbsp;1161 |
| TELUS Corp. | 3.350% | 4/1/24 | CAD | &nbsp;&nbsp;5270 | &nbsp;&nbsp;3890 |
| TELUS Corp. | 3.750% | 1/17/25 | CAD | &nbsp;&nbsp;2186 | &nbsp;&nbsp;&nbsp;1612 |
| TELUS Corp. | 3.750% | 3/10/26 | CAD | &nbsp;&nbsp;&nbsp;3376 | &nbsp;&nbsp;2483 |
| TELUS Corp. | 2.750% | 7/8/26 | CAD | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;926 |
| TELUS Corp. | 2.350% | 1/27/28 | CAD | &nbsp;&nbsp;2939 | &nbsp;&nbsp;2004 |
| TELUS Corp. | 3.625% | 3/1/28 | CAD | &nbsp;&nbsp;&nbsp;4701 | &nbsp;&nbsp;&nbsp;3401 |
| TELUS Corp. | 3.300% | 5/2/29 | CAD | &nbsp;&nbsp;3707 | &nbsp;&nbsp;2605 |
| TELUS Corp. | 5.000% | 9/13/29 | CAD | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;1155 |
| TELUS Corp. | 3.150% | 2/19/30 | CAD | &nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;2128 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| TELUS Corp. | 2.050% | 10/7/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
| TELUS Corp. | 2.850% | 11/13/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2020 |
| TELUS Corp. | 5.250% | 11/15/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;3569 |
| TELUS Corp. | 4.400% | 4/1/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 |
| TELUS Corp. | 4.850% | 4/5/44 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;3202 |
| TELUS Corp. | 4.750% | 1/17/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1727 | &nbsp;&nbsp;&nbsp;&nbsp;1203 |
| TELUS Corp. | 4.400% | 1/29/46 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2141 | &nbsp;&nbsp;&nbsp;&nbsp;1415 |
| TELUS Corp. | 4.700% | 3/6/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2293 | &nbsp;&nbsp;&nbsp;&nbsp;1581 |
| TELUS Corp. | 3.950% | 2/16/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4290 | &nbsp;&nbsp;&nbsp;&nbsp;2603 |
| TELUS Corp. | 4.100% | 4/5/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2272 | &nbsp;&nbsp;&nbsp;&nbsp;1413 |
| TELUS Corp. | 5.650% | 9/13/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2129 |
| Teranet Holdings LP | 3.544% | 6/11/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4101 | &nbsp;&nbsp;&nbsp;&nbsp;2972 |
| Teranet Holdings LP | 5.754% | 12/17/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1663 | &nbsp;&nbsp;&nbsp;&nbsp;1226 |
| Teranet Holdings LP | 6.100% | 6/17/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
| Thomson Reuters Corp. | 2.239% | 5/14/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9342 | &nbsp;&nbsp;&nbsp;&nbsp;6677 |
| TMX Group Ltd. | 3.779% | 6/5/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1026 |
| Toromont Industries Ltd. | 3.842% | 10/27/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 |
| Toronto Hydro Corp. | 2.520% | 8/25/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;1927 |
| Toronto Hydro Corp. | 2.430% | 12/11/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2939 | &nbsp;&nbsp;&nbsp;&nbsp;2010 |
| Toronto Hydro Corp. | 5.540% | 5/21/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 |
| Toronto Hydro Corp. | 3.550% | 7/28/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
| Toronto Hydro Corp. | 3.485% | 2/28/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2497 | &nbsp;&nbsp;&nbsp;&nbsp;1605 |
| Toronto Hydro Corp. | 2.990% | 12/10/49 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
| Toronto Hydro Corp. | 3.270% | 10/18/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
| Toronto Hydro Corp. | 4.950% | 10/13/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1133 |
| Toronto-Dominion Bank | 0.000% | 2/9/24 | EUR | &nbsp;&nbsp;13977 | &nbsp;&nbsp;&nbsp;14697 |
| Toronto-Dominion Bank | 2.850% | 3/8/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8080 | &nbsp;&nbsp;&nbsp;&nbsp;5930 |
| Toronto-Dominion Bank | 0.500% | 4/3/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6367 | &nbsp;&nbsp;&nbsp;&nbsp;6698 |
| Toronto-Dominion Bank | 2.050% | 7/10/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;1688 |
| Toronto-Dominion Bank | 3.226% | 7/24/24 | CAD | &nbsp;&nbsp;16690 | &nbsp;&nbsp;&nbsp;12270 |
| Toronto-Dominion Bank | 2.496% | 12/2/24 | CAD | &nbsp;&nbsp;&nbsp;11640 | &nbsp;&nbsp;&nbsp;&nbsp;8400 |
| Toronto-Dominion Bank | 1.943% | 3/13/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;4138 |
| Toronto-Dominion Bank | 0.625% | 6/6/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6818 | &nbsp;&nbsp;&nbsp;&nbsp;6969 |
| Toronto-Dominion Bank | 2.667% | 9/9/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9369 | &nbsp;&nbsp;&nbsp;&nbsp;6722 |
| Toronto-Dominion Bank | 1.128% | 12/9/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5093 | &nbsp;&nbsp;&nbsp;&nbsp;3487 |
| Toronto-Dominion Bank | 2.260% | 1/7/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;3902 |
| Toronto-Dominion Bank | 0.500% | 1/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4131 |
| Toronto-Dominion Bank | 2.875% | 4/5/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| Toronto-Dominion Bank | 4.210% | 6/1/27 | CAD | &nbsp;&nbsp;10396 | &nbsp;&nbsp;&nbsp;&nbsp;7762 |
| Toronto-Dominion Bank | 0.100% | 7/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9681 | &nbsp;&nbsp;&nbsp;&nbsp;9186 |
| Toronto-Dominion Bank | 2.551% | 8/3/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4141 |
| Toronto-Dominion Bank | 5.376% | 10/21/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;5779 |
| Toronto-Dominion Bank | 1.888% | 3/8/28 | CAD | &nbsp;&nbsp;13957 | &nbsp;&nbsp;&nbsp;&nbsp;9292 |
| Toronto-Dominion Bank | 1.896% | 9/11/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4301 | &nbsp;&nbsp;&nbsp;&nbsp;2835 |
| Toronto-Dominion Bank | 3.224% | 7/25/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5155 | &nbsp;&nbsp;&nbsp;&nbsp;3756 |
| Toronto-Dominion Bank | 1.952% | 4/8/30 | EUR | &nbsp;&nbsp;22400 | &nbsp;&nbsp;21494 |
| Toronto-Dominion Bank | 3.105% | 4/22/30 | CAD | &nbsp;&nbsp;&nbsp;12214 | &nbsp;&nbsp;&nbsp;&nbsp;8801 |
| Toronto-Dominion Bank | 4.859% | 3/4/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;3090 |
| Toronto-Dominion Bank | 3.060% | 1/26/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;6803 |
| Tourmaline Oil Corp. | 2.529% | 2/12/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1136 |
| Toyota Credit Canada Inc. | 2.640% | 3/27/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1171 |
| Toyota Credit Canada Inc. | 1.270% | 7/22/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2592 | &nbsp;&nbsp;&nbsp;&nbsp;1849 |
| Toyota Credit Canada Inc. | 2.310% | 10/23/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2884 | &nbsp;&nbsp;&nbsp;&nbsp;2079 |
| Toyota Credit Canada Inc. | 2.110% | 2/26/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2458 | &nbsp;&nbsp;&nbsp;&nbsp;1757 |
| Toyota Credit Canada Inc. | 2.730% | 8/25/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1440 |
| Toyota Credit Canada Inc. | 1.180% | 2/23/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;1209 |
| Toyota Credit Canada Inc. | 1.660% | 7/20/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
| TransCanada PipeLines Ltd. | 3.300% | 7/17/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3849 | &nbsp;&nbsp;&nbsp;&nbsp;2806 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | TransCanada PipeLines Ltd. | 3.800% | 4/5/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6928 |
|  | TransCanada PipeLines Ltd. | 3.390% | 3/15/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835 |
|  | TransCanada PipeLines Ltd. | 6.280% | 5/26/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1766 |
|  | TransCanada PipeLines Ltd. | 3.000% | 9/18/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2237 |
|  | TransCanada PipeLines Ltd. | 2.970% | 6/9/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 |
|  | TransCanada PipeLines Ltd. | 5.330% | 5/12/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3263 |
|  | TransCanada PipeLines Ltd. | 8.050% | 2/17/39 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
|  | TransCanada PipeLines Ltd. | 4.550% | 11/15/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2649 |
|  | TransCanada PipeLines Ltd. | 4.350% | 6/6/46 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481 |
|  | TransCanada PipeLines Ltd. | 4.330% | 9/16/47 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2568 |
|  | TransCanada PipeLines Ltd. | 4.180% | 7/3/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3124 |
|  | TransCanada PipeLines Ltd. | 4.340% | 10/15/49 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2582 |
|  | TransCanada PipeLines Ltd. | 5.920% | 5/12/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
|  | Trillium Health Partners Volunteers | 3.702% | 12/20/58 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | University of Ottawa | 2.635% | 2/13/60 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
|  | University of Toronto | 5.841% | 12/15/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | University of Toronto | 4.251% | 12/7/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 |
|  | University of Western Ontario | 4.798% | 5/24/47 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>3</sup> | Vancouver Airport Authority | 7.425% | 12/7/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6157 |
|  | Vancouver Airport Authority | 3.857% | 11/10/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | Vancouver Airport Authority | 2.874% | 10/18/49 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
|  | Vancouver Airport Authority | 2.800% | 9/21/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
|  | Westcoast Energy Inc. | 3.430% | 9/12/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2414 |
|  | Westcoast Energy Inc. | 3.770% | 12/8/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339 |
|  | Westcoast Energy Inc. | 4.791% | 10/28/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 |
|  | WSP Global Inc. | 2.408% | 4/19/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404 |
|  | York University | 6.480% | 3/7/42 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 |
|  |  |  |  |  |  | &nbsp;&nbsp;**1659917** |
| **China (0.1%)** | **China (0.1%)** | **China (0.1%)** | **China (0.1%)** |  |  |  |
|  | Bank of China Ltd. | 0.000% | 4/28/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3322 |
|  | China Construction Bank Europe SA | 0.000% | 6/28/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
|  | Industrial & Commercial Bank of China Ltd. | 0.125% | 10/28/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5066 |
|  | Prosus NV | 1.539% | 8/3/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 |
| <sup>3</sup> | Prosus NV | 1.288% | 7/13/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 |
|  | Prosus NV | 2.031% | 8/3/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3263 |
| <sup>3</sup> | Prosus NV | 1.985% | 7/13/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181 |
|  | Prosus NV | 2.778% | 1/19/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 |
|  | State Grid Europe Development 2014 plc | 2.450% | 1/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111 |
|  | State Grid Overseas Investment BVI Ltd. | 1.375% | 5/2/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537 |
|  | State Grid Overseas Investment BVI Ltd. | 0.797% | 8/5/26 | EUR | &nbsp;&nbsp;13455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13003 |
|  | State Grid Overseas Investment BVI Ltd. | 2.125% | 5/2/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3122 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**42511** |
| **Czech Republic (0.0%)** | **Czech Republic (0.0%)** | **Czech Republic (0.0%)** | **Czech Republic (0.0%)** |  |  |  |
|  | CEZ A/S | 4.875% | 4/16/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6717 |
|  | CEZ A/S | 3.000% | 6/5/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6324 |
|  | CPI Property Group SA | 2.750% | 5/12/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2099 |
|  | CPI Property Group SA | 1.625% | 4/23/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4642 |
|  | CPI Property Group SA | 2.750% | 1/22/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980 |
|  | CPI Property Group SA | 1.750% | 1/14/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292 |
|  | CPI Property Group SA | 1.500% | 1/27/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797 |
|  | EP Infrastructure A/S | 1.659% | 4/26/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 |
|  | EP Infrastructure A/S | 1.698% | 7/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
|  | EP Infrastructure A/S | 2.045% | 10/9/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3082 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| EP Infrastructure A/S | 1.816% | 3/2/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**30648** |
| **Denmark (0.4%)** | **Denmark (0.4%)** | **Denmark (0.4%)** |  |  |  |
| AP Moller - Maersk A/S | 4.000% | 4/4/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;14547 |
| AP Moller - Maersk A/S | 1.750% | 3/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;26325 | &nbsp;&nbsp;&nbsp;&nbsp;27173 |
| AP Moller - Maersk A/S | 0.750% | 11/25/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12786 | &nbsp;&nbsp;&nbsp;&nbsp;10821 |
| Carlsberg Breweries A/S | 2.500% | 5/28/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8878 |
| Carlsberg Breweries A/S | 0.375% | 6/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3810 |
| Carlsberg Breweries A/S | 0.875% | 7/1/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847 |
| Carlsberg Breweries A/S | 0.625% | 3/9/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
| Clearstream Banking AG | 0.000% | 12/1/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8115 |
| Danfoss Finance I BV | 0.125% | 4/28/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5005 |
| Danfoss Finance I BV | 0.375% | 10/28/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1979 |
| Danica Pension Livsforsikrings AB | 4.375% | 9/29/45 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739 |
| Danmarks Skibskredit A/S | 0.250% | 6/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 |
| Danske Bank A/S | 0.625% | 5/26/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812 |
| Danske Bank A/S | 0.500% | 8/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;10662 |
| Danske Bank A/S | 0.750% | 11/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7213 |
| Danske Bank A/S | 2.250% | 1/14/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9315 | &nbsp;&nbsp;&nbsp;&nbsp;10134 |
| Danske Bank A/S | 0.750% | 6/9/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11776 | &nbsp;&nbsp;&nbsp;&nbsp;10630 |
| Danske Bank A/S | 1.375% | 2/12/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10136 | &nbsp;&nbsp;&nbsp;&nbsp;10255 |
| DSV Panalpina Finance BV | 0.875% | 9/17/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3161 |
| Eurogrid GmbH | 0.741% | 4/21/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4415 |
| ISS Global A/S | 2.125% | 12/2/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
| ISS Global A/S | 0.875% | 6/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| ISS Global A/S | 1.500% | 8/31/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9466 |
| Jyske Bank A/S | 2.250% | 4/5/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5672 |
| Jyske Realkredit A/S | 0.375% | 4/1/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535 |
| Jyske Realkredit A/S | 0.500% | 10/1/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10810 | &nbsp;&nbsp;&nbsp;&nbsp;10672 |
| Nordea Kredit Realkreditaktieselskab | 1.000% | 4/1/26 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3541 |
| Nordea Kredit Realkreditaktieselskab | 1.000% | 10/1/26 | DKK | &nbsp;&nbsp;214000 | &nbsp;&nbsp;&nbsp;&nbsp;28854 |
| Nordea Kredit Realkreditaktieselskab | 3.500% | 10/1/44 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| Novo Nordisk Finance Netherlands BV | 0.000% | 6/4/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8183 |
| Nykredit Realkredit A/S | 2.000% | 1/1/25 | DKK | &nbsp;&nbsp;&nbsp;199119 | &nbsp;&nbsp;&nbsp;&nbsp;28442 |
| Nykredit Realkredit A/S | 0.500% | 7/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9975 |
| Nykredit Realkredit A/S | 2.000% | 1/1/26 | DKK | &nbsp;&nbsp;160500 | &nbsp;&nbsp;&nbsp;&nbsp;22670 |
| Nykredit Realkredit A/S | 1.000% | 7/1/26 | DKK | &nbsp;&nbsp;&nbsp;137560 | &nbsp;&nbsp;&nbsp;&nbsp;18694 |
| Nykredit Realkredit A/S | 1.000% | 1/1/27 | DKK | &nbsp;&nbsp;350302 | &nbsp;&nbsp;&nbsp;&nbsp;47134 |
| Nykredit Realkredit A/S | 0.375% | 1/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12604 | &nbsp;&nbsp;&nbsp;&nbsp;11436 |
| Nykredit Realkredit A/S | 2.000% | 10/1/47 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;17076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2121 |
| Orsted A/S | 1.500% | 11/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;21318 | &nbsp;&nbsp;&nbsp;&nbsp;20492 |
| Orsted A/S | 3.250% | 9/13/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123 |
| Orsted A/S | 4.875% | 1/12/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8901 | &nbsp;&nbsp;&nbsp;&nbsp;11169 |
| Orsted A/S | 2.500% | 5/16/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2248 |
| Orsted A/S | 5.125% | 9/13/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268 |
| Orsted A/S | 5.750% | 4/9/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2274 |
| Orsted A/S | 2.250% | 11/24/17 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546 |
| Orsted A/S | 1.750% | 12/9/19 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 |
| Orsted A/S | 2.500% | 2/18/21 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644 |
| Orsted A/S | 5.250% | 12/8/22 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2729 |
| Siemens Financieringsmaatschappij NV | 0.900% | 2/28/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |
| Vestas Wind Systems Finance BV | 2.000% | 6/15/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752 |
|  |  |  |  |  | &nbsp;&nbsp;**404008** |
| **Estonia (0.0%)** | **Estonia (0.0%)** | **Estonia (0.0%)** |  |  |  |
| Luminor Bank A/S | 0.539% | 9/23/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;16985 | &nbsp;&nbsp;&nbsp;&nbsp;15876 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Finland (0.2%)** | **Finland (0.2%)** | **Finland (0.2%)** |  |  |  |
| Aktia Bank OYJ | 0.375% | 3/5/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5004 |
| Citycon Treasury BV | 1.250% | 9/8/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
| Elenia Verkko OYJ | 0.375% | 2/6/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4599 |
| Fortum OYJ | 1.625% | 2/27/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 |
| Fortum OYJ | 2.125% | 2/27/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 |
| Kojamo OYJ | 1.875% | 5/27/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3607 |
| Kojamo OYJ | 0.875% | 5/28/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3129 |
| Metso Outotec OYJ | 0.875% | 5/26/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361 |
| Nordea Bank Abp | 1.125% | 2/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| Nordea Bank Abp | 0.550% | 6/23/25 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6661 |
| Nordea Bank Abp | 1.125% | 2/16/27 | EUR | &nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;11757 |
| Nordea Bank Abp | 0.500% | 5/14/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9603 |
| Nordea Bank Abp | 0.500% | 11/2/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7346 |
| Nordea Bank Abp | 2.500% | 5/23/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6501 |
| Nordea Bank Abp | 2.875% | 8/24/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3078 |
| Nordea Bank Abp | 1.625% | 12/9/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540 |
| Nordea Kiinnitysluottopankki OYJ | 0.250% | 3/18/26 | EUR | &nbsp;&nbsp;&nbsp;13411 | &nbsp;&nbsp;&nbsp;&nbsp;13368 |
| Nordea Kiinnitysluottopankki OYJ | 0.625% | 3/17/27 | EUR | &nbsp;&nbsp;&nbsp;11180 | &nbsp;&nbsp;&nbsp;&nbsp;11034 |
| OP Corporate Bank plc | 0.375% | 2/26/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6708 |
| OP Corporate Bank plc | 0.375% | 6/19/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065 |
| OP Corporate Bank plc | 0.125% | 7/1/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651 |
| OP Corporate Bank plc | 1.000% | 5/22/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5054 |
| OP Corporate Bank plc | 0.500% | 8/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584 |
| OP Corporate Bank plc | 0.600% | 1/18/27 | EUR | &nbsp;&nbsp;10729 | &nbsp;&nbsp;&nbsp;&nbsp;10287 |
| OP Corporate Bank plc | 0.100% | 11/16/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9273 |
| OP Corporate Bank plc | 0.375% | 6/16/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4511 |
| OP Corporate Bank plc | 1.625% | 6/9/30 | EUR | &nbsp;&nbsp;12182 | &nbsp;&nbsp;&nbsp;&nbsp;12232 |
| OP Mortgage Bank | 0.250% | 3/13/24 | EUR | &nbsp;&nbsp;14638 | &nbsp;&nbsp;&nbsp;&nbsp;15391 |
| OP Mortgage Bank | 1.000% | 11/28/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3613 |
| OP Mortgage Bank | 0.010% | 11/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4768 |
| OP Mortgage Bank | 0.625% | 2/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4652 |
| OP Mortgage Bank | 0.010% | 11/19/30 | EUR | &nbsp;&nbsp;14638 | &nbsp;&nbsp;&nbsp;&nbsp;12633 |
| Sampo OYJ | 3.375% | 5/23/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6716 |
| Sampo OYJ | 2.500% | 9/3/52 | EUR | &nbsp;&nbsp;10873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9309 |
| SATO OYJ | 1.375% | 5/31/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 |
| SATO OYJ | 1.375% | 2/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5849 |
| Stora Enso OYJ | 2.500% | 6/7/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328 |
| Stora Enso OYJ | 2.500% | 3/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2908 |
|  |  |  |  |  | &nbsp;&nbsp;**219873** |
| **France (3.4%)** | **France (3.4%)** | **France (3.4%)** |  |  |  |
| Aeroports de Paris | 3.125% | 6/11/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 |
| Aeroports de Paris | 1.500% | 4/7/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083 |
| Aeroports de Paris | 2.125% | 10/2/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9647 |
| Aeroports de Paris | 1.000% | 1/5/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2827 |
| Aeroports de Paris | 2.750% | 4/2/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9523 |
| Aeroports de Paris | 1.500% | 7/2/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3196 |
| Aeroports de Paris | 1.125% | 6/18/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204 |
| Aeroports de Paris | 2.125% | 10/11/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3139 |
| Air Liquide Finance SA | 1.000% | 4/2/25 | EUR | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;12484 |
| Air Liquide Finance SA | 1.250% | 6/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2943 |
| Air Liquide Finance SA | 1.250% | 6/13/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 |
| Air Liquide Finance SA | 1.375% | 4/2/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7508 |
| Air Liquide SA | 2.375% | 9/6/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301 |
| Airbus Finance BV | 2.375% | 4/2/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4956 |
| Airbus Finance BV | 2.125% | 10/29/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573 |
| Airbus Finance BV | 1.375% | 5/13/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6224 |
| Airbus SE | 1.625% | 4/7/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2404 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Airbus SE | 1.375% | 6/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4094 | &nbsp;&nbsp;&nbsp;&nbsp;4185 |
| Airbus SE | 1.625% | 6/9/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4630 |
| Airbus SE | 2.375% | 4/7/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7986 | &nbsp;&nbsp;&nbsp;&nbsp;7956 |
| Airbus SE | 2.375% | 6/9/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6487 | &nbsp;&nbsp;&nbsp;&nbsp;5560 |
| ALD SA | 1.250% | 3/2/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2520 |
| ALD SA | 4.000% | 7/5/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;5059 |
| Alstom SA | 0.250% | 10/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6999 |
| Alstom SA | 0.000% | 1/11/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3002 |
| Altarea SCA | 1.750% | 1/16/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1217 |
| APRR SA | 1.875% | 1/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1374 |
| APRR SA | 1.125% | 1/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5420 |
| APRR SA | 1.250% | 1/6/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5441 |
| APRR SA | 1.250% | 1/18/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3460 |
| APRR SA | 1.500% | 1/25/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| APRR SA | 1.875% | 1/6/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| APRR SA | 1.625% | 1/13/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4422 |
| APRR SA | 1.500% | 1/17/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| Arkea Home Loans SFH SA | 0.375% | 3/4/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| Arkea Home Loans SFH SA | 0.750% | 10/5/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| Arkea Home Loans SFH SA | 1.500% | 6/1/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4657 |
| Arkema SA | 1.500% | 1/20/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| Arkema SA | 0.125% | 10/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9695 |
| Arkema SA | 1.500% | 4/20/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3626 |
| Arkema SA | 1.500% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2813 |
| Autoroutes du Sud de la France SA | 2.950% | 1/17/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1408 |
| Autoroutes du Sud de la France SA | 1.125% | 4/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 |
| Autoroutes du Sud de la France SA | 1.000% | 5/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5349 |
| Autoroutes du Sud de la France SA | 1.250% | 1/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| Autoroutes du Sud de la France SA | 1.375% | 6/27/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;10902 |
| Autoroutes du Sud de la France SA | 1.375% | 2/21/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3755 |
| AXA Bank Europe SCF | 0.500% | 4/18/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13700 | &nbsp;&nbsp;&nbsp;14024 |
| AXA Bank Europe SCF | 1.375% | 4/18/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7105 |
| AXA Home Loan SFH SA | 0.010% | 10/16/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4448 |
| AXA SA | 3.750% | 10/12/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2229 |
| AXA SA | 1.375% | 10/7/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4276 | &nbsp;&nbsp;&nbsp;&nbsp;3604 |
| AXA SA | 1.875% | 7/10/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;6022 |
| AXA SA | 3.375% | 7/6/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13007 | &nbsp;&nbsp;&nbsp;13376 |
| AXA SA | 3.875% | 5/20/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7576 | &nbsp;&nbsp;&nbsp;&nbsp;8020 |
| AXA SA | 3.250% | 5/28/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12396 | &nbsp;&nbsp;&nbsp;12345 |
| AXA SA | 6.686% | 7/29/49 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2913 | &nbsp;&nbsp;&nbsp;&nbsp;3646 |
| AXA SA | 3.941% | 11/29/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271 | &nbsp;&nbsp;&nbsp;&nbsp;6699 |
| AXA SA | 5.453% | 11/29/49 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3076 | &nbsp;&nbsp;&nbsp;&nbsp;3755 |
| AXA SA | 5.625% | 1/16/54 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp;&nbsp;&nbsp;7337 |
| Banque Federative du Credit Mutuel SA | 2.625% | 3/18/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5391 |
| Banque Federative du Credit Mutuel SA | 3.000% | 5/21/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9195 | &nbsp;&nbsp;&nbsp;&nbsp;9908 |
| Banque Federative du Credit Mutuel SA | 0.250% | 10/10/24 | JPY | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;7653 |
| Banque Federative du Credit Mutuel SA | 0.384% | 10/11/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764 |
| Banque Federative du Credit Mutuel SA | 1.750% | 12/19/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;5491 |
| Banque Federative du Credit Mutuel SA | 1.250% | 1/14/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;25876 |
| Banque Federative du Credit Mutuel SA | 0.010% | 3/7/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;25639 |
| Banque Federative du Credit Mutuel SA | 0.750% | 7/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7729 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Banque Federative du Credit Mutuel SA | 3.000% | 9/11/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2673 |
| Banque Federative du Credit Mutuel SA | 1.250% | 12/5/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5645 |
| Banque Federative du Credit Mutuel SA | 1.625% | 1/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| Banque Federative du Credit Mutuel SA | 2.375% | 3/24/26 | EUR | &nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;16429 |
| Banque Federative du Credit Mutuel SA | 0.010% | 5/11/26 | EUR | &nbsp;&nbsp;25500 | &nbsp;&nbsp;24691 |
| Banque Federative du Credit Mutuel SA | 0.750% | 6/8/26 | EUR | &nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;11094 |
| Banque Federative du Credit Mutuel SA | 1.000% | 7/16/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;8217 |
| Banque Federative du Credit Mutuel SA | 1.875% | 11/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2824 |
| Banque Federative du Credit Mutuel SA | 2.625% | 3/31/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
| Banque Federative du Credit Mutuel SA | 0.100% | 10/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4022 |
| Banque Federative du Credit Mutuel SA | 1.625% | 11/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2418 |
| Banque Federative du Credit Mutuel SA | 0.875% | 12/7/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1144 |
| Banque Federative du Credit Mutuel SA | 2.500% | 5/25/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2485 |
| Banque Federative du Credit Mutuel SA | 0.250% | 6/29/28 | EUR | &nbsp;&nbsp;13200 | &nbsp;&nbsp;&nbsp;12145 |
| Banque Federative du Credit Mutuel SA | 0.250% | 7/19/28 | EUR | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;9278 |
| Banque Federative du Credit Mutuel SA | 1.875% | 10/26/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3412 |
| Banque Federative du Credit Mutuel SA | 0.625% | 11/3/28 | EUR | &nbsp;&nbsp;28400 | &nbsp;&nbsp;25647 |
| Banque Federative du Credit Mutuel SA | 1.875% | 6/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4655 |
| Banque Federative du Credit Mutuel SA | 0.750% | 1/17/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1049 |
| Banque Federative du Credit Mutuel SA | 1.250% | 6/3/30 | EUR | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;9897 |
| Banque Federative du Credit Mutuel SA | 0.625% | 2/21/31 | EUR | &nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;12783 |
| Banque Federative du Credit Mutuel SA | 3.625% | 9/14/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9658 |
| BNP Paribas Cardif SA | 4.032% | 11/29/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 |
| BNP Paribas Home Loan SFH SA | 0.875% | 11/14/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2546 |
| BNP Paribas SA | 2.375% | 5/20/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;&nbsp;&nbsp;4455 |
| BNP Paribas SA | 1.000% | 6/27/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2586 |
| BNP Paribas SA | 1.125% | 8/28/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3156 |
| BNP Paribas SA | 2.375% | 2/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2605 |
| BNP Paribas SA | 1.250% | 3/19/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;5105 |
| BNP Paribas SA | 0.500% | 7/15/25 | EUR | &nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;10983 |
| BNP Paribas SA | 1.500% | 11/17/25 | EUR | &nbsp;&nbsp;10051 | &nbsp;&nbsp;&nbsp;10414 |
| BNP Paribas SA | 3.375% | 1/23/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1319 | &nbsp;&nbsp;&nbsp;&nbsp;1566 |
| BNP Paribas SA | 1.125% | 6/11/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7697 | &nbsp;&nbsp;&nbsp;&nbsp;7765 |
| BNP Paribas SA | 2.875% | 10/1/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2366 | &nbsp;&nbsp;&nbsp;&nbsp;2496 |
| BNP Paribas SA | 2.125% | 1/23/27 | EUR | &nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;14578 |
| BNP Paribas SA | 0.250% | 4/13/27 | EUR | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;17323 |
| BNP Paribas SA | 0.375% | 10/14/27 | EUR | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;10217 |
| BNP Paribas SA | 1.875% | 12/14/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3224 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | BNP Paribas SA | 0.500% | 2/19/28 | EUR | &nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;15248 |
|  | BNP Paribas SA | 0.500% | 5/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 |
|  | BNP Paribas SA | 2.750% | 7/25/28 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;10246 |
|  | BNP Paribas SA | 0.500% | 9/1/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5173 |
|  | BNP Paribas SA | 1.125% | 4/17/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4671 |
|  | BNP Paribas SA | 1.375% | 5/28/29 | EUR | &nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;12338 |
|  | BNP Paribas SA | 2.538% | 7/13/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2491 | &nbsp;&nbsp;&nbsp;&nbsp;1639 |
|  | BNP Paribas SA | 0.500% | 1/19/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;8235 |
|  | BNP Paribas SA | 0.875% | 7/11/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4781 |
|  | BNP Paribas SA | 2.375% | 11/20/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5108 |
|  | BNP Paribas SA | 1.625% | 7/2/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2786 |
|  | BNP Paribas SA | 1.250% | 7/13/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3761 |
|  | BNP Paribas SA | 1.125% | 1/15/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6555 |
|  | BNP Paribas SA | 2.000% | 9/13/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1900 |
|  | Bouygues SA | 5.500% | 10/6/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;3890 |
|  | Bouygues SA | 1.375% | 6/7/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8234 |
|  | Bouygues SA | 1.125% | 7/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
|  | Bouygues SA | 2.250% | 6/29/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2031 |
|  | Bouygues SA | 0.500% | 2/11/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2230 |
|  | Bouygues SA | 4.625% | 6/7/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2931 |
|  | Bouygues SA | 3.250% | 6/30/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6239 |
|  | Bouygues SA | 5.375% | 6/30/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;3017 |
|  | BPCE SA | 1.000% | 7/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4418 |
|  | BPCE SA | 3.000% | 7/19/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4653 |
|  | BPCE SA | 0.625% | 9/26/24 | EUR | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;12434 |
|  | BPCE SA | 1.000% | 4/1/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7615 |
|  | BPCE SA | 0.625% | 4/28/25 | EUR | &nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;11518 |
|  | BPCE SA | 0.250% | 1/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5241 |
|  | BPCE SA | 1.375% | 12/23/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3917 |
|  | BPCE SA | 0.010% | 1/14/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2273 |
|  | BPCE SA | 0.500% | 2/24/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
|  | BPCE SA | 0.500% | 9/15/27 | EUR | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;14313 |
|  | BPCE SA | 0.500% | 1/14/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3301 |
|  | BPCE SA | 1.625% | 1/31/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6134 |
|  | BPCE SA | 4.500% | 4/26/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;6161 |
|  | BPCE SA | 5.250% | 4/16/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1801 |
|  | BPCE SA | 0.625% | 1/15/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6105 |
|  | BPCE SA | 0.250% | 1/14/31 | EUR | &nbsp;&nbsp;32600 | &nbsp;&nbsp;&nbsp;27071 |
|  | BPCE SA | 0.750% | 3/3/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5084 |
|  | BPCE SA | 1.000% | 1/14/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
|  | BPCE SA | 2.250% | 3/2/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8310 |
|  | BPCE SA | 1.750% | 2/2/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4064 |
|  | BPCE SFH SA | 0.375% | 2/21/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6645 |
|  | BPCE SFH SA | 1.750% | 6/27/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;10435 |
|  | BPCE SFH SA | 1.000% | 2/24/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6960 |
|  | BPCE SFH SA | 0.398% | 4/24/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;10013 |
|  | BPCE SFH SA | 0.750% | 9/2/25 | EUR | &nbsp;&nbsp;32000 | &nbsp;&nbsp;32698 |
|  | BPCE SFH SA | 0.625% | 9/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2432 |
|  | BPCE SFH SA | 0.010% | 11/10/27 | EUR | &nbsp;&nbsp;28900 | &nbsp;&nbsp;&nbsp;27179 |
|  | BPCE SFH SA | 0.875% | 4/13/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5921 |
|  | BPCE SFH SA | 0.750% | 2/23/29 | EUR | &nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;25568 |
|  | BPCE SFH SA | 1.000% | 6/8/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2299 |
|  | BPCE SFH SA | 1.125% | 4/12/30 | EUR | &nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;15402 |
|  | BPCE SFH SA | 0.125% | 12/3/30 | EUR | &nbsp;&nbsp;23500 | &nbsp;&nbsp;20341 |
|  | BPCE SFH SA | 0.625% | 5/29/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;4643 |
| <sup>4</sup> | Caisse Centrale du Credit Immobilier de France SA | 0.050% | 3/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5114 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Caisse de Refinancement de l'Habitat SA | 3.600% | 3/8/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5656 | &nbsp;&nbsp;&nbsp;&nbsp;6168 |
| Caisse de Refinancement de l'Habitat SA | 2.400% | 1/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 |
| Caisse de Refinancement de l'Habitat SA | 0.010% | 2/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4679 |
| Caisse de Refinancement de l'Habitat SA | 0.010% | 10/8/29 | EUR | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;9178 |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 0.750% | 7/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3161 |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 3.375% | 9/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2147 |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 6.375% | 5/29/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3314 |
| Capgemini SE | 1.000% | 10/18/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3342 |
| Capgemini SE | 1.750% | 4/18/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6535 |
| Capgemini SE | 2.000% | 4/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3016 |
| Capgemini SE | 1.125% | 6/23/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4633 |
| Capgemini SE | 2.375% | 4/15/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;5749 |
| Carmila SA | 2.125% | 3/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1455 |
| Carmila SA | 1.625% | 4/1/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
| Carrefour SA | 0.875% | 6/12/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| Carrefour SA | 0.750% | 4/26/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4507 | &nbsp;&nbsp;&nbsp;&nbsp;4743 |
| Carrefour SA | 1.250% | 6/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7867 | &nbsp;&nbsp;&nbsp;&nbsp;8137 |
| Carrefour SA | 1.750% | 5/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5667 |
| Carrefour SA | 2.625% | 12/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5247 |
| Cie de Financement Foncier SA | 2.000% | 5/7/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7492 |
| Cie de Financement Foncier SA | 0.500% | 9/4/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5203 |
| Cie de Financement Foncier SA | 0.375% | 12/11/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 |
| Cie de Financement Foncier SA | 0.750% | 1/21/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3729 |
| Cie de Financement Foncier SA | 4.000% | 10/24/25 | EUR | &nbsp;&nbsp;12336 | &nbsp;&nbsp;&nbsp;13703 |
| Cie de Financement Foncier SA | 1.000% | 2/2/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| Cie de Financement Foncier SA | 0.750% | 5/29/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1107 |
| Cie de Financement Foncier SA | 0.225% | 9/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2749 |
| Cie de Financement Foncier SA | 5.500% | 1/26/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1146 | &nbsp;&nbsp;&nbsp;&nbsp;1464 |
| Cie de Financement Foncier SA | 0.375% | 4/9/27 | EUR | &nbsp;&nbsp;34000 | &nbsp;&nbsp;33051 |
| Cie de Financement Foncier SA | 0.010% | 11/10/27 | EUR | &nbsp;&nbsp;23000 | &nbsp;&nbsp;21627 |
| Cie de Financement Foncier SA | 0.750% | 1/11/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5248 |
| Cie de Financement Foncier SA | 0.500% | 3/16/28 | EUR | &nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;10900 |
| Cie de Financement Foncier SA | 0.875% | 9/11/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;8885 |
| Cie de Financement Foncier SA | 0.010% | 4/16/29 | EUR | &nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;15211 |
| Cie de Financement Foncier SA | 3.875% | 4/25/55 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6951 | &nbsp;&nbsp;&nbsp;&nbsp;9037 |
| Cie de Saint-Gobain | 1.000% | 3/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3529 |
| Cie de Saint-Gobain | 2.375% | 10/4/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;5037 |
| Cie de Saint-Gobain | 1.875% | 9/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9822 |
| Cie de Saint-Gobain | 1.875% | 3/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2613 |
| Cie de Saint-Gobain | 2.625% | 8/10/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2116 |
| Cie Financiere et Industrielle des Autoroutes SA | 0.375% | 2/7/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;4008 |
| Cie Generale des Etablissements Michelin SCA | 0.000% | 11/2/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7044 |
| Cie Generale des Etablissements Michelin SCA | 0.250% | 11/2/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3342 |
| Cie Generale des Etablissements Michelin SCA | 2.500% | 9/3/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2497 |
| CNP Assurances | 4.250% | 6/5/45 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5398 |
| CNP Assurances | 4.500% | 6/10/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;4115 |
| CNP Assurances | 4.000% | 11/29/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3218 |
| CNP Assurances | 2.500% | 6/30/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3089 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Coentreprise de Transport d'Electricite SA | 2.125% | 7/29/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7548 |
| Covivio | 1.875% | 5/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| Covivio | 1.500% | 6/21/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1990 |
| Covivio | 2.375% | 2/20/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| Covivio | 1.625% | 6/23/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;6432 |
| Covivio Hotels SACA | 1.875% | 9/24/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 |
| Covivio Hotels SACA | 1.000% | 7/27/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;4604 |
| Credit Agricole Assurances SA | 2.000% | 7/17/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2869 |
| Credit Agricole Assurances SA | 1.500% | 10/6/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5177 |
| Credit Agricole Assurances SA | 2.625% | 1/29/48 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3889 |
| Credit Agricole Assurances SA | 4.750% | 9/27/48 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2579 |
| Credit Agricole Assurances SA | 4.500% | 10/31/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2885 |
| Credit Agricole Assurances SA | 4.250% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;8764 |
| Credit Agricole Home Loan SFH SA | 0.375% | 9/30/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2594 |
| Credit Agricole Home Loan SFH SA | 0.500% | 4/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2564 |
| Credit Agricole Home Loan SFH SA | 4.000% | 7/16/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1107 |
| Credit Agricole Home Loan SFH SA | 0.500% | 2/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 |
| Credit Agricole Home Loan SFH SA | 0.750% | 5/5/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;17358 |
| Credit Agricole Home Loan SFH SA | 0.875% | 8/31/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
| Credit Agricole Home Loan SFH SA | 0.875% | 8/11/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7158 |
| Credit Agricole Home Loan SFH SA | 1.000% | 1/16/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7146 |
| Credit Agricole Home Loan SFH SA | 0.050% | 12/6/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4429 |
| Credit Agricole Home Loan SFH SA | 1.625% | 5/31/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8850 |
| Credit Agricole Home Loan SFH SA | 1.250% | 3/24/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;8409 |
| Credit Agricole Home Loan SFH SA | 0.010% | 11/3/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4167 |
| Credit Agricole Home Loan SFH SA | 1.375% | 2/3/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2168 |
| Credit Agricole Home Loan SFH SA | 0.875% | 5/6/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;6318 |
| Credit Agricole Home Loan SFH SA | 1.500% | 9/28/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2152 |
| Credit Agricole Public Sector SCF SA | 0.500% | 10/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;10741 |
| Credit Agricole Public Sector SCF SA | 0.250% | 10/31/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13970 | &nbsp;&nbsp;13681 |
| Credit Agricole Public Sector SCF SA | 0.875% | 8/2/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20257 | &nbsp;&nbsp;&nbsp;20014 |
| Credit Agricole Public Sector SCF SA | 0.010% | 9/13/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4595 |
| Credit Agricole Public Sector SCF SA | 0.625% | 3/29/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6486 |
| Credit Agricole SA | 2.375% | 5/20/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;7408 |
| Credit Agricole SA | 0.500% | 6/24/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3133 |
| Credit Agricole SA | 1.000% | 9/16/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1048 |
| Credit Agricole SA | 3.125% | 2/5/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2256 |
| Credit Agricole SA | 1.000% | 4/22/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14300 | &nbsp;&nbsp;14593 |
| Credit Agricole SA | 1.875% | 12/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5081 |
| Credit Agricole SA | 2.625% | 3/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9771 | &nbsp;&nbsp;10028 |
| Credit Agricole SA | 1.375% | 5/3/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
| Credit Agricole SA | 0.514% | 7/6/27 | JPY | &nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;&nbsp;8184 |
| Credit Agricole SA | 5.750% | 11/29/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3765 |
| Credit Agricole SA | 0.375% | 4/20/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5656 |
| Credit Agricole SA | 1.750% | 3/5/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;10611 |
| Credit Agricole SA | 2.000% | 3/25/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;6281 |
| Credit Agricole SA | 1.000% | 7/3/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7170 |
| Credit Agricole SA | 2.500% | 8/29/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6081 |
| Credit Agricole SA | 0.500% | 9/21/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp;14729 |
| Credit Agricole SA | 1.625% | 6/5/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;15664 |
| Credit Agricole SA | 0.875% | 1/14/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3033 |
| Credit Agricole SA | 3.875% | 11/28/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3268 |
| Credit Mutuel Arkea SA | 1.250% | 5/31/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;11182 |
| Credit Mutuel Arkea SA | 0.875% | 5/7/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5805 |
| Credit Mutuel Arkea SA | 0.375% | 10/3/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;4598 |
| Credit Mutuel Arkea SA | 3.500% | 2/9/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;10019 |
| Credit Mutuel Arkea SA | 1.125% | 5/23/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1109 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Credit Mutuel Arkea SA | 0.750% | 1/18/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4396 |
|  | Credit Mutuel Arkea SA | 0.875% | 10/25/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;3617 |
|  | Credit Mutuel Home Loan SFH SA | 0.250% | 4/30/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5239 |
|  | Credit Mutuel Home Loan SFH SA | 1.750% | 6/19/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5321 |
|  | Credit Mutuel Home Loan SFH SA | 0.625% | 2/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1237 |
|  | Credit Mutuel Home Loan SFH SA | 0.625% | 2/2/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2522 |
|  | Credit Mutuel Home Loan SFH SA | 0.875% | 4/7/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 |
|  | Credit Mutuel Home Loan SFH SA | 0.625% | 3/4/27 | EUR | &nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;18201 |
|  | Credit Mutuel Home Loan SFH SA | 0.750% | 9/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6065 |
|  | Credit Mutuel Home Loan SFH SA | 1.000% | 4/30/28 | EUR | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;14699 |
|  | Credit Mutuel Home Loan SFH SA | 0.010% | 7/20/28 | EUR | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;9978 |
|  | Credit Mutuel Home Loan SFH SA | 1.000% | 1/30/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2799 |
|  | Danone SA | 2.600% | 6/28/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;3146 |
|  | Danone SA | 1.250% | 5/30/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
|  | Danone SA | 0.709% | 11/3/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;7016 |
|  | Danone SA | 1.125% | 1/14/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5229 |
|  | Danone SA | 0.000% | 12/1/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4990 |
|  | Danone SA | 0.571% | 3/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8902 |
|  | Danone SA | 0.395% | 6/10/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | Danone SA | 0.520% | 11/9/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3576 |
|  | Dassault Systemes SE | 0.125% | 9/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2442 |
|  | Dassault Systemes SE | 0.375% | 9/16/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4557 |
| <sup>5</sup> | Dexia Credit Local SA | 0.625% | 2/3/24 | EUR | &nbsp;&nbsp;30250 | &nbsp;&nbsp;32067 |
| <sup>5</sup> | Dexia Credit Local SA | 1.250% | 11/26/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;8826 |
| <sup>5</sup> | Dexia Credit Local SA | 0.500% | 1/17/25 | EUR | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;12696 |
| <sup>5</sup> | Dexia Credit Local SA | 2.125% | 2/12/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1774 |
| <sup>5</sup> | Dexia Credit Local SA | 1.250% | 7/21/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5759 |
| <sup>5</sup> | Dexia Credit Local SA | 0.625% | 1/17/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4537 |
| <sup>5</sup> | Dexia Credit Local SA | 0.250% | 12/10/26 | GBP | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;10636 |
| <sup>5</sup> | Dexia Credit Local SA | 0.010% | 1/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4834 |
| <sup>5</sup> | Dexia Credit Local SA | 1.000% | 10/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;5917 |
| <sup>5</sup> | Dexia Credit Local SA | 0.000% | 1/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5730 |
|  | Edenred | 1.375% | 3/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 |
|  | Edenred | 1.375% | 6/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2901 |
|  | Electricite de France SA | 4.625% | 9/11/24 | EUR | &nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;11365 |
|  | Electricite de France SA | 0.300% | 10/14/24 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;5465 | &nbsp;&nbsp;&nbsp;&nbsp;5797 |
|  | Electricite de France SA | 4.000% | 11/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6839 |
|  | Electricite de France SA | 1.000% | 10/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7991 |
|  | Electricite de France SA | 4.125% | 3/25/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1771 |
|  | Electricite de France SA | 4.375% | 10/12/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;9362 |
|  | Electricite de France SA | 2.000% | 10/2/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 |
|  | Electricite de France SA | 5.875% | 7/18/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1512 | &nbsp;&nbsp;&nbsp;&nbsp;1937 |
|  | Electricite de France SA | 1.000% | 11/29/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;7771 |
|  | Electricite de France SA | 6.125% | 6/2/34 | GBP | &nbsp;&nbsp;10550 | &nbsp;&nbsp;&nbsp;13694 |
|  | Electricite de France SA | 4.750% | 10/12/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;7584 |
|  | Electricite de France SA | 1.875% | 10/13/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;5822 |
|  | Electricite de France SA | 5.500% | 3/27/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;8211 |
|  | Electricite de France SA | 4.500% | 11/12/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2178 |
|  | Electricite de France SA | 5.500% | 10/17/41 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;7759 |
|  | Electricite de France SA | 2.000% | 12/9/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;5110 |
|  | Electricite de France SA | 5.125% | 9/22/50 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
|  | Electricite de France SA | 6.000% | 1/23/14 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;7060 |
|  | ELO SACA | 2.375% | 4/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4147 |
|  | Engie SA | 0.875% | 3/27/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1161 |
|  | Engie SA | 0.875% | 9/19/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6819 |
|  | Engie SA | 1.000% | 3/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1510 |
|  | Engie SA | 2.375% | 5/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
|  | Engie SA | 0.375% | 6/11/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;7826 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Engie SA | 1.750% | 3/27/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5501 |
| Engie SA | 1.375% | 6/22/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5459 |
| Engie SA | 7.000% | 10/30/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2737 |
| Engie SA | 0.375% | 10/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 |
| Engie SA | 2.125% | 3/30/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6096 |
| Engie SA | 1.875% | 9/19/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1531 |
| Engie SA | 1.500% | 3/13/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1659 |
| Engie SA | 1.000% | 10/26/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4499 |
| Engie SA | 2.000% | 9/28/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3435 |
| Engie SA | 1.375% | 6/21/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2384 |
| Engie SA | 1.250% | 10/24/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;3037 |
| Engie SA | 3.875% | 6/2/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4746 |
| Engie SA | 5.000% | 10/1/60 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;3030 |
| Engie SA | 1.500% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 |
| Engie SA | 1.625% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4740 |
| Engie SA | 5.950% | 3/16/11 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1547 | &nbsp;&nbsp;&nbsp;&nbsp;1967 |
| EssilorLuxottica SA | 2.625% | 2/10/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7552 | &nbsp;&nbsp;&nbsp;&nbsp;8192 |
| EssilorLuxottica SA | 0.125% | 5/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5106 |
| EssilorLuxottica SA | 0.500% | 6/5/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9427 |
| Eutelsat SA | 2.000% | 10/2/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1950 |
| Eutelsat SA | 2.250% | 7/13/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 |
| Eutelsat SA | 1.500% | 10/13/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 |
| Gecina SA | 1.500% | 1/20/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4799 |
| Gecina SA | 1.375% | 1/26/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 |
| Gecina SA | 1.000% | 1/30/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1118 |
| Gecina SA | 1.625% | 3/14/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3812 |
| Gecina SA | 0.875% | 1/25/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
| Gecina SA | 0.875% | 6/30/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;3204 |
| GELF Bond Issuer I SA | 1.625% | 10/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 |
| GELF Bond Issuer I SA | 1.125% | 7/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2096 | &nbsp;&nbsp;&nbsp;&nbsp;1790 |
| Groupe des Assurances du Credit Mutuel SADIR | 1.850% | 4/21/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2320 |
| Holding d'Infrastructures de Transport SASU | 2.250% | 3/24/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2310 |
| Holding d'Infrastructures de Transport SASU | 1.625% | 11/27/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;7290 |
| Holding d'Infrastructures de Transport SASU | 1.625% | 9/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2800 |
| Holding d'Infrastructures de Transport SASU | 1.475% | 1/18/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3655 |
| Holding d'Infrastructures des Metiers de l'Environnement | 0.125% | 9/16/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5230 | &nbsp;&nbsp;&nbsp;&nbsp;5083 |
| Holding d'Infrastructures des Metiers de l'Environnement | 0.625% | 9/16/28 | EUR | &nbsp;&nbsp;15155 | &nbsp;&nbsp;13325 |
| HSBC Continental Europe SA | 0.250% | 5/17/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1569 |
| HSBC Continental Europe SA | 0.100% | 9/3/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4720 |
| HSBC SFH France SA | 2.500% | 6/28/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;9275 |
| ICADE | 1.125% | 11/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5654 |
| ICADE | 1.625% | 2/28/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 |
| ICADE | 1.000% | 1/19/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1565 |
| ICADE | 0.625% | 1/18/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;4121 |
| Icade Sante SAS | 0.875% | 11/4/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;7279 |
| Imerys SA | 2.000% | 12/10/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
| Imerys SA | 1.500% | 1/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5506 |
| Imerys SA | 1.000% | 7/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
| Indigo Group SAS | 1.625% | 4/19/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| In'li SA | 1.125% | 7/2/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818 |
| JCDecaux SA | 2.625% | 4/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2508 |
| JCDecaux SA | 1.625% | 2/7/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Kering SA | 1.250% | 5/10/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4834 |
| Klepierre SA | 1.875% | 2/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3915 |
| Klepierre SA | 1.375% | 2/16/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
| Klepierre SA | 0.625% | 7/1/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;4450 |
| Klepierre SA | 0.875% | 2/17/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1769 |
| Klepierre SA | 1.250% | 9/29/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| Klepierre SA | 1.625% | 12/13/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1307 |
| La Banque Postale Home Loan SFH SA | 0.625% | 6/23/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;6029 |
| La Banque Postale Home Loan SFH SA | 0.875% | 2/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4405 |
| La Banque Postale Home Loan SFH SA | 1.000% | 10/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2439 |
| La Banque Postale Home Loan SFH SA | 0.010% | 10/22/29 | EUR | &nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;24065 |
| La Banque Postale SA | 1.000% | 10/16/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2597 |
| La Banque Postale SA | 0.500% | 6/17/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
| La Banque Postale SA | 3.000% | 6/9/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4080 |
| La Banque Postale SA | 2.000% | 7/13/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4722 |
| La Banque Postale SA | 1.375% | 4/24/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1680 |
| La Banque Postale SA | 0.875% | 1/26/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2584 |
| La Banque Postale SA | 0.750% | 6/23/31 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8341 |
| La Banque Postale SA | 0.750% | 8/2/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3128 |
| La Mondiale SAM | 5.050% | 12/29/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3369 | &nbsp;&nbsp;&nbsp;&nbsp;3643 |
| La Poste SA | 2.750% | 11/26/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2359 |
| La Poste SA | 1.125% | 6/4/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5154 |
| La Poste SA | 0.625% | 10/21/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4707 |
| La Poste SA | 0.375% | 9/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;9192 |
| La Poste SA | 1.450% | 11/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1071 |
| La Poste SA | 0.000% | 7/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;4997 |
| La Poste SA | 1.375% | 4/21/32 | EUR | &nbsp;&nbsp;20800 | &nbsp;&nbsp;18605 |
| Legrand SA | 0.750% | 7/6/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| Legrand SA | 0.750% | 5/20/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;7806 |
| Legrand SA | 0.375% | 10/6/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 |
| Legrand SA | 1.875% | 7/6/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
| LVMH Moet Hennessy Louis Vuitton SE | 0.000% | 2/11/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9508 |
| LVMH Moet Hennessy Louis Vuitton SE | 0.750% | 5/26/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5411 | &nbsp;&nbsp;&nbsp;&nbsp;5740 |
| LVMH Moet Hennessy Louis Vuitton SE | 0.000% | 2/11/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;9280 |
| LVMH Moet Hennessy Louis Vuitton SE | 1.125% | 2/11/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;8378 |
| LVMH Moet Hennessy Louis Vuitton SE | 0.125% | 2/11/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4747 |
| LVMH Moet Hennessy Louis Vuitton SE | 0.375% | 2/11/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;6612 |
| Mercialys SA | 2.500% | 2/28/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1373 |
| MMS USA Investments Inc. | 0.625% | 6/13/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3035 |
| MMS USA Investments Inc. | 1.250% | 6/13/28 | EUR | &nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;11696 |
| MMS USA Investments Inc. | 1.750% | 6/13/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1210 |
| Nerval SAS | 2.875% | 4/14/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2794 |
| Orange SA | 3.125% | 1/9/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
| Orange SA | 1.125% | 7/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;5067 |
| Orange SA | 1.000% | 5/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5164 |
| Orange SA | 1.000% | 9/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6877 |
| Orange SA | 5.250% | 12/5/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 |
| Orange SA | 0.000% | 6/29/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2925 |
| Orange SA | 0.000% | 9/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2910 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Orange SA | 0.875% | 2/3/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 |
| Orange SA | 1.250% | 7/7/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3998 |
| Orange SA | 1.375% | 3/20/28 | EUR | &nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;17661 |
| Orange SA | 8.125% | 11/20/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3184 | &nbsp;&nbsp;&nbsp;&nbsp;4633 |
| Orange SA | 2.000% | 1/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| Orange SA | 1.375% | 1/16/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1238 |
| Orange SA | 1.875% | 9/12/30 | EUR | &nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;14105 |
| Orange SA | 3.250% | 1/15/32 | GBP | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;11597 |
| Orange SA | 1.625% | 4/7/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;6866 |
| Orange SA | 2.375% | 5/18/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5041 |
| Orange SA | 0.500% | 9/4/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;4521 |
| Orange SA | 8.125% | 1/28/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |
| Orange SA | 0.625% | 12/16/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;7621 |
| Orange SA | 5.625% | 1/23/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;2523 |
| Orange SA | 0.750% | 6/29/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1599 |
| Orange SA | 5.000% | 10/29/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6529 | &nbsp;&nbsp;&nbsp;&nbsp;7175 |
| Orange SA | 5.250% | 12/29/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3731 | &nbsp;&nbsp;&nbsp;&nbsp;4093 |
| Orange SA | 1.375% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1404 |
| Orange SA | 1.750% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2944 |
| Orange SA | 2.375% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6202 |
| Orano SA | 3.375% | 4/23/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8482 |
| Pernod Ricard SA | 1.125% | 4/7/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 |
| Pernod Ricard SA | 1.500% | 5/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1540 |
| Pernod Ricard SA | 0.125% | 10/4/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6196 |
| Pernod Ricard SA | 1.750% | 4/8/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| Pernod Ricard SA | 0.875% | 10/24/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4397 |
| PSA Banque France SA | 0.625% | 6/21/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3132 |
| PSA Tresorerie GIE | 6.000% | 9/19/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1926 | &nbsp;&nbsp;&nbsp;&nbsp;2361 |
| RCI Banque SA | 1.375% | 3/8/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;5688 |
| RCI Banque SA | 1.625% | 4/11/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9826 | &nbsp;&nbsp;&nbsp;10157 |
| RCI Banque SA | 4.125% | 12/1/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1088 |
| RCI Banque SA | 1.750% | 4/10/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp;7155 |
| RCI Banque SA | 1.625% | 5/26/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3634 | &nbsp;&nbsp;&nbsp;&nbsp;3633 |
| RCI Banque SA | 4.875% | 9/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2188 |
| RTE Reseau de Transport d'Electricite SADIR | 1.625% | 11/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;6614 |
| RTE Reseau de Transport d'Electricite SADIR | 0.000% | 9/9/27 | EUR | &nbsp;&nbsp;15900 | &nbsp;&nbsp;14831 |
| RTE Reseau de Transport d'Electricite SADIR | 2.750% | 6/20/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1048 |
| RTE Reseau de Transport d'Electricite SADIR | 1.500% | 9/27/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2352 |
| RTE Reseau de Transport d'Electricite SADIR | 2.000% | 4/18/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| RTE Reseau de Transport d'Electricite SADIR | 1.875% | 10/23/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2566 |
| RTE Reseau de Transport d'Electricite SADIR | 1.125% | 7/8/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;6426 |
| Safran SA | 0.125% | 3/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1772 |
| Safran SA | 0.950% | 10/19/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 |
| Sanofi | 1.000% | 4/1/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;9790 |
| Sanofi | 1.750% | 9/10/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3742 |
| Sanofi | 0.500% | 1/13/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| Sanofi | 1.125% | 4/5/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5139 |
| Sanofi | 0.875% | 3/21/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4817 |
| Sanofi | 1.500% | 4/1/30 | EUR | &nbsp;&nbsp;13400 | &nbsp;&nbsp;13231 |
| Sanofi | 1.875% | 3/21/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3423 |
| SCOR SE | 3.000% | 6/8/46 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5267 |
| SCOR SE | 3.625% | 5/27/48 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3642 |

---

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| SCOR SE | 1.375% | 9/17/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2614 |
| Societe Fonciere Lyonnaise SA | 1.500% | 6/5/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2984 |
| Societe Fonciere Lyonnaise SA | 0.500% | 4/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1764 |
| Societe Generale SA | 1.250% | 2/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;18280 |
| Societe Generale SA | 1.125% | 1/23/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5898 |
| Societe Generale SA | 1.125% | 4/21/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9188 |
| Societe Generale SA | 0.125% | 11/17/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3925 |
| Societe Generale SA | 0.750% | 1/25/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;11079 |
| Societe Generale SA | 0.847% | 5/26/27 | JPY | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;7292 |
| Societe Generale SA | 0.250% | 7/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4234 |
| Societe Generale SA | 1.250% | 12/7/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5470 |
| Societe Generale SA | 2.125% | 9/27/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7278 |
| Societe Generale SA | 1.750% | 3/22/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5241 |
| Societe Generale SA | 0.500% | 6/12/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16900 | &nbsp;&nbsp;&nbsp;15167 |
| Societe Generale SA | 1.250% | 6/12/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3575 |
| Societe Generale SA | 1.000% | 11/24/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9721 |
| Societe Generale SA | 4.250% | 12/6/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8627 |
| Societe Generale SA | 1.125% | 6/30/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2378 |
| Societe Generale SA | 5.250% | 9/6/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1105 |
| Societe Generale SA | 4.250% | 11/16/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4452 |
| Societe Generale SFH SA | 2.000% | 4/29/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;7065 |
| Societe Generale SFH SA | 0.500% | 1/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4637 |
| Societe Generale SFH SA | 0.500% | 1/28/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5533 |
| Societe Generale SFH SA | 0.750% | 1/19/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4863 |
| Societe Generale SFH SA | 1.375% | 5/5/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;12491 |
| Societe Generale SFH SA | 0.125% | 2/2/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25100 | &nbsp;&nbsp;22959 |
| Societe Generale SFH SA | 0.010% | 2/11/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1583 |
| Societe Generale SFH SA | 0.010% | 2/5/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40500 | &nbsp;&nbsp;34598 |
| Sodexo SA | 0.750% | 4/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9086 | &nbsp;&nbsp;&nbsp;&nbsp;9396 |
| Sodexo SA | 2.500% | 6/24/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
| Sodexo SA | 0.750% | 4/14/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4086 | &nbsp;&nbsp;&nbsp;&nbsp;4149 |
| Sodexo SA | 1.750% | 6/26/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;4207 |
| Sodexo SA | 1.000% | 4/27/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3181 |
| Suez SA | 5.500% | 7/22/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2679 |
| Suez SA | 1.000% | 4/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5275 |
| Suez SA | 1.750% | 9/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
| Suez SA | 1.250% | 4/2/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9812 |
| Suez SA | 1.500% | 4/3/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1063 |
| Suez SA | 1.625% | 9/17/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| Suez SA | 5.375% | 12/2/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 |
| Suez SA | 2.875% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6452 |
| Suez SACA | 2.375% | 5/24/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1961 |
| Suez SACA | 2.875% | 5/24/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1045 |
| TDF Infrastructure SAS | 2.500% | 4/7/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 |
| TDF Infrastructure SAS | 1.750% | 12/1/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2833 |
| Terega SA | 0.625% | 2/27/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
| Terega SA | 0.875% | 9/17/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2119 |
| Thales SA | 0.000% | 3/26/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2934 |
| TotalEnergies Capital Canada Ltd. | 2.125% | 9/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7767 |
| TotalEnergies Capital International SA | 0.625% | 10/4/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;6036 |
| TotalEnergies Capital International SA | 1.375% | 3/19/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6997 |
| TotalEnergies Capital International SA | 1.750% | 7/7/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4517 | &nbsp;&nbsp;&nbsp;&nbsp;5283 |
| TotalEnergies Capital International SA | 2.875% | 11/19/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4313 |
| TotalEnergies Capital International SA | 2.500% | 3/25/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2337 |
| TotalEnergies Capital International SA | 1.491% | 4/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7084 |
| TotalEnergies Capital International SA | 0.696% | 5/31/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;10445 |
| TotalEnergies Capital International SA | 1.491% | 9/4/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 |
| TotalEnergies Capital International SA | 0.952% | 5/18/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2700 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| TotalEnergies Capital International SA | 1.994% | 4/8/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 |
| TotalEnergies Capital International SA | 1.618% | 5/18/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4710 |
| TotalEnergies SE | 2.625% | 12/29/49 | EUR | &nbsp;&nbsp;&nbsp;11142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11517 |
| TotalEnergies SE | 3.369% | 12/29/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670 |
| TotalEnergies SE | 1.625% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7857 |
| TotalEnergies SE | 1.750% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4121 |
| TotalEnergies SE | 2.000% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3997 |
| TotalEnergies SE | 2.125% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6257 |
| TotalEnergies SE | 3.250% | 12/31/99 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658 |
| UMG Groupe VYV | 1.625% | 7/2/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843 |
| Unibail-Rodamco-Westfield SE | 2.500% | 2/26/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022 |
| Unibail-Rodamco-Westfield SE | 1.000% | 3/14/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5035 |
| Unibail-Rodamco-Westfield SE | 1.125% | 9/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5833 |
| Unibail-Rodamco-Westfield SE | 1.375% | 3/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| Unibail-Rodamco-Westfield SE | 2.500% | 6/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| Unibail-Rodamco-Westfield SE | 1.000% | 2/27/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648 |
| Unibail-Rodamco-Westfield SE | 0.625% | 5/4/27 | EUR | &nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14038 |
| Unibail-Rodamco-Westfield SE | 0.750% | 10/25/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885 |
| Unibail-Rodamco-Westfield SE | 1.500% | 5/29/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| Unibail-Rodamco-Westfield SE | 2.625% | 4/9/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3049 |
| Unibail-Rodamco-Westfield SE | 1.375% | 4/15/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4236 |
| Unibail-Rodamco-Westfield SE | 1.875% | 1/15/31 | EUR | &nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10102 |
| Unibail-Rodamco-Westfield SE | 1.375% | 12/4/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535 |
| Unibail-Rodamco-Westfield SE | 0.875% | 3/29/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7423 |
| Unibail-Rodamco-Westfield SE | 2.000% | 6/29/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 |
| Unibail-Rodamco-Westfield SE | 1.375% | 5/25/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |
| Unibail-Rodamco-Westfield SE | 2.000% | 4/28/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 |
| Unibail-Rodamco-Westfield SE | 2.250% | 5/14/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 |
| Unibail-Rodamco-Westfield SE | 1.750% | 7/1/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3157 |
| Unibail-Rodamco-Westfield SE | 2.875% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
| Veolia Environnement SA | 4.625% | 3/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5597 |
| Veolia Environnement SA | 1.590% | 1/10/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3088 |
| Veolia Environnement SA | 0.927% | 1/4/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345 |
| Veolia Environnement SA | 0.800% | 1/15/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4297 |
| Veolia Environnement SA | 6.125% | 11/25/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2807 |
| Vinci SA | 1.000% | 9/26/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2573 |
| Vinci SA | 2.250% | 3/15/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
| Vinci SA | 0.000% | 11/27/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832 |
| Vinci SA | 1.625% | 1/18/29 | EUR | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14981 |
| Vinci SA | 1.750% | 9/26/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3349 |
| Vinci SA | 0.500% | 1/9/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4960 |
| Vinci SA | 2.750% | 9/15/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4581 |
| Vivendi SE | 1.125% | 12/11/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545 |
| Wendel SE | 1.375% | 4/26/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3052 |
| Wendel SE | 1.000% | 6/1/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2697 |
| Westfield America Management Ltd. | 2.625% | 3/30/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614 |
|  |  |  |  |  | &nbsp;&nbsp;**3177031** |
| **Germany (2.4%)** | **Germany (2.4%)** | **Germany (2.4%)** |  |  |  |
| Aareal Bank AG | 0.125% | 2/1/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 |
| Aareal Bank AG | 0.375% | 7/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 |
| Aareal Bank AG | 0.010% | 2/1/28 | EUR | &nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17620 |
| Aareal Bank AG | 0.010% | 9/15/28 | EUR | &nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10968 |
| Allianz Finance II BV | 0.875% | 1/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019 |
| Allianz Finance II BV | 3.000% | 3/13/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1529 |
| Allianz Finance II BV | 0.500% | 1/14/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5529 |
| Allianz SE | 2.241% | 7/7/45 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3489 |
| Allianz SE | 2.121% | 7/8/50 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564 |
| Allianz SE | 4.252% | 7/5/52 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7348 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Allianz SE | 3.375% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;18873 |
| alstria office REIT AG | 1.500% | 11/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;3738 |
| Amprion GmbH | 0.625% | 9/23/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;4051 |
| Aroundtown SA | 4.625% | 9/18/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 |
| Aroundtown SA | 1.500% | 5/28/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6223 |
| Aroundtown SA | 0.000% | 7/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2027 |
| Aroundtown SA | 0.375% | 4/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;5135 |
| Aroundtown SA | 1.450% | 7/9/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3838 |
| Aroundtown SA | 3.000% | 10/16/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4417 | &nbsp;&nbsp;&nbsp;&nbsp;3836 |
| Aroundtown SA | 3.625% | 4/10/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1274 |
| Aroundtown SA | 1.625% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
| Aroundtown SA | 3.375% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 |
| BASF SE | 0.101% | 6/5/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
| BASF SE | 0.875% | 10/6/23 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| BASF SE | 1.750% | 3/11/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |
| BASF SE | 1.500% | 5/22/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3901 | &nbsp;&nbsp;&nbsp;&nbsp;3725 |
| BASF SE | 1.500% | 3/17/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2820 |
| BASF SE | 0.875% | 10/6/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
| BASF SE | 1.450% | 12/13/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;7122 |
| BASF SE | 1.625% | 11/15/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 |
| Bausparkasse Schwaebisch Hall | 2.000% | 5/17/34 | EUR | &nbsp;&nbsp;23100 | &nbsp;&nbsp;22738 |
| Bayer AG | 0.050% | 1/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6816 |
| Bayer AG | 0.750% | 1/6/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6305 |
| Bayer AG | 0.375% | 1/12/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3588 |
| Bayer AG | 1.125% | 1/6/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 |
| Bayer AG | 0.625% | 7/12/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;3859 |
| Bayer AG | 1.375% | 7/6/32 | EUR | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;10479 |
| Bayer AG | 1.000% | 1/12/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;3485 |
| Bayer Capital Corp. BV | 1.500% | 6/26/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| Bayer Capital Corp. BV | 2.125% | 12/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5019 |
| Bayerische Landesbank | 0.500% | 3/19/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;5012 |
| Bayerische Landesbank | 0.625% | 7/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
| Bayerische Landesbank | 0.200% | 5/20/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2751 | &nbsp;&nbsp;&nbsp;&nbsp;2471 |
| Bayerische Landesbodenkreditanstalt | 1.750% | 4/24/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;1564 |
| Berlin Hyp AG | 0.375% | 5/3/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3809 | &nbsp;&nbsp;&nbsp;&nbsp;3998 |
| Berlin Hyp AG | 1.250% | 1/22/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| Berlin Hyp AG | 0.375% | 2/21/25 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;10272 |
| Berlin Hyp AG | 0.625% | 10/22/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| Berlin Hyp AG | 0.010% | 8/24/26 | EUR | &nbsp;&nbsp;31212 | &nbsp;&nbsp;30570 |
| Berlin Hyp AG | 0.010% | 1/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7299 | &nbsp;&nbsp;&nbsp;&nbsp;6877 |
| Berlin Hyp AG | 0.010% | 7/7/28 | EUR | &nbsp;&nbsp;20510 | &nbsp;&nbsp;&nbsp;19111 |
| Berlin Hyp AG | 0.375% | 5/29/29 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9302 |
| Berlin Hyp AG | 0.125% | 1/18/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1126 | &nbsp;&nbsp;&nbsp;&nbsp;1012 |
| Berlin Hyp AG | 0.250% | 5/19/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8127 | &nbsp;&nbsp;&nbsp;&nbsp;6730 |
| Bertelsmann SE & Co. KGaA | 1.750% | 10/14/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;3069 |
| Bertelsmann SE & Co. KGaA | 2.000% | 4/1/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4068 |
| Bertelsmann SE & Co. KGaA | 3.500% | 5/29/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;3136 |
| BMW Canada Inc. | 0.990% | 1/14/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2104 | &nbsp;&nbsp;&nbsp;&nbsp;1469 |
| BMW Finance NV | 0.750% | 4/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
| BMW Finance NV | 0.750% | 7/12/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
| BMW Finance NV | 1.000% | 11/14/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5745 | &nbsp;&nbsp;&nbsp;&nbsp;6030 |
| BMW Finance NV | 0.500% | 2/22/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
| BMW Finance NV | 0.875% | 4/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4486 | &nbsp;&nbsp;&nbsp;&nbsp;4660 |
| BMW Finance NV | 1.000% | 8/29/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3891 | &nbsp;&nbsp;&nbsp;&nbsp;4028 |
| BMW Finance NV | 0.000% | 1/11/26 | EUR | &nbsp;&nbsp;16635 | &nbsp;&nbsp;&nbsp;16555 |
| BMW Finance NV | 0.375% | 1/14/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7190 |
| BMW Finance NV | 1.500% | 2/6/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8152 | &nbsp;&nbsp;&nbsp;&nbsp;8009 |
| BMW Finance NV | 0.200% | 1/11/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;2057 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Brenntag Finance BV | 1.125% | 9/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;1770 |
| Commerzbank AG | 0.050% | 7/11/24 | EUR | &nbsp;&nbsp;12426 | &nbsp;&nbsp;&nbsp;12910 |
| Commerzbank AG | 0.625% | 8/28/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;5081 |
| Commerzbank AG | 0.625% | 3/13/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7486 | &nbsp;&nbsp;&nbsp;&nbsp;7717 |
| Commerzbank AG | 0.625% | 5/28/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4388 | &nbsp;&nbsp;&nbsp;&nbsp;4503 |
| Commerzbank AG | 0.875% | 9/8/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;5054 |
| Commerzbank AG | 1.000% | 3/4/26 | EUR | &nbsp;&nbsp;10605 | &nbsp;&nbsp;10702 |
| Commerzbank AG | 0.750% | 3/24/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2011 |
| Commerzbank AG | 0.500% | 6/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7309 |
| Commerzbank AG | 0.500% | 12/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7125 |
| Commerzbank AG | 0.125% | 12/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;5610 |
| Commerzbank AG | 0.875% | 1/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2389 |
| Commerzbank AG | 0.625% | 8/24/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 |
| Commerzbank AG | 3.000% | 9/14/27 | EUR | &nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;11899 |
| Commerzbank AG | 4.625% | 3/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2400 |
| Commerzbank AG | 0.010% | 3/11/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4388 | &nbsp;&nbsp;&nbsp;&nbsp;3887 |
| Commerzbank AG | 1.250% | 1/9/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;3111 |
| Covestro AG | 1.750% | 9/25/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;5174 |
| Covestro AG | 0.875% | 2/3/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 |
| Covestro AG | 1.375% | 6/12/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1805 |
| Daimler AG | 0.000% | 2/8/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7316 | &nbsp;&nbsp;&nbsp;&nbsp;7699 |
| Daimler AG | 0.375% | 11/8/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7173 |
| Daimler AG | 1.000% | 11/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4740 | &nbsp;&nbsp;&nbsp;&nbsp;4698 |
| Daimler AG | 0.750% | 2/8/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9388 | &nbsp;&nbsp;&nbsp;&nbsp;8591 |
| Daimler AG | 2.375% | 5/22/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7165 |
| Daimler AG | 0.750% | 9/10/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2214 |
| Daimler AG | 2.000% | 2/27/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5581 | &nbsp;&nbsp;&nbsp;&nbsp;5480 |
| Daimler AG | 1.125% | 11/6/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4380 |
| Daimler AG | 2.125% | 7/3/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1818 | &nbsp;&nbsp;&nbsp;&nbsp;1665 |
| Daimler Canada Finance Inc. | 2.970% | 3/13/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;1306 |
| Daimler Canada Finance Inc. | 1.650% | 9/22/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;2319 |
| Daimler International Finance BV | 0.875% | 4/9/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5439 | &nbsp;&nbsp;&nbsp;&nbsp;5751 |
| Daimler International Finance BV | 2.625% | 4/7/25 | EUR | &nbsp;&nbsp;12478 | &nbsp;&nbsp;13435 |
| Daimler International Finance BV | 1.000% | 11/11/25 | EUR | &nbsp;&nbsp;10240 | &nbsp;&nbsp;10500 |
| Daimler International Finance BV | 1.375% | 6/26/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8484 | &nbsp;&nbsp;&nbsp;&nbsp;8698 |
| Daimler International Finance BV | 2.000% | 8/22/26 | EUR | &nbsp;&nbsp;16072 | &nbsp;&nbsp;&nbsp;16811 |
| Daimler International Finance BV | 0.625% | 5/6/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7155 |
| Daimler Trucks Finance Canada Inc. | 2.140% | 12/13/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2612 | &nbsp;&nbsp;&nbsp;&nbsp;1856 |
| Daimler Trucks Finance Canada Inc. | 5.180% | 9/19/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;2643 |
| Daimler Trucks Finance Canada Inc. | 2.460% | 12/15/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1504 | &nbsp;&nbsp;&nbsp;&nbsp;1037 |
| DekaBank Deutsche Girozentrale | 0.300% | 11/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2415 |
| Deutsche Apotheker-und Aerztebank eG | 0.750% | 10/5/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
| Deutsche Bahn Finance GmbH | 0.000% | 2/14/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1578 |
| Deutsche Bahn Finance GmbH | 3.000% | 3/8/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5822 | &nbsp;&nbsp;&nbsp;&nbsp;6333 |
| Deutsche Bahn Finance GmbH | 1.500% | 8/26/24 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;2595 |
| Deutsche Bahn Finance GmbH | 3.500% | 9/27/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1530 |
| Deutsche Bahn Finance GmbH | 1.375% | 7/7/25 | GBP | &nbsp;&nbsp;&nbsp;11976 | &nbsp;&nbsp;13936 |
| Deutsche Bahn Finance GmbH | 1.250% | 10/23/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp;&nbsp;1275 |
| Deutsche Bahn Finance GmbH | 1.875% | 2/13/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1907 | &nbsp;&nbsp;&nbsp;&nbsp;2218 |
| Deutsche Bahn Finance GmbH | 3.125% | 7/24/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| Deutsche Bahn Finance GmbH | 0.500% | 4/9/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6740 | &nbsp;&nbsp;&nbsp;&nbsp;6622 |
| Deutsche Bahn Finance GmbH | 1.125% | 12/18/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 |
| Deutsche Bahn Finance GmbH | 2.750% | 3/19/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1706 | &nbsp;&nbsp;&nbsp;&nbsp;1824 |
| Deutsche Bahn Finance GmbH | 0.375% | 6/23/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;1272 |
| Deutsche Bahn Finance GmbH | 1.625% | 11/6/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| Deutsche Bahn Finance GmbH | 1.375% | 3/28/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;1371 |
| Deutsche Bahn Finance GmbH | 0.875% | 7/11/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1317 | &nbsp;&nbsp;&nbsp;&nbsp;1183 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Deutsche Bahn Finance GmbH | 0.200% | 5/20/33 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;6515 | &nbsp;&nbsp;&nbsp;&nbsp;6007 |
| Deutsche Bahn Finance GmbH | 1.625% | 8/16/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4779 | &nbsp;&nbsp;&nbsp;&nbsp;4363 |
| Deutsche Bahn Finance GmbH | 0.750% | 7/16/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6935 | &nbsp;&nbsp;&nbsp;&nbsp;5500 |
| Deutsche Bahn Finance GmbH | 0.625% | 4/15/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7995 | &nbsp;&nbsp;&nbsp;&nbsp;6145 |
| Deutsche Bahn Finance GmbH | 1.375% | 4/16/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4932 | &nbsp;&nbsp;&nbsp;&nbsp;3943 |
| Deutsche Bahn Finance GmbH | 0.625% | 12/8/50 | EUR | &nbsp;&nbsp;10449 | &nbsp;&nbsp;&nbsp;&nbsp;6001 |
| Deutsche Bahn Finance GmbH | 1.125% | 5/29/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4494 | &nbsp;&nbsp;&nbsp;&nbsp;2885 |
| Deutsche Bahn Finance GmbH | 0.950% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3299 |
| Deutsche Bahn Finance GmbH | 1.600% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3463 |
| Deutsche Bank AG | 0.250% | 3/8/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;4773 |
| Deutsche Bank AG | 2.625% | 12/16/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;7005 |
| Deutsche Bank AG | 2.625% | 2/12/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;8190 |
| Deutsche Bank AG | 4.000% | 6/24/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3549 |
| Deutsche Bank AG | 1.625% | 1/20/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5912 |
| Deutsche Bank AG | 0.750% | 2/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;9066 |
| Deutsche Bank AG | 1.750% | 1/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3577 |
| Deutsche Bank AG | 3.250% | 5/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2062 |
| Deutsche Bank AG | 0.250% | 8/31/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2295 |
| Deutsche Bank AG | 1.750% | 11/19/30 | EUR | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;16063 |
| Deutsche Bank AG | 5.625% | 5/19/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5415 |
| Deutsche Bank AG | 1.375% | 2/17/32 | EUR | &nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;9639 |
| Deutsche Bank AG | 4.000% | 6/24/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7434 |
| Deutsche Boerse AG | 0.000% | 2/22/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5659 |
| Deutsche Boerse AG | 1.125% | 3/26/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1876 | &nbsp;&nbsp;&nbsp;&nbsp;1920 |
| Deutsche Hypothekenbank AG | 0.250% | 5/17/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5334 |
| Deutsche Hypothekenbank AG | 0.500% | 6/29/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| Deutsche Hypothekenbank AG | 0.750% | 3/5/29 | EUR | &nbsp;&nbsp;39655 | &nbsp;&nbsp;&nbsp;37858 |
| Deutsche Kreditbank AG | 1.625% | 6/18/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |
| Deutsche Kreditbank AG | 0.500% | 3/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 |
| Deutsche Pfandbriefbank AG | 0.010% | 10/16/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;9801 |
| Deutsche Pfandbriefbank AG | 0.010% | 8/25/26 | EUR | &nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;17598 |
| Deutsche Pfandbriefbank AG | 0.625% | 8/30/27 | EUR | &nbsp;&nbsp;32700 | &nbsp;&nbsp;31967 |
| Deutsche Pfandbriefbank AG | 2.375% | 5/29/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;3134 |
| Deutsche Pfandbriefbank AG | 1.250% | 4/20/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4328 |
| Deutsche Post AG | 2.875% | 12/11/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;1064 |
| Deutsche Post AG | 1.250% | 4/1/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4149 |
| Deutsche Post AG | 0.375% | 5/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5302 | &nbsp;&nbsp;&nbsp;&nbsp;5351 |
| Deutsche Post AG | 1.625% | 12/5/28 | EUR | &nbsp;&nbsp;13535 | &nbsp;&nbsp;&nbsp;13765 |
| Deutsche Post AG | 0.750% | 5/20/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1818 | &nbsp;&nbsp;&nbsp;&nbsp;1748 |
| Deutsche Telekom AG | 0.500% | 7/5/27 | EUR | &nbsp;&nbsp;12348 | &nbsp;&nbsp;&nbsp;12082 |
| Deutsche Telekom AG | 3.125% | 2/6/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 |
| Deutsche Telekom AG | 1.375% | 7/5/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;1484 |
| Deutsche Telekom AG | 2.250% | 3/29/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2073 | &nbsp;&nbsp;&nbsp;&nbsp;1868 |
| Deutsche Telekom AG | 1.750% | 12/9/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4007 | &nbsp;&nbsp;&nbsp;&nbsp;2996 |
| Deutsche Telekom International Finance BV | 2.750% | 10/24/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2144 | &nbsp;&nbsp;&nbsp;&nbsp;2319 |
| Deutsche Telekom International Finance BV | 1.375% | 12/1/25 | EUR | &nbsp;&nbsp;&nbsp;19760 | &nbsp;&nbsp;20542 |
| Deutsche Telekom International Finance BV | 1.125% | 5/22/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2522 | &nbsp;&nbsp;&nbsp;&nbsp;2579 |
| Deutsche Telekom International Finance BV | 1.375% | 1/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3051 | &nbsp;&nbsp;&nbsp;&nbsp;3112 |
| Deutsche Telekom International Finance BV | 3.250% | 1/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| Deutsche Telekom International Finance BV | 1.500% | 4/3/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;9915 |
| Deutsche Telekom International Finance BV | 8.875% | 11/27/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4439 | &nbsp;&nbsp;&nbsp;&nbsp;6675 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Deutsche Telekom International Finance BV | 2.250% | 4/13/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2132 | &nbsp;&nbsp;&nbsp;&nbsp;2332 |
| Deutsche Telekom International Finance BV | 2.000% | 12/1/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8242 | &nbsp;&nbsp;&nbsp;&nbsp;8283 |
| Deutsche Telekom International Finance BV | 7.625% | 6/15/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 |
| Deutsche Telekom International Finance BV | 7.500% | 1/24/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp;&nbsp;1683 |
| Deutsche Wohnen SE | 1.000% | 4/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5078 |
| Deutsche Wohnen SE | 1.500% | 4/30/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3553 |
| DZ HYP AG | 0.625% | 6/5/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| DZ HYP AG | 0.375% | 6/6/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1020 |
| DZ HYP AG | 0.500% | 11/13/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7802 | &nbsp;&nbsp;&nbsp;&nbsp;7905 |
| DZ HYP AG | 0.750% | 2/2/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5075 |
| DZ HYP AG | 0.375% | 3/31/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3023 | &nbsp;&nbsp;&nbsp;&nbsp;3022 |
| DZ HYP AG | 0.100% | 8/31/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
| DZ HYP AG | 0.500% | 9/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4845 |
| DZ HYP AG | 0.500% | 4/1/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2459 |
| DZ HYP AG | 0.750% | 6/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 |
| DZ HYP AG | 0.625% | 8/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4896 |
| DZ HYP AG | 0.875% | 3/22/28 | EUR | &nbsp;&nbsp;&nbsp;10755 | &nbsp;&nbsp;&nbsp;10552 |
| DZ HYP AG | 0.010% | 6/23/28 | EUR | &nbsp;&nbsp;55000 | &nbsp;&nbsp;51203 |
| DZ HYP AG | 0.010% | 10/27/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8294 |
| DZ HYP AG | 0.875% | 1/30/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4711 |
| DZ HYP AG | 0.050% | 6/29/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4423 |
| DZ HYP AG | 0.875% | 1/18/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;5787 |
| DZ HYP AG | 0.010% | 3/29/30 | EUR | &nbsp;&nbsp;&nbsp;17269 | &nbsp;&nbsp;&nbsp;15278 |
| DZ HYP AG | 0.010% | 11/15/30 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8687 |
| DZ HYP AG | 0.875% | 4/17/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4236 |
| DZ HYP AG | 0.375% | 11/10/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4013 |
| E.ON International Finance BV | 1.000% | 4/13/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2522 |
| E.ON International Finance BV | 1.625% | 5/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6242 | &nbsp;&nbsp;&nbsp;&nbsp;6457 |
| E.ON International Finance BV | 1.250% | 10/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5463 | &nbsp;&nbsp;&nbsp;&nbsp;5464 |
| E.ON International Finance BV | 1.500% | 7/31/29 | EUR | &nbsp;&nbsp;&nbsp;10418 | &nbsp;&nbsp;10000 |
| E.ON International Finance BV | 6.250% | 6/3/30 | GBP | &nbsp;&nbsp;&nbsp;10434 | &nbsp;&nbsp;&nbsp;13884 |
| E.ON International Finance BV | 6.375% | 6/7/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3073 | &nbsp;&nbsp;&nbsp;&nbsp;4181 |
| E.ON International Finance BV | 4.750% | 1/31/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;3356 |
| E.ON International Finance BV | 5.875% | 10/30/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;7288 |
| E.ON International Finance BV | 6.750% | 1/27/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
| E.ON International Finance BV | 6.125% | 7/6/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;2008 |
| E.ON SE | 0.875% | 5/22/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
| E.ON SE | 0.000% | 8/28/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4494 | &nbsp;&nbsp;&nbsp;&nbsp;4650 |
| E.ON SE | 0.250% | 10/24/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1851 | &nbsp;&nbsp;&nbsp;&nbsp;1813 |
| E.ON SE | 0.375% | 9/29/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2348 |
| E.ON SE | 0.750% | 2/20/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4526 | &nbsp;&nbsp;&nbsp;&nbsp;4354 |
| E.ON SE | 1.625% | 5/22/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9984 | &nbsp;&nbsp;&nbsp;&nbsp;9697 |
| E.ON SE | 0.350% | 2/28/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5017 | &nbsp;&nbsp;&nbsp;&nbsp;4377 |
| E.ON SE | 1.625% | 3/29/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4582 | &nbsp;&nbsp;&nbsp;&nbsp;4309 |
| E.ON SE | 0.625% | 11/7/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8436 | &nbsp;&nbsp;&nbsp;&nbsp;7113 |
| EnBW Energie Baden-Wuerttemberg AG | 1.625% | 8/5/79 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1485 |
| EnBW Energie Baden-Wuerttemberg AG | 1.125% | 11/5/79 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4589 |
| EnBW Energie Baden-Wuerttemberg AG | 1.875% | 6/29/80 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5178 |
| EnBW International Finance BV | 0.625% | 4/17/25 | EUR | &nbsp;&nbsp;&nbsp;17891 | &nbsp;&nbsp;18306 |
| EnBW International Finance BV | 2.500% | 6/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5560 | &nbsp;&nbsp;&nbsp;&nbsp;5854 |
| EnBW International Finance BV | 0.250% | 10/19/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6881 | &nbsp;&nbsp;&nbsp;&nbsp;5732 |
| EnBW International Finance BV | 0.500% | 3/1/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;4418 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| EnBW International Finance BV | 6.125% | 7/7/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;2814 |
| Eurogrid GmbH | 1.875% | 6/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;10183 |
| Eurogrid GmbH | 1.500% | 4/18/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3038 |
| Evonik Industries AG | 0.625% | 9/18/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2923 |
| EWE AG | 0.250% | 6/8/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4589 |
| EWE AG | 0.375% | 10/22/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9038 | &nbsp;&nbsp;&nbsp;&nbsp;6956 |
| Fresenius Finance Ireland plc | 0.500% | 10/1/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5635 | &nbsp;&nbsp;&nbsp;&nbsp;5020 |
| Fresenius Finance Ireland plc | 0.875% | 10/1/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
| Fresenius Finance Ireland plc | 3.000% | 1/30/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
| Fresenius Medical Care AG & Co. KGaA | 1.500% | 7/11/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| Fresenius Medical Care AG & Co. KGaA | 1.500% | 5/29/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2276 | &nbsp;&nbsp;&nbsp;&nbsp;2051 |
| Fresenius SE & Co. KGaA | 4.000% | 2/1/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4388 | &nbsp;&nbsp;&nbsp;&nbsp;4782 |
| Fresenius SE & Co. KGaA | 1.625% | 10/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4797 |
| Fresenius SE & Co. KGaA | 0.750% | 1/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5608 | &nbsp;&nbsp;&nbsp;&nbsp;5246 |
| Fresenius SE & Co. KGaA | 2.875% | 2/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5852 | &nbsp;&nbsp;&nbsp;&nbsp;5949 |
| Grand City Properties SA | 1.375% | 8/3/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;8235 |
| Grand City Properties SA | 1.500% | 2/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;3706 |
| Grand City Properties SA | 1.500% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
| Hamburg Commercial Bank AG | 0.375% | 3/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3108 |
| Hamburg Commercial Bank AG | 0.500% | 9/22/26 | EUR | &nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;9629 |
| Hamburg Commercial Bank AG | 0.010% | 1/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2605 |
| Hannover Rueck SE | 1.750% | 10/8/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5246 |
| Hannover Rueck SE | 3.375% | 6/29/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3146 |
| HeidelbergCement AG | 2.250% | 6/3/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5218 | &nbsp;&nbsp;&nbsp;&nbsp;5587 |
| HeidelbergCement AG | 1.500% | 2/7/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6827 | &nbsp;&nbsp;&nbsp;&nbsp;7148 |
| HeidelbergCement Finance Luxembourg SA | 2.500% | 10/9/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4293 |
| HeidelbergCement Finance Luxembourg SA | 1.625% | 4/7/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3755 | &nbsp;&nbsp;&nbsp;&nbsp;3875 |
| HeidelbergCement Finance Luxembourg SA | 1.500% | 6/14/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| HeidelbergCement Finance Luxembourg SA | 1.125% | 12/1/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8373 | &nbsp;&nbsp;&nbsp;&nbsp;8196 |
| HeidelbergCement Finance Luxembourg SA | 1.750% | 4/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2179 |
| Hella GmbH & Co. KGaA | 1.000% | 5/17/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 |
| HOCHTIEF AG | 0.625% | 4/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1498 | &nbsp;&nbsp;&nbsp;&nbsp;1311 |
| HOWOGE Wohnungs-baugesellschaft mbH | 0.625% | 11/1/28 | EUR | &nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;11584 |
| HOWOGE Wohnungs-baugesellschaft mbH | 1.125% | 11/1/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;4574 |
| Infineon Technologies AG | 1.625% | 6/24/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4072 |
| Infineon Technologies AG | 2.000% | 6/24/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1691 |
| ING-DiBa AG | 0.250% | 11/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2455 |
| ING-DiBa AG | 0.125% | 5/23/27 | EUR | &nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;16863 |
| ING-DiBa AG | 1.250% | 10/9/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5477 |
| ING-DiBa AG | 1.000% | 5/23/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;7474 |
| Landesbank Baden-Wuerttemberg | 0.375% | 5/24/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
| Landesbank Baden-Wuerttemberg | 0.250% | 1/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5139 |
| Landesbank Baden-Wuerttemberg | 1.500% | 2/3/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;9033 |
| Landesbank Baden-Wuerttemberg | 0.375% | 2/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;5005 |
| Landesbank Baden-Wuerttemberg | 0.375% | 2/18/27 | EUR | &nbsp;&nbsp;&nbsp;27200 | &nbsp;&nbsp;25846 |
| Landesbank Baden-Wuerttemberg | 0.010% | 7/16/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;1512 |
| Landesbank Baden-Wuerttemberg | 0.010% | 9/18/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4003 | &nbsp;&nbsp;&nbsp;&nbsp;3709 |
| Landesbank Baden-Wuerttemberg | 0.375% | 5/7/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;5669 |
| Landesbank Hessen-Thueringen Girozentrale | 0.375% | 2/8/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5277 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Landesbank Hessen-Thueringen Girozentrale | 0.125% | 11/19/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1129 |
| Landesbank Hessen-Thueringen Girozentrale | 0.375% | 5/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4545 |
| Landesbank Hessen-Thueringen Girozentrale | 0.500% | 9/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| LANXESS AG | 1.125% | 5/16/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;2583 |
| LANXESS AG | 0.625% | 12/1/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2252 |
| LEG Immobilien SE | 0.375% | 1/17/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2226 |
| LEG Immobilien SE | 0.875% | 11/28/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4141 |
| LEG Immobilien SE | 0.875% | 1/17/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1853 |
| LEG Immobilien SE | 1.000% | 11/19/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1317 |
| LEG Immobilien SE | 0.875% | 3/30/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;1712 |
| LEG Immobilien SE | 1.500% | 1/17/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;3826 |
| Mercedes-Benz Group AG | 0.750% | 3/11/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4087 |
| Merck Financial Services GmbH | 0.500% | 7/16/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3795 |
| Merck Financial Services GmbH | 0.875% | 7/5/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
| Merck KGaA | 3.375% | 12/12/74 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| Merck KGaA | 1.625% | 9/9/80 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5272 |
| Muenchener Hypothekenbank eG | 0.500% | 4/22/26 | EUR | &nbsp;&nbsp;10425 | &nbsp;&nbsp;10458 |
| Muenchener Hypothekenbank eG | 0.625% | 10/23/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 |
| Muenchener Hypothekenbank eG | 0.625% | 5/7/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6339 | &nbsp;&nbsp;&nbsp;&nbsp;6254 |
| Muenchener Hypothekenbank eG | 0.625% | 11/10/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7135 |
| Muenchener Hypothekenbank eG | 2.500% | 7/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6217 | &nbsp;&nbsp;&nbsp;&nbsp;6618 |
| Muenchener Hypothekenbank eG | 1.000% | 4/18/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;3635 |
| Muenchener Hypothekenbank eG | 0.010% | 11/2/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3635 | &nbsp;&nbsp;&nbsp;&nbsp;2322 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1.250% | 5/26/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;5669 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 3.250% | 5/26/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2203 |
| Norddeutsche Landesbank-Girozentrale | 0.375% | 10/9/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 |
| Norddeutsche Landesbank-Girozentrale | 0.010% | 9/23/26 | EUR | &nbsp;&nbsp;14600 | &nbsp;&nbsp;14250 |
| Norddeutsche Landesbank-Girozentrale | 0.250% | 10/28/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4789 |
| O2 Telefonica Deutschland Finanzierungs GmbH | 1.750% | 7/5/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3520 |
| Roadster Finance DAC | 2.375% | 12/8/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| Robert Bosch GmbH | 1.750% | 7/8/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| Robert Bosch Investment Nederland BV | 2.625% | 5/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 |
| RWE AG | 2.500% | 8/24/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2133 |
| RWE AG | 2.125% | 5/24/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2078 |
| RWE AG | 0.500% | 11/26/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8695 | &nbsp;&nbsp;&nbsp;&nbsp;7993 |
| RWE AG | 2.750% | 5/24/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2526 |
| RWE AG | 0.625% | 6/11/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7491 | &nbsp;&nbsp;&nbsp;&nbsp;6317 |
| RWE AG | 1.000% | 11/26/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3265 | &nbsp;&nbsp;&nbsp;&nbsp;2635 |
| Santander Consumer Bank AG | 0.250% | 10/15/24 | EUR | &nbsp;&nbsp;12300 | &nbsp;&nbsp;12586 |
| SAP SE | 0.750% | 12/10/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
| SAP SE | 0.125% | 5/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4948 |
| SAP SE | 1.750% | 2/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3115 |
| SAP SE | 1.250% | 3/10/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2903 |
| SAP SE | 0.375% | 5/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6394 |
| SAP SE | 1.625% | 3/10/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7390 |
| Siemens Financieringsmaatschappij NV | 0.250% | 6/5/24 | EUR | &nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;10774 |
| Siemens Financieringsmaatschappij NV | 0.000% | 9/5/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6803 | &nbsp;&nbsp;&nbsp;&nbsp;7073 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Siemens Financieringsmaatschappij NV | 2.250% | 3/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3204 |
| Siemens Financieringsmaatschappij NV | 2.750% | 9/10/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
| Siemens Financieringsmaatschappij NV | 1.000% | 9/6/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1003 |
| Siemens Financieringsmaatschappij NV | 2.875% | 3/10/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7523 | &nbsp;&nbsp;&nbsp;&nbsp;8154 |
| Siemens Financieringsmaatschappij NV | 0.250% | 2/20/29 | EUR | &nbsp;&nbsp;15200 | &nbsp;&nbsp;14006 |
| Siemens Financieringsmaatschappij NV | 0.125% | 9/5/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9179 | &nbsp;&nbsp;&nbsp;&nbsp;8405 |
| Siemens Financieringsmaatschappij NV | 1.375% | 9/6/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;4133 |
| Siemens Financieringsmaatschappij NV | 1.250% | 2/28/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3128 | &nbsp;&nbsp;&nbsp;&nbsp;2938 |
| Siemens Financieringsmaatschappij NV | 0.500% | 2/20/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3267 |
| Siemens Financieringsmaatschappij NV | 3.000% | 9/8/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5297 |
| Siemens Financieringsmaatschappij NV | 0.500% | 9/5/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;2777 |
| Siemens Financieringsmaatschappij NV | 1.250% | 2/25/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2432 |
| Siemens Financieringsmaatschappij NV | 1.750% | 2/28/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6084 | &nbsp;&nbsp;&nbsp;&nbsp;5394 |
| Siemens Financieringsmaatschappij NV | 3.750% | 9/10/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;4111 |
| Sirius Real Estate Ltd. | 1.125% | 6/22/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| Talanx AG | 4.000% | 10/25/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2766 |
| Talanx AG | 2.250% | 12/5/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;4872 |
| Traton Finance Luxembourg SA | 0.000% | 6/14/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6192 |
| Traton Finance Luxembourg SA | 0.125% | 3/24/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6732 |
| Traton Finance Luxembourg SA | 1.250% | 3/24/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;3780 |
| UniCredit Bank AG | 1.875% | 4/9/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2486 | &nbsp;&nbsp;&nbsp;&nbsp;2659 |
| UniCredit Bank AG | 0.625% | 2/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| UniCredit Bank AG | 0.625% | 11/20/25 | EUR | &nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;10561 |
| UniCredit Bank AG | 0.500% | 5/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| UniCredit Bank AG | 0.500% | 2/23/27 | EUR | &nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;26591 |
| UniCredit Bank AG | 0.010% | 11/19/27 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9459 |
| UniCredit Bank AG | 0.010% | 9/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7545 | &nbsp;&nbsp;&nbsp;&nbsp;6974 |
| UniCredit Bank AG | 0.875% | 1/11/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6192 | &nbsp;&nbsp;&nbsp;&nbsp;5986 |
| UniCredit Bank AG | 0.125% | 11/22/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6308 |
| UniCredit Bank AG | 0.010% | 6/24/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6242 | &nbsp;&nbsp;&nbsp;&nbsp;5486 |
| UniCredit Bank AG | 0.250% | 1/15/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9508 | &nbsp;&nbsp;&nbsp;&nbsp;8185 |
| UniCredit Bank AG | 0.850% | 5/22/34 | EUR | &nbsp;&nbsp;&nbsp;17363 | &nbsp;&nbsp;&nbsp;15012 |
| Vantage Towers AG | 0.000% | 3/31/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2076 |
| Vantage Towers AG | 0.375% | 3/31/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2730 |
| Vantage Towers AG | 0.750% | 3/31/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4234 |
| Vier Gas Transport GmbH | 3.125% | 7/10/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3956 | &nbsp;&nbsp;&nbsp;&nbsp;4297 |
| Vier Gas Transport GmbH | 2.875% | 6/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;5974 |
| Vier Gas Transport GmbH | 0.125% | 9/10/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3444 |
| Volkswagen Bank GmbH | 1.250% | 6/10/24 | EUR | &nbsp;&nbsp;22400 | &nbsp;&nbsp;23556 |
| Volkswagen Bank GmbH | 1.250% | 12/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 |
| Volkswagen Bank GmbH | 2.500% | 7/31/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2797 |
| Volkswagen Financial Services AG | 0.875% | 4/12/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4173 | &nbsp;&nbsp;&nbsp;&nbsp;4518 |
| Volkswagen Financial Services AG | 1.500% | 10/1/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2926 | &nbsp;&nbsp;&nbsp;&nbsp;3076 |
| Volkswagen Financial Services AG | 0.000% | 2/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6733 | &nbsp;&nbsp;&nbsp;&nbsp;6819 |
| Volkswagen Financial Services AG | 2.250% | 10/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4103 | &nbsp;&nbsp;&nbsp;&nbsp;4294 |
| Volkswagen Financial Services AG | 0.125% | 2/12/27 | EUR | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;14935 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Volkswagen Financial Services AG | 0.875% | 1/31/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8083 | &nbsp;&nbsp;&nbsp;&nbsp;7500 |
| Volkswagen Financial Services AG | 3.375% | 4/6/28 | EUR | &nbsp;&nbsp;15838 | &nbsp;&nbsp;16659 |
| Volkswagen Financial Services AG | 0.375% | 2/12/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3397 | &nbsp;&nbsp;&nbsp;&nbsp;2860 |
| Volkswagen Financial Services NV | 0.875% | 2/20/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5650 |
| Volkswagen Financial Services NV | 2.250% | 4/12/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |
| Volkswagen Financial Services NV | 3.250% | 4/13/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4986 |
| Volkswagen Financial Services NV | 2.125% | 1/18/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;9193 |
| Volkswagen Financial Services NV | 1.375% | 9/14/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4270 |
| Volkswagen International Finance NV | 3.375% | 11/16/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;4138 |
| Volkswagen International Finance NV | 1.875% | 3/30/27 | EUR | &nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;11550 |
| Volkswagen International Finance NV | 3.750% | 9/28/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4305 |
| Volkswagen International Finance NV | 3.250% | 11/18/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| Volkswagen International Finance NV | 1.250% | 9/23/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2474 |
| Volkswagen International Finance NV | 3.300% | 3/22/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
| Volkswagen International Finance NV | 4.125% | 11/16/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5997 |
| Volkswagen International Finance NV | 1.500% | 1/21/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2812 |
| Volkswagen International Finance NV | 4.625% | 3/29/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2358 | &nbsp;&nbsp;&nbsp;&nbsp;2475 |
| Volkswagen International Finance NV | 3.375% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;8465 |
| Volkswagen International Finance NV | 3.500% | Perpetual | EUR | &nbsp;&nbsp;10600 | &nbsp;&nbsp;10845 |
| Volkswagen International Finance NV | 3.748% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7726 |
| Volkswagen International Finance NV | 3.875% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7613 |
| Volkswagen International Finance NV | 3.875% | Perpetual | EUR | &nbsp;&nbsp;13500 | &nbsp;&nbsp;12824 |
| Volkswagen International Finance NV | 4.375% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1860 |
| Volkswagen International Finance NV | 4.625% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;4765 |
| Volkswagen Leasing GmbH | 1.125% | 4/4/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;5412 |
| Volkswagen Leasing GmbH | 0.000% | 7/19/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5155 |
| Volkswagen Leasing GmbH | 1.375% | 1/20/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5656 | &nbsp;&nbsp;&nbsp;&nbsp;5894 |
| Volkswagen Leasing GmbH | 1.625% | 8/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp;&nbsp;&nbsp;1104 |
| Volkswagen Leasing GmbH | 0.375% | 7/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3147 | &nbsp;&nbsp;&nbsp;&nbsp;3029 |
| Volkswagen Leasing GmbH | 0.500% | 1/12/29 | EUR | &nbsp;&nbsp;12099 | &nbsp;&nbsp;10647 |
| Volkswagen Leasing GmbH | 0.625% | 7/19/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3480 |
| Vonovia Finance BV | 1.250% | 12/6/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2077 |
| Vonovia Finance BV | 1.500% | 3/31/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2486 | &nbsp;&nbsp;&nbsp;&nbsp;2618 |
| Vonovia Finance BV | 1.800% | 6/29/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7446 |
| Vonovia Finance BV | 1.125% | 9/8/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1313 |
| Vonovia Finance BV | 1.500% | 3/22/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7631 |
| Vonovia Finance BV | 1.500% | 6/10/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2499 |
| Vonovia Finance BV | 0.625% | 7/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7696 |
| Vonovia Finance BV | 1.750% | 1/25/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| Vonovia Finance BV | 0.625% | 10/7/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2766 |
| Vonovia Finance BV | 1.500% | 1/14/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1899 |
| Vonovia Finance BV | 2.250% | 4/7/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1787 |
| Vonovia Finance BV | 1.000% | 7/9/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2412 |
| Vonovia Finance BV | 1.125% | 9/14/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3740 |
| Vonovia Finance BV | 2.750% | 3/22/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |
| Vonovia Finance BV | 1.625% | 10/7/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 |
| Vonovia Finance BV | 1.000% | 1/28/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1197 |
| Vonovia SE | 0.000% | 12/1/25 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9699 |
| Vonovia SE | 1.375% | 1/28/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5227 |
| Vonovia SE | 1.875% | 6/28/28 | EUR | &nbsp;&nbsp;10400 | &nbsp;&nbsp;10048 |
| Vonovia SE | 0.250% | 9/1/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5246 |
| Vonovia SE | 0.625% | 12/14/29 | EUR | &nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;9537 |
| Vonovia SE | 2.375% | 3/25/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;4666 |
| Vonovia SE | 0.750% | 9/1/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;3777 |
| Vonovia SE | 1.000% | 6/16/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;1777 |
| Vonovia SE | 1.500% | 6/14/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;3950 |
| VW Credit Canada Inc. | 2.850% | 9/26/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
| VW Credit Canada Inc. | 2.050% | 12/10/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;1545 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| VW Credit Canada Inc. | 1.500% | 9/23/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2097 |
| VW Credit Canada Inc. | 2.450% | 12/10/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235 |
| Wintershall Dea Finance BV | 0.840% | 9/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889 |
| Wintershall Dea Finance BV | 1.332% | 9/25/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3203 |
| Wintershall Dea Finance BV | 1.823% | 9/25/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4210 |
|  |  |  |  |  | &nbsp;&nbsp;**2251150** |
| **Hong Kong (0.0%)** | **Hong Kong (0.0%)** | **Hong Kong (0.0%)** |  |  |  |
| Cheung Kong Infrastructure Finance BVI Ltd. | 1.000% | 12/12/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
| Hong Kong & Shanghai Banking Corp. Ltd. | 0.204% | 6/25/24 | JPY | &nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3021 |
| Prudential plc | 5.875% | 5/11/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004 |
| Prudential plc | 6.125% | 12/19/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4219 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9566** |
| **Indonesia (0.0%)** | **Indonesia (0.0%)** | **Indonesia (0.0%)** |  |  |  |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 1.875% | 11/5/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
| **Ireland (0.1%)** | **Ireland (0.1%)** | **Ireland (0.1%)** |  |  |  |
| AIB Group plc | 3.625% | 7/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9641 |
| AIB Group plc | 2.250% | 4/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8185 |
| AIB Group plc | 5.750% | 2/16/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3792 |
| Bank of Ireland Group plc | 1.000% | 11/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11063 |
| CRH Finance DAC | 1.375% | 10/18/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |
| CRH Funding BV | 1.625% | 5/5/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5372 |
| CRH SMW Finance DAC | 1.250% | 11/5/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11323 |
| Dell Bank International DAC | 0.500% | 10/27/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11934 |
| ESB Finance DAC | 2.125% | 6/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3234 |
| ESB Finance DAC | 1.875% | 6/14/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7623 |
| ESB Finance DAC | 2.125% | 11/5/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3201 |
| Freshwater Finance plc | 4.607% | 10/17/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233 |
| GAS Networks Ireland | 1.375% | 12/5/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239 |
| Kerry Group Financial Services Unltd Co. | 2.375% | 9/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5487 |
| PartnerRe Ireland Finance DAC | 1.250% | 9/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355 |
| Ryanair DAC | 1.125% | 3/10/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| Ryanair DAC | 2.875% | 9/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10848 |
| Smurfit Kappa Acquisitions ULC | 2.875% | 1/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5631 |
| Smurfit Kappa Treasury ULC | 1.500% | 9/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6466 |
| Smurfit Kappa Treasury ULC | 1.000% | 9/22/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5320 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**116768** |
| **Italy (0.7%)** | **Italy (0.7%)** | **Italy (0.7%)** |  |  |  |
| 2i Rete Gas SpA | 3.000% | 7/16/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3127 |
| 2i Rete Gas SpA | 1.750% | 8/28/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
| 2i Rete Gas SpA | 1.608% | 10/31/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3176 |
| 2i Rete Gas SpA | 0.579% | 1/29/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8514 |
| A2A SpA | 1.250% | 3/16/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018 |
| A2A SpA | 0.625% | 10/28/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807 |
| ACEA SpA | 1.000% | 10/24/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002 |
| ACEA SpA | 1.500% | 6/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11827 |
| ACEA SpA | 0.500% | 4/6/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;16904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14918 |
| ACEA SpA | 0.250% | 7/28/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912 |
| Acquirente Unico SpA | 2.800% | 2/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4184 |
| Aeroporti di Roma SpA | 1.625% | 6/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1869 |
| Aeroporti di Roma SpA | 1.750% | 7/30/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610 |
| AMCO - Asset Management Co. SpA | 1.375% | 1/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12388 |
| AMCO - Asset Management Co. SpA | 2.250% | 7/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9944 |
| AMCO - Asset Management Co. SpA | 0.750% | 4/20/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4071 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Assicurazioni Generali SpA | 5.125% | 9/16/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3536 | &nbsp;&nbsp;&nbsp;&nbsp;3955 |
| Assicurazioni Generali SpA | 2.124% | 10/1/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2469 |
| Assicurazioni Generali SpA | 2.429% | 7/14/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1827 |
| Assicurazioni Generali SpA | 1.713% | 6/30/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2292 |
| Assicurazioni Generali SpA | 5.800% | 7/6/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3514 |
| Assicurazioni Generali SpA | 5.500% | 10/27/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7336 | &nbsp;&nbsp;&nbsp;&nbsp;8146 |
| Assicurazioni Generali SpA | 6.269% | 6/29/49 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;7460 |
| Assicurazioni Generali SpA | 4.596% | 11/30/49 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;10634 |
| ASTM SpA | 1.625% | 2/8/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3182 | &nbsp;&nbsp;&nbsp;&nbsp;2993 |
| ASTM SpA | 1.500% | 1/25/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4707 | &nbsp;&nbsp;&nbsp;&nbsp;4131 |
| ASTM SpA | 2.375% | 11/25/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2676 |
| Autostrade per l'Italia SpA | 2.000% | 12/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4688 |
| Autostrade per l'Italia SpA | 1.875% | 9/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3644 |
| Autostrade per l'Italia SpA | 2.250% | 1/25/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3546 |
| Banca Monte dei Paschi di Siena SpA | 2.875% | 7/16/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2746 | &nbsp;&nbsp;&nbsp;&nbsp;2944 |
| Banca Monte dei Paschi di Siena SpA | 2.125% | 11/26/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4461 | &nbsp;&nbsp;&nbsp;&nbsp;4642 |
| Banco BPM SpA | 1.000% | 1/23/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;7638 |
| Banco di Desio e della Brianza SpA | 0.875% | 9/12/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7821 | &nbsp;&nbsp;&nbsp;&nbsp;8161 |
| Coca-Cola HBC Finance BV | 1.875% | 11/11/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| Coca-Cola HBC Finance BV | 1.000% | 5/14/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4926 |
| Credit Agricole Italia SpA | 0.250% | 9/30/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5574 |
| Credit Agricole Italia SpA | 0.625% | 1/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2816 |
| Credit Agricole Italia SpA | 1.000% | 3/25/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7345 |
| Credit Agricole Italia SpA | 0.250% | 1/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2344 |
| Credit Agricole Italia SpA | 1.625% | 3/21/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 |
| Credit Agricole Italia SpA | 1.750% | 1/15/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2137 |
| Credit Agricole Italia SpA | 1.000% | 1/17/45 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| Enel Finance International NV | 0.000% | 6/17/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4778 | &nbsp;&nbsp;&nbsp;&nbsp;4952 |
| Enel Finance International NV | 1.000% | 9/16/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;1903 |
| Enel Finance International NV | 1.966% | 1/27/25 | EUR | &nbsp;&nbsp;16202 | &nbsp;&nbsp;&nbsp;17160 |
| Enel Finance International NV | 1.375% | 6/1/26 | EUR | &nbsp;&nbsp;18270 | &nbsp;&nbsp;18583 |
| Enel Finance International NV | 0.000% | 6/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2794 |
| Enel Finance International NV | 0.375% | 6/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5892 | &nbsp;&nbsp;&nbsp;&nbsp;5587 |
| Enel Finance International NV | 1.000% | 10/20/27 | GBP | &nbsp;&nbsp;12199 | &nbsp;&nbsp;12785 |
| Enel Finance International NV | 2.875% | 4/11/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5815 |
| Enel Finance International NV | 0.375% | 5/28/29 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8804 |
| Enel Finance International NV | 0.500% | 6/17/30 | EUR | &nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;10889 |
| Enel Finance International NV | 0.875% | 9/28/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2335 |
| Enel Finance International NV | 1.125% | 10/17/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2547 | &nbsp;&nbsp;&nbsp;&nbsp;1990 |
| Enel Finance International NV | 1.250% | 1/17/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2343 |
| Enel Finance International NV | 0.875% | 6/17/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2786 | &nbsp;&nbsp;&nbsp;&nbsp;2000 |
| Enel Finance International NV | 5.750% | 9/14/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3390 | &nbsp;&nbsp;&nbsp;&nbsp;4314 |
| Enel SpA | 5.625% | 6/21/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;1259 |
| Enel SpA | 5.750% | 6/22/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1858 |
| Enel SpA | 3.500% | 5/24/80 | EUR | &nbsp;&nbsp;11386 | &nbsp;&nbsp;&nbsp;11822 |
| Enel SpA | 3.375% | 11/24/81 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8120 | &nbsp;&nbsp;&nbsp;&nbsp;8070 |
| Enel SpA | 1.375% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5552 | &nbsp;&nbsp;&nbsp;&nbsp;4928 |
| Enel SpA | 1.875% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2387 |
| Enel SpA | 2.250% | Perpetual | EUR | &nbsp;&nbsp;13023 | &nbsp;&nbsp;12277 |
| Eni SpA | 0.625% | 9/19/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;5112 |
| Eni SpA | 3.750% | 9/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3279 | &nbsp;&nbsp;&nbsp;&nbsp;3604 |
| Eni SpA | 1.500% | 2/2/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 |
| Eni SpA | 1.250% | 5/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8088 |
| Eni SpA | 1.500% | 1/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2471 |
| Eni SpA | 1.625% | 5/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1209 | &nbsp;&nbsp;&nbsp;&nbsp;1182 |
| Eni SpA | 1.125% | 9/19/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2683 | &nbsp;&nbsp;&nbsp;&nbsp;2542 |
| Eni SpA | 3.625% | 1/29/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3701 |
| Eni SpA | 0.625% | 1/23/30 | EUR | &nbsp;&nbsp;11089 | &nbsp;&nbsp;&nbsp;&nbsp;9680 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Eni SpA | 1.000% | 10/11/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;2300 |
| Eni SpA | 2.000% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1860 |
| Eni SpA | 2.625% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;3922 |
| Eni SpA | 2.750% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6276 | &nbsp;&nbsp;&nbsp;&nbsp;5466 |
| Eni SpA | 3.375% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6437 | &nbsp;&nbsp;&nbsp;&nbsp;5992 |
| FCA Bank SpA | 0.000% | 4/16/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6228 |
| Hera SpA | 0.875% | 10/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2434 |
| Hera SpA | 0.875% | 7/5/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;4751 |
| Hera SpA | 5.200% | 1/29/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;3360 |
| Hera SpA | 0.250% | 12/3/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2397 |
| Hera SpA | 1.000% | 4/25/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3491 | &nbsp;&nbsp;&nbsp;&nbsp;2779 |
| Intesa Sanpaolo SpA | 3.125% | 2/5/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;2066 |
| Intesa Sanpaolo SpA | 0.500% | 3/5/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2635 |
| Intesa Sanpaolo SpA | 1.500% | 4/10/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2607 |
| Intesa Sanpaolo SpA | 1.000% | 7/4/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2818 | &nbsp;&nbsp;&nbsp;&nbsp;2948 |
| Intesa Sanpaolo SpA | 0.500% | 7/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2683 | &nbsp;&nbsp;&nbsp;&nbsp;2794 |
| Intesa Sanpaolo SpA | 3.375% | 1/24/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5652 |
| Intesa Sanpaolo SpA | 1.250% | 2/7/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1228 | &nbsp;&nbsp;&nbsp;&nbsp;1281 |
| Intesa Sanpaolo SpA | 1.125% | 7/14/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2582 |
| Intesa Sanpaolo SpA | 1.000% | 9/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;5038 |
| Intesa Sanpaolo SpA | 3.250% | 2/10/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2173 |
| Intesa Sanpaolo SpA | 0.375% | 9/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;4827 |
| Intesa Sanpaolo SpA | 1.000% | 11/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6367 | &nbsp;&nbsp;&nbsp;&nbsp;6231 |
| Intesa Sanpaolo SpA | 1.125% | 10/4/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6683 | &nbsp;&nbsp;&nbsp;&nbsp;6616 |
| Intesa Sanpaolo SpA | 0.750% | 3/16/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2759 |
| Intesa Sanpaolo SpA | 1.750% | 3/20/28 | EUR | &nbsp;&nbsp;12669 | &nbsp;&nbsp;12236 |
| Intesa Sanpaolo SpA | 1.250% | 1/15/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| Intesa Sanpaolo SpA | 2.500% | 1/15/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;3449 |
| Intesa Sanpaolo SpA | 1.350% | 2/24/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4110 |
| Intesa Sanpaolo SpA | 2.625% | 3/11/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2776 | &nbsp;&nbsp;&nbsp;&nbsp;2383 |
| Iren SpA | 0.875% | 11/4/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2277 | &nbsp;&nbsp;&nbsp;&nbsp;2365 |
| Iren SpA | 1.950% | 9/19/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;3038 |
| Italgas SpA | 0.875% | 4/24/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3908 | &nbsp;&nbsp;&nbsp;&nbsp;3418 |
| Mediobanca Banca di Credito Finanziario SpA | 1.125% | 4/23/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1645 |
| Mediobanca Banca di Credito Finanziario SpA | 1.125% | 7/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;3528 |
| Mediobanca Banca di Credito Finanziario SpA | 1.375% | 11/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5433 |
| Mediobanca Banca di Credito Finanziario SpA | 0.875% | 1/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7821 | &nbsp;&nbsp;&nbsp;&nbsp;7797 |
| Mediobanca Banca di Credito Finanziario SpA | 0.750% | 11/2/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4514 |
| Mediobanca Banca di Credito Finanziario SpA | 1.250% | 11/24/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1274 | &nbsp;&nbsp;&nbsp;&nbsp;1222 |
| Snam SpA | 0.000% | 5/12/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1512 |
| Snam SpA | 0.875% | 10/25/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9570 | &nbsp;&nbsp;&nbsp;&nbsp;9498 |
| Snam SpA | 0.750% | 6/20/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4143 |
| Snam SpA | 0.750% | 6/17/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2182 |
| Snam SpA | 1.000% | 9/12/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;3071 |
| Terna - Rete Elettrica Nazionale | 1.375% | 7/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4796 | &nbsp;&nbsp;&nbsp;&nbsp;4793 |
| Terna - Rete Elettrica Nazionale | 1.000% | 10/11/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6502 | &nbsp;&nbsp;&nbsp;&nbsp;6157 |
| UniCredit SpA | 1.250% | 6/25/25 | EUR | &nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;16184 |
| UniCredit SpA | 0.325% | 1/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4886 |
| UniCredit SpA | 1.200% | 1/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5091 |
| UniCredit SpA | 1.250% | 6/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6056 | &nbsp;&nbsp;&nbsp;&nbsp;6129 |
| UniCredit SpA | 0.375% | 10/31/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9297 | &nbsp;&nbsp;&nbsp;&nbsp;9080 |
| UniCredit SpA | 2.200% | 7/22/27 | EUR | &nbsp;&nbsp;18465 | &nbsp;&nbsp;18443 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | UniCredit SpA | 0.850% | 1/19/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9783 |
|  |  |  |  |  |  | &nbsp;&nbsp;**625709** |
| **Japan (0.5%)** | **Japan (0.5%)** | **Japan (0.5%)** | **Japan (0.5%)** |  |  |  |
|  | Asahi Group Holdings Ltd. | 0.155% | 10/23/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7642 |
|  | Asahi Group Holdings Ltd. | 0.336% | 4/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2846 |
|  | Central Nippon Expressway Co. Ltd. | 0.040% | 8/19/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
|  | Central Nippon Expressway Co. Ltd. | 0.030% | 10/30/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3832 |
|  | Central Nippon Expressway Co. Ltd. | 0.070% | 10/21/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3442 |
|  | Central Nippon Expressway Co. Ltd. | 0.050% | 5/8/26 | JPY | &nbsp;&nbsp;4600000 | &nbsp;&nbsp;&nbsp;&nbsp;35085 |
|  | Central Nippon Expressway Co. Ltd. | 0.050% | 7/27/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3658 |
|  | Daiichi Sankyo Co. Ltd. | 0.810% | 7/25/36 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4940 |
|  | Denso Corp. | 0.315% | 3/17/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3812 |
|  | East Japan Railway Co. | 1.162% | 9/15/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3411 |
|  | East Japan Railway Co. | 4.875% | 6/14/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3412 |
|  | East Japan Railway Co. | 0.773% | 9/15/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | East Japan Railway Co. | 1.104% | 9/15/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4293 |
|  | East Nippon Expressway Co. Ltd. | 0.070% | 6/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4976 |
|  | East Nippon Expressway Co. Ltd. | 0.140% | 7/31/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4704 |
|  | East Nippon Expressway Co. Ltd. | 0.140% | 11/29/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2974 |
|  | East Nippon Expressway Co. Ltd. | 0.220% | 1/31/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759 |
|  | East Nippon Expressway Co. Ltd. | 0.140% | 7/15/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
|  | Fast Retailing Co. Ltd. | 0.405% | 6/6/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6096 |
|  | JT International Financial Services BV | 1.000% | 11/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 |
|  | JT International Financial Services BV | 2.750% | 9/28/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2432 |
|  | JT International Financial Services BV | 2.375% | 4/7/81 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4862 |
|  | Kansai Electric Power Co. Inc. | 0.280% | 4/25/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 |
|  | Kansai Electric Power Co. Inc. | 0.470% | 5/25/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |
|  | Kansai Electric Power Co. Inc. | 0.490% | 7/23/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 |
|  | Kansai Electric Power Co. Inc. | 0.460% | 12/20/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586 |
|  | Kansai Electric Power Co. Inc. | 0.440% | 12/20/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;373000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2708 |
|  | Kansai Electric Power Co. Inc. | 0.370% | 9/19/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 |
|  | Kyushu Electric Power Co. Inc. | 1.064% | 2/23/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
|  | Kyushu Electric Power Co. Inc. | 0.170% | 8/23/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
|  | Kyushu Electric Power Co. Inc. | 0.430% | 5/25/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
|  | Kyushu Electric Power Co. Inc. | 0.375% | 11/22/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4416 |
|  | Mitsubishi UFJ Financial Group Inc. | 0.940% | 6/26/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 |
|  | Mitsubishi UFJ Financial Group Inc. | 0.872% | 9/7/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9668 |
|  | Mitsubishi UFJ Financial Group Inc. | 2.264% | 6/14/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5316 |
|  | Mitsubishi UFJ Financial Group Inc. | 3.273% | 9/19/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;21553 |
|  | Mitsubishi UFJ Financial Group Inc. | 0.535% | 4/28/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 |
|  | Mitsubishi UFJ Financial Group Inc. | 0.250% | 11/4/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2212 |
|  | Mitsubishi UFJ Financial Group Inc. | 0.535% | 5/31/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1512 |
|  | Mitsubishi UFJ Financial Group Inc. | 0.848% | 7/19/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7183 |
|  | Mizuho Financial Group Inc. | 0.523% | 6/10/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3276 |
|  | Mizuho Financial Group Inc. | 0.956% | 10/16/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533 |
|  | Mizuho Financial Group Inc. | 0.184% | 4/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 |
|  | Mizuho Financial Group Inc. | 0.650% | 1/26/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | Mizuho Financial Group Inc. | 0.402% | 9/6/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126 |
|  | Mizuho Financial Group Inc. | 0.797% | 4/15/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4327 |
|  | Mizuho Financial Group Inc. | 0.895% | 6/24/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 |
|  | Mizuho Financial Group Inc. | 0.693% | 10/7/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19300 | &nbsp;&nbsp;&nbsp;&nbsp;16585 |
|  | Mizuho Financial Group Inc. | 0.843% | 4/12/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445 |
|  | MUFG Bank Ltd. | 1.950% | 11/12/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3189 |
|  | Nissan Motor Co. Ltd. | 2.652% | 3/17/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 |
| <sup>3</sup> | Nissan Motor Co. Ltd. | 2.652% | 3/17/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3363 |
|  | Nissan Motor Co. Ltd. | 3.201% | 9/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2274 |
| <sup>3</sup> | Nissan Motor Co. Ltd. | 3.201% | 9/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4940 |
|  | NTT Finance Corp. | 0.010% | 3/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8431 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| NTT Finance Corp. | 0.280% | 12/20/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
| NTT Finance Corp. | 0.399% | 12/13/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7719 |
| NTT Finance Corp. | 0.342% | 3/3/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4307 |
| NTT Finance Corp. | 0.380% | 9/20/30 | JPY | &nbsp;&nbsp;4300000 | &nbsp;&nbsp;&nbsp;&nbsp;32020 |
| NTT Finance Corp. | 0.270% | 9/19/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 |
| Panasonic Corp. | 0.934% | 3/19/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452 |
| Panasonic Corp. | 0.470% | 9/18/26 | JPY | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7811 |
| Shoko Chukin Bank Ltd. | 0.080% | 7/27/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061 |
| Shoko Chukin Bank Ltd. | 0.090% | 9/25/26 | JPY | &nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;&nbsp;17164 |
| Shoko Chukin Bank Ltd. | 0.220% | 4/27/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3287 |
| Sumitomo Mitsui Banking Corp. | 0.010% | 9/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40533 | &nbsp;&nbsp;&nbsp;&nbsp;40209 |
| Sumitomo Mitsui Banking Corp. | 0.267% | 6/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4810 |
| Sumitomo Mitsui Banking Corp. | 0.409% | 11/7/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3087 |
| Sumitomo Mitsui Financial Group Inc. | 0.849% | 9/12/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6161 |
| Sumitomo Mitsui Financial Group Inc. | 0.934% | 10/11/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| Sumitomo Mitsui Financial Group Inc. | 1.546% | 6/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5523 |
| Sumitomo Mitsui Financial Group Inc. | 0.632% | 10/23/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4727 |
| Sumitomo Mitsui Trust Bank Ltd. | 0.010% | 10/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8190 |
| Takeda Pharmaceutical Co. Ltd. | 2.250% | 11/21/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4363 |
| Takeda Pharmaceutical Co. Ltd. | 0.750% | 7/9/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 |
| Takeda Pharmaceutical Co. Ltd. | 3.000% | 11/21/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14786 | &nbsp;&nbsp;&nbsp;&nbsp;15370 |
| Takeda Pharmaceutical Co. Ltd. | 1.375% | 7/9/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2644 |
| Takeda Pharmaceutical Co. Ltd. | 2.000% | 7/9/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3321 |
| Toyota Motor Finance Netherlands BV | 0.000% | 10/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 |
| West Nippon Expressway Co. Ltd. | 0.050% | 3/19/26 | JPY | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7632 |
| West Nippon Expressway Co. Ltd. | 0.170% | 5/22/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3602 |
| West Nippon Expressway Co. Ltd. | 0.175% | 8/28/26 | JPY | &nbsp;&nbsp;1440000 | &nbsp;&nbsp;&nbsp;&nbsp;11016 |
| West Nippon Expressway Co. Ltd. | 0.200% | 10/19/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 |
|  |  |  |  |  | &nbsp;&nbsp;**448037** |
| **Luxembourg (0.1%)** | **Luxembourg (0.1%)** | **Luxembourg (0.1%)** |  |  |  |
| Acef Holding SCA | 0.750% | 6/14/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1179 |
| Acef Holding SCA | 1.250% | 4/26/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4763 |
| ArcelorMittal SA | 1.000% | 5/19/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242 |
| ArcelorMittal SA | 1.750% | 11/19/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5174 |
| AXA Logistics Europe Master SCA | 0.375% | 11/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 |
| AXA Logistics Europe Master SCA | 0.875% | 11/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 |
| Bevco Lux Sarl | 1.000% | 1/16/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335 |
| Blackstone Property Partners Europe Holdings Sarl | 1.000% | 10/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 |
| Blackstone Property Partners Europe Holdings Sarl | 1.250% | 4/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4260 |
| Blackstone Property Partners Europe Holdings Sarl | 2.625% | 10/20/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171 |
| Blackstone Property Partners Europe Holdings Sarl | 1.750% | 3/12/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8680 |
| Blackstone Property Partners Europe Holdings Sarl | 3.625% | 10/29/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3912 |
| Blackstone Property Partners Europe Holdings Sarl | 4.875% | 4/29/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4340 |
| CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund | 0.500% | 1/27/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3956 |
| CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund | 0.900% | 10/12/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 |
| Czech Gas Networks Investments Sarl | 0.450% | 9/8/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112 |
| Eurofins Scientific SE | 3.750% | 7/17/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;10370 |
| Logicor Financing Sarl | 2.250% | 5/13/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499 |
| Logicor Financing Sarl | 1.500% | 7/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3735 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Logicor Financing Sarl | 1.625% | 7/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;4447 |
| Logicor Financing Sarl | 3.250% | 11/13/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;5475 |
| Logicor Financing Sarl | 2.750% | 1/15/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3942 |
| Logicor Financing Sarl | 1.625% | 1/17/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1655 |
| Logicor Financing Sarl | 0.875% | 1/14/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1986 | &nbsp;&nbsp;&nbsp;&nbsp;1471 |
| NORD/LB Luxembourg SA Covered Bond Bank | 0.375% | 3/7/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2627 |
| P3 Group Sarl | 0.875% | 1/26/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
| P3 Group Sarl | 1.625% | 1/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2604 |
| Prologis International Funding II SA | 1.750% | 3/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 |
| Prologis International Funding II SA | 0.875% | 7/9/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2958 | &nbsp;&nbsp;&nbsp;&nbsp;2625 |
| Prologis International Funding II SA | 3.125% | 6/1/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2967 |
| Prologis International Funding II SA | 1.625% | 6/17/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6181 | &nbsp;&nbsp;&nbsp;&nbsp;5282 |
| Prologis International Funding II SA | 3.000% | 2/22/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 |
| SELP Finance Sarl | 1.500% | 12/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2552 | &nbsp;&nbsp;&nbsp;&nbsp;2442 |
| SELP Finance Sarl | 0.875% | 5/27/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 |
| SES SA | 0.875% | 11/4/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;1693 |
| SES SA | 2.000% | 7/2/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2010 |
|  |  |  |  |  | &nbsp;&nbsp;**107420** |
| **Mexico (0.0%)** | **Mexico (0.0%)** | **Mexico (0.0%)** |  |  |  |
| America Movil SAB de CV | 1.500% | 3/10/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
| America Movil SAB de CV | 5.000% | 10/27/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1139 | &nbsp;&nbsp;&nbsp;&nbsp;1416 |
| America Movil SAB de CV | 0.750% | 6/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2141 | &nbsp;&nbsp;&nbsp;&nbsp;2077 |
| America Movil SAB de CV | 2.125% | 3/10/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;2532 |
| America Movil SAB de CV | 5.750% | 6/28/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4411 |
| America Movil SAB de CV | 4.948% | 7/22/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1346 |
| America Movil SAB de CV | 4.375% | 8/7/41 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3704 | &nbsp;&nbsp;&nbsp;&nbsp;4079 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**16198** |
| **Netherlands (1.0%)** | **Netherlands (1.0%)** | **Netherlands (1.0%)** |  |  |  |
| ABN AMRO Bank NV | 1.250% | 5/28/25 | EUR | &nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;16557 |
| ABN AMRO Bank NV | 0.875% | 1/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 |
| ABN AMRO Bank NV | 0.600% | 1/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7177 |
| ABN AMRO Bank NV | 0.500% | 9/23/29 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8819 |
| ABN AMRO Bank NV | 1.500% | 9/30/30 | EUR | &nbsp;&nbsp;10593 | &nbsp;&nbsp;&nbsp;&nbsp;10360 |
| ABN AMRO Bank NV | 1.000% | 4/13/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3729 |
| ABN AMRO Bank NV | 3.000% | 6/1/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2137 |
| ABN AMRO Bank NV | 1.000% | 6/2/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;6067 |
| ABN AMRO Bank NV | 1.375% | 1/10/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6429 |
| ABN AMRO Bank NV | 4.500% | 11/21/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6702 |
| ABN AMRO Bank NV | 0.375% | 1/14/35 | EUR | &nbsp;&nbsp;19600 | &nbsp;&nbsp;&nbsp;&nbsp;15567 |
| ABN AMRO Bank NV | 1.375% | 1/12/37 | EUR | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;9459 |
| ABN AMRO Bank NV | 1.450% | 4/12/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476 |
| ABN AMRO Bank NV | 1.125% | 4/23/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2039 |
| ABN AMRO Bank NV | 0.400% | 9/17/41 | EUR | &nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7675 |
| Aegon Bank NV | 0.375% | 11/21/56 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5159 |
| Aegon Bank NV | 0.750% | 6/27/59 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1279 |
| Aegon NV | 6.625% | 12/16/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
| Aegon NV | 4.000% | 4/25/44 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7502 |
| Akzo Nobel NV | 1.750% | 11/7/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;1840 |
| Akzo Nobel NV | 1.125% | 4/8/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2075 |
| Akzo Nobel NV | 1.625% | 4/14/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7013 |
| Alliander NV | 2.875% | 6/14/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| Alliander NV | 0.375% | 6/10/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3684 | &nbsp;&nbsp;&nbsp;&nbsp;3265 |
| ASML Holding NV | 1.375% | 7/7/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;9529 |
| ASML Holding NV | 1.625% | 5/28/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 |
| ASML Holding NV | 0.625% | 5/7/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3786 | &nbsp;&nbsp;&nbsp;&nbsp;3545 |
| ASR Nederland NV | 7.000% | 12/7/43 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3476 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| ASR Nederland NV | 5.125% | 9/29/45 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1584 |
| ASR Nederland NV | 3.375% | 5/2/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;3877 |
| ASR Nederland NV | 5.000% | 9/30/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1443 | &nbsp;&nbsp;&nbsp;&nbsp;1567 |
| Athora Netherlands NV | 2.250% | 7/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;3071 |
| Cooperatieve Rabobank UA | 0.625% | 2/27/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3172 |
| Cooperatieve Rabobank UA | 1.250% | 1/14/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2314 |
| Cooperatieve Rabobank UA | 4.125% | 7/14/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4752 | &nbsp;&nbsp;&nbsp;&nbsp;5291 |
| Cooperatieve Rabobank UA | 1.250% | 3/23/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2829 | &nbsp;&nbsp;&nbsp;&nbsp;2904 |
| Cooperatieve Rabobank UA | 4.250% | 5/12/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 |
| Cooperatieve Rabobank UA | 3.125% | 9/15/26 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp;7378 |
| Cooperatieve Rabobank UA | 1.375% | 2/3/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2146 | &nbsp;&nbsp;&nbsp;&nbsp;2167 |
| Cooperatieve Rabobank UA | 0.000% | 6/21/27 | EUR | &nbsp;&nbsp;22600 | &nbsp;&nbsp;&nbsp;21619 |
| Cooperatieve Rabobank UA | 5.250% | 9/14/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;7645 | &nbsp;&nbsp;&nbsp;&nbsp;9455 |
| Cooperatieve Rabobank UA | 0.375% | 12/1/27 | EUR | &nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;10868 |
| Cooperatieve Rabobank UA | 0.875% | 2/8/28 | EUR | &nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;18169 |
| Cooperatieve Rabobank UA | 0.875% | 5/5/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;8528 |
| Cooperatieve Rabobank UA | 1.875% | 7/12/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;9239 |
| Cooperatieve Rabobank UA | 0.875% | 2/1/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4820 |
| Cooperatieve Rabobank UA | 4.625% | 5/23/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4688 | &nbsp;&nbsp;&nbsp;&nbsp;5526 |
| Cooperatieve Rabobank UA | 4.550% | 8/30/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3466 | &nbsp;&nbsp;&nbsp;&nbsp;4312 |
| Cooperatieve Rabobank UA | 1.250% | 5/31/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3450 |
| Cooperatieve Rabobank UA | 0.625% | 2/25/33 | EUR | &nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;9539 |
| Cooperatieve Rabobank UA | 1.500% | 4/26/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3060 |
| Cooperatieve Rabobank UA | 0.750% | 6/21/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4553 |
| Cooperatieve Rabobank UA | 5.250% | 5/23/41 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
| CTP NV | 2.125% | 10/1/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 |
| CTP NV | 0.875% | 1/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1374 |
| CTP NV | 0.625% | 9/27/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4957 | &nbsp;&nbsp;&nbsp;&nbsp;4357 |
| CTP NV | 0.750% | 2/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5786 | &nbsp;&nbsp;&nbsp;&nbsp;4984 |
| CTP NV | 1.250% | 6/21/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| CTP NV | 1.500% | 9/27/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2496 | &nbsp;&nbsp;&nbsp;&nbsp;1836 |
| de Volksbank NV | 0.500% | 1/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;3723 |
| de Volksbank NV | 0.250% | 6/22/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6707 |
| de Volksbank NV | 2.375% | 5/4/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;6856 |
| de Volksbank NV | 0.750% | 5/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2472 |
| de Volksbank NV | 0.375% | 3/3/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;6576 |
| de Volksbank NV | 0.750% | 10/24/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2212 |
| Enexis Holding NV | 0.875% | 4/28/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6041 |
| Euronext NV | 1.125% | 6/12/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3738 |
| Euronext NV | 0.750% | 5/17/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2590 |
| Euronext NV | 1.500% | 5/17/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2344 |
| EXOR NV | 1.750% | 1/18/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2592 | &nbsp;&nbsp;&nbsp;&nbsp;2551 |
| EXOR NV | 2.250% | 4/29/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5947 | &nbsp;&nbsp;&nbsp;&nbsp;5651 |
| EXOR NV | 0.875% | 1/19/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2552 |
| Heineken NV | 1.500% | 12/7/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;2627 |
| Heineken NV | 1.625% | 3/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;4104 |
| Heineken NV | 2.875% | 8/4/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2863 | &nbsp;&nbsp;&nbsp;&nbsp;3087 |
| Heineken NV | 1.375% | 1/29/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4958 | &nbsp;&nbsp;&nbsp;&nbsp;4997 |
| Heineken NV | 1.500% | 10/3/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| Heineken NV | 2.250% | 3/30/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;7444 |
| Heineken NV | 1.250% | 5/7/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3530 |
| Heineken NV | 1.750% | 5/7/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4529 | &nbsp;&nbsp;&nbsp;&nbsp;3713 |
| ING Bank NV | 0.875% | 4/11/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7543 |
| ING Bank NV | 0.125% | 12/8/32 | EUR | &nbsp;&nbsp;18400 | &nbsp;&nbsp;&nbsp;15661 |
| ING Groep NV | 0.100% | 9/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5114 |
| ING Groep NV | 2.125% | 1/10/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;8068 |
| ING Groep NV | 3.000% | 2/18/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;5401 |
| ING Groep NV | 1.250% | 2/16/27 | EUR | &nbsp;&nbsp;21700 | &nbsp;&nbsp;21698 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| ING Groep NV | 0.375% | 9/29/28 | EUR | &nbsp;&nbsp;19800 | &nbsp;&nbsp;18140 |
| ING Groep NV | 2.500% | 2/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5296 |
| ING Groep NV | 0.250% | 2/18/29 | EUR | &nbsp;&nbsp;16800 | &nbsp;&nbsp;15039 |
| ING Groep NV | 1.625% | 9/26/29 | EUR | &nbsp;&nbsp;13200 | &nbsp;&nbsp;13551 |
| ING Groep NV | 0.250% | 2/1/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;8201 |
| ING Groep NV | 1.000% | 11/13/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4866 |
| ING Groep NV | 1.750% | 2/16/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5005 |
| ING Groep NV | 0.875% | 6/9/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2816 |
| JDE Peet's NV | 0.625% | 2/9/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;7695 |
| JDE Peet's NV | 0.500% | 1/16/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6657 |
| JDE Peet's NV | 1.125% | 6/16/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;6535 |
| Koninklijke Ahold Delhaize NV | 1.750% | 4/2/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5113 |
| Koninklijke Ahold Delhaize NV | 0.375% | 3/18/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3534 |
| Koninklijke DSM NV | 2.375% | 4/3/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1868 | &nbsp;&nbsp;&nbsp;&nbsp;2012 |
| Koninklijke DSM NV | 1.000% | 4/9/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1544 | &nbsp;&nbsp;&nbsp;&nbsp;1597 |
| Koninklijke DSM NV | 0.750% | 9/28/26 | EUR | &nbsp;&nbsp;10700 | &nbsp;&nbsp;10628 |
| Koninklijke DSM NV | 0.250% | 6/23/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3717 |
| Koninklijke DSM NV | 0.625% | 6/23/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;7271 |
| Koninklijke KPN NV | 0.625% | 4/9/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5125 |
| Koninklijke KPN NV | 5.750% | 9/17/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1944 | &nbsp;&nbsp;&nbsp;&nbsp;2479 |
| Koninklijke KPN NV | 0.875% | 12/14/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2160 |
| Koninklijke KPN NV | 0.875% | 11/15/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1454 |
| Koninklijke Philips NV | 1.375% | 5/2/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;3639 |
| Koninklijke Philips NV | 2.000% | 3/30/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;4665 |
| LeasePlan Corp. NV | 3.500% | 4/9/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3276 | &nbsp;&nbsp;&nbsp;&nbsp;3540 |
| LeasePlan Corp. NV | 2.125% | 5/6/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;3047 |
| LeasePlan Corp. NV | 0.250% | 2/23/26 | EUR | &nbsp;&nbsp;&nbsp;10891 | &nbsp;&nbsp;10609 |
| Nationale-Nederlanden Bank NV | 0.375% | 2/26/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6579 |
| Nationale-Nederlanden Bank NV | 0.500% | 9/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8106 |
| Nationale-Nederlanden Bank NV | 0.375% | 3/4/41 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;6778 |
| Nationale-Nederlanden Bank NV | 0.625% | 9/11/55 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3969 |
| Nationale-Nederlanden Bank NV | 0.250% | 2/27/56 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5683 |
| Nationale-Nederlanden Bank NV | 0.500% | 10/10/56 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 |
| Nederlandse Gasunie NV | 1.000% | 5/11/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8293 | &nbsp;&nbsp;&nbsp;&nbsp;8344 |
| Nederlandse Gasunie NV | 0.375% | 10/3/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1211 |
| NIBC Bank NV | 0.875% | 7/8/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3981 |
| NIBC Bank NV | 0.625% | 6/1/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5707 |
| NIBC Bank NV | 0.250% | 9/9/26 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9352 |
| NIBC Bank NV | 0.500% | 3/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;7436 |
| NIBC Bank NV | 1.000% | 9/11/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2428 |
| NIBC Bank NV | 0.010% | 10/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4436 |
| NIBC Bank NV | 0.125% | 4/21/31 | EUR | &nbsp;&nbsp;23000 | &nbsp;&nbsp;19685 |
| NN Group NV | 1.625% | 6/1/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3089 |
| NN Group NV | 4.625% | 4/8/44 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2169 |
| NN Group NV | 4.625% | 1/13/48 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6591 | &nbsp;&nbsp;&nbsp;&nbsp;7043 |
| NN Group NV | 4.375% | 6/29/49 | EUR | &nbsp;&nbsp;&nbsp;10452 | &nbsp;&nbsp;&nbsp;11256 |
| NN Group NV | 4.500% | 7/15/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5678 |
| PostNL NV | 1.000% | 11/21/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 |
| PostNL NV | 0.625% | 9/23/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2385 |
| Royal Schiphol Group NV | 0.000% | 4/22/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7578 | &nbsp;&nbsp;&nbsp;&nbsp;7596 |
| Royal Schiphol Group NV | 2.000% | 10/5/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2053 |
| Royal Schiphol Group NV | 2.000% | 4/6/29 | EUR | &nbsp;&nbsp;&nbsp;17546 | &nbsp;&nbsp;&nbsp;17390 |
| Royal Schiphol Group NV | 0.875% | 9/8/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4176 |
| Shell International Finance BV | 1.125% | 4/7/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5139 | &nbsp;&nbsp;&nbsp;&nbsp;5456 |
| Shell International Finance BV | 0.375% | 2/15/25 | EUR | &nbsp;&nbsp;&nbsp;11548 | &nbsp;&nbsp;&nbsp;11859 |
| Shell International Finance BV | 1.625% | 1/20/27 | EUR | &nbsp;&nbsp;&nbsp;11925 | &nbsp;&nbsp;&nbsp;12140 |
| Shell International Finance BV | 0.125% | 11/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2307 |
| Shell International Finance BV | 1.500% | 4/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7964 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Shell International Finance BV | 1.250% | 5/12/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4108 |
| Shell International Finance BV | 0.750% | 8/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4635 |
| Shell International Finance BV | 1.000% | 12/10/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 |
| Shell International Finance BV | 1.875% | 4/7/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8457 |
| Shell International Finance BV | 0.875% | 11/8/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3349 |
| Shell International Finance BV | 1.750% | 9/10/52 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 |
| Stedin Holding NV | 0.875% | 10/24/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6759 |
| Stedin Holding NV | 0.500% | 11/14/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208 |
| Stedin Holding NV | 2.375% | 6/3/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 |
| TenneT Holding BV | 1.000% | 6/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| TenneT Holding BV | 1.375% | 6/5/28 | EUR | &nbsp;&nbsp;&nbsp;22013 | &nbsp;&nbsp;&nbsp;&nbsp;21586 |
| TenneT Holding BV | 1.375% | 6/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4915 |
| TenneT Holding BV | 0.875% | 6/3/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4867 |
| TenneT Holding BV | 0.500% | 6/9/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385 |
| TenneT Holding BV | 0.125% | 11/30/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 |
| TenneT Holding BV | 1.250% | 10/24/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
| TenneT Holding BV | 0.875% | 6/16/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5985 |
| TenneT Holding BV | 1.875% | 6/13/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2421 |
| TenneT Holding BV | 1.500% | 6/3/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4659 |
| TenneT Holding BV | 0.500% | 11/30/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3757 |
| TenneT Holding BV | 1.125% | 6/9/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3776 |
| TenneT Holding BV | 2.750% | 5/17/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7418 |
| Toyota Motor Finance Netherlands BV | 0.750% | 12/19/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4495 |
| Universal Music Group NV | 3.000% | 6/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4266 |
| Vesteda Finance BV | 1.500% | 5/24/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1881 |
| Vesteda Finance BV | 0.750% | 10/18/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2283 |
| VIA Outlets BV | 1.750% | 11/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035 |
| Wolters Kluwer NV | 0.250% | 3/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397 |
| Wolters Kluwer NV | 0.750% | 7/3/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165 |
|  |  |  |  |  | &nbsp;&nbsp;**938646** |
| **New Zealand (0.1%)** | **New Zealand (0.1%)** | **New Zealand (0.1%)** |  |  |  |
| ANZ New Zealand Int'l Ltd. | 0.200% | 9/23/27 | EUR | &nbsp;&nbsp;&nbsp;16876 | &nbsp;&nbsp;&nbsp;&nbsp;15577 |
| ASB Bank Ltd. | 1.646% | 5/4/26 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736 |
| ASB Finance Ltd. | 0.625% | 10/18/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801 |
| ASB Finance Ltd. | 0.750% | 10/9/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492 |
| ASB Finance Ltd. | 0.250% | 5/21/31 | EUR | &nbsp;&nbsp;34362 | &nbsp;&nbsp;&nbsp;&nbsp;29193 |
| Bank of New Zealand | 1.884% | 6/8/26 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
| BNZ International Funding Ltd. | 0.500% | 7/3/24 | EUR | &nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;16166 |
| Chorus Ltd. | 3.625% | 9/7/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2153 |
| Fonterra Co-operative Group Ltd. | 0.750% | 11/8/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 |
| Fonterra Co-operative Group Ltd. | 4.000% | 11/2/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
| Westpac New Zealand Ltd. | 1.439% | 2/24/26 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2311 |
| Westpac Securities NZ Ltd. | 0.375% | 2/5/24 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3064 |
| Westpac Securities NZ Ltd. | 0.300% | 6/25/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**80147** |
| **Norway (0.4%)** | **Norway (0.4%)** | **Norway (0.4%)** |  |  |  |
| Aker BP ASA | 1.125% | 5/12/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2893 |
| DNB Bank ASA | 2.625% | 6/10/26 | GBP | &nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;&nbsp;18019 |
| DNB Bank ASA | 4.000% | 8/17/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8355 |
| DNB Bank ASA | 0.375% | 1/18/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| DNB Bank ASA | 0.250% | 2/23/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6378 |
| DNB Boligkreditt A/S | 0.375% | 11/20/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5077 |
| DNB Boligkreditt A/S | 0.625% | 1/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7440 |
| DNB Boligkreditt A/S | 0.250% | 9/7/26 | EUR | &nbsp;&nbsp;20576 | &nbsp;&nbsp;&nbsp;&nbsp;20227 |
| DNB Boligkreditt A/S | 0.010% | 5/12/28 | EUR | &nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp;24990 |
| Eika Boligkreditt A/S | 0.375% | 2/26/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 |
| Eika Boligkreditt A/S | 0.010% | 3/23/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8447 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Equinor ASA | 2.875% | 9/10/25 | EUR | &nbsp;&nbsp;&nbsp;16016 | &nbsp;&nbsp;&nbsp;&nbsp;17227 |
| Equinor ASA | 0.750% | 5/22/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5535 |
| Equinor ASA | 0.750% | 11/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6910 |
| Equinor ASA | 1.250% | 2/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9680 |
| Equinor ASA | 6.125% | 11/27/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 |
| Equinor ASA | 6.875% | 3/11/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5013 |
| Equinor ASA | 1.375% | 5/22/32 | EUR | &nbsp;&nbsp;12567 | &nbsp;&nbsp;&nbsp;&nbsp;11518 |
| Equinor ASA | 1.625% | 2/17/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4012 |
| Equinor ASA | 1.625% | 11/9/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 |
| Equinor ASA | 4.250% | 4/10/41 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2646 |
| Norsk Hydro ASA | 1.125% | 4/11/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 |
| Santander Consumer Bank A/S | 0.125% | 9/11/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8710 |
| Santander Consumer Bank A/S | 0.500% | 8/11/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
| Santander Consumer Bank A/S | 0.125% | 4/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4817 |
| SpareBank 1 Boligkreditt A/S | 0.375% | 6/26/24 | EUR | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15662 |
| SpareBank 1 Boligkreditt A/S | 0.500% | 1/30/25 | EUR | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;15449 |
| SpareBank 1 Boligkreditt A/S | 0.125% | 5/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4843 |
| SpareBank 1 Boligkreditt A/S | 0.250% | 8/30/26 | EUR | &nbsp;&nbsp;20228 | &nbsp;&nbsp;&nbsp;&nbsp;19885 |
| SpareBank 1 Boligkreditt A/S | 0.125% | 1/20/28 | EUR | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;18809 |
| SpareBank 1 Boligkreditt A/S | 1.000% | 1/30/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4737 |
| SpareBank 1 Boligkreditt A/S | 0.125% | 11/5/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4383 |
| SpareBank 1 SMN | 0.010% | 2/18/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4423 |
| SpareBank 1 SR-Bank ASA | 0.625% | 3/25/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 |
| Sparebanken Vest Boligkreditt A/S | 0.375% | 2/14/24 | EUR | &nbsp;&nbsp;24057 | &nbsp;&nbsp;&nbsp;&nbsp;25382 |
| Sparebanken Vest Boligkreditt A/S | 0.750% | 2/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5078 |
| Sparebanken Vest Boligkreditt A/S | 0.500% | 2/12/26 | EUR | &nbsp;&nbsp;&nbsp;27274 | &nbsp;&nbsp;&nbsp;&nbsp;27412 |
| SR-Boligkreditt A/S | 0.375% | 10/3/24 | EUR | &nbsp;&nbsp;12264 | &nbsp;&nbsp;&nbsp;&nbsp;12716 |
| SR-Boligkreditt A/S | 0.750% | 10/17/25 | EUR | &nbsp;&nbsp;14075 | &nbsp;&nbsp;&nbsp;&nbsp;14357 |
| Statkraft A/S | 1.125% | 3/20/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7629 |
| Statkraft A/S | 1.500% | 3/26/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278 |
| Statnett SF | 0.875% | 3/8/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
| Statnett SF | 1.250% | 4/26/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717 |
| Storebrand Livsforsikring A/S | 1.875% | 9/30/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3435 |
| Telenor ASA | 2.500% | 5/22/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258 |
| Telenor ASA | 0.750% | 5/31/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7866 |
| Telenor ASA | 1.125% | 5/31/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6258 |
|  |  |  |  |  | &nbsp;&nbsp;**391519** |
| **Poland (0.0%)** | **Poland (0.0%)** | **Poland (0.0%)** |  |  |  |
| ORLEN Capital AB | 2.500% | 6/7/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 |
| Polski Koncern Naftowy ORLEN SA | 1.125% | 5/27/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3897** |
| **Portugal (0.1%)** | **Portugal (0.1%)** | **Portugal (0.1%)** |  |  |  |
| Banco Santander Totta SA | 1.250% | 9/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4588 |
| Brisa-Concessao Rodoviaria SA | 2.000% | 3/22/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| Brisa-Concessao Rodoviaria SA | 2.375% | 5/10/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6834 |
| Cia de Seguros Fidelidade SA | 4.250% | 9/4/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6894 |
| EDP - Energias de Portugal SA | 1.625% | 4/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 |
| EDP Finance BV | 1.125% | 2/12/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5898 |
| EDP Finance BV | 2.000% | 4/22/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8251 |
| EDP Finance BV | 1.625% | 1/26/26 | EUR | &nbsp;&nbsp;12849 | &nbsp;&nbsp;&nbsp;&nbsp;13222 |
| EDP Finance BV | 0.375% | 9/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4778 |
| EDP Finance BV | 1.500% | 11/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384 |
| Energias de Portugal SA | 2.875% | 6/1/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6266 |
| Ren Finance BV | 1.750% | 1/18/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**67759** |
| **Romania (0.0%)** | **Romania (0.0%)** | **Romania (0.0%)** |  |  |  |
| NE Property BV | 1.875% | 10/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | NE Property BV | 3.375% | 7/14/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
|  | NE Property BV | 2.000% | 1/20/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1534 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**4593** |
| **Singapore (0.0%)** | **Singapore (0.0%)** | **Singapore (0.0%)** | **Singapore (0.0%)** |  |  |  |
|  | DBS Group Holdings Ltd. | 3.980% | Perpetual | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 |
|  | Oversea-Chinese Banking Corp. Ltd. | 0.625% | 4/18/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;5038 |
|  | Temasek Financial I Ltd. | 0.500% | 11/20/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10829 | &nbsp;&nbsp;&nbsp;&nbsp;9029 |
|  | Temasek Financial I Ltd. | 5.125% | 7/26/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3234 | &nbsp;&nbsp;&nbsp;&nbsp;4237 |
|  | Temasek Financial I Ltd. | 1.250% | 11/20/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2444 | &nbsp;&nbsp;&nbsp;&nbsp;1763 |
|  | United Overseas Bank Ltd. | 0.500% | 1/16/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6141 | &nbsp;&nbsp;&nbsp;&nbsp;6319 |
|  | United Overseas Bank Ltd. | 0.100% | 5/25/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15348 | &nbsp;&nbsp;&nbsp;13836 |
|  |  |  |  |  |  | &nbsp;&nbsp;**41147** |
| **South Africa (0.0%)** | **South Africa (0.0%)** | **South Africa (0.0%)** | **South Africa (0.0%)** |  |  |  |
|  | Anglo American Capital plc | 1.625% | 9/18/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | Anglo American Capital plc | 1.625% | 3/11/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;1353 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**1457** |
| **South Korea (0.0%)** | **South Korea (0.0%)** | **South Korea (0.0%)** | **South Korea (0.0%)** |  |  |  |
| <sup>3</sup> | LG Chem Ltd. | 0.500% | 4/15/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 |
| **Spain (0.8%)** | **Spain (0.8%)** | **Spain (0.8%)** | **Spain (0.8%)** |  |  |  |
|  | Abanca Corp. Bancaria SA | 5.250% | 9/14/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2740 |
|  | Abertis Infraestructuras SA | 3.750% | 6/20/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5450 |
|  | Abertis Infraestructuras SA | 2.500% | 2/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
|  | Abertis Infraestructuras SA | 0.625% | 7/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2016 |
|  | Abertis Infraestructuras SA | 1.375% | 5/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
|  | Abertis Infraestructuras SA | 3.375% | 11/27/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1744 |
|  | Abertis Infraestructuras SA | 1.000% | 2/27/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 |
|  | Abertis Infraestructuras SA | 2.375% | 9/27/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3637 |
|  | Abertis Infraestructuras SA | 1.250% | 2/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1705 |
|  | Abertis Infraestructuras SA | 1.125% | 3/26/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2813 |
|  | Abertis Infraestructuras SA | 2.250% | 3/29/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;13155 |
|  | Abertis Infraestructuras SA | 3.000% | 3/27/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1783 |
|  | Abertis Infraestructuras SA | 1.875% | 3/26/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2666 |
|  | Acciona Energia Financiacion Filiales SA | 1.375% | 1/26/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2888 |
|  | ACS Servicios Comunicaciones y Energia SA | 1.875% | 4/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2010 |
|  | Amadeus IT Group SA | 2.500% | 5/20/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2142 |
|  | Amadeus IT Group SA | 1.875% | 9/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3288 |
|  | AYT Cedulas Cajas Global FTA | 4.750% | 5/25/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17300 | &nbsp;&nbsp;&nbsp;19782 |
|  | AYT Cedulas Cajas X Fondo de Titulizacion de Activos | 3.750% | 6/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5459 |
|  | Banco Bilbao Vizcaya Argentaria SA | 1.125% | 2/28/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1591 |
|  | Banco Bilbao Vizcaya Argentaria SA | 2.250% | 6/12/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1605 |
|  | Banco Bilbao Vizcaya Argentaria SA | 0.375% | 10/2/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1552 |
|  | Banco Bilbao Vizcaya Argentaria SA | 4.000% | 2/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3960 |
|  | Banco Bilbao Vizcaya Argentaria SA | 0.875% | 11/22/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;7387 |
|  | Banco Bilbao Vizcaya Argentaria SA | 0.500% | 1/14/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;5096 |
|  | Banco Bilbao Vizcaya Argentaria SA | 0.125% | 3/24/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;21367 |
|  | Banco Bilbao Vizcaya Argentaria SA | 2.575% | 2/22/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;9169 |
|  | Banco Bilbao Vizcaya Argentaria SA | 4.375% | 10/14/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;4143 |
|  | Banco Bilbao Vizcaya Argentaria SA | 1.000% | 1/16/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;7115 |
|  | Banco de Sabadell SA | 1.625% | 3/7/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;9781 |
|  | Banco de Sabadell SA | 0.625% | 6/10/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14900 | &nbsp;&nbsp;&nbsp;15601 |
|  | Banco de Sabadell SA | 1.125% | 3/11/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8586 |
|  | Banco Santander SA | 1.375% | 7/31/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2348 |
|  | Banco Santander SA | 1.125% | 11/27/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7521 |
|  | Banco Santander SA | 0.463% | 12/5/24 | JPY | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;7638 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Banco Santander SA | 1.125% | 1/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2076 |
| Banco Santander SA | 2.500% | 3/18/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;5092 |
| Banco Santander SA | 1.000% | 4/7/25 | EUR | &nbsp;&nbsp;21100 | &nbsp;&nbsp;21823 |
| Banco Santander SA | 1.375% | 1/5/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2034 |
| Banco Santander SA | 1.500% | 1/25/26 | EUR | &nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;13119 |
| Banco Santander SA | 3.875% | 2/6/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| Banco Santander SA | 3.250% | 4/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5818 |
| Banco Santander SA | 0.300% | 10/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4837 |
| Banco Santander SA | 0.500% | 2/4/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4299 |
| Banco Santander SA | 0.500% | 3/24/27 | EUR | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;10518 |
| Banco Santander SA | 4.625% | 5/4/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;1034 |
| Banco Santander SA | 2.375% | 9/8/27 | EUR | &nbsp;&nbsp;20000 | &nbsp;&nbsp;20973 |
| Banco Santander SA | 2.125% | 2/8/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1376 |
| Banco Santander SA | 0.200% | 2/11/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;6644 |
| Banco Santander SA | 0.310% | 6/9/28 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;3465 | &nbsp;&nbsp;&nbsp;&nbsp;3389 |
| Banco Santander SA | 1.125% | 10/25/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2435 |
| Banco Santander SA | 1.625% | 10/22/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;7067 |
| Banco Santander SA | 0.875% | 5/9/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;4582 |
| Banco Santander SA | 2.000% | 11/27/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5393 |
| Bankinter SA | 1.000% | 2/5/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4138 |
| Bankinter SA | 1.250% | 2/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| CaixaBank SA | 2.375% | 2/1/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3660 |
| CaixaBank SA | 2.625% | 3/21/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;3016 |
| CaixaBank SA | 1.125% | 5/17/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4220 |
| CaixaBank SA | 0.625% | 10/1/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2072 |
| CaixaBank SA | 0.375% | 2/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2040 |
| CaixaBank SA | 4.000% | 2/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6703 |
| CaixaBank SA | 3.875% | 2/17/25 | EUR | &nbsp;&nbsp;29800 | &nbsp;&nbsp;32665 |
| CaixaBank SA | 0.625% | 3/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;9124 |
| CaixaBank SA | 1.000% | 9/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5625 |
| CaixaBank SA | 1.125% | 3/27/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5010 |
| CaixaBank SA | 1.375% | 6/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2497 |
| CaixaBank SA | 0.750% | 7/9/26 | EUR | &nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;13024 |
| CaixaBank SA | 0.750% | 7/10/26 | EUR | &nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;11268 |
| CaixaBank SA | 1.125% | 11/12/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2459 |
| CaixaBank SA | 0.375% | 11/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3905 |
| CaixaBank SA | 1.250% | 1/11/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| CaixaBank SA | 1.000% | 1/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5277 |
| CaixaBank SA | 0.750% | 5/26/28 | EUR | &nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;10228 |
| CaixaBank SA | 2.250% | 4/17/30 | EUR | &nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;11848 |
| CaixaBank SA | 1.250% | 6/18/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2871 |
| CaixaBank SA | 6.250% | 2/23/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 |
| CaixaBank SA | 4.125% | 3/24/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;2726 |
| Caja Rural de Navarra SCC | 0.875% | 5/8/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3392 |
| Canal de Isabel II Gestion SA | 1.680% | 2/26/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1769 |
| Cedulas TDA 6 Fondo de Titulizacion de Activos | 3.875% | 5/23/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 |
| Cepsa Finance SA | 0.750% | 2/12/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2729 |
| Criteria Caixa SA | 0.875% | 10/28/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3152 |
| Enagas Financiaciones SA | 1.250% | 2/6/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2702 |
| Enagas Financiaciones SA | 1.375% | 5/5/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| Eurocaja Rural SCC | 0.875% | 5/27/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2627 |
| FCC Aqualia SA | 2.629% | 6/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1893 | &nbsp;&nbsp;&nbsp;&nbsp;1930 |
| Ferrovial Emisiones SA | 2.500% | 7/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2666 |
| Iberdrola Finanzas SA | 7.375% | 1/29/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2910 |
| Iberdrola Finanzas SA | 1.000% | 3/7/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1487 |
| Iberdrola Finanzas SA | 1.000% | 3/7/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| Iberdrola Finanzas SA | 0.875% | 6/16/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;6696 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Iberdrola Finanzas SA | 3.125% | 11/22/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6489 |
| Iberdrola Finanzas SA | 1.621% | 11/29/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2082 |
| Iberdrola International BV | 1.875% | 10/8/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| Iberdrola International BV | 0.375% | 9/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;8396 |
| Iberdrola International BV | 1.125% | 4/21/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2252 |
| Iberdrola International BV | 1.450% | 12/31/99 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5653 |
| Iberdrola International BV | 1.874% | Perpetual | EUR | &nbsp;&nbsp;15800 | &nbsp;&nbsp;15559 |
| Iberdrola International BV | 2.250% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;8423 |
| Iberdrola International BV | 3.250% | Perpetual | EUR | &nbsp;&nbsp;11800 | &nbsp;&nbsp;12470 |
| Inmobiliaria Colonial Socimi SA | 1.450% | 10/28/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2403 |
| Inmobiliaria Colonial Socimi SA | 1.625% | 11/28/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4258 |
| Inmobiliaria Colonial Socimi SA | 2.000% | 4/17/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2035 |
| Inmobiliaria Colonial Socimi SA | 2.500% | 11/28/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 |
| Mapfre SA | 1.625% | 5/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
| Mapfre SA | 4.375% | 3/31/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2409 |
| Mapfre SA | 4.125% | 9/7/48 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;3653 |
| Merlin Properties Socimi SA | 1.750% | 5/26/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4764 | &nbsp;&nbsp;&nbsp;&nbsp;4908 |
| Merlin Properties Socimi SA | 1.375% | 6/1/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5404 |
| Merlin Properties Socimi SA | 1.875% | 12/4/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2368 |
| Naturgy Capital Markets SA | 1.125% | 4/11/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2325 |
| Naturgy Finance BV | 2.875% | 3/11/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2157 |
| Naturgy Finance BV | 0.875% | 5/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3990 |
| Naturgy Finance BV | 1.250% | 4/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;4448 |
| Naturgy Finance BV | 1.375% | 1/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| Naturgy Finance BV | 1.500% | 1/29/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
| Naturgy Finance BV | 0.750% | 11/28/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2874 |
| NorteGas Energia Distribucion SAU | 2.065% | 9/28/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5139 | &nbsp;&nbsp;&nbsp;&nbsp;5161 |
| Programa Cedulas TDA Fondo de Titulizacion de Activos | 4.250% | 3/28/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4735 |
| Programa Cedulas TDA Fondo de Titulizacion de Activos | 4.250% | 4/10/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;11311 |
| Prosegur Cash SA | 1.375% | 2/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
| Red Electrica Financiaciones SAU | 1.125% | 4/24/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| Red Electrica Financiaciones SAU | 1.000% | 4/21/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| Red Electrica Financiaciones SAU | 1.250% | 3/13/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1214 |
| Redexis Gas Finance BV | 1.875% | 5/28/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4164 |
| Redexis Gas Finance BV | 1.875% | 4/27/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7596 | &nbsp;&nbsp;&nbsp;&nbsp;7641 |
| Repsol Europe Finance Sarl | 0.375% | 7/6/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1785 |
| Repsol Europe Finance Sarl | 0.875% | 7/6/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2360 |
| Repsol International Finance BV | 2.250% | 12/10/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5205 |
| Repsol International Finance BV | 0.250% | 8/2/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
| Repsol International Finance BV | 2.500% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2844 |
| Repsol International Finance BV | 3.750% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3573 |
| Repsol International Finance BV | 4.247% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;3464 |
| Santander Consumer Finance SA | 1.000% | 2/27/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5721 |
| Santander Consumer Finance SA | 0.375% | 6/27/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5203 |
| Santander Consumer Finance SA | 0.375% | 1/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;9812 |
| Santander Consumer Finance SA | 0.000% | 2/23/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1944 |
| Santander Consumer Finance SA | 0.500% | 1/14/27 | EUR | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;10276 |
| Telefonica Emisiones SA | 1.069% | 2/5/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4790 |
| Telefonica Emisiones SA | 5.375% | 2/2/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 |
| Telefonica Emisiones SA | 1.460% | 4/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2057 |
| Telefonica Emisiones SA | 1.447% | 1/22/27 | EUR | &nbsp;&nbsp;10100 | &nbsp;&nbsp;10228 |
| Telefonica Emisiones SA | 2.318% | 10/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 |
| Telefonica Emisiones SA | 1.788% | 3/12/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4266 |
| Telefonica Emisiones SA | 5.445% | 10/8/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;3609 |
| Telefonica Emisiones SA | 2.932% | 10/17/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5914 |
| Telefonica Emisiones SA | 0.664% | 2/3/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;5321 |

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------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Telefonica Emisiones SA | 2.592% | 5/25/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;12098 |
| Telefonica Emisiones SA | 1.807% | 5/21/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7311 |
| Telefonica Emisiones SA | 1.864% | 7/13/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 |
| Telefonica Europe BV | 5.875% | 2/14/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3999 |
| Unicaja Banco SA | 4.500% | 6/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 |
| Unicaja Banco SA | 1.000% | 12/1/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3626 |
|  |  |  |  |  | &nbsp;&nbsp;**752545** |
| **Sweden (1.0%)** | **Sweden (1.0%)** | **Sweden (1.0%)** |  |  |  |
| Akelius Residential Property AB | 1.125% | 3/14/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6118 |
| Akelius Residential Property AB | 1.750% | 2/7/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 |
| Akelius Residential Property AB | 2.375% | 8/15/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658 |
| Akelius Residential Property Financing BV | 1.125% | 1/11/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 |
| Akelius Residential Property Financing BV | 0.750% | 2/22/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4201 |
| Alfa Laval Treasury International AB | 0.875% | 2/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3142 |
| Alfa Laval Treasury International AB | 1.375% | 2/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 |
| Atlas Copco AB | 0.625% | 8/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| Balder Finland OYJ | 1.000% | 1/20/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289 |
| Balder Finland OYJ | 1.375% | 5/24/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
| Castellum Helsinki Finance Holding Abp | 2.000% | 3/24/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 |
| Castellum Helsinki Finance Holding Abp | 0.875% | 9/17/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 |
| Danske Hypotek AB | 1.000% | 12/17/25 | SEK | &nbsp;&nbsp;268000 | &nbsp;&nbsp;&nbsp;&nbsp;24138 |
| EQT AB | 2.375% | 4/6/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393 |
| EQT AB | 2.875% | 4/6/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4883 |
| Essity AB | 1.125% | 3/27/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5153 |
| Essity AB | 1.625% | 3/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 |
| Essity AB | 0.250% | 2/8/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4681 |
| Fastighets AB Balder | 1.875% | 3/14/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| Fastighets AB Balder | 1.875% | 1/23/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4043 |
| Fastighets AB Balder | 1.125% | 1/29/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
| Fastighets AB Balder | 1.250% | 1/28/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014 |
| Heimstaden Bostad Treasury BV | 1.375% | 3/3/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5938 |
| Heimstaden Bostad Treasury BV | 1.000% | 4/13/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6169 |
| Heimstaden Bostad Treasury BV | 1.375% | 7/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248 |
| Heimstaden Bostad Treasury BV | 1.625% | 10/13/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170 |
| Investor AB | 0.375% | 10/29/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346 |
| Investor AB | 1.500% | 6/20/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5601 |
| Lansforsakringar Hypotek AB | 0.375% | 3/14/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 |
| Lansforsakringar Hypotek AB | 1.500% | 9/18/24 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;78500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7308 |
| Lansforsakringar Hypotek AB | 1.000% | 9/15/27 | SEK | &nbsp;&nbsp;420800 | &nbsp;&nbsp;&nbsp;&nbsp;36647 |
| Molnlycke Holding AB | 1.875% | 2/28/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 |
| Nordea Hypotek AB | 1.000% | 9/18/24 | SEK | &nbsp;&nbsp;643100 | &nbsp;&nbsp;&nbsp;&nbsp;59424 |
| Nordea Hypotek AB | 0.500% | 9/16/26 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;25300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 |
| Nordea Hypotek AB | 1.000% | 6/16/27 | SEK | &nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp;34084 |
| Sagax AB | 2.250% | 3/13/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
| Sagax Euro Mtn NL BV | 0.750% | 1/26/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 |
| Sagax Euro Mtn NL BV | 1.000% | 5/17/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| Samhallsbyggnadsbolaget i Norden AB | 1.750% | 1/14/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163 |
| Samhallsbyggnadsbolaget i Norden AB | 1.000% | 8/12/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299 |
| Sandvik AB | 2.125% | 6/7/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591 |
| SBB Treasury OYJ | 0.750% | 12/14/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4871 |
| SBB Treasury OYJ | 1.125% | 11/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
| Skandinaviska Enskilda Banken AB | 1.000% | 12/18/24 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392 |

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------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Skandinaviska Enskilda Banken AB | 1.000% | 12/17/25 | SEK | &nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;51742 |
| Skandinaviska Enskilda Banken AB | 0.375% | 2/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;&nbsp;9737 |
| Skandinaviska Enskilda Banken AB | 0.500% | 12/16/26 | SEK | &nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;15802 |
| Skandinaviska Enskilda Banken AB | 0.375% | 2/11/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3359 | &nbsp;&nbsp;&nbsp;&nbsp;3211 |
| Skandinaviska Enskilda Banken AB | 0.750% | 8/9/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;10541 |
| Skandinaviska Enskilda Banken AB | 0.750% | 11/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 |
| Skandinaviska Enskilda Banken AB | 0.375% | 6/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4566 |
| Skandinaviska Enskilda Banken AB | 1.375% | 10/31/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8286 | &nbsp;&nbsp;&nbsp;&nbsp;8791 |
| Skandinaviska Enskilda Banken AB | 0.625% | 11/12/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;4373 |
| Skandinaviska Enskilda Banken AB | 1.000% | 12/19/29 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;2244 |
| SKF AB | 0.250% | 2/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845 | &nbsp;&nbsp;&nbsp;&nbsp;2331 |
| Stadshypotek AB | 0.375% | 2/21/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp;3601 |
| Stadshypotek AB | 1.500% | 12/3/24 | SEK | &nbsp;&nbsp;602000 | &nbsp;&nbsp;&nbsp;55674 |
| Stadshypotek AB | 0.500% | 7/11/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1484 |
| Stadshypotek AB | 0.375% | 3/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;16804 | &nbsp;&nbsp;&nbsp;16794 |
| Stadshypotek AB | 0.500% | 6/1/26 | SEK | &nbsp;&nbsp;584000 | &nbsp;&nbsp;51236 |
| Stadshypotek AB | 0.125% | 10/5/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| Stadshypotek AB | 1.000% | 3/1/27 | SEK | &nbsp;&nbsp;268000 | &nbsp;&nbsp;23518 |
| Stadshypotek AB | 0.750% | 11/1/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;3386 |
| Stadshypotek AB | 2.500% | 12/1/27 | SEK | &nbsp;&nbsp;434000 | &nbsp;&nbsp;&nbsp;40176 |
| Stadshypotek AB | 2.000% | 9/1/28 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;4485 |
| Svenska Handelsbanken AB | 0.125% | 6/18/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2550 |
| Svenska Handelsbanken AB | 1.000% | 4/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;14204 | &nbsp;&nbsp;&nbsp;14689 |
| Svenska Handelsbanken AB | 0.050% | 9/3/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9958 | &nbsp;&nbsp;&nbsp;&nbsp;9550 |
| Svenska Handelsbanken AB | 0.125% | 11/3/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9625 |
| Svenska Handelsbanken AB | 1.375% | 2/23/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;12754 |
| Svenska Handelsbanken AB | 1.625% | 3/5/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;4699 |
| Svenska Handelsbanken AB | 0.500% | 2/18/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;4274 |
| Svenska Handelsbanken AB | 4.625% | 8/23/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2377 |
| Sveriges Sakerstallda Obligationer AB | 1.000% | 6/12/24 | SEK | &nbsp;&nbsp;&nbsp;174000 | &nbsp;&nbsp;&nbsp;16165 |
| Sveriges Sakerstallda Obligationer AB | 0.500% | 1/29/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;5525 |
| Sveriges Sakerstallda Obligationer AB | 0.500% | 6/11/25 | SEK | &nbsp;&nbsp;656000 | &nbsp;&nbsp;58918 |
| Sveriges Sakerstallda Obligationer AB | 0.625% | 10/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2496 |
| Sveriges Sakerstallda Obligationer AB | 2.000% | 6/17/26 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;59000 | &nbsp;&nbsp;&nbsp;&nbsp;5425 |
| Sveriges Sakerstallda Obligationer AB | 0.875% | 3/29/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 |
| Sveriges Sakerstallda Obligationer AB | 0.250% | 6/9/27 | SEK | &nbsp;&nbsp;300000 | &nbsp;&nbsp;25287 |
| Sveriges Sakerstallda Obligationer AB | 1.750% | 2/10/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;23309 |
| Swedbank AB | 0.750% | 5/5/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7908 | &nbsp;&nbsp;&nbsp;&nbsp;8071 |
| Swedbank AB | 0.250% | 11/2/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9767 | &nbsp;&nbsp;&nbsp;&nbsp;9422 |
| Swedbank AB | 1.300% | 2/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4786 |
| Swedbank AB | 0.300% | 5/20/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;13262 | &nbsp;&nbsp;&nbsp;12736 |
| Swedbank AB | 1.375% | 12/8/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6603 |
| Swedbank AB | 0.200% | 1/12/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11759 | &nbsp;&nbsp;&nbsp;10653 |
| Swedbank Hypotek AB | 0.400% | 5/8/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2576 |
| Swedbank Hypotek AB | 1.000% | 9/18/24 | SEK | &nbsp;&nbsp;846900 | &nbsp;&nbsp;&nbsp;77960 |
| Swedbank Hypotek AB | 0.050% | 5/28/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2022 |
| Swedbank Hypotek AB | 0.500% | 2/5/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;4940 |
| Swedbank Hypotek AB | 1.375% | 5/31/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;19052 |
| Tele2 AB | 1.125% | 5/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4046 | &nbsp;&nbsp;&nbsp;&nbsp;4250 |
| Tele2 AB | 2.125% | 5/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508 | &nbsp;&nbsp;&nbsp;&nbsp;1508 |
| Tele2 AB | 0.750% | 3/23/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 |
| Telefonaktiebolaget LM Ericsson | 1.000% | 5/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1107 |
| Telia Co. AB | 3.875% | 10/1/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;1050 |
| Telia Co. AB | 0.125% | 11/27/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5255 | &nbsp;&nbsp;&nbsp;&nbsp;4437 |
| Telia Co. AB | 2.125% | 2/20/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5961 | &nbsp;&nbsp;&nbsp;&nbsp;5603 |
| Telia Co. AB | 1.625% | 2/23/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
| Telia Co. AB | 1.375% | 5/11/81 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2030 |
| Telia Co. AB | 2.750% | 6/30/83 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1931 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Vattenfall AB | 0.050% | 10/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845 |
| Vattenfall AB | 6.875% | 4/15/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3661 |
| Volvo Treasury AB | 2.000% | 8/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019 |
|  |  |  |  |  | &nbsp;&nbsp;**966751** |
| **Switzerland (1.1%)** | **Switzerland (1.1%)** | **Switzerland (1.1%)** |  |  |  |
| ABB Finance BV | 0.000% | 1/19/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6207 |
| Adecco International Financial Services BV | 1.000% | 12/2/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
| Adecco International Financial Services BV | 0.125% | 9/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6761 |
| Argentum Netherlands BV for Givaudan SA | 2.000% | 9/17/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574 |
| Argentum Netherlands BV for Swiss Life AG | 4.375% | 12/29/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7944 |
| Argentum Netherlands BV for Zurich Insurance Co. Ltd. | 3.500% | 10/1/46 | EUR | &nbsp;&nbsp;&nbsp;17657 | &nbsp;&nbsp;&nbsp;&nbsp;18402 |
| Argentum Netherlands BV for Zurich Insurance Co. Ltd. | 2.750% | 2/19/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 |
| Basellandschaftliche Kantonalbank | 0.375% | 5/13/30 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429 |
| Basler Kantonalbank | 0.300% | 6/22/27 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2281 |
| Cloverie plc for Zurich Insurance Co. Ltd. | 1.750% | 9/16/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780 |
| Cloverie plc for Zurich Insurance Co. Ltd. | 1.500% | 12/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2913 |
| Credit Suisse AG | 1.125% | 12/15/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3197 |
| Credit Suisse AG | 0.250% | 1/5/26 | EUR | &nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;10162 |
| Credit Suisse AG | 1.500% | 4/10/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 |
| Credit Suisse Group AG | 1.250% | 7/17/25 | EUR | &nbsp;&nbsp;18459 | &nbsp;&nbsp;&nbsp;&nbsp;18451 |
| Credit Suisse Group AG | 2.125% | 9/12/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7777 |
| Credit Suisse Group AG | 3.250% | 4/2/26 | EUR | &nbsp;&nbsp;&nbsp;17997 | &nbsp;&nbsp;&nbsp;&nbsp;18151 |
| Credit Suisse Group AG | 2.125% | 10/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3842 |
| Credit Suisse Group AG | 1.000% | 6/24/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3574 |
| Credit Suisse Group AG | 0.650% | 1/14/28 | EUR | &nbsp;&nbsp;&nbsp;17725 | &nbsp;&nbsp;&nbsp;&nbsp;15193 |
| Credit Suisse Group AG | 2.250% | 6/9/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;8521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8515 |
| Credit Suisse Group AG | 0.650% | 9/10/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7206 |
| Credit Suisse Group AG | 0.625% | 1/18/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6740 |
| Credit Suisse Group AG | 7.375% | 9/7/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212 |
| Credit Suisse Schweiz AG | 0.000% | 7/31/25 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5787 |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG | 3.375% | 9/29/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3107 |
| ELM BV for Swiss Reinsurance Co. Ltd. | 2.600% | 12/29/49 | EUR | &nbsp;&nbsp;13249 | &nbsp;&nbsp;&nbsp;&nbsp;13462 |
| Firmenich Productions Participations SAS | 1.375% | 10/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4985 |
| Firmenich Productions Participations SAS | 1.750% | 4/30/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4748 |
| Givaudan Finance Europe BV | 1.000% | 4/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4885 |
| Givaudan Finance Europe BV | 1.625% | 4/22/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3708 |
| Helvetia Europe SA | 2.750% | 9/30/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5523 |
| Holcim Finance Luxembourg SA | 1.500% | 4/6/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3137 |
| Holcim Finance Luxembourg SA | 2.375% | 4/9/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368 |
| Holcim Finance Luxembourg SA | 0.500% | 11/29/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744 |
| Holcim Finance Luxembourg SA | 0.125% | 7/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2827 |
| Holcim Finance Luxembourg SA | 2.250% | 5/26/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4784 |
| Holcim Finance Luxembourg SA | 0.500% | 9/3/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 |
| Holcim Finance Luxembourg SA | 0.500% | 4/23/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6118 |
| Holcim Finance Luxembourg SA | 0.625% | 1/19/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3418 |
| Holcim Sterling Finance Netherlands BV | 3.000% | 5/12/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Holcim Sterling Finance Netherlands BV | 2.250% | 4/4/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1006 |
| Luzerner Kantonalbank AG | 0.125% | 11/25/32 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 |
| Novartis AG | 0.625% | 11/13/29 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;1379 |
| Novartis Finance SA | 1.625% | 11/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2529 |
| Novartis Finance SA | 0.000% | 9/23/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;8253 |
| Novartis Finance SA | 1.375% | 8/14/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3956 | &nbsp;&nbsp;&nbsp;&nbsp;3820 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.375% | 2/14/24 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;4276 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 3/25/24 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2639 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.000% | 5/21/24 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;5642 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 10/15/25 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2605 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 1/26/26 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;4144 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.500% | 3/30/26 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;5835 | &nbsp;&nbsp;&nbsp;&nbsp;6570 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 9/18/26 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;5477 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.750% | 12/15/26 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;1684 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 1/18/27 | CHF | &nbsp;&nbsp;10080 | &nbsp;&nbsp;&nbsp;10472 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.500% | 2/16/27 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;1116 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 5/12/27 | CHF | &nbsp;&nbsp;12250 | &nbsp;&nbsp;&nbsp;12735 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | 6/15/27 | CHF | &nbsp;&nbsp;18725 | &nbsp;&nbsp;&nbsp;19124 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 10/12/27 | CHF | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;10288 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | 1/21/28 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5442 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 5/5/28 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;4053 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 7/10/28 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2510 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 9/6/28 | CHF | &nbsp;&nbsp;13720 | &nbsp;&nbsp;&nbsp;13806 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 10/9/28 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;7355 | &nbsp;&nbsp;&nbsp;&nbsp;7607 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 1/22/29 | CHF | &nbsp;&nbsp;29435 | &nbsp;&nbsp;&nbsp;30113 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 5/8/29 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp;3663 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 6/15/29 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;7355 | &nbsp;&nbsp;&nbsp;&nbsp;7484 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.375% | 9/20/29 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;1057 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | 10/26/29 | CHF | &nbsp;&nbsp;46990 | &nbsp;&nbsp;45934 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | 2/26/30 | CHF | &nbsp;&nbsp;43885 | &nbsp;&nbsp;42607 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 4/15/30 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4834 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.625% | 7/3/30 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;1071 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 3/19/31 | CHF | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;14428 |

---

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 5/16/31 CHF | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;1720 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 7/15/31 CHF | &nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;4329 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.875% | 9/15/31 CHF | &nbsp;&nbsp;13275 | &nbsp;&nbsp;14671 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 12/19/31 CHF | &nbsp;&nbsp;&nbsp;&nbsp;7490 | &nbsp;&nbsp;&nbsp;&nbsp;7083 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.000% | 5/12/32 CHF | &nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp;3758 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.250% | 8/13/32 CHF | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5696 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 11/19/32 CHF | &nbsp;&nbsp;&nbsp;&nbsp;8285 | &nbsp;&nbsp;&nbsp;&nbsp;7703 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 4/25/33 CHF | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2390 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | 8/2/33 CHF | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;9100 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.750% | 11/28/34 CHF | &nbsp;&nbsp;12500 | &nbsp;&nbsp;12093 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 1/25/35 CHF | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9509 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.875% | 5/7/35 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 10/5/35 CHF | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2283 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 10/14/36 CHF | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;1750 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 1/23/37 CHF | &nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp;1822 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.875% | 6/25/37 CHF | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2582 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 8/4/38 CHF | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1198 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 7/8/39 CHF | &nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;3508 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | 12/5/40 CHF | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2542 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 6/17/41 CHF | &nbsp;&nbsp;&nbsp;&nbsp;4045 | &nbsp;&nbsp;&nbsp;&nbsp;3492 |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 10/6/42 CHF | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;3956 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | 3/12/24 CHF | &nbsp;&nbsp;&nbsp;&nbsp;7355 | &nbsp;&nbsp;&nbsp;&nbsp;7912 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.750% | 4/15/24 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 6/14/24 CHF | &nbsp;&nbsp;15915 | &nbsp;&nbsp;&nbsp;17029 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.750% | 9/23/24 CHF | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;1165 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | 12/2/24 CHF | &nbsp;&nbsp;&nbsp;&nbsp;7355 | &nbsp;&nbsp;&nbsp;&nbsp;7835 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 7/28/25 CHF | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2620 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 2.000% | 10/30/25 CHF | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;1633 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.250% | 12/1/25 CHF | &nbsp;&nbsp;&nbsp;&nbsp;7030 | &nbsp;&nbsp;&nbsp;&nbsp;7420 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.625% | 6/17/26 CHF | &nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;&nbsp;3760 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.050% | 11/6/26 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;5070 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 1/27/27 | CHF | &nbsp;&nbsp;&nbsp;27520 | &nbsp;&nbsp;28291 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.375% | 3/19/27 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;4254 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.250% | 2/11/28 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;1397 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 3/13/28 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;3049 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.000% | 9/22/28 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2594 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.300% | 4/9/29 | CHF | &nbsp;&nbsp;&nbsp;12315 | &nbsp;&nbsp;&nbsp;12404 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.500% | 5/21/29 | CHF | &nbsp;&nbsp;15040 | &nbsp;&nbsp;&nbsp;16292 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.625% | 7/16/29 | CHF | &nbsp;&nbsp;&nbsp;11760 | &nbsp;&nbsp;&nbsp;12077 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 4/30/30 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2470 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 7/19/30 | CHF | &nbsp;&nbsp;14640 | &nbsp;&nbsp;&nbsp;14103 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 9/20/30 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;8563 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.550% | 1/29/31 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;4655 | &nbsp;&nbsp;&nbsp;&nbsp;4644 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.300% | 6/6/31 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp;3580 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | 9/2/31 | CHF | &nbsp;&nbsp;15230 | &nbsp;&nbsp;&nbsp;14512 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | 4/23/32 | CHF | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;23510 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.650% | 2/15/33 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4793 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 3/18/33 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6834 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 5/15/34 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;2787 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.200% | 6/12/35 | CHF | &nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;16999 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.200% | 7/13/35 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;7355 | &nbsp;&nbsp;&nbsp;&nbsp;6572 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.600% | 12/11/35 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;6370 | &nbsp;&nbsp;&nbsp;&nbsp;5971 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 2/15/36 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;5035 | &nbsp;&nbsp;&nbsp;&nbsp;4325 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.700% | 3/4/39 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2253 |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.020% | 1/30/40 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4005 |
| Richemont International Holding SA | 1.000% | 3/26/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;7713 |
| Richemont International Holding SA | 1.500% | 3/26/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2932 |
| Richemont International Holding SA | 1.125% | 5/26/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3684 | &nbsp;&nbsp;&nbsp;&nbsp;3362 |
| Richemont International Holding SA | 2.000% | 3/26/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7550 | &nbsp;&nbsp;&nbsp;&nbsp;6748 |
| Richemont International Holding SA | 1.625% | 5/26/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;4050 |
| SIX Finance Luxembourg SA | 0.000% | 12/2/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5299 |
| St. Galler Kantonalbank | 0.500% | 6/24/25 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
| Swiss Life Finance I Ltd. | 3.250% | 8/31/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5266 |
| Swiss Re Finance Luxembourg SA | 2.534% | 4/30/50 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;3610 |
| Swisscom AG | 1.750% | 7/10/24 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;1077 |
| Tyco Electronics Group SA | 0.000% | 2/14/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3144 | &nbsp;&nbsp;&nbsp;&nbsp;3188 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Tyco Electronics Group SA | 0.000% | 2/16/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2417 |
| UBS AG | 0.500% | 3/31/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3931 |
| UBS Group AG | 2.125% | 3/4/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
| UBS Group AG | 1.500% | 11/30/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3881 |
| UBS Group AG | 1.250% | 4/17/25 | EUR | &nbsp;&nbsp;15277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16058 |
| UBS Group AG | 0.250% | 1/29/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477 |
| UBS Group AG | 1.250% | 9/1/26 | EUR | &nbsp;&nbsp;12959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12948 |
| UBS Group AG | 0.250% | 2/24/28 | EUR | &nbsp;&nbsp;13784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12548 |
| UBS Group AG | 0.250% | 11/5/28 | EUR | &nbsp;&nbsp;10959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10061 |
| UBS Group AG | 0.875% | 11/3/31 | EUR | &nbsp;&nbsp;&nbsp;12176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10264 |
| UBS Group AG | 0.625% | 2/24/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2428 |
| Zuercher Kantonalbank | 0.250% | 1/27/26 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2579 |
| Zuercher Kantonalbank | 0.125% | 5/13/26 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
| Zuercher Kantonalbank | 0.300% | 1/25/28 | CHF | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10236 |
| Zurich Finance Ireland DAC | 5.125% | 11/23/52 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 |
| Zurich Finance Ireland Designated Activity Co. | 1.625% | 6/17/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5968 |
|  |  |  |  |  | &nbsp;&nbsp;**1027703** |
| **United Arab Emirates (0.0%)** | **United Arab Emirates (0.0%)** | **United Arab Emirates (0.0%)** |  |  |  |
| DP World Ltd. | 2.375% | 9/25/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| DP World Ltd. | 4.250% | 9/25/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157 |
| Emirates NBD Bank PJSC | 4.750% | 2/9/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 |
| Emirates NBD Bank PJSC | 3.050% | 2/26/30 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |
| Emirates Telecommunications Group Co. PJSC | 2.750% | 6/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8630 |
| Emirates Telecommunications Group Co. PJSC | 0.375% | 5/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2111 |
| First Abu Dhabi Bank PJSC | 0.875% | 12/9/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 |
| First Abu Dhabi Bank PJSC | 0.125% | 2/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4064 |
| MDGH - GMTN BV | 6.875% | 3/14/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |
| MDGH GMTN RSC Ltd. | 1.000% | 3/10/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**21411** |
| **United Kingdom (2.4%)** | **United Kingdom (2.4%)** | **United Kingdom (2.4%)** |  |  |  |
| 3i Group plc | 5.750% | 12/3/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3137 |
| 3i Group plc | 3.750% | 6/5/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263 |
| A2Dominion Housing Group Ltd. | 3.500% | 11/15/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530 |
| AA Bond Co. Ltd. | 6.269% | 7/2/43 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696 |
| AA Bond Co. Ltd. | 3.250% | 7/31/50 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
| AA Bond Co. Ltd. | 5.500% | 7/31/50 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 |
| ABP Finance plc | 6.250% | 12/14/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 |
| Admiral Group plc | 5.500% | 7/25/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449 |
| Affinity Sutton Capital Markets plc | 5.981% | 9/17/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 |
| Affinity Sutton Capital Markets plc | 4.250% | 10/8/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 |
| Affinity Water Finance 2004 plc | 5.875% | 7/13/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5417 |
| Affinity Water Finance plc | 4.500% | 3/31/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2634 |
| Affordable Housing Finance plc | 3.800% | 5/20/44 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863 |
| Affordable Housing Finance plc | 2.893% | 8/11/45 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322 |
| Anchor Hanover Group | 2.000% | 7/21/51 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 |
| Anglian Water Services Financing plc | 1.625% | 8/10/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 |
| Anglian Water Services Financing plc | 4.500% | 2/22/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;8381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10364 |
| Anglian Water Services Financing plc | 2.625% | 6/15/27 | GBP | &nbsp;&nbsp;14425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16412 |
| Anglian Water Services Financing plc | 4.500% | 10/5/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671 |
| Anglian Water Services Financing plc | 6.625% | 1/15/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
| Anglian Water Services Financing plc | 4.525% | 8/26/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107 |
| Annington Funding plc | 1.650% | 7/12/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4993 |
| Annington Funding plc | 2.646% | 7/12/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683 |
| Annington Funding plc | 3.184% | 7/12/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4814 |
| Annington Funding plc | 3.685% | 7/12/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3669 |

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------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Annington Funding plc | 3.935% | 7/12/47 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3513 | &nbsp;&nbsp;&nbsp;&nbsp;3273 |
| Arqiva Financing plc | 4.882% | 12/31/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1319 | &nbsp;&nbsp;&nbsp;&nbsp;1580 |
| Artesian Finance II plc | 6.000% | 9/30/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;1997 |
| Aspire Defence Finance plc | 4.674% | 3/31/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2936 | &nbsp;&nbsp;&nbsp;&nbsp;3543 |
| Aspire Defence Finance plc | 4.674% | 3/31/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1388 | &nbsp;&nbsp;&nbsp;&nbsp;1674 |
| Assura Financing plc | 1.625% | 6/30/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
| Aster Treasury plc | 1.405% | 1/27/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1705 |
| Aster Treasury plc | 4.500% | 12/18/43 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1319 | &nbsp;&nbsp;&nbsp;&nbsp;1576 |
| AstraZeneca plc | 0.750% | 5/12/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;9206 |
| AstraZeneca plc | 0.375% | 6/3/29 | EUR | &nbsp;&nbsp;15000 | &nbsp;&nbsp;13709 |
| AstraZeneca plc | 5.750% | 11/13/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1956 | &nbsp;&nbsp;&nbsp;&nbsp;2688 |
| Aviva plc | 1.875% | 11/13/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4906 | &nbsp;&nbsp;&nbsp;&nbsp;4931 |
| Aviva plc | 4.000% | 10/2/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1537 | &nbsp;&nbsp;&nbsp;&nbsp;1067 |
| Aviva plc | 3.875% | 7/3/44 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;1289 |
| Aviva plc | 3.375% | 12/4/45 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;3006 |
| Aviva plc | 4.375% | 9/12/49 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2453 | &nbsp;&nbsp;&nbsp;&nbsp;2758 |
| Aviva plc | 5.125% | 6/4/50 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;1277 |
| Aviva plc | 4.000% | 6/3/55 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1804 | &nbsp;&nbsp;&nbsp;&nbsp;1803 |
| Aviva plc | 6.875% | 5/20/58 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4223 | &nbsp;&nbsp;&nbsp;&nbsp;5633 |
| Babcock International Group plc | 1.875% | 10/5/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;2047 |
| Babcock International Group plc | 1.375% | 9/13/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| Backward 2017 Ltd. | 2.125% | 3/25/53 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1412 |
| Bank of Scotland plc | 4.875% | 12/20/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 |
| Barclays plc | 3.375% | 4/2/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3633 | &nbsp;&nbsp;&nbsp;&nbsp;3935 |
| Barclays plc | 0.750% | 6/9/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5207 |
| Barclays plc | 1.375% | 1/24/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8047 | &nbsp;&nbsp;&nbsp;&nbsp;8302 |
| Barclays plc | 3.000% | 5/8/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6165 | &nbsp;&nbsp;&nbsp;&nbsp;7115 |
| Barclays plc | 3.250% | 2/12/27 | GBP | &nbsp;&nbsp;11031 | &nbsp;&nbsp;12629 |
| Barclays plc | 2.166% | 6/23/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1591 | &nbsp;&nbsp;&nbsp;&nbsp;1074 |
| Barclays plc | 0.877% | 1/28/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;6841 |
| Barclays plc | 4.000% | 6/26/29 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 |
| Barclays plc | 0.577% | 8/9/29 | EUR | &nbsp;&nbsp;13552 | &nbsp;&nbsp;&nbsp;11936 |
| Barclays plc | 3.750% | 11/22/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2261 | &nbsp;&nbsp;&nbsp;&nbsp;2608 |
| Barclays plc | 1.125% | 3/22/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4179 | &nbsp;&nbsp;&nbsp;&nbsp;3986 |
| Barclays plc | 1.106% | 5/12/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5552 | &nbsp;&nbsp;&nbsp;&nbsp;4622 |
| Barclays plc | 3.250% | 1/17/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| Barclays plc | 5.262% | 1/29/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3350 |
| BAT Capital Corp. | 2.125% | 8/15/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1687 | &nbsp;&nbsp;&nbsp;&nbsp;1936 |
| BAT International Finance plc | 2.750% | 3/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;3094 |
| BAT International Finance plc | 4.000% | 9/4/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2467 |
| BAT International Finance plc | 1.250% | 3/13/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3843 | &nbsp;&nbsp;&nbsp;&nbsp;3746 |
| BAT International Finance plc | 2.250% | 6/26/28 | GBP | &nbsp;&nbsp;13500 | &nbsp;&nbsp;13826 |
| BAT International Finance plc | 2.250% | 1/16/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8823 | &nbsp;&nbsp;&nbsp;&nbsp;7965 |
| BAT International Finance plc | 6.000% | 11/24/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2313 | &nbsp;&nbsp;&nbsp;&nbsp;2667 |
| BAT International Finance plc | 5.750% | 7/5/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;1510 |
| BAT International Finance plc | 2.250% | 9/9/52 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
| BAT Netherlands Finance BV | 2.375% | 10/7/24 | EUR | &nbsp;&nbsp;14913 | &nbsp;&nbsp;15846 |
| BAT Netherlands Finance BV | 3.125% | 4/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8923 | &nbsp;&nbsp;&nbsp;&nbsp;9264 |
| Bazalgette Finance plc | 2.375% | 11/29/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1392 | &nbsp;&nbsp;&nbsp;&nbsp;1555 |
| Beyond Housing Ltd. | 2.125% | 5/17/51 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1981 | &nbsp;&nbsp;&nbsp;&nbsp;1455 |
| BG Energy Capital plc | 5.125% | 12/1/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2962 | &nbsp;&nbsp;&nbsp;&nbsp;3746 |
| BG Energy Capital plc | 2.250% | 11/21/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3101 | &nbsp;&nbsp;&nbsp;&nbsp;3089 |
| BG Energy Capital plc | 5.000% | 11/4/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2494 |
| Blend Funding plc | 3.459% | 9/21/49 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2429 |
| Blend Funding plc | 2.922% | 4/5/56 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;2122 |
| BP Capital Markets BV | 0.933% | 12/4/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4459 | &nbsp;&nbsp;&nbsp;&nbsp;2949 |
| BP Capital Markets BV | 1.467% | 9/21/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
| BP Capital Markets plc | 1.177% | 8/12/23 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp;1818 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | BP Capital Markets plc | 1.876% | 4/7/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6572 | &nbsp;&nbsp;&nbsp;&nbsp;7031 |
|  | BP Capital Markets plc | 0.900% | 7/3/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9053 | &nbsp;&nbsp;&nbsp;&nbsp;9477 |
|  | BP Capital Markets plc | 0.830% | 9/19/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;4079 |
|  | BP Capital Markets plc | 2.030% | 2/14/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
|  | BP Capital Markets plc | 1.953% | 3/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;3739 |
|  | BP Capital Markets plc | 3.470% | 5/15/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
|  | BP Capital Markets plc | 1.077% | 6/26/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2592 | &nbsp;&nbsp;&nbsp;&nbsp;2663 |
|  | BP Capital Markets plc | 2.972% | 2/27/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2547 | &nbsp;&nbsp;&nbsp;&nbsp;2726 |
|  | BP Capital Markets plc | 2.274% | 7/3/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5462 | &nbsp;&nbsp;&nbsp;&nbsp;6343 |
|  | BP Capital Markets plc | 2.213% | 9/25/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6367 | &nbsp;&nbsp;&nbsp;&nbsp;6619 |
|  | BP Capital Markets plc | 1.573% | 2/16/27 | EUR | &nbsp;&nbsp;14084 | &nbsp;&nbsp;&nbsp;14138 |
|  | BP Capital Markets plc | 0.831% | 11/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;7059 |
|  | BP Capital Markets plc | 2.519% | 4/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1767 | &nbsp;&nbsp;&nbsp;&nbsp;1822 |
|  | BP Capital Markets plc | 2.822% | 4/7/32 | EUR | &nbsp;&nbsp;10599 | &nbsp;&nbsp;10651 |
|  | BP Capital Markets plc | 1.104% | 11/15/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;6679 |
|  | BP Capital Markets plc | 3.250% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7471 | &nbsp;&nbsp;&nbsp;&nbsp;7562 |
|  | BP Capital Markets plc | 3.625% | Perpetual | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9089 | &nbsp;&nbsp;&nbsp;&nbsp;8737 |
|  | BP Capital Markets plc | 4.250% | Perpetual | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;5594 |
|  | BPHA Finance plc | 4.816% | 4/11/44 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;1191 |
|  | British Land Co. plc | 2.375% | 9/14/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | British Telecommunications plc | 1.750% | 3/10/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;1777 |
|  | British Telecommunications plc | 1.500% | 6/23/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5113 | &nbsp;&nbsp;&nbsp;&nbsp;5098 |
|  | British Telecommunications plc | 5.750% | 12/7/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
|  | British Telecommunications plc | 1.125% | 9/12/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2799 |
|  | British Telecommunications plc | 3.125% | 11/21/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856 |
|  | British Telecommunications plc | 3.375% | 8/30/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1577 |
|  | British Telecommunications plc | 6.375% | 6/23/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;3368 |
| <sup>1</sup> | Broadgate Financing plc | 4.999% | 10/5/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;3813 |
|  | Bromford Housing Group Ltd. | 3.125% | 5/3/48 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
|  | BUPA Finance plc | 2.000% | 4/5/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6254 | &nbsp;&nbsp;&nbsp;&nbsp;7462 |
|  | BUPA Finance plc | 5.000% | 12/8/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;2998 |
|  | Burberry Group plc | 1.125% | 9/21/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2775 |
|  | Cadent Finance plc | 0.625% | 9/22/24 | EUR | &nbsp;&nbsp;&nbsp;14740 | &nbsp;&nbsp;15261 |
|  | Cadent Finance plc | 2.125% | 9/22/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5323 | &nbsp;&nbsp;&nbsp;&nbsp;5702 |
|  | Cadent Finance plc | 0.625% | 3/19/30 | EUR | &nbsp;&nbsp;22317 | &nbsp;&nbsp;19397 |
|  | Cadent Finance plc | 0.750% | 3/11/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 |
|  | Cadent Finance plc | 2.250% | 10/10/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4778 | &nbsp;&nbsp;&nbsp;&nbsp;4306 |
|  | Cadent Finance plc | 2.625% | 9/22/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;1494 |
|  | Cadent Finance plc | 3.125% | 3/21/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3553 | &nbsp;&nbsp;&nbsp;&nbsp;3296 |
|  | Cadent Finance plc | 2.750% | 9/22/46 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
|  | Cardiff University | 3.000% | 12/7/55 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
|  | Catalyst Housing Ltd. | 3.125% | 10/31/47 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1491 | &nbsp;&nbsp;&nbsp;&nbsp;1320 |
|  | CCEP Finance Ireland DAC | 0.000% | 9/6/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4990 |
|  | CCEP Finance Ireland DAC | 0.500% | 9/6/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4062 | &nbsp;&nbsp;&nbsp;&nbsp;3666 |
|  | CCEP Finance Ireland DAC | 0.875% | 5/6/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3276 | &nbsp;&nbsp;&nbsp;&nbsp;2722 |
|  | CCEP Finance Ireland DAC | 1.500% | 5/6/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
|  | Centrica plc | 4.375% | 3/13/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;7324 | &nbsp;&nbsp;&nbsp;&nbsp;8640 |
|  | Centrica plc | 7.000% | 9/19/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;2028 |
|  | Centrica plc | 4.250% | 9/12/44 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5567 | &nbsp;&nbsp;&nbsp;&nbsp;5680 |
|  | Channel Link Enterprises Finance plc | 3.043% | 6/30/50 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3336 | &nbsp;&nbsp;&nbsp;&nbsp;3523 |
|  | Church Commissioners for England | 3.625% | 7/14/52 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2079 |
|  | Circle Anglia Social Housing plc | 7.250% | 11/12/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;3591 |
|  | Circle Anglia Social Housing plc | 5.200% | 3/2/44 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1220 |
|  | Citizen Treasury plc | 3.250% | 10/20/48 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4322 | &nbsp;&nbsp;&nbsp;&nbsp;4110 |
|  | CK Hutchison Europe Finance 18 Ltd. | 1.250% | 4/13/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7956 | &nbsp;&nbsp;&nbsp;&nbsp;8157 |
|  | CK Hutchison Europe Finance 18 Ltd. | 2.000% | 4/13/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
|  | CK Hutchison Europe Finance 21 Ltd. | 0.750% | 11/2/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2795 |
|  | CK Hutchison Europe Finance 21 Ltd. | 1.000% | 11/2/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2457 |

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---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | CK Hutchison Finance 16 II Ltd. | 0.875% | 10/3/24 | EUR | &nbsp;&nbsp;&nbsp;5545 | &nbsp;&nbsp;5727 |
|  | CK Hutchison Finance 16 Ltd. | 2.000% | 4/6/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | CK Hutchison Group Telecom Finance SA | 2.000% | 10/17/27 | GBP | &nbsp;&nbsp;&nbsp;5457 | &nbsp;&nbsp;5972 |
|  | CK Hutchison Group Telecom Finance SA | 1.125% | 10/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
|  | CK Hutchison Group Telecom Finance SA | 1.500% | 10/17/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7867 | &nbsp;&nbsp;&nbsp;6801 |
|  | CK Hutchison Group Telecom Finance SA | 2.625% | 10/17/34 | GBP | &nbsp;&nbsp;&nbsp;1591 | &nbsp;&nbsp;1437 |
|  | Clarion Funding plc | 2.625% | 1/18/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp;883 |
|  | Clarion Funding plc | 1.250% | 11/13/32 | GBP | &nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;2585 |
|  | Clarion Funding plc | 1.875% | 1/22/35 | GBP | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;2655 |
|  | Clarion Funding plc | 3.125% | 4/19/48 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp;948 |
|  | Close Brothers Finance plc | 1.625% | 12/3/30 | GBP | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;4730 |
|  | Clydesdale Bank plc | 4.625% | 6/8/26 | GBP | &nbsp;&nbsp;&nbsp;6367 | &nbsp;&nbsp;&nbsp;7918 |
|  | CNH Industrial Finance Europe SA | 1.875% | 1/19/26 | EUR | &nbsp;&nbsp;&nbsp;9454 | &nbsp;&nbsp;&nbsp;9767 |
|  | CNH Industrial Finance Europe SA | 1.750% | 3/25/27 | EUR | &nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;2229 |
|  | CNH Industrial Finance Europe SA | 1.625% | 7/3/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7484 | &nbsp;&nbsp;&nbsp;7124 |
|  | Coca-Cola Europacific Partners plc | 1.125% | 5/26/24 | EUR | &nbsp;&nbsp;&nbsp;2818 | &nbsp;&nbsp;2975 |
|  | Coca-Cola Europacific Partners plc | 2.375% | 5/7/25 | EUR | &nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;1552 |
|  | Coca-Cola Europacific Partners plc | 1.750% | 3/27/26 | EUR | &nbsp;&nbsp;&nbsp;5916 | &nbsp;&nbsp;&nbsp;6130 |
|  | Coca-Cola Europacific Partners plc | 1.750% | 5/26/28 | EUR | &nbsp;&nbsp;&nbsp;2547 | &nbsp;&nbsp;2535 |
|  | Coca-Cola Europacific Partners plc | 0.200% | 12/2/28 | EUR | &nbsp;&nbsp;&nbsp;6684 | &nbsp;&nbsp;&nbsp;6014 |
|  | Coca-Cola Europacific Partners plc | 0.700% | 9/12/31 | EUR | &nbsp;&nbsp;&nbsp;4136 | &nbsp;&nbsp;3546 |
|  | Compass Group Finance Netherlands BV | 0.625% | 7/3/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 | &nbsp;&nbsp;&nbsp;&nbsp;909 |
|  | Compass Group Finance Netherlands BV | 1.500% | 9/5/28 | EUR | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;3987 |
|  | Compass Group plc | 2.000% | 9/5/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;234 |
|  | Compass Group plc | 2.000% | 7/3/29 | GBP | &nbsp;&nbsp;&nbsp;3072 | &nbsp;&nbsp;&nbsp;3315 |
| <sup>1</sup> | Connect Plus M25 Issuer plc | 2.607% | 3/31/39 | GBP | &nbsp;&nbsp;&nbsp;1122 | &nbsp;&nbsp;&nbsp;1150 |
|  | Coventry Building Society | 2.000% | 12/20/30 | GBP | &nbsp;&nbsp;&nbsp;5062 | &nbsp;&nbsp;4967 |
|  | CPUK Finance Ltd. | 3.588% | 2/28/42 | GBP | &nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;1692 |
|  | CPUK Finance Ltd. | 7.239% | 2/28/42 | GBP | &nbsp;&nbsp;&nbsp;1319 | &nbsp;&nbsp;1639 |
|  | Crh Finance UK plc | 4.125% | 12/2/29 | GBP | &nbsp;&nbsp;&nbsp;2773 | &nbsp;&nbsp;3264 |
| <sup>1,6</sup> | CTRL Section 1 Finance plc | 5.234% | 5/2/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;153 |
|  | Dali Capital plc | 4.799% | 12/21/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;245 |
|  | Derby Healthcare plc | 5.564% | 6/30/41 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;481 |
|  | Derwent London plc | 1.875% | 11/17/31 | GBP | &nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;1268 |
|  | Diageo Capital BV | 0.125% | 9/28/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;645 |
|  | Diageo Finance plc | 0.500% | 6/19/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;&nbsp;510 |
|  | Diageo Finance plc | 1.750% | 9/23/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;850 |
|  | Diageo Finance plc | 2.875% | 3/27/29 | GBP | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;5747 |
|  | Diageo Finance plc | 2.500% | 3/27/32 | EUR | &nbsp;&nbsp;&nbsp;8569 | &nbsp;&nbsp;8775 |
|  | Diageo Finance plc | 1.250% | 3/28/33 | GBP | &nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;3213 |
|  | Direct Line Insurance Group plc | 4.000% | 6/5/32 | GBP | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;985 |
|  | DS Smith plc | 1.375% | 7/26/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
|  | DS Smith plc | 0.875% | 9/12/26 | EUR | &nbsp;&nbsp;&nbsp;4981 | &nbsp;&nbsp;4880 |
|  | DWR Cymru Financing UK plc | 1.625% | 3/31/26 | GBP | &nbsp;&nbsp;&nbsp;1893 | &nbsp;&nbsp;&nbsp;2133 |
|  | DWR Cymru Financing UK plc | 6.015% | 3/31/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;165 |
|  | DWR Cymru Financing UK plc | 1.375% | 3/31/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;461 |
|  | DWR Cymru Financing UK plc | 2.375% | 3/31/34 | GBP | &nbsp;&nbsp;&nbsp;1182 | &nbsp;&nbsp;&nbsp;1104 |
|  | DWR Cymru Financing UK plc | 2.500% | 3/31/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1217 | &nbsp;&nbsp;&nbsp;1190 |
|  | Eastern Power Networks plc | 5.750% | 3/8/24 | GBP | &nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;1822 |
|  | Eastern Power Networks plc | 1.875% | 6/1/35 | GBP | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;1827 |
|  | easyJet FinCo BV | 1.875% | 3/3/28 | EUR | &nbsp;&nbsp;10474 | &nbsp;&nbsp;9738 |
|  | Electricity North West Ltd. | 8.875% | 3/25/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;1349 |
|  | EMH Treasury plc | 4.500% | 1/29/44 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;520 |

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------

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1</sup> | Eversholt Funding plc | 6.697% | 2/22/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807 | &nbsp;&nbsp;&nbsp;&nbsp;1053 |
| <sup>1</sup> | Eversholt Funding plc | 3.529% | 8/7/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;1528 |
|  | Experian Europe DAC | 1.560% | 5/16/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1669 |
|  | Experian Finance plc | 1.375% | 6/25/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Experian Finance plc | 3.250% | 4/7/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3128 | &nbsp;&nbsp;&nbsp;&nbsp;3512 |
|  | Fidelity International Ltd. | 7.125% | 2/13/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 |
|  | Fidelity International Ltd. | 2.500% | 11/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1337 | &nbsp;&nbsp;&nbsp;&nbsp;1301 |
|  | Firstgroup plc | 6.875% | 9/18/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1301 | &nbsp;&nbsp;&nbsp;&nbsp;1611 |
|  | Flagship Finance plc | 1.875% | 7/14/61 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 |
|  | Futures Treasury plc | 3.375% | 2/8/44 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
|  | Gatwick Funding Ltd. | 5.250% | 1/23/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
|  | Gatwick Funding Ltd. | 6.125% | 3/2/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;11205 |
|  | Gatwick Funding Ltd. | 2.500% | 4/15/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 |
|  | Gatwick Funding Ltd. | 5.750% | 1/23/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4052 | &nbsp;&nbsp;&nbsp;&nbsp;5016 |
|  | Gatwick Funding Ltd. | 3.125% | 9/28/41 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2141 | &nbsp;&nbsp;&nbsp;&nbsp;1936 |
|  | Gatwick Funding Ltd. | 3.250% | 2/26/48 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1800 |
|  | Genfinance II plc | 6.064% | 12/21/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2863 | &nbsp;&nbsp;&nbsp;&nbsp;3847 |
|  | GlaxoSmithKline Capital plc | 1.375% | 12/2/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
|  | GlaxoSmithKline Capital plc | 4.000% | 6/16/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
|  | GlaxoSmithKline Capital plc | 1.250% | 5/21/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9369 | &nbsp;&nbsp;&nbsp;&nbsp;9563 |
|  | GlaxoSmithKline Capital plc | 1.000% | 9/12/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | GlaxoSmithKline Capital plc | 3.375% | 12/20/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp;&nbsp;&nbsp;2228 |
|  | GlaxoSmithKline Capital plc | 1.250% | 10/12/28 | GBP | &nbsp;&nbsp;10376 | &nbsp;&nbsp;10970 |
|  | GlaxoSmithKline Capital plc | 1.750% | 5/21/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7302 | &nbsp;&nbsp;&nbsp;&nbsp;7194 |
|  | GlaxoSmithKline Capital plc | 5.250% | 12/19/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3579 | &nbsp;&nbsp;&nbsp;&nbsp;4758 |
|  | GlaxoSmithKline Capital plc | 1.625% | 5/12/35 | GBP | &nbsp;&nbsp;12189 | &nbsp;&nbsp;&nbsp;11045 |
|  | GlaxoSmithKline Capital plc | 6.375% | 3/9/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
|  | GlaxoSmithKline Capital plc | 5.250% | 4/10/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2116 | &nbsp;&nbsp;&nbsp;&nbsp;2785 |
|  | GlaxoSmithKline Capital plc | 4.250% | 12/18/45 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3217 | &nbsp;&nbsp;&nbsp;&nbsp;3693 |
|  | Global Switch Finance BV | 1.375% | 10/7/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;2551 |
|  | Global Switch Holdings Ltd. | 2.250% | 5/31/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Grainger plc | 3.000% | 7/3/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
|  | Great Places Housing Group Ltd. | 4.750% | 10/22/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2955 | &nbsp;&nbsp;&nbsp;&nbsp;3560 |
| <sup>1</sup> | Great Rolling Stock Co. plc | 6.875% | 7/27/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>1</sup> | Greater Gabbard OFTO plc | 4.137% | 11/29/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 |
|  | Greene King Finance plc | 5.318% | 9/15/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
|  | Greene King Finance plc | 5.106% | 3/15/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
| <sup>1</sup> | Greene King Finance plc | 4.064% | 3/15/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
|  | Guinness Partnership Ltd. | 4.000% | 10/24/44 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2242 | &nbsp;&nbsp;&nbsp;&nbsp;2402 |
|  | Guinness Partnership Ltd. | 2.000% | 4/22/55 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>1</sup> | Gwynt y Mor OFTO plc | 2.778% | 2/17/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
|  | Hammerson Ireland Finance DAC | 1.750% | 6/3/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3786 | &nbsp;&nbsp;&nbsp;&nbsp;3353 |
|  | Hammerson plc | 7.250% | 4/21/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1951 | &nbsp;&nbsp;&nbsp;&nbsp;2318 |
|  | Heathrow Funding Ltd. | 5.225% | 2/15/23 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp;1348 |
|  | Heathrow Funding Ltd. | 3.250% | 5/21/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1448 |
|  | Heathrow Funding Ltd. | 1.500% | 10/12/27 | EUR | &nbsp;&nbsp;11684 | &nbsp;&nbsp;&nbsp;11926 |
|  | Heathrow Funding Ltd. | 2.625% | 3/16/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8312 |
|  | Heathrow Funding Ltd. | 6.750% | 12/3/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2888 | &nbsp;&nbsp;&nbsp;&nbsp;3735 |
|  | Heathrow Funding Ltd. | 2.694% | 10/13/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2232 | &nbsp;&nbsp;&nbsp;&nbsp;1540 |
|  | Heathrow Funding Ltd. | 1.500% | 2/11/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6504 | &nbsp;&nbsp;&nbsp;&nbsp;5943 |
|  | Heathrow Funding Ltd. | 3.400% | 3/8/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3559 | &nbsp;&nbsp;&nbsp;&nbsp;2502 |
|  | Heathrow Funding Ltd. | 2.750% | 10/13/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2615 |
|  | Heathrow Funding Ltd. | 6.450% | 12/10/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1527 | &nbsp;&nbsp;&nbsp;&nbsp;2017 |
|  | Heathrow Funding Ltd. | 1.875% | 7/12/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2096 | &nbsp;&nbsp;&nbsp;&nbsp;1849 |
|  | Heathrow Funding Ltd. | 3.782% | 9/4/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
|  | Heathrow Funding Ltd. | 3.661% | 1/13/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1440 |
|  | Heathrow Funding Ltd. | 3.726% | 4/13/35 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2493 | &nbsp;&nbsp;&nbsp;&nbsp;1655 |
|  | Heathrow Funding Ltd. | 1.875% | 3/14/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1696 | &nbsp;&nbsp;&nbsp;&nbsp;1407 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Heathrow Funding Ltd. | 5.875% | 5/13/43 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6231 | &nbsp;&nbsp;&nbsp;&nbsp;7959 |
|  | Heathrow Funding Ltd. | 4.625% | 10/31/46 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1228 | &nbsp;&nbsp;&nbsp;&nbsp;1327 |
|  | Heathrow Funding Ltd. | 2.750% | 8/9/51 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 |
|  | Hexagon Housing Association Ltd. | 3.625% | 4/22/48 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 |
|  | High Speed Rail Finance 1 plc | 4.375% | 11/1/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3324 | &nbsp;&nbsp;&nbsp;&nbsp;3821 |
|  | Home Group Ltd. | 3.125% | 3/27/43 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
| <sup>1</sup> | Housing & Care 21 | 3.288% | 11/8/49 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 |
|  | HSBC Bank Capital Funding Sterling 1 LP | 5.844% | 11/29/49 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  | HSBC Holdings plc | 0.875% | 9/6/24 | EUR | &nbsp;&nbsp;13642 | &nbsp;&nbsp;&nbsp;14271 |
|  | HSBC Holdings plc | 3.000% | 6/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9459 | &nbsp;&nbsp;&nbsp;10100 |
|  | HSBC Holdings plc | 0.309% | 11/13/26 | EUR | &nbsp;&nbsp;25859 | &nbsp;&nbsp;25437 |
|  | HSBC Holdings plc | 2.256% | 11/13/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3234 | &nbsp;&nbsp;&nbsp;&nbsp;3682 |
|  | HSBC Holdings plc | 2.500% | 3/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1276 | &nbsp;&nbsp;&nbsp;&nbsp;1323 |
|  | HSBC Holdings plc | 3.019% | 6/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5669 |
|  | HSBC Holdings plc | 1.750% | 7/24/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;9029 | &nbsp;&nbsp;&nbsp;&nbsp;9891 |
|  | HSBC Holdings plc | 3.000% | 7/22/28 | GBP | &nbsp;&nbsp;19044 | &nbsp;&nbsp;21249 |
|  | HSBC Holdings plc | 2.625% | 8/16/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;1650 |
|  | HSBC Holdings plc | 6.750% | 9/11/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1813 |
|  | HSBC Holdings plc | 0.641% | 9/24/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6062 | &nbsp;&nbsp;&nbsp;&nbsp;5470 |
|  | HSBC Holdings plc | 3.000% | 5/29/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;5172 |
|  | HSBC Holdings plc | 7.000% | 4/7/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;6649 |
|  | HSBC Holdings plc | 6.000% | 3/29/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3752 | &nbsp;&nbsp;&nbsp;&nbsp;4557 |
|  | Hyde Housing Assn. Ltd. | 5.125% | 7/23/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | Hyde Housing Assn. Ltd. | 1.750% | 8/18/55 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;1221 |
|  | IG Group Holdings plc | 3.125% | 11/18/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1931 |
|  | Imperial Brands Finance Netherlands BV | 1.750% | 3/18/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4947 | &nbsp;&nbsp;&nbsp;&nbsp;3926 |
|  | Imperial Brands Finance plc | 1.375% | 1/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 |
|  | Imperial Brands Finance plc | 3.375% | 2/26/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
|  | Imperial Brands Finance plc | 2.125% | 2/12/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp;7576 |
|  | Imperial Brands Finance plc | 4.875% | 6/7/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3730 | &nbsp;&nbsp;&nbsp;&nbsp;4047 |
|  | Incommunities Treasury plc | 3.250% | 3/21/49 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp;1434 |
|  | Informa plc | 3.125% | 7/5/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 | &nbsp;&nbsp;&nbsp;&nbsp;1059 |
|  | Informa plc | 1.250% | 4/22/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;1912 |
|  | Intermediate Capital Group plc | 1.625% | 2/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1434 |
|  | Juturna European Loan Conduit No. 16 plc | 5.064% | 8/10/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;2399 |
|  | Karbon Homes Ltd. | 3.375% | 11/15/47 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2685 | &nbsp;&nbsp;&nbsp;&nbsp;2648 |
|  | Kennedy Wilson Europe Real Estate Ltd. | 3.250% | 11/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | Land Securities Capital Markets plc | 1.974% | 2/8/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
|  | Land Securities Capital Markets plc | 2.375% | 3/29/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
|  | Land Securities Capital Markets plc | 2.399% | 2/8/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2619 |
|  | Land Securities Capital Markets plc | 2.625% | 9/22/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 |
|  | Land Securities Capital Markets plc | 2.750% | 9/22/59 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1787 | &nbsp;&nbsp;&nbsp;&nbsp;1445 |
|  | Leeds Building Society | 0.500% | 7/3/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
|  | Leeds Building Society | 1.500% | 3/16/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1724 | &nbsp;&nbsp;&nbsp;&nbsp;1897 |
|  | Leeds Building Society | 1.375% | 10/6/27 | GBP | &nbsp;&nbsp;15606 | &nbsp;&nbsp;&nbsp;16511 |
|  | Legal & General Finance plc | 5.875% | 12/11/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;4620 |
|  | Legal & General Group plc | 5.375% | 10/27/45 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;1998 |
|  | Legal & General Group plc | 5.125% | 11/14/48 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 |
|  | Legal & General Group plc | 4.500% | 11/1/50 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5537 |
|  | Legal & General Group plc | 5.500% | 6/27/64 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2098 | &nbsp;&nbsp;&nbsp;&nbsp;2407 |
|  | Lendlease Europe Finance plc | 3.500% | 12/2/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1896 | &nbsp;&nbsp;&nbsp;&nbsp;1596 |
|  | Liberty Living Finance plc | 2.625% | 11/28/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;1170 |
|  | Libra Longhurst Group Treasury No. 2 plc | 3.250% | 5/15/43 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2603 | &nbsp;&nbsp;&nbsp;&nbsp;2471 |
|  | Libra Longhurst Group Treasury plc | 5.125% | 8/2/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912 | &nbsp;&nbsp;&nbsp;&nbsp;1137 |

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------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Linde Finance BV | 0.550% | 5/19/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;5779 |
|  | Linde plc | 1.000% | 9/30/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;5281 |
|  | LiveWest Treasury plc | 1.875% | 2/18/56 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 |
|  | Lloyds Bank Corporate Markets plc | 2.375% | 4/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;5236 |
|  | Lloyds Bank plc | 0.250% | 3/25/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;4104 |
|  | Lloyds Bank plc | 7.500% | 4/15/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;6354 |
|  | Lloyds Bank plc | 5.125% | 3/7/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;9307 |
|  | Lloyds Bank plc | 0.625% | 3/26/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | Lloyds Bank plc | 0.125% | 6/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;4816 |
|  | Lloyds Bank plc | 4.875% | 3/30/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1491 | &nbsp;&nbsp;&nbsp;1866 |
|  | Lloyds Bank plc | 6.000% | 2/8/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5072 | &nbsp;&nbsp;&nbsp;&nbsp;6747 |
|  | Lloyds Bank plc | 0.125% | 9/23/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;19550 | &nbsp;&nbsp;17416 |
|  | Lloyds Banking Group plc | 2.250% | 10/16/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;1188 |
|  | Lloyds Banking Group plc | 3.500% | 2/3/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
|  | Lloyds Banking Group plc | 4.000% | 3/7/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp;&nbsp;&nbsp;4015 |
|  | Lloyds Banking Group plc | 0.824% | 5/30/25 | JPY | &nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;6904 |
|  | Lloyds Banking Group plc | 0.500% | 11/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5139 | &nbsp;&nbsp;&nbsp;5271 |
|  | Lloyds Banking Group plc | 3.500% | 4/1/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;5395 |
|  | Lloyds Banking Group plc | 4.250% | 11/22/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;1611 |
|  | Lloyds Banking Group plc | 4.500% | 3/18/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 | &nbsp;&nbsp;&nbsp;1796 |
|  | Lloyds Banking Group plc | 3.125% | 8/24/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;8682 |
|  | Lloyds Banking Group plc | 2.707% | 12/3/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;2379 |
|  | Logicor 2019-1 UK plc | 1.875% | 11/17/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3486 | &nbsp;&nbsp;&nbsp;3845 |
|  | London & Quadrant Housing Trust | 2.625% | 2/28/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2028 | &nbsp;&nbsp;&nbsp;2263 |
|  | London & Quadrant Housing Trust | 2.250% | 7/20/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;3389 |
|  | London & Quadrant Housing Trust | 2.000% | 3/31/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;2718 |
|  | London & Quadrant Housing Trust | 4.625% | 12/5/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
|  | London & Quadrant Housing Trust | 5.500% | 1/27/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 |
|  | London & Quadrant Housing Trust | 5.486% | 6/15/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;3161 |
|  | London & Quadrant Housing Trust | 3.750% | 10/27/49 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;1761 |
|  | London & Quadrant Housing Trust | 3.125% | 2/28/53 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 |
|  | London & Quadrant Housing Trust | 2.750% | 7/20/57 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 |
|  | London Power Networks plc | 6.125% | 6/7/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | London Power Networks plc | 2.625% | 3/1/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;1651 |
|  | London Stock Exchange Group plc | 1.750% | 12/6/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6502 | &nbsp;&nbsp;&nbsp;6609 |
|  | London Stock Exchange Group plc | 1.625% | 4/6/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;3068 |
| <sup>1</sup> | Longstone Finance plc | 4.791% | 4/19/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
|  | Lseg Netherlands BV | 0.000% | 4/6/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;5042 |
|  | Lseg Netherlands BV | 0.750% | 4/6/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6062 | &nbsp;&nbsp;&nbsp;5153 |
|  | M&G plc | 5.625% | 10/20/51 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2496 | &nbsp;&nbsp;&nbsp;2867 |
|  | M&G plc | 5.560% | 7/20/55 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4823 | &nbsp;&nbsp;&nbsp;5281 |
|  | M&G plc | 6.340% | 12/19/63 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;2919 |
|  | Manchester Airport Group Funding plc | 4.125% | 4/2/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;1227 |
|  | Manchester Airport Group Funding plc | 4.750% | 3/31/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;1200 |
|  | Manchester Airport Group Funding plc | 2.875% | 9/30/44 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;1611 |
|  | Martlet Homes Ltd. | 3.000% | 5/9/52 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;2331 |
| <sup>1</sup> | Meadowhall Finance plc | 4.986% | 7/12/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
| <sup>1</sup> | Merseylink Issuer plc | 3.842% | 3/31/43 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| <sup>1</sup> | Metropolitan Funding plc | 4.125% | 4/5/48 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;1036 |
|  | Metropolitan Housing Trust Ltd. | 1.875% | 7/28/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
|  | Moat Homes Finance plc | 5.000% | 9/23/41 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;1264 |
|  | Morhomes plc | 3.400% | 2/19/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
|  | Motability Operations Group plc | 0.375% | 1/3/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828 | &nbsp;&nbsp;&nbsp;3819 |
|  | Motability Operations Group plc | 4.375% | 2/8/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4181 | &nbsp;&nbsp;&nbsp;5187 |
|  | Motability Operations Group plc | 0.125% | 7/20/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9056 | &nbsp;&nbsp;&nbsp;8331 |
|  | Motability Operations Group plc | 1.750% | 7/3/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4806 | &nbsp;&nbsp;&nbsp;5103 |
|  | Motability Operations Group plc | 5.625% | 11/29/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;1352 |
|  | Motability Operations Group plc | 2.375% | 3/14/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Motability Operations Group plc | 3.625% | 3/10/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1571 |
|  | Motability Operations Group plc | 1.500% | 1/20/41 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3835 |
|  | Motability Operations Group plc | 2.125% | 1/18/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2547 |
|  | Myriad Capital plc | 4.750% | 12/20/43 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
|  | National Grid Electricity Distribution East Midlands plc | 3.530% | 9/20/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2150 |
|  | National Grid Electricity Transmission plc | 1.375% | 9/16/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2096 | &nbsp;&nbsp;&nbsp;&nbsp;2327 |
|  | National Grid Electricity Transmission plc | 2.301% | 6/22/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2764 | &nbsp;&nbsp;&nbsp;&nbsp;1821 |
|  | National Grid Electricity Transmission plc | 5.221% | 9/16/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2083 |
|  | National Grid Electricity Transmission plc | 0.823% | 7/7/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2661 |
|  | National Grid Electricity Transmission plc | 2.000% | 9/16/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2818 | &nbsp;&nbsp;&nbsp;&nbsp;2323 |
|  | National Grid Electricity Transmission plc | 0.872% | 11/26/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1034 |
|  | National Grid plc | 2.179% | 6/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1036 |
|  | National Grid plc | 3.500% | 10/16/26 | GBP | &nbsp;&nbsp;19097 | &nbsp;&nbsp;22496 |
|  | National Grid plc | 0.163% | 1/20/28 | EUR | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;11873 |
|  | National Grid plc | 0.553% | 9/18/29 | EUR | &nbsp;&nbsp;16607 | &nbsp;&nbsp;&nbsp;14591 |
|  | National Grid plc | 2.949% | 3/30/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;6420 |
|  | National Grid plc | 0.750% | 9/1/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
|  | National Westminster Bank plc | 0.500% | 5/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;5151 |
|  | Nationwide Building Society | 1.250% | 3/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
|  | Nationwide Building Society | 5.625% | 1/28/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
|  | Nationwide Building Society | 1.500% | 3/8/26 | EUR | &nbsp;&nbsp;10324 | &nbsp;&nbsp;&nbsp;10624 |
|  | Nationwide Building Society | 3.000% | 5/6/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;9866 | &nbsp;&nbsp;&nbsp;11644 |
|  | Nationwide Building Society | 0.625% | 3/25/27 | EUR | &nbsp;&nbsp;21095 | &nbsp;&nbsp;20677 |
|  | Nationwide Building Society | 3.250% | 1/20/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;7493 | &nbsp;&nbsp;&nbsp;&nbsp;8673 |
|  | Nationwide Building Society | 0.250% | 9/14/28 | EUR | &nbsp;&nbsp;13194 | &nbsp;&nbsp;&nbsp;11754 |
|  | Nationwide Building Society | 2.250% | 6/25/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2541 |
|  | Nationwide Building Society | 2.000% | 7/25/29 | EUR | &nbsp;&nbsp;&nbsp;17288 | &nbsp;&nbsp;&nbsp;17963 |
|  | Nationwide Building Society | 1.375% | 6/29/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7821 | &nbsp;&nbsp;&nbsp;&nbsp;7275 |
|  | NatWest Group plc | 1.750% | 3/2/26 | EUR | &nbsp;&nbsp;19048 | &nbsp;&nbsp;&nbsp;19690 |
|  | NatWest Group plc | 3.619% | 3/29/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;10617 |
|  | NatWest Group plc | 0.670% | 9/14/29 | EUR | &nbsp;&nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;15576 |
|  | NatWest Markets plc | 1.000% | 5/28/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;5159 |
|  | NatWest Markets plc | 1.375% | 3/2/27 | EUR | &nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;18768 |
| <sup>6</sup> | Network Rail Infrastructure Finance plc | 4.375% | 12/9/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4367 | &nbsp;&nbsp;&nbsp;&nbsp;5608 |
| <sup>6</sup> | Network Rail Infrastructure Finance plc | 4.750% | 11/29/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2046 | &nbsp;&nbsp;&nbsp;&nbsp;2676 |
|  | NewRiver REIT plc | 3.500% | 3/7/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | Next Group plc | 3.625% | 5/18/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;3997 |
|  | NIE Finance plc | 2.500% | 10/27/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1357 | &nbsp;&nbsp;&nbsp;&nbsp;1583 |
|  | NIE Finance plc | 6.375% | 6/2/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2598 |
|  | NIE Finance plc | 5.875% | 12/1/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2653 |
|  | Northern Gas Networks Finance plc | 4.875% | 6/30/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Northern Gas Networks Finance plc | 4.875% | 11/15/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;1759 |
|  | Northern Powergrid Yorkshire plc | 5.125% | 5/4/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
|  | Northern Powergrid Yorkshire plc | 2.250% | 10/9/59 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
|  | Northumbrian Water Finance plc | 1.625% | 10/11/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp;3785 |
|  | Northumbrian Water Finance plc | 2.375% | 10/5/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
|  | Northumbrian Water Finance plc | 5.625% | 4/29/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1266 | &nbsp;&nbsp;&nbsp;&nbsp;1645 |
|  | Northumbrian Water Finance plc | 5.125% | 1/23/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
|  | Notting Hill Genesis | 3.750% | 12/20/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp;&nbsp;&nbsp;2973 |
|  | Notting Hill Genesis | 2.000% | 6/3/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Notting Hill Genesis | 5.250% | 7/7/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
|  | Notting Hill Genesis | 3.250% | 10/12/48 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | Notting Hill Genesis | 4.375% | 2/20/54 | GBP | &nbsp;&nbsp;2142 | &nbsp;&nbsp;&nbsp;&nbsp;2343 |
| <sup>1</sup> | Octagon Healthcare Funding plc | 5.333% | 6/30/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 |
|  | Optivo Finance plc | 2.857% | 10/7/35 | GBP | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2470 |
|  | Optivo Finance plc | 5.250% | 3/13/43 | GBP | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3952 |
|  | Orbit Capital plc | 2.000% | 11/24/38 | GBP | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1237 |
|  | Orbit Capital plc | 3.500% | 3/24/45 | GBP | &nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;1046 |
|  | Orbit Capital plc | 3.375% | 6/14/48 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
|  | Paradigm Homes Charitable Housing Assn. Ltd. | 2.250% | 5/20/51 | GBP | &nbsp;&nbsp;2923 | &nbsp;&nbsp;&nbsp;&nbsp;2214 |
|  | Paragon Treasury plc | 2.000% | 5/7/36 | GBP | &nbsp;&nbsp;2091 | &nbsp;&nbsp;&nbsp;&nbsp;1851 |
| <sup>1</sup> | Paragon Treasury plc | 3.625% | 1/21/47 | GBP | &nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;1001 |
|  | Peabody Capital No. 2 plc | 2.750% | 3/2/34 | GBP | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1013 |
|  | Peabody Capital No. 2 plc | 4.625% | 12/12/53 | GBP | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1955 |
|  | Peabody Capital plc | 5.250% | 3/17/43 | GBP | &nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;3438 |
|  | Pearson Funding plc | 1.375% | 5/6/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 |
|  | Pearson Funding plc | 3.750% | 6/4/30 | GBP | &nbsp;&nbsp;1293 | &nbsp;&nbsp;&nbsp;&nbsp;1463 |
| <sup>1</sup> | Penarian Housing Finance plc | 3.212% | 6/7/52 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
|  | Pension Insurance Corp. plc | 8.000% | 11/23/26 | GBP | &nbsp;&nbsp;1428 | &nbsp;&nbsp;&nbsp;&nbsp;1857 |
|  | Pension Insurance Corp. plc | 5.625% | 9/20/30 | GBP | &nbsp;&nbsp;5680 | &nbsp;&nbsp;&nbsp;&nbsp;6566 |
|  | Pension Insurance Corp. plc | 4.625% | 5/7/31 | GBP | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2143 |
|  | Phoenix Group Holdings plc | 4.375% | 1/24/29 | EUR | &nbsp;&nbsp;&nbsp;7234 | &nbsp;&nbsp;&nbsp;&nbsp;7430 |
|  | Phoenix Group Holdings plc | 5.867% | 6/13/29 | GBP | &nbsp;&nbsp;5981 | &nbsp;&nbsp;&nbsp;&nbsp;7034 |
|  | Phoenix Group Holdings plc | 5.625% | 4/28/31 | GBP | &nbsp;&nbsp;1319 | &nbsp;&nbsp;&nbsp;&nbsp;1502 |
|  | Places For People Treasury plc | 2.875% | 8/17/26 | GBP | &nbsp;&nbsp;4263 | &nbsp;&nbsp;&nbsp;&nbsp;4907 |
|  | Platform HG Financing plc | 1.625% | 8/10/55 | GBP | &nbsp;&nbsp;2452 | &nbsp;&nbsp;&nbsp;&nbsp;1503 |
|  | Porterbrook Rail Finance Ltd. | 7.125% | 10/20/26 | GBP | &nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1926 |
|  | Prs Finance plc | 1.750% | 11/24/26 | GBP | &nbsp;&nbsp;9052 | &nbsp;&nbsp;10262 |
|  | Prs Finance plc | 2.000% | 1/23/29 | GBP | &nbsp;&nbsp;8669 | &nbsp;&nbsp;&nbsp;&nbsp;9492 |
|  | Quadgas Finance plc | 3.375% | 9/17/29 | GBP | &nbsp;&nbsp;2321 | &nbsp;&nbsp;&nbsp;&nbsp;2399 |
|  | RAC Bond Co. plc | 4.870% | 5/6/46 | GBP | &nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1684 |
| <sup>3</sup> | Reckitt Benckiser Treasury Services Nederland BV | 0.375% | 5/19/26 | EUR | &nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2443 |
|  | Reckitt Benckiser Treasury Services Nederland BV | 0.750% | 5/19/30 | EUR | &nbsp;&nbsp;5947 | &nbsp;&nbsp;&nbsp;&nbsp;5421 |
| <sup>3</sup> | Reckitt Benckiser Treasury Services Nederland BV | 0.750% | 5/19/30 | EUR | &nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2240 |
| <sup>3</sup> | Reckitt Benckiser Treasury Services plc | 1.750% | 5/19/32 | GBP | &nbsp;&nbsp;2141 | &nbsp;&nbsp;&nbsp;&nbsp;2139 |
|  | RELX Capital Inc. | 1.300% | 5/12/25 | EUR | &nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;1041 |
|  | RELX Finance BV | 0.000% | 3/18/24 | EUR | &nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;2688 |
|  | RELX Finance BV | 0.500% | 3/10/28 | EUR | &nbsp;&nbsp;9369 | &nbsp;&nbsp;&nbsp;&nbsp;8811 |
|  | RELX Finance BV | 0.875% | 3/10/32 | EUR | &nbsp;&nbsp;1892 | &nbsp;&nbsp;&nbsp;&nbsp;1645 |
|  | Rentokil Initial Finance BV | 3.875% | 6/27/27 | EUR | &nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;8215 |
|  | Rentokil Initial Finance BV | 4.375% | 6/27/30 | EUR | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3355 |
|  | Rentokil Initial plc | 0.950% | 11/22/24 | EUR | &nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;2598 |
|  | Rio Tinto Finance plc | 2.875% | 12/11/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | Rio Tinto Finance plc | 4.000% | 12/11/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | Riverside Finance plc | 3.875% | 12/5/44 | GBP | &nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp;1159 |
|  | RL Finance Bonds No. 3 plc | 6.125% | 11/13/28 | GBP | &nbsp;&nbsp;1544 | &nbsp;&nbsp;&nbsp;&nbsp;1902 |
|  | RL Finance Bonds No. 4 plc | 4.875% | 10/7/49 | GBP | &nbsp;&nbsp;5229 | &nbsp;&nbsp;&nbsp;&nbsp;5163 |
| <sup>1</sup> | RMPA Services plc | 5.337% | 9/30/38 | GBP | &nbsp;&nbsp;1996 | &nbsp;&nbsp;&nbsp;&nbsp;2529 |
|  | Rothesay Life plc | 8.000% | 10/30/25 | GBP | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2842 |
|  | Rothesay Life plc | 3.375% | 7/12/26 | GBP | &nbsp;&nbsp;3989 | &nbsp;&nbsp;&nbsp;&nbsp;4542 |
|  | Royal Bank of Scotland Group plc | 2.875% | 9/19/26 | GBP | &nbsp;&nbsp;4593 | &nbsp;&nbsp;&nbsp;&nbsp;5332 |
|  | Royal Bank of Scotland Group plc | 3.125% | 3/28/27 | GBP | &nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;3356 |
|  | Royal Mail plc | 1.250% | 10/8/26 | EUR | &nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2407 |
|  | RSL Finance No. 1 plc | 6.625% | 3/31/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Sage Group plc | 1.625% | 2/25/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5392 | &nbsp;&nbsp;&nbsp;&nbsp;5201 |
|  | Sanctuary Capital plc | 6.697% | 3/23/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3048 | &nbsp;&nbsp;&nbsp;&nbsp;4451 |
|  | Sanctuary Capital plc | 5.000% | 4/26/47 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2057 | &nbsp;&nbsp;&nbsp;&nbsp;2518 |
|  | Sanctuary Capital plc | 2.375% | 4/14/50 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 |
|  | Santander UK Group Holdings plc | 0.391% | 2/28/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3234 | &nbsp;&nbsp;&nbsp;&nbsp;3378 |
|  | Santander UK Group Holdings plc | 3.625% | 1/14/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;8099 | &nbsp;&nbsp;&nbsp;&nbsp;9529 |
|  | Santander UK Group Holdings plc | 2.920% | 5/8/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6999 | &nbsp;&nbsp;&nbsp;&nbsp;8125 |
|  | Santander UK Group Holdings plc | 2.421% | 1/17/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3623 |
|  | Santander UK Group Holdings plc | 0.603% | 9/13/29 | EUR | &nbsp;&nbsp;13042 | &nbsp;&nbsp;&nbsp;11519 |
|  | Santander UK plc | 0.100% | 5/12/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;10144 |
|  | Santander UK plc | 1.250% | 9/18/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3324 | &nbsp;&nbsp;&nbsp;&nbsp;3490 |
|  | Santander UK plc | 0.500% | 1/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3956 | &nbsp;&nbsp;&nbsp;&nbsp;4068 |
|  | Santander UK plc | 5.750% | 3/2/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2843 | &nbsp;&nbsp;&nbsp;&nbsp;3667 |
|  | Santander UK plc | 5.250% | 2/16/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4696 | &nbsp;&nbsp;&nbsp;&nbsp;6054 |
|  | Santander UK plc | 3.875% | 10/15/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;7552 | &nbsp;&nbsp;&nbsp;&nbsp;8859 |
| <sup>1</sup> | Saxon Weald Capital plc | 5.375% | 6/6/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
|  | Scotland Gas Networks plc | 3.250% | 3/8/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;1938 |
|  | Scotland Gas Networks plc | 4.875% | 12/21/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |
|  | Scottish Hydro Electric Transmission plc | 2.250% | 9/27/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
|  | Scottish Widows Ltd. | 7.000% | 6/16/43 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2682 |
|  | Segro Capital Sarl | 0.500% | 9/22/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4276 | &nbsp;&nbsp;&nbsp;&nbsp;3454 |
|  | Segro plc | 2.375% | 10/11/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
|  | Segro plc | 2.875% | 10/11/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1536 |
|  | Severn Trent Utilities Finance plc | 3.625% | 1/16/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2688 | &nbsp;&nbsp;&nbsp;&nbsp;3236 |
|  | Severn Trent Utilities Finance plc | 2.750% | 12/5/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
|  | Severn Trent Utilities Finance plc | 2.000% | 6/2/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 |
|  | Severn Trent Utilities Finance plc | 4.875% | 1/24/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2249 | &nbsp;&nbsp;&nbsp;&nbsp;2744 |
|  | Skipton Building Society | 2.000% | 10/2/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 |
|  | Sky Ltd. | 2.250% | 11/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
|  | Sky Ltd. | 2.500% | 9/15/26 | EUR | &nbsp;&nbsp;22426 | &nbsp;&nbsp;23586 |
|  | Sky Ltd. | 6.000% | 5/21/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | Sky Ltd. | 4.000% | 11/26/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2366 | &nbsp;&nbsp;&nbsp;&nbsp;2855 |
|  | Smith & Nephew plc | 4.565% | 10/11/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1115 |
|  | South Eastern Power Networks plc | 5.500% | 6/5/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | South Eastern Power Networks plc | 5.625% | 9/30/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1251 | &nbsp;&nbsp;&nbsp;&nbsp;1629 |
|  | South Eastern Power Networks plc | 6.375% | 11/12/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1387 | &nbsp;&nbsp;&nbsp;&nbsp;1903 |
|  | South Eastern Power Networks plc | 1.750% | 9/30/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;1201 |
|  | Southern Electric Power Distribution plc | 4.625% | 2/20/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3736 | &nbsp;&nbsp;&nbsp;&nbsp;4382 |
|  | Southern Gas Networks plc | 2.500% | 2/3/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp;&nbsp;2684 |
|  | Southern Gas Networks plc | 6.375% | 5/15/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
|  | Southern Housing Group Ltd. | 3.500% | 10/19/47 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
|  | Southern Water Services Finance Ltd. | 6.640% | 3/31/26 | GBP | &nbsp;&nbsp;&nbsp;11362 | &nbsp;&nbsp;&nbsp;14679 |
|  | Southern Water Services Finance Ltd. | 1.625% | 3/30/27 | GBP | &nbsp;&nbsp;&nbsp;10186 | &nbsp;&nbsp;&nbsp;10988 |
|  | Southern Water Services Finance Ltd. | 6.192% | 3/31/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;1925 |
|  | Southern Water Services Finance Ltd. | 3.000% | 5/28/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1392 |
|  | Southern Water Services Finance Ltd. | 4.500% | 3/31/52 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
|  | Southern Water Services Finance Ltd. | 5.125% | 9/30/56 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | Sovereign Housing Capital plc | 4.768% | 6/1/43 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
|  | Sovereign Housing Capital plc | 2.375% | 11/4/48 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;1960 |
|  | SP Distribution plc | 5.875% | 7/17/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
|  | SP Manweb plc | 4.875% | 9/20/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
|  | SSE plc | 1.250% | 4/16/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6321 | &nbsp;&nbsp;&nbsp;&nbsp;6536 |
|  | SSE plc | 0.875% | 9/6/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 |
|  | SSE plc | 8.375% | 11/20/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1518 | &nbsp;&nbsp;&nbsp;&nbsp;2194 |
|  | SSE plc | 1.750% | 4/16/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;9097 |
|  | SSE plc | 6.250% | 8/27/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3272 | &nbsp;&nbsp;&nbsp;&nbsp;4424 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | SSE plc | 3.125% | Perpetual | EUR | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1006 |
|  | SSE plc | 4.000% | Perpetual | EUR | &nbsp;&nbsp;5167 | &nbsp;&nbsp;&nbsp;&nbsp;5203 |
|  | Stagecoach Group plc | 4.000% | 9/29/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
|  | Standard Chartered plc | 2.900% | 6/28/25 | AUD | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1362 |
|  | Standard Chartered plc | 1.625% | 10/3/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
|  | Standard Chartered plc | 0.850% | 1/27/28 | EUR | &nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;2779 |
|  | Standard Chartered plc | 1.200% | 9/23/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
|  | Standard Chartered plc | 4.375% | 1/18/38 | GBP | &nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1750 |
|  | Student Finance plc | 2.666% | 9/30/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 |
|  | Sunderland SHG Finance plc | 6.380% | 3/31/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>1</sup> | TC Dudgeon Ofto plc | 3.158% | 11/12/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
| <sup>1</sup> | Telereal Secured Finance plc | 4.010% | 12/10/33 | GBP | &nbsp;&nbsp;1199 | &nbsp;&nbsp;&nbsp;&nbsp;1382 |
| <sup>1</sup> | Telereal Securitisation plc | 6.165% | 12/10/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 |
|  | Tesco Corporate Treasury Services plc | 0.875% | 5/29/26 | EUR | &nbsp;&nbsp;4958 | &nbsp;&nbsp;&nbsp;&nbsp;4950 |
|  | Tesco Corporate Treasury Services plc | 1.875% | 11/2/28 | GBP | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2098 |
|  | Tesco Corporate Treasury Services plc | 0.375% | 7/27/29 | EUR | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1746 |
| <sup>1</sup> | Tesco Property Finance 1 plc | 7.623% | 7/13/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;923 | &nbsp;&nbsp;&nbsp;&nbsp;1286 |
| <sup>1</sup> | Tesco Property Finance 2 plc | 6.052% | 10/13/39 | GBP | &nbsp;&nbsp;1518 | &nbsp;&nbsp;&nbsp;&nbsp;1905 |
| <sup>1</sup> | Tesco Property Finance 3 plc | 5.744% | 4/13/40 | GBP | &nbsp;&nbsp;2236 | &nbsp;&nbsp;&nbsp;&nbsp;2716 |
| <sup>1</sup> | Tesco Property Finance 4 plc | 5.801% | 10/13/40 | GBP | &nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;3446 |
| <sup>1</sup> | Tesco Property Finance 6 plc | 5.411% | 7/13/44 | GBP | &nbsp;&nbsp;&nbsp;2764 | &nbsp;&nbsp;&nbsp;&nbsp;3247 |
|  | Thames Water Utilities Finance plc | 2.875% | 12/12/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 |
|  | Thames Water Utilities Finance plc | 4.000% | 6/19/25 | GBP | &nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;4755 |
|  | Thames Water Utilities Finance plc | 0.875% | 1/31/28 | EUR | &nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5032 |
|  | Thames Water Utilities Finance plc | 3.500% | 2/25/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 |
|  | Thames Water Utilities Finance plc | 6.750% | 11/16/28 | GBP | &nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;2342 |
|  | Thames Water Utilities Finance plc | 2.625% | 1/24/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;1018 |
|  | Thames Water Utilities Finance plc | 1.250% | 1/31/32 | EUR | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2099 |
|  | Thames Water Utilities Finance plc | 6.500% | 2/9/32 | GBP | &nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;3095 |
|  | Thames Water Utilities Finance plc | 4.375% | 7/3/34 | GBP | &nbsp;&nbsp;1362 | &nbsp;&nbsp;&nbsp;&nbsp;1564 |
|  | Thames Water Utilities Finance plc | 5.125% | 9/28/37 | GBP | &nbsp;&nbsp;2686 | &nbsp;&nbsp;&nbsp;&nbsp;3208 |
|  | Thames Water Utilities Finance plc | 2.375% | 4/22/40 | GBP | &nbsp;&nbsp;&nbsp;3401 | &nbsp;&nbsp;&nbsp;&nbsp;2807 |
|  | Thames Water Utilities Finance plc | 5.500% | 2/11/41 | GBP | &nbsp;&nbsp;&nbsp;2674 | &nbsp;&nbsp;&nbsp;&nbsp;3297 |
|  | Thames Water Utilities Finance plc | 4.625% | 6/4/46 | GBP | &nbsp;&nbsp;2538 | &nbsp;&nbsp;&nbsp;&nbsp;2774 |
|  | Thames Water Utilities Finance plc | 7.738% | 4/9/58 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 |
|  | THFC Funding No. 2 plc | 6.350% | 7/8/41 | GBP | &nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;1669 |
|  | THFC Funding No. 2 plc | 5.200% | 10/11/43 | GBP | &nbsp;&nbsp;&nbsp;7737 | &nbsp;&nbsp;&nbsp;&nbsp;9600 |
|  | Together Housing Finance plc | 4.500% | 12/17/42 | GBP | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1607 |
|  | Tritax Big Box REIT plc | 1.500% | 11/27/33 | GBP | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1295 |
|  | Tritax EuroBox plc | 0.950% | 6/2/26 | EUR | &nbsp;&nbsp;1796 | &nbsp;&nbsp;&nbsp;&nbsp;1615 |
|  | Unilever Finance Netherlands BV | 1.250% | 3/25/25 | EUR | &nbsp;&nbsp;9725 | &nbsp;&nbsp;10178 |
|  | Unilever Finance Netherlands BV | 1.125% | 2/12/27 | EUR | &nbsp;&nbsp;4958 | &nbsp;&nbsp;&nbsp;&nbsp;4989 |
|  | Unilever Finance Netherlands BV | 1.375% | 7/31/29 | EUR | &nbsp;&nbsp;2592 | &nbsp;&nbsp;&nbsp;&nbsp;2530 |
|  | Unilever Finance Netherlands BV | 1.750% | 3/25/30 | EUR | &nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;4889 |
|  | Unilever Finance Netherlands BV | 1.375% | 9/4/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 |
|  | Unilever plc | 1.500% | 7/22/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
|  | Unilever plc | 1.500% | 6/11/39 | EUR | &nbsp;&nbsp;2547 | &nbsp;&nbsp;&nbsp;&nbsp;2153 |
|  | UNITE Group plc | 3.500% | 10/15/28 | GBP | &nbsp;&nbsp;1296 | &nbsp;&nbsp;&nbsp;&nbsp;1421 |
|  | UNITE USAF II plc | 3.921% | 6/30/30 | GBP | &nbsp;&nbsp;1859 | &nbsp;&nbsp;&nbsp;&nbsp;2215 |
|  | United Utilities Water Finance plc | 0.875% | 10/28/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
|  | United Utilities Water Finance plc | 2.625% | 2/12/31 | GBP | &nbsp;&nbsp;5866 | &nbsp;&nbsp;&nbsp;&nbsp;6339 |
|  | United Utilities Water Finance plc | 2.000% | 7/3/33 | GBP | &nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 |
|  | United Utilities Water Finance plc | 1.875% | 6/3/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
|  | United Utilities Water Ltd. | 5.625% | 12/20/27 | GBP | &nbsp;&nbsp;3321 | &nbsp;&nbsp;&nbsp;&nbsp;4319 |
|  | University College London | 1.625% | 6/4/61 | GBP | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;1439 |
|  | University of Cambridge | 3.750% | 10/17/52 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 |
|  | University of Cambridge | 2.350% | 6/27/78 | GBP | &nbsp;&nbsp;1452 | &nbsp;&nbsp;&nbsp;&nbsp;1107 |
|  | University of Leeds | 3.125% | 12/19/50 | GBP | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2025 |

---

------

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | University of Liverpool | 3.375% | 6/25/55 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | University of Manchester | 4.250% | 7/4/53 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;1130 |
|  | University of Oxford | 2.544% | 12/8/17 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4459 | &nbsp;&nbsp;&nbsp;&nbsp;3179 |
|  | Urenco Finance NV | 2.375% | 12/2/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;2022 |
|  | Utmost Group plc | 4.000% | 12/15/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1851 |
|  | Virgin Money UK plc | 2.875% | 6/24/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3259 |
|  | Virgin Money UK plc | 3.375% | 4/24/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;7658 | &nbsp;&nbsp;&nbsp;&nbsp;8964 |
|  | Virgin Money UK plc | 4.000% | 9/25/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3782 |
|  | Virgin Money UK plc | 4.000% | 9/3/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2728 | &nbsp;&nbsp;&nbsp;&nbsp;3183 |
|  | Virgin Money UK plc | 5.125% | 12/11/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;1823 |
|  | Vodafone Group plc | 1.875% | 9/11/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;10181 |
|  | Vodafone Group plc | 1.125% | 11/20/25 | EUR | &nbsp;&nbsp;12277 | &nbsp;&nbsp;12566 |
|  | Vodafone Group plc | 5.625% | 12/4/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
|  | Vodafone Group plc | 2.200% | 8/25/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2251 | &nbsp;&nbsp;&nbsp;&nbsp;2356 |
|  | Vodafone Group plc | 1.500% | 7/24/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4401 | &nbsp;&nbsp;&nbsp;&nbsp;4432 |
|  | Vodafone Group plc | 4.200% | 12/13/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;4590 | &nbsp;&nbsp;&nbsp;&nbsp;3106 |
|  | Vodafone Group plc | 1.875% | 11/20/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1955 |
|  | Vodafone Group plc | 1.625% | 11/24/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5761 | &nbsp;&nbsp;&nbsp;&nbsp;5430 |
|  | Vodafone Group plc | 1.600% | 7/29/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;5869 |
|  | Vodafone Group plc | 5.900% | 11/26/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;7210 | &nbsp;&nbsp;&nbsp;&nbsp;9700 |
|  | Vodafone Group plc | 2.875% | 11/20/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4654 | &nbsp;&nbsp;&nbsp;&nbsp;4414 |
|  | Vodafone Group plc | 2.500% | 5/24/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3931 | &nbsp;&nbsp;&nbsp;&nbsp;3458 |
|  | Vodafone Group plc | 3.375% | 8/8/49 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3709 | &nbsp;&nbsp;&nbsp;&nbsp;3265 |
|  | Vodafone Group plc | 3.000% | 8/12/56 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3848 | &nbsp;&nbsp;&nbsp;&nbsp;2994 |
|  | Wales & West Utilities Finance plc | 5.750% | 3/29/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;3189 |
|  | Wales & West Utilities Finance plc | 3.000% | 8/3/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | Wellcome Trust Finance plc | 4.625% | 7/25/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3716 | &nbsp;&nbsp;&nbsp;&nbsp;4764 |
|  | Wellcome Trust Ltd. | 4.000% | 5/9/59 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp;1307 |
|  | Wellcome Trust Ltd. | 1.500% | 7/14/71 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
|  | Wellcome Trust Ltd. | 2.517% | 2/7/18 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2141 | &nbsp;&nbsp;&nbsp;&nbsp;1555 |
|  | Wessex Water Services Finance plc | 5.375% | 3/10/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | Wessex Water Services Finance plc | 1.250% | 1/12/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1786 | &nbsp;&nbsp;&nbsp;&nbsp;1398 |
|  | Western Power Distribution East Midlands plc | 1.750% | 9/9/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
|  | Western Power Distribution South Wales plc | 1.625% | 10/7/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2486 | &nbsp;&nbsp;&nbsp;&nbsp;2110 |
|  | Western Power Distribution South Wales plc | 5.750% | 3/23/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1435 |
|  | Western Power Distribution South West plc | 5.875% | 3/25/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1073 | &nbsp;&nbsp;&nbsp;&nbsp;1379 |
|  | Western Power Distribution South West plc | 5.750% | 3/23/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;1107 |
|  | Western Power Distribution West Midlands plc | 5.750% | 4/16/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2728 | &nbsp;&nbsp;&nbsp;&nbsp;3539 |
|  | Westfield Stratford City Finance No. 2 plc | 1.642% | 8/4/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1228 | &nbsp;&nbsp;&nbsp;&nbsp;1332 |
|  | Wheatley Group Capital plc | 4.375% | 11/28/44 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1131 | &nbsp;&nbsp;&nbsp;&nbsp;1286 |
|  | WHG Treasury plc | 4.250% | 10/6/45 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;2158 |
| <sup>1</sup> | Wods Transmission plc | 3.446% | 8/24/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
|  | WPP Finance 2013 | 2.875% | 9/14/46 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1393 | &nbsp;&nbsp;&nbsp;&nbsp;1101 |
|  | WPP Finance 2016 | 1.375% | 3/20/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6908 | &nbsp;&nbsp;&nbsp;&nbsp;7145 |
|  | WPP Finance 2017 | 3.750% | 5/19/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2067 | &nbsp;&nbsp;&nbsp;&nbsp;2271 |
|  | WPP Finance Deutschland GmbH | 1.625% | 3/23/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3769 | &nbsp;&nbsp;&nbsp;&nbsp;3607 |
|  | WPP Finance SA | 2.250% | 9/22/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | WPP Finance SA | 2.375% | 5/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5947 | &nbsp;&nbsp;&nbsp;&nbsp;6149 |
|  | Wrekin Housing Group Ltd. | 2.500% | 10/22/48 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | Yorkshire Building Society | 3.000% | 4/18/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;1417 |
|  | Yorkshire Building Society | 0.625% | 9/21/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4377 | &nbsp;&nbsp;&nbsp;&nbsp;4351 |
|  | Yorkshire Building Society | 3.500% | 4/21/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 |

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------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Yorkshire Building Society | 0.010% | 10/13/27 | EUR | &nbsp;&nbsp;16178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15082 |
| Yorkshire Building Society | 0.500% | 7/1/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6295 |
| Yorkshire Building Society | 3.375% | 9/13/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;9610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10527 |
| Yorkshire Building Society | 1.500% | 9/15/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2792 |
| Yorkshire Housing Finance plc | 4.125% | 10/31/44 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1917 |
| Yorkshire Power Finance Ltd. | 7.250% | 8/4/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| Yorkshire Water Finance plc | 3.625% | 8/1/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3704 |
| Yorkshire Water Finance plc | 6.375% | 8/19/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 |
| Yorkshire Water Finance plc | 2.750% | 4/18/41 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6160 |
| Yorkshire Water Services Finance Ltd. | 5.500% | 5/28/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 |
|  |  |  |  |  | &nbsp;&nbsp;**2243500** |
| **United States (3.0%)** | **United States (3.0%)** | **United States (3.0%)** |  |  |  |
| 3M Co. | 1.500% | 11/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| 3M Co. | 1.750% | 5/15/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 |
| Abbott Ireland Financing DAC | 1.500% | 9/27/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8957 |
| Abbott Ireland Financing DAC | 0.375% | 11/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4714 |
| AbbVie Inc. | 1.375% | 5/17/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6904 |
| AbbVie Inc. | 1.250% | 6/1/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10482 |
| AbbVie Inc. | 0.750% | 11/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2945 |
| AbbVie Inc. | 2.625% | 11/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 |
| AbbVie Inc. | 2.125% | 11/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9805 |
| AbbVie Inc. | 2.125% | 6/1/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6365 |
| AGCO International Holdings BV | 0.800% | 10/6/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267 |
| Air Lease Corp. | 2.625% | 12/5/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2882 |
| Air Products and Chemicals Inc. | 1.000% | 2/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686 |
| Air Products and Chemicals Inc. | 0.500% | 5/5/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713 |
| Air Products and Chemicals Inc. | 0.800% | 5/5/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414 |
| Altria Group Inc. | 1.700% | 6/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557 |
| Altria Group Inc. | 2.200% | 6/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6123 |
| Altria Group Inc. | 3.125% | 6/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6275 |
| American Honda Finance Corp. | 0.750% | 11/25/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3497 |
| American Honda Finance Corp. | 0.300% | 7/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4664 |
| American International Group Inc. | 1.875% | 6/21/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 |
| American Medical Systems Europe BV | 0.750% | 3/8/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5128 |
| American Medical Systems Europe BV | 1.625% | 3/8/31 | EUR | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11661 |
| American Medical Systems Europe BV | 1.875% | 3/8/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5154 |
| American Tower Corp. | 1.950% | 5/22/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9948 |
| American Tower Corp. | 0.450% | 1/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6503 |
| American Tower Corp. | 0.400% | 2/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747 |
| American Tower Corp. | 0.500% | 1/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5243 |
| American Tower Corp. | 0.875% | 5/21/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4220 |
| American Tower Corp. | 0.950% | 10/5/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2551 |
| American Tower Corp. | 1.250% | 5/21/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 |
| Amgen Inc. | 2.000% | 2/25/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326 |
| Amgen Inc. | 5.500% | 12/7/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2791 |
| Amgen Inc. | 4.000% | 9/13/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 |
| Amphenol Technologies Holding GmbH | 2.000% | 10/8/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054 |
| Aon plc | 2.875% | 5/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696 |
| Apple Inc. | 2.513% | 8/19/24 | CAD | &nbsp;&nbsp;13875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10115 |
| Apple Inc. | 0.875% | 5/24/25 | EUR | &nbsp;&nbsp;16289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16884 |
| Apple Inc. | 0.000% | 11/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4435 |
| Apple Inc. | 3.600% | 6/10/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 |
| Apple Inc. | 2.000% | 9/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645 |
| Apple Inc. | 1.375% | 5/24/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4191 |
| Apple Inc. | 0.750% | 2/25/30 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2752 |
| Apple Inc. | 0.500% | 11/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2281 |
| Apple Inc. | 3.600% | 7/31/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Aptiv plc | 1.500% | 3/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;6164 |
| Archer-Daniels-Midland Co. | 1.000% | 9/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7640 | &nbsp;&nbsp;&nbsp;&nbsp;7823 |
| AT&T Inc. | 2.400% | 3/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2676 | &nbsp;&nbsp;&nbsp;&nbsp;2877 |
| AT&T Inc. | 2.850% | 5/25/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1463 |
| AT&T Inc. | 1.375% | 12/4/24 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
| AT&T Inc. | 4.000% | 11/25/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5233 | &nbsp;&nbsp;&nbsp;&nbsp;3879 |
| AT&T Inc. | 4.100% | 1/19/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| AT&T Inc. | 0.250% | 3/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1276 | &nbsp;&nbsp;&nbsp;&nbsp;1258 |
| AT&T Inc. | 2.900% | 12/4/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp;1561 |
| AT&T Inc. | 5.500% | 3/15/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 |
| AT&T Inc. | 1.600% | 5/19/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 |
| AT&T Inc. | 4.600% | 9/19/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;3508 |
| AT&T Inc. | 2.350% | 9/5/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6931 | &nbsp;&nbsp;&nbsp;&nbsp;6932 |
| AT&T Inc. | 4.375% | 9/14/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;2753 |
| AT&T Inc. | 0.800% | 3/4/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;1692 |
| AT&T Inc. | 3.550% | 12/17/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6896 | &nbsp;&nbsp;&nbsp;&nbsp;7298 |
| AT&T Inc. | 5.200% | 11/18/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;&nbsp;&nbsp;1907 |
| AT&T Inc. | 3.375% | 3/15/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1364 | &nbsp;&nbsp;&nbsp;&nbsp;1395 |
| AT&T Inc. | 2.450% | 3/15/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;2273 |
| AT&T Inc. | 3.150% | 9/4/36 | EUR | &nbsp;&nbsp;11534 | &nbsp;&nbsp;&nbsp;11124 |
| AT&T Inc. | 2.600% | 5/19/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5399 | &nbsp;&nbsp;&nbsp;&nbsp;4785 |
| AT&T Inc. | 1.800% | 9/14/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
| AT&T Inc. | 7.000% | 4/30/40 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;6972 |
| AT&T Inc. | 4.250% | 6/1/43 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6514 | &nbsp;&nbsp;&nbsp;&nbsp;6841 |
| AT&T Inc. | 4.875% | 6/1/44 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1376 | &nbsp;&nbsp;&nbsp;&nbsp;1561 |
| AT&T Inc. | 4.850% | 5/25/47 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5613 | &nbsp;&nbsp;&nbsp;&nbsp;3891 |
| AT&T Inc. | 5.100% | 11/25/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;2040 |
| Athene Global Funding | 3.127% | 3/10/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1435 |
| Athene Global Funding | 2.100% | 9/24/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 |
| Athene Global Funding | 0.366% | 9/10/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1786 | &nbsp;&nbsp;&nbsp;&nbsp;1669 |
| Athene Global Funding | 0.832% | 1/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;7974 |
| Athene Global Funding | 1.750% | 11/24/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;9981 | &nbsp;&nbsp;&nbsp;10418 |
| Athene Global Funding | 0.625% | 1/12/28 | EUR | &nbsp;&nbsp;12713 | &nbsp;&nbsp;&nbsp;11348 |
| Athene Global Funding | 2.470% | 6/9/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2356 | &nbsp;&nbsp;&nbsp;&nbsp;1543 |
| Bank of America Corp. | 1.379% | 2/7/25 | EUR | &nbsp;&nbsp;14600 | &nbsp;&nbsp;&nbsp;15487 |
| Bank of America Corp. | 2.932% | 4/25/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4703 | &nbsp;&nbsp;&nbsp;&nbsp;3435 |
| Bank of America Corp. | 2.300% | 7/25/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;3416 |
| Bank of America Corp. | 3.407% | 9/20/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3071 | &nbsp;&nbsp;&nbsp;&nbsp;2248 |
| Bank of America Corp. | 3.515% | 3/24/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp;1075 |
| Bank of America Corp. | 0.808% | 5/9/26 | EUR | &nbsp;&nbsp;&nbsp;17256 | &nbsp;&nbsp;&nbsp;17497 |
| Bank of America Corp. | 1.949% | 10/27/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3088 |
| Bank of America Corp. | 4.250% | 12/10/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2196 | &nbsp;&nbsp;&nbsp;&nbsp;2673 |
| Bank of America Corp. | 1.776% | 5/4/27 | EUR | &nbsp;&nbsp;10773 | &nbsp;&nbsp;&nbsp;10930 |
| Bank of America Corp. | 1.978% | 9/15/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4404 | &nbsp;&nbsp;&nbsp;&nbsp;3017 |
| Bank of America Corp. | 3.615% | 3/16/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7098 | &nbsp;&nbsp;&nbsp;&nbsp;5126 |
| Bank of America Corp. | 1.662% | 4/25/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1088 |
| Bank of America Corp. | 0.583% | 8/24/28 | EUR | &nbsp;&nbsp;16789 | &nbsp;&nbsp;&nbsp;15641 |
| Bank of America Corp. | 3.648% | 3/31/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2289 | &nbsp;&nbsp;&nbsp;&nbsp;2443 |
| Bank of America Corp. | 2.598% | 4/4/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2499 | &nbsp;&nbsp;&nbsp;&nbsp;1701 |
| Bank of America Corp. | 1.667% | 6/2/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9423 |
| Bank of America Corp. | 0.694% | 3/22/31 | EUR | &nbsp;&nbsp;19233 | &nbsp;&nbsp;&nbsp;16629 |
| Bank of America Corp. | 3.584% | 4/27/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
| Bank of America Corp. | 0.654% | 10/26/31 | EUR | &nbsp;&nbsp;&nbsp;27125 | &nbsp;&nbsp;22887 |
| Bank of America Corp. | 1.102% | 5/24/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1723 |
| Baxter International Inc. | 1.300% | 5/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7068 | &nbsp;&nbsp;&nbsp;&nbsp;7300 |
| Baxter International Inc. | 1.300% | 5/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;3368 |
| Becton Dickinson and Co. | 0.034% | 8/13/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2623 | &nbsp;&nbsp;&nbsp;&nbsp;2612 |
| Becton Dickinson and Co. | 1.900% | 12/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5833 | &nbsp;&nbsp;&nbsp;&nbsp;5975 |

---

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Becton Dickinson Euro Finance Sarl | 1.208% | 6/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13956 | &nbsp;&nbsp;&nbsp;14051 |
| Becton Dickinson Euro Finance Sarl | 0.334% | 8/13/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349 | &nbsp;&nbsp;&nbsp;&nbsp;1234 |
| Becton Dickinson Euro Finance Sarl | 1.213% | 2/12/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2373 |
| Becton Dickinson Euro Finance Sarl | 1.336% | 8/13/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706 | &nbsp;&nbsp;&nbsp;&nbsp;1192 |
| Berkshire Hathaway Finance Corp. | 2.000% | 3/18/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;5674 |
| Berkshire Hathaway Finance Corp. | 2.375% | 6/19/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3559 | &nbsp;&nbsp;&nbsp;&nbsp;3288 |
| Berkshire Hathaway Finance Corp. | 2.625% | 6/19/59 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;1438 |
| Berkshire Hathaway Inc. | 1.300% | 3/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5093 | &nbsp;&nbsp;&nbsp;&nbsp;5410 |
| Berkshire Hathaway Inc. | 0.170% | 9/13/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;5946 |
| Berkshire Hathaway Inc. | 1.125% | 3/16/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7574 | &nbsp;&nbsp;&nbsp;&nbsp;7480 |
| Berkshire Hathaway Inc. | 2.150% | 3/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;4272 |
| Berkshire Hathaway Inc. | 0.440% | 9/13/29 | JPY | &nbsp;&nbsp;2690000 | &nbsp;&nbsp;&nbsp;19405 |
| Berkshire Hathaway Inc. | 0.437% | 4/15/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;3509 |
| Berkshire Hathaway Inc. | 1.625% | 3/16/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4408 | &nbsp;&nbsp;&nbsp;&nbsp;3838 |
| Berkshire Hathaway Inc. | 1.108% | 9/13/49 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;2766 |
| Berry Global Inc. | 1.500% | 1/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786 | &nbsp;&nbsp;&nbsp;&nbsp;2708 |
| Blackstone Holdings Finance Co. LLC | 1.000% | 10/5/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
| Blackstone Holdings Finance Co. LLC | 1.500% | 4/10/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938 | &nbsp;&nbsp;&nbsp;&nbsp;4525 |
| Blackstone Holdings Finance Co. LLC | 3.500% | 6/1/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1902 |
| Blackstone Private Credit Fund | 1.750% | 11/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4516 |
| Booking Holdings Inc. | 2.375% | 9/23/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;2037 |
| Booking Holdings Inc. | 0.100% | 3/8/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16447 | &nbsp;&nbsp;&nbsp;16684 |
| Booking Holdings Inc. | 4.000% | 11/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;6565 |
| Booking Holdings Inc. | 1.800% | 3/3/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;5388 |
| Booking Holdings Inc. | 0.500% | 3/8/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11594 | &nbsp;&nbsp;&nbsp;10855 |
| Booking Holdings Inc. | 4.500% | 11/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;7152 |
| Booking Holdings Inc. | 4.750% | 11/15/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;5667 |
| BorgWarner Inc. | 1.000% | 5/19/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4629 | &nbsp;&nbsp;&nbsp;&nbsp;3944 |
| Boston Scientific Corp. | 0.625% | 12/1/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2434 | &nbsp;&nbsp;&nbsp;&nbsp;2316 |
| Bristol-Myers Squibb Co. | 1.000% | 5/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
| Bristol-Myers Squibb Co. | 1.750% | 5/15/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;1764 |
| Brown-Forman Corp. | 1.200% | 7/7/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256 | &nbsp;&nbsp;&nbsp;&nbsp;1263 |
| Brown-Forman Corp. | 2.600% | 7/7/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4607 | &nbsp;&nbsp;&nbsp;&nbsp;5241 |
| Capital One Financial Corp. | 1.650% | 6/12/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5803 | &nbsp;&nbsp;&nbsp;&nbsp;5200 |
| Celanese US Holdings LLC | 4.777% | 7/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2664 |
| Celanese US Holdings LLC | 2.125% | 3/1/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3866 | &nbsp;&nbsp;&nbsp;&nbsp;3692 |
| Celanese US Holdings LLC | 0.625% | 9/10/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;1259 |
| Celanese US Holdings LLC | 5.337% | 1/19/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;&nbsp;1249 |
| Chubb INA Holdings Inc. | 0.300% | 12/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 |
| Chubb INA Holdings Inc. | 1.550% | 3/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;4444 |
| Chubb INA Holdings Inc. | 0.875% | 12/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3188 | &nbsp;&nbsp;&nbsp;&nbsp;2847 |
| Chubb INA Holdings Inc. | 1.400% | 6/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366 | &nbsp;&nbsp;&nbsp;&nbsp;2117 |
| Chubb INA Holdings Inc. | 2.500% | 3/15/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;5438 |
| Citigroup Inc. | 2.375% | 5/22/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;1079 |
| Citigroup Inc. | 4.090% | 6/9/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;&nbsp;1176 |
| Citigroup Inc. | 2.400% | 10/31/25 | JPY | &nbsp;&nbsp;3164500 | &nbsp;&nbsp;24861 |
| Citigroup Inc. | 1.250% | 7/6/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5519 |
| Citigroup Inc. | 1.500% | 7/24/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9461 | &nbsp;&nbsp;&nbsp;&nbsp;9706 |
| Citigroup Inc. | 2.125% | 9/10/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp;&nbsp;&nbsp;2715 |
| Citigroup Inc. | 1.750% | 10/23/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp;&nbsp;&nbsp;6071 |
| Citigroup Inc. | 2.800% | 6/25/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;199400 | &nbsp;&nbsp;&nbsp;&nbsp;1609 |
| Citigroup Inc. | 0.500% | 10/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18367 | &nbsp;&nbsp;&nbsp;17659 |
| Citigroup Inc. | 1.625% | 3/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2947 |
| Citigroup Inc. | 1.250% | 4/10/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1356 |
| Citigroup Inc. | 4.500% | 3/3/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 |
| Citigroup Inc. | 6.800% | 6/25/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2079 | &nbsp;&nbsp;&nbsp;&nbsp;3205 |
| Citigroup Inc. | 7.375% | 9/1/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 |
| Coca-Cola Co. | 0.500% | 3/8/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2818 | &nbsp;&nbsp;&nbsp;&nbsp;2979 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Coca-Cola Co. | 3.250% | 6/11/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| Coca-Cola Co. | 1.125% | 3/9/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6412 | &nbsp;&nbsp;&nbsp;&nbsp;6411 |
| Coca-Cola Co. | 0.125% | 3/9/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2911 | &nbsp;&nbsp;&nbsp;&nbsp;2637 |
| Coca-Cola Co. | 0.125% | 3/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;4158 |
| Coca-Cola Co. | 0.400% | 5/6/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5670 | &nbsp;&nbsp;&nbsp;&nbsp;5063 |
| Coca-Cola Co. | 0.500% | 3/9/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3129 | &nbsp;&nbsp;&nbsp;&nbsp;2584 |
| Coca-Cola Co. | 0.375% | 3/15/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8413 | &nbsp;&nbsp;&nbsp;&nbsp;6833 |
| Coca-Cola Co. | 1.625% | 3/9/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;2447 |
| Coca-Cola Co. | 0.950% | 5/6/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3356 | &nbsp;&nbsp;&nbsp;&nbsp;2660 |
| Coca-Cola Co. | 0.800% | 3/15/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3013 | &nbsp;&nbsp;&nbsp;&nbsp;2141 |
| Coca-Cola Co. | 1.000% | 3/9/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1158 |
| Colgate-Palmolive Co. | 0.500% | 3/6/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4957 | &nbsp;&nbsp;&nbsp;&nbsp;4985 |
| Colgate-Palmolive Co. | 0.300% | 11/10/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4589 |
| Colgate-Palmolive Co. | 1.375% | 3/6/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274 | &nbsp;&nbsp;&nbsp;&nbsp;1164 |
| Colgate-Palmolive Co. | 0.875% | 11/12/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
| Comcast Corp. | 0.000% | 9/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3606 | &nbsp;&nbsp;&nbsp;&nbsp;3479 |
| Comcast Corp. | 1.500% | 2/20/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3269 | &nbsp;&nbsp;&nbsp;&nbsp;3429 |
| Comcast Corp. | 0.250% | 9/14/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6118 | &nbsp;&nbsp;&nbsp;&nbsp;5394 |
| Comcast Corp. | 5.500% | 11/23/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956 | &nbsp;&nbsp;&nbsp;&nbsp;2570 |
| Comcast Corp. | 0.750% | 2/20/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2127 |
| Comcast Corp. | 1.875% | 2/20/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3542 | &nbsp;&nbsp;&nbsp;&nbsp;3213 |
| Comcast Corp. | 1.250% | 2/20/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3702 | &nbsp;&nbsp;&nbsp;&nbsp;2813 |
| Corning Inc. | 0.992% | 8/10/27 | JPY | &nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp;6386 |
| Danaher Corp. | 1.700% | 3/30/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 |
| Danaher Corp. | 2.500% | 3/30/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;5679 |
| DH Europe Finance II Sarl | 0.200% | 3/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7504 | &nbsp;&nbsp;&nbsp;&nbsp;7409 |
| DH Europe Finance II Sarl | 0.450% | 3/18/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;1488 |
| DH Europe Finance II Sarl | 0.750% | 9/18/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3685 | &nbsp;&nbsp;&nbsp;&nbsp;3190 |
| DH Europe Finance II Sarl | 1.350% | 9/18/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;4025 |
| DH Europe Finance II Sarl | 1.800% | 9/18/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;2146 |
| Digital Dutch Finco BV | 1.500% | 3/15/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2222 |
| Digital Dutch Finco BV | 1.250% | 2/1/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6684 | &nbsp;&nbsp;&nbsp;&nbsp;5626 |
| Digital Euro Finco LLC | 2.625% | 4/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;2653 |
| Digital Euro Finco LLC | 1.125% | 4/9/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9633 | &nbsp;&nbsp;&nbsp;&nbsp;8804 |
| Digital Intrepid Holding BV | 0.625% | 7/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 |
| Digital Stout Holding LLC | 3.300% | 7/19/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938 | &nbsp;&nbsp;&nbsp;&nbsp;5333 |
| Digital Stout Holding LLC | 3.750% | 10/17/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;2076 |
| Discovery Communications LLC | 2.500% | 9/20/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3685 | &nbsp;&nbsp;&nbsp;&nbsp;4365 |
| Discovery Communications LLC | 1.900% | 3/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8701 | &nbsp;&nbsp;&nbsp;&nbsp;8636 |
| Dover Corp. | 1.250% | 11/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10890 | &nbsp;&nbsp;10829 |
| Dover Corp. | 0.750% | 11/4/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2932 |
| Dow Chemical Co. | 0.500% | 3/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8778 | &nbsp;&nbsp;&nbsp;&nbsp;8348 |
| Dow Chemical Co. | 1.125% | 3/15/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3378 |
| Duke Energy Corp. | 3.100% | 6/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp;10752 |
| Duke Energy Corp. | 3.850% | 6/15/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5432 |
| DXC Capital Funding DAC | 0.450% | 9/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2903 | &nbsp;&nbsp;&nbsp;&nbsp;2647 |
| DXC Capital Funding DAC | 0.950% | 9/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4171 | &nbsp;&nbsp;&nbsp;&nbsp;3529 |
| DXC Technology Co. | 1.750% | 1/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7863 | &nbsp;&nbsp;&nbsp;&nbsp;7964 |
| Eastman Chemical Co. | 1.500% | 5/26/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;5309 |
| Eastman Chemical Co. | 1.875% | 11/23/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;15729 | &nbsp;&nbsp;15687 |
| Eaton Capital Unlimited Co. | 0.697% | 5/14/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8062 | &nbsp;&nbsp;&nbsp;&nbsp;8244 |
| Eaton Capital Unlimited Co. | 0.577% | 3/8/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1437 |
| Ecolab Inc. | 1.000% | 1/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2607 |
| Eli Lilly & Co. | 2.125% | 6/3/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3956 | &nbsp;&nbsp;&nbsp;&nbsp;4030 |
| Eli Lilly & Co. | 0.500% | 9/14/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3339 |
| Eli Lilly & Co. | 1.700% | 11/1/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098 | &nbsp;&nbsp;&nbsp;&nbsp;2401 |
| Eli Lilly & Co. | 1.375% | 9/14/61 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;1776 |
| Emerson Electric Co. | 0.375% | 5/22/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;1073 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Emerson Electric Co. | 1.250% | 10/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3004 | &nbsp;&nbsp;&nbsp;&nbsp;3089 |
| Emerson Electric Co. | 2.000% | 10/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;1002 |
| Equinix Inc. | 0.250% | 3/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2086 | &nbsp;&nbsp;&nbsp;&nbsp;1968 |
| Euronet Worldwide Inc. | 1.375% | 5/22/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3144 | &nbsp;&nbsp;&nbsp;&nbsp;3043 |
| Exxon Mobil Corp. | 0.142% | 6/26/24 | EUR | &nbsp;&nbsp;11771 | &nbsp;&nbsp;12256 |
| Exxon Mobil Corp. | 0.835% | 6/26/32 | EUR | &nbsp;&nbsp;14968 | &nbsp;&nbsp;12564 |
| FedEx Corp. | 1.625% | 1/11/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;3510 |
| FedEx Corp. | 1.300% | 8/5/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1139 | &nbsp;&nbsp;&nbsp;&nbsp;1015 |
| FedEx Corp. | 0.950% | 5/4/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8109 | &nbsp;&nbsp;&nbsp;&nbsp;6555 |
| Fidelity National Information Services Inc. | 0.625% | 12/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2011 |
| Fidelity National Information Services Inc. | 1.500% | 5/21/27 | EUR | &nbsp;&nbsp;13291 | &nbsp;&nbsp;13271 |
| Fidelity National Information Services Inc. | 2.250% | 12/3/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;1145 |
| Fidelity National Information Services Inc. | 2.000% | 5/21/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1986 | &nbsp;&nbsp;&nbsp;&nbsp;1927 |
| Fidelity National Information Services Inc. | 3.360% | 5/21/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2858 | &nbsp;&nbsp;&nbsp;&nbsp;3187 |
| Fidelity National Information Services Inc. | 2.950% | 5/21/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
| Fiserv Inc. | 2.250% | 7/1/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| Fiserv Inc. | 1.125% | 7/1/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2008 | &nbsp;&nbsp;&nbsp;&nbsp;1981 |
| Fiserv Inc. | 1.625% | 7/1/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;6015 |
| Fiserv Inc. | 3.000% | 7/1/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;2808 |
| GE Capital Canada Funding Co. | 5.730% | 10/22/37 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576 |
| GE Capital European Funding Unlimited Co. | 6.025% | 3/1/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1341 | &nbsp;&nbsp;&nbsp;&nbsp;1774 |
| GE Capital UK Funding Unlimited Co. | 5.875% | 1/18/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4959 | &nbsp;&nbsp;&nbsp;&nbsp;6451 |
| General Electric Co. | 0.875% | 5/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
| General Electric Co. | 1.500% | 5/17/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4771 | &nbsp;&nbsp;&nbsp;&nbsp;4649 |
| General Electric Co. | 4.125% | 9/19/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;7258 |
| General Electric Co. | 2.125% | 5/17/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3706 | &nbsp;&nbsp;&nbsp;&nbsp;3247 |
| General Electric Co. | 4.875% | 9/18/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 |
| General Mills Inc. | 0.450% | 1/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;1584 |
| General Mills Inc. | 1.500% | 4/27/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;1002 |
| General Motors Financial Co. Inc. | 2.200% | 4/1/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2984 | &nbsp;&nbsp;&nbsp;&nbsp;3202 |
| General Motors Financial Co. Inc. | 2.250% | 9/6/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
| General Motors Financial Co. Inc. | 1.000% | 2/24/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
| General Motors Financial Co. Inc. | 0.850% | 2/26/26 | EUR | &nbsp;&nbsp;10213 | &nbsp;&nbsp;&nbsp;10109 |
| General Motors Financial Co. Inc. | 0.650% | 9/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2981 | &nbsp;&nbsp;&nbsp;&nbsp;2661 |
| General Motors Financial of Canada Ltd. | 5.950% | 5/14/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2463 | &nbsp;&nbsp;&nbsp;&nbsp;1858 |
| General Motors Financial of Canada Ltd. | 1.700% | 7/9/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1384 |
| General Motors Financial of Canada Ltd. | 1.750% | 4/15/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1804 | &nbsp;&nbsp;&nbsp;&nbsp;1222 |
| General Motors Financial of Canada Ltd. | 3.150% | 2/8/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;1277 |
| Goldman Sachs Group Inc. | 1.375% | 5/15/24 | EUR | &nbsp;&nbsp;15897 | &nbsp;&nbsp;16841 |
| Goldman Sachs Group Inc. | 2.125% | 9/30/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7122 | &nbsp;&nbsp;&nbsp;&nbsp;7591 |
| Goldman Sachs Group Inc. | 3.375% | 3/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2647 |
| Goldman Sachs Group Inc. | 1.250% | 5/1/25 | EUR | &nbsp;&nbsp;15656 | &nbsp;&nbsp;&nbsp;16210 |
| Goldman Sachs Group Inc. | 7.125% | 8/7/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;2384 |
| Goldman Sachs Group Inc. | 3.307% | 10/31/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
| Goldman Sachs Group Inc. | 4.250% | 1/29/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;8823 | &nbsp;&nbsp;&nbsp;10741 |
| Goldman Sachs Group Inc. | 2.875% | 6/3/26 | EUR | &nbsp;&nbsp;&nbsp;13101 | &nbsp;&nbsp;13981 |
| Goldman Sachs Group Inc. | 1.625% | 7/27/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1324 | &nbsp;&nbsp;&nbsp;&nbsp;1355 |
| Goldman Sachs Group Inc. | 2.599% | 11/30/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;3012 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Goldman Sachs Group Inc. | 1.500% | 12/7/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;8485 | &nbsp;&nbsp;&nbsp;&nbsp;9016 |
| Goldman Sachs Group Inc. | 0.250% | 1/26/28 | EUR | &nbsp;&nbsp;18635 | &nbsp;&nbsp;16929 |
| Goldman Sachs Group Inc. | 2.000% | 3/22/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3462 | &nbsp;&nbsp;&nbsp;&nbsp;3437 |
| Goldman Sachs Group Inc. | 7.250% | 4/10/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
| Goldman Sachs Group Inc. | 2.000% | 11/1/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4974 | &nbsp;&nbsp;&nbsp;&nbsp;4893 |
| Goldman Sachs Group Inc. | 2.013% | 2/28/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4799 | &nbsp;&nbsp;&nbsp;&nbsp;3165 |
| Goldman Sachs Group Inc. | 0.875% | 5/9/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 |
| Goldman Sachs Group Inc. | 3.125% | 7/25/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2789 | &nbsp;&nbsp;&nbsp;&nbsp;3074 |
| Goldman Sachs Group Inc. | 3.625% | 10/29/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5066 | &nbsp;&nbsp;&nbsp;&nbsp;5752 |
| Goldman Sachs Group Inc. | 1.875% | 12/16/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 |
| Goldman Sachs Group Inc. | 0.750% | 3/23/32 | EUR | &nbsp;&nbsp;10794 | &nbsp;&nbsp;&nbsp;&nbsp;8772 |
| Goldman Sachs Group Inc. | 1.000% | 3/18/33 | EUR | &nbsp;&nbsp;11231 | &nbsp;&nbsp;&nbsp;&nbsp;9058 |
| Goldman Sachs Group Inc. | 6.875% | 1/18/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 | &nbsp;&nbsp;&nbsp;&nbsp;1023 |
| GSK Consumer Healthcare Capital NL BV | 1.250% | 3/29/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4551 |
| GSK Consumer Healthcare Capital NL BV | 2.125% | 3/29/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;2963 |
| HCN Canadian Holdings-1 LP | 2.950% | 1/15/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 |
| Highland Holdings Sarl | 0.318% | 12/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;8375 |
| Highland Holdings Sarl | 0.934% | 12/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3527 |
| Honeywell International Inc. | 0.000% | 3/10/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5238 |
| Honeywell International Inc. | 2.250% | 2/22/28 | EUR | &nbsp;&nbsp;14318 | &nbsp;&nbsp;14771 |
| Honeywell International Inc. | 0.750% | 3/10/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2589 |
| Honeywell International Inc. | 4.125% | 11/2/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2508 | &nbsp;&nbsp;&nbsp;&nbsp;2803 |
| Illinois Tool Works Inc. | 0.250% | 12/5/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2321 | &nbsp;&nbsp;&nbsp;&nbsp;2390 |
| Illinois Tool Works Inc. | 0.625% | 12/5/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2883 | &nbsp;&nbsp;&nbsp;&nbsp;2780 |
| Illinois Tool Works Inc. | 2.125% | 5/22/30 | EUR | &nbsp;&nbsp;12280 | &nbsp;&nbsp;12420 |
| Illinois Tool Works Inc. | 1.000% | 6/5/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3098 | &nbsp;&nbsp;&nbsp;&nbsp;2857 |
| International Business Machines Corp. | 0.875% | 1/31/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1508 |
| International Business Machines Corp. | 0.950% | 5/23/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7003 | &nbsp;&nbsp;&nbsp;&nbsp;7226 |
| International Business Machines Corp. | 2.875% | 11/7/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2213 |
| International Business Machines Corp. | 1.250% | 1/29/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7235 | &nbsp;&nbsp;&nbsp;&nbsp;7268 |
| International Business Machines Corp. | 0.300% | 2/11/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3685 | &nbsp;&nbsp;&nbsp;&nbsp;3445 |
| International Business Machines Corp. | 1.750% | 3/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2106 |
| International Business Machines Corp. | 1.500% | 5/23/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;3185 |
| International Business Machines Corp. | 0.875% | 2/9/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2735 |
| International Business Machines Corp. | 1.750% | 1/31/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4642 | &nbsp;&nbsp;&nbsp;&nbsp;4404 |
| International Business Machines Corp. | 0.650% | 2/11/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 |
| International Business Machines Corp. | 1.250% | 2/9/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;4163 |
| International Business Machines Corp. | 1.200% | 2/11/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp;&nbsp;&nbsp;1935 |
| International Business Machines Corp. | 4.000% | 2/6/43 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2584 | &nbsp;&nbsp;&nbsp;&nbsp;2831 |
| International Flavors & Fragrances Inc. | 1.800% | 9/25/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;4942 |
| John Deere Cash Management Sarl | 2.200% | 4/2/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;4943 |
| John Deere Cash Management Sarl | 1.650% | 6/13/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2125 |
| John Deere Financial Inc. | 2.460% | 4/4/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1462 |
| John Deere Financial Inc. | 1.090% | 7/17/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 |
| John Deere Financial Inc. | 2.410% | 1/14/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1441 |
| John Deere Financial Inc. | 1.630% | 4/9/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1385 |
| John Deere Financial Inc. | 2.580% | 10/16/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 |
| John Deere Financial Inc. | 1.340% | 9/8/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;2570 |
| Johnson & Johnson | 0.650% | 5/20/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5003 | &nbsp;&nbsp;&nbsp;&nbsp;5287 |
| Johnson & Johnson | 1.150% | 11/20/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 |
| Johnson Controls International plc | 1.375% | 2/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7805 | &nbsp;&nbsp;&nbsp;&nbsp;8151 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA | 0.375% | 9/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2448 | &nbsp;&nbsp;&nbsp;&nbsp;2323 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA | 3.000% | 9/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1931 | &nbsp;&nbsp;&nbsp;&nbsp;2039 |
| JPMorgan Chase & Co. | 3.000% | 2/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2728 | &nbsp;&nbsp;&nbsp;&nbsp;2935 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | JPMorgan Chase & Co. | 0.991% | 4/28/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7552 | &nbsp;&nbsp;&nbsp;&nbsp;8559 |
|  | JPMorgan Chase & Co. | 3.500% | 12/18/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2951 |
|  | JPMorgan Chase & Co. | 1.090% | 3/11/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;47224 | &nbsp;&nbsp;&nbsp;47240 |
|  | JPMorgan Chase & Co. | 0.389% | 2/24/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;14212 | &nbsp;&nbsp;13434 |
|  | JPMorgan Chase & Co. | 1.896% | 3/5/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;4998 |
|  | JPMorgan Chase & Co. | 1.638% | 5/18/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2079 | &nbsp;&nbsp;&nbsp;&nbsp;2062 |
|  | JPMorgan Chase & Co. | 1.963% | 3/23/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11250 | &nbsp;&nbsp;10926 |
|  | JPMorgan Chase & Co. | 1.001% | 7/25/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;4380 |
|  | JPMorgan Chase & Co. | 1.047% | 11/4/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4647 | &nbsp;&nbsp;&nbsp;&nbsp;3975 |
|  | JPMorgan Chase & Co. | 1.895% | 4/28/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5834 |
|  | Kellogg Co. | 1.250% | 3/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;2603 |
|  | Kinder Morgan Inc. | 2.250% | 3/16/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3489 | &nbsp;&nbsp;&nbsp;&nbsp;3548 |
|  | KKR Group Finance Co. V LLC | 1.625% | 5/22/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;4419 |
| <sup>3</sup> | KKR Group Finance Co. V LLC | 1.625% | 5/22/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1309 |
|  | Kraft Heinz Foods Co. | 2.250% | 5/25/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;6032 |
|  | Liberty Mutual Group Inc. | 2.750% | 5/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6818 | &nbsp;&nbsp;&nbsp;&nbsp;7123 |
|  | LYB International Finance II BV | 0.875% | 9/17/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4461 | &nbsp;&nbsp;&nbsp;&nbsp;4363 |
|  | ManpowerGroup Inc. | 1.750% | 6/22/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Mastercard Inc. | 2.100% | 12/1/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;4113 |
|  | Mastercard Inc. | 1.000% | 2/22/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;10101 |
|  | McDonald's Corp. | 3.000% | 3/8/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;10630 | &nbsp;&nbsp;&nbsp;&nbsp;7404 |
|  | McDonald's Corp. | 3.125% | 3/4/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6899 | &nbsp;&nbsp;&nbsp;&nbsp;5044 |
|  | McDonald's Corp. | 1.750% | 5/3/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1205 |
|  | McDonald's Corp. | 0.250% | 10/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;9788 |
|  | McDonald's Corp. | 1.500% | 11/28/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7343 |
|  | McDonald's Corp. | 2.950% | 3/15/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;6629 |
|  | McDonald's Corp. | 3.000% | 5/31/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;5032 |
|  | McDonald's Corp. | 4.125% | 6/11/54 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | McKesson Corp. | 1.500% | 11/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6186 | &nbsp;&nbsp;&nbsp;&nbsp;6367 |
|  | McKesson Corp. | 1.625% | 10/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5003 | &nbsp;&nbsp;&nbsp;&nbsp;5081 |
|  | McKesson Corp. | 3.125% | 2/17/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
|  | Medtronic Global Holdings SCA | 0.250% | 7/2/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409 | &nbsp;&nbsp;&nbsp;&nbsp;1426 |
|  | Medtronic Global Holdings SCA | 0.000% | 10/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9969 |
|  | Medtronic Global Holdings SCA | 2.625% | 10/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 |
|  | Medtronic Global Holdings SCA | 1.125% | 3/7/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5977 |
|  | Medtronic Global Holdings SCA | 0.375% | 10/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6904 | &nbsp;&nbsp;&nbsp;&nbsp;6356 |
|  | Medtronic Global Holdings SCA | 3.000% | 10/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;1841 |
|  | Medtronic Global Holdings SCA | 1.625% | 3/7/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3956 | &nbsp;&nbsp;&nbsp;&nbsp;3773 |
|  | Medtronic Global Holdings SCA | 1.000% | 7/2/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364 | &nbsp;&nbsp;&nbsp;&nbsp;1215 |
|  | Medtronic Global Holdings SCA | 3.125% | 10/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;1015 |
|  | Medtronic Global Holdings SCA | 0.750% | 10/15/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1913 | &nbsp;&nbsp;&nbsp;&nbsp;1628 |
|  | Medtronic Global Holdings SCA | 3.375% | 10/15/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547 | &nbsp;&nbsp;&nbsp;&nbsp;1626 |
|  | Medtronic Global Holdings SCA | 2.250% | 3/7/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp;1315 |
|  | Medtronic Global Holdings SCA | 1.500% | 7/2/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3603 | &nbsp;&nbsp;&nbsp;&nbsp;2777 |
|  | Medtronic Global Holdings SCA | 1.375% | 10/15/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12866 | &nbsp;&nbsp;&nbsp;&nbsp;9509 |
|  | Medtronic Global Holdings SCA | 1.750% | 7/2/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7504 | &nbsp;&nbsp;&nbsp;&nbsp;5233 |
|  | Medtronic Global Holdings SCA | 1.625% | 10/15/50 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7042 | &nbsp;&nbsp;&nbsp;&nbsp;4730 |
|  | Merck & Co. Inc. | 0.500% | 11/2/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4877 | &nbsp;&nbsp;&nbsp;&nbsp;5055 |
|  | Merck & Co. Inc. | 1.875% | 10/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;1658 |
|  | Merck & Co. Inc. | 2.500% | 10/15/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2574 | &nbsp;&nbsp;&nbsp;&nbsp;2612 |
|  | Merck & Co. Inc. | 1.375% | 11/2/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;1030 |
|  | MetLife Inc. | 5.375% | 12/9/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5113 | &nbsp;&nbsp;&nbsp;&nbsp;6370 |
|  | MetLife Inc. | 0.769% | 5/23/29 | JPY | &nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp;5547 |
|  | Metropolitan Life Global Funding I | 0.375% | 4/9/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2576 |
|  | Metropolitan Life Global Funding I | 4.000% | 7/13/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 |
|  | Metropolitan Life Global Funding I | 0.625% | 12/8/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4529 | &nbsp;&nbsp;&nbsp;&nbsp;4681 |
|  | Metropolitan Life Global Funding I | 1.950% | 3/20/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3152 | &nbsp;&nbsp;&nbsp;&nbsp;2102 |
|  | Metropolitan Life Global Funding I | 2.450% | 1/12/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Metropolitan Life Global Funding I | 3.394% | 4/9/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3372 | &nbsp;&nbsp;&nbsp;&nbsp;2346 |
|  | Metropolitan Life Global Funding I | 3.750% | 12/5/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;1097 |
|  | Microsoft Corp. | 3.125% | 12/6/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7964 | &nbsp;&nbsp;&nbsp;&nbsp;8784 |
|  | Microsoft Corp. | 2.625% | 5/2/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2906 | &nbsp;&nbsp;&nbsp;&nbsp;3075 |
|  | Mohawk Capital Finance SA | 1.750% | 6/12/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;1397 |
|  | Molson Coors Beverage Co. | 1.250% | 7/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4371 | &nbsp;&nbsp;&nbsp;&nbsp;4593 |
|  | Molson Coors International LP | 3.440% | 7/15/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1397 | &nbsp;&nbsp;&nbsp;&nbsp;1008 |
| <sup>3</sup> | Mondelez International Holdings Netherlands BV | 0.000% | 9/22/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4688 | &nbsp;&nbsp;&nbsp;&nbsp;4477 |
| <sup>3</sup> | Mondelez International Holdings Netherlands BV | 0.250% | 9/9/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4637 | &nbsp;&nbsp;&nbsp;&nbsp;4103 |
| <sup>3</sup> | Mondelez International Holdings Netherlands BV | 1.250% | 9/9/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;1019 |
|  | Mondelez International Inc. | 3.250% | 3/7/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1576 | &nbsp;&nbsp;&nbsp;&nbsp;1153 |
|  | Mondelez International Inc. | 1.625% | 3/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5854 | &nbsp;&nbsp;&nbsp;&nbsp;5864 |
|  | Mondelez International Inc. | 0.250% | 3/17/28 | EUR | &nbsp;&nbsp;20135 | &nbsp;&nbsp;18560 |
|  | Mondelez International Inc. | 0.750% | 3/17/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
|  | Mondelez International Inc. | 2.375% | 3/6/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
|  | Moody's Corp. | 0.950% | 2/25/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6108 | &nbsp;&nbsp;&nbsp;&nbsp;5631 |
|  | Morgan Stanley | 3.000% | 2/7/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5008 | &nbsp;&nbsp;&nbsp;&nbsp;3684 |
|  | Morgan Stanley | 0.637% | 7/26/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8875 | &nbsp;&nbsp;&nbsp;&nbsp;9520 |
|  | Morgan Stanley | 2.103% | 5/8/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3243 |
|  | Morgan Stanley | 1.342% | 10/23/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6592 | &nbsp;&nbsp;&nbsp;&nbsp;6696 |
|  | Morgan Stanley | 1.375% | 10/27/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4342 |
|  | Morgan Stanley | 2.625% | 3/9/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4243 | &nbsp;&nbsp;&nbsp;&nbsp;4850 |
|  | Morgan Stanley | 1.875% | 4/27/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4887 | &nbsp;&nbsp;&nbsp;&nbsp;4947 |
|  | Morgan Stanley | 1.779% | 8/4/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3891 | &nbsp;&nbsp;&nbsp;&nbsp;2650 |
|  | Morgan Stanley | 0.406% | 10/29/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8920 | &nbsp;&nbsp;&nbsp;&nbsp;8513 |
|  | Morgan Stanley | 0.495% | 10/26/29 | EUR | &nbsp;&nbsp;15981 | &nbsp;&nbsp;14294 |
|  | Morgan Stanley | 0.497% | 2/7/31 | EUR | &nbsp;&nbsp;14880 | &nbsp;&nbsp;12652 |
|  | Morgan Stanley | 2.950% | 5/7/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;6062 |
|  | Morgan Stanley | 1.102% | 4/29/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2571 | &nbsp;&nbsp;&nbsp;&nbsp;2144 |
|  | Morgan Stanley | 5.789% | 11/18/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;8792 |
|  | Morgan Stanley | 5.148% | 1/25/34 | EUR | &nbsp;&nbsp;14000 | &nbsp;&nbsp;16355 |
|  | Mylan Inc. | 2.125% | 5/23/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3537 |
|  | Nasdaq Inc. | 1.750% | 3/28/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4688 | &nbsp;&nbsp;&nbsp;&nbsp;4530 |
|  | Nasdaq Inc. | 0.875% | 2/13/30 | EUR | &nbsp;&nbsp;11882 | &nbsp;&nbsp;&nbsp;10559 |
|  | National Grid North America Inc | 1.054% | 1/20/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;6518 |
|  | National Grid North America Inc. | 1.000% | 7/12/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
|  | Nestle Finance International Ltd. | 0.375% | 1/18/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;6240 |
|  | Nestle Finance International Ltd. | 0.000% | 11/12/24 | EUR | &nbsp;&nbsp;12485 | &nbsp;&nbsp;&nbsp;12910 |
|  | Nestle Finance International Ltd. | 0.000% | 6/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4922 |
|  | Nestle Finance International Ltd. | 0.125% | 11/12/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5774 |
|  | Nestle Finance International Ltd. | 1.250% | 11/2/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;1421 |
|  | Nestle Finance International Ltd. | 1.500% | 4/1/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4791 |
|  | Nestle Finance International Ltd. | 0.375% | 5/12/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3395 |
|  | Nestle Finance International Ltd. | 0.000% | 3/3/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8545 | &nbsp;&nbsp;&nbsp;&nbsp;6779 |
|  | Nestle Finance International Ltd. | 1.750% | 11/2/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;2680 |
|  | Nestle Finance International Ltd. | 0.375% | 12/3/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;2287 |
|  | Nestle Finance International Ltd. | 0.875% | 6/14/41 | EUR | &nbsp;&nbsp;&nbsp;11740 | &nbsp;&nbsp;&nbsp;&nbsp;8666 |
|  | Nestle Holdings Inc. | 0.875% | 7/18/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;4154 |
|  | Nestle Holdings Inc. | 2.125% | 4/4/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;1434 |
|  | Nestle Holdings Inc. | 2.192% | 1/26/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9220 | &nbsp;&nbsp;&nbsp;&nbsp;6224 |
|  | Nestle Holdings Inc. | 2.500% | 4/4/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5413 |
|  | Nestle Holdings Inc. | 1.375% | 6/23/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4709 |
|  | Nestle SA | 2.500% | 7/14/34 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;5665 |
|  | New York Life Global Funding | 1.250% | 12/17/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1276 | &nbsp;&nbsp;&nbsp;&nbsp;1398 |
|  | New York Life Global Funding | 0.250% | 1/23/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8513 | &nbsp;&nbsp;&nbsp;&nbsp;8215 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| New York Life Global Funding | 2.000% | 4/17/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5207 | &nbsp;&nbsp;&nbsp;&nbsp;3515 |
| New York Life Global Funding | 0.750% | 12/14/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2016 |
| NextEra Energy Capital Holdings Inc. | 2.200% | 12/2/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;1420 |
| Omnicom Capital Holdings plc | 2.250% | 11/22/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2271 | &nbsp;&nbsp;&nbsp;&nbsp;2179 |
| Omnicom Finance Holdings plc | 0.800% | 7/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6896 | &nbsp;&nbsp;&nbsp;&nbsp;6661 |
| Omnicom Finance Holdings plc | 1.400% | 7/8/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2231 | &nbsp;&nbsp;&nbsp;&nbsp;2032 |
| Oracle Corp. | 3.125% | 7/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 |
| Paccar Financial Ltd. | 0.985% | 5/14/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1427 |
| Parker-Hannifin Corp. | 1.125% | 3/1/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6545 | &nbsp;&nbsp;&nbsp;&nbsp;6788 |
| PepsiCo Inc. | 0.250% | 5/6/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3144 | &nbsp;&nbsp;&nbsp;&nbsp;3300 |
| PepsiCo Inc. | 2.150% | 5/6/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1576 | &nbsp;&nbsp;&nbsp;&nbsp;1149 |
| PepsiCo Inc. | 0.750% | 3/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
| PepsiCo Inc. | 0.500% | 5/6/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5826 | &nbsp;&nbsp;&nbsp;&nbsp;5540 |
| PepsiCo Inc. | 0.875% | 7/18/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;1651 |
| PepsiCo Inc. | 1.125% | 3/18/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 |
| PepsiCo Inc. | 0.400% | 10/9/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6172 | &nbsp;&nbsp;&nbsp;&nbsp;5153 |
| PepsiCo Inc. | 0.750% | 10/14/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;2934 |
| PepsiCo Inc. | 0.875% | 10/16/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4868 | &nbsp;&nbsp;&nbsp;&nbsp;3643 |
| PepsiCo Inc. | 1.050% | 10/9/50 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3093 | &nbsp;&nbsp;&nbsp;&nbsp;2142 |
| PerkinElmer Inc. | 1.875% | 7/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2277 | &nbsp;&nbsp;&nbsp;&nbsp;2300 |
| Pfizer Inc. | 1.000% | 3/6/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;1648 |
| Pfizer Inc. | 2.735% | 6/15/43 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5207 | &nbsp;&nbsp;&nbsp;&nbsp;4871 |
| Philip Morris International Inc. | 0.625% | 11/8/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 |
| Philip Morris International Inc. | 2.875% | 5/14/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1228 | &nbsp;&nbsp;&nbsp;&nbsp;1247 |
| Philip Morris International Inc. | 0.800% | 8/1/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4461 | &nbsp;&nbsp;&nbsp;&nbsp;3586 |
| Philip Morris International Inc. | 3.125% | 6/3/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
| Philip Morris International Inc. | 2.000% | 5/9/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;2231 |
| Philip Morris International Inc. | 1.875% | 11/6/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6137 | &nbsp;&nbsp;&nbsp;&nbsp;4476 |
| Philip Morris International Inc. | 1.450% | 8/1/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3098 | &nbsp;&nbsp;&nbsp;&nbsp;1996 |
| PPG Industries Inc. | 1.875% | 6/1/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;2824 |
| PPG Industries Inc. | 0.875% | 11/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1274 | &nbsp;&nbsp;&nbsp;&nbsp;1298 |
| PPG Industries Inc. | 1.400% | 3/13/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| PPG Industries Inc. | 2.750% | 6/1/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3306 | &nbsp;&nbsp;&nbsp;&nbsp;3374 |
| Praxair Inc. | 1.625% | 12/1/25 | EUR | &nbsp;&nbsp;&nbsp;10074 | &nbsp;&nbsp;10593 |
| Procter & Gamble Co. | 0.500% | 10/25/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1512 |
| Procter & Gamble Co. | 0.625% | 10/30/24 | EUR | &nbsp;&nbsp;10939 | &nbsp;&nbsp;&nbsp;11397 |
| Procter & Gamble Co. | 1.375% | 5/3/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4823 | &nbsp;&nbsp;&nbsp;&nbsp;5634 |
| Procter & Gamble Co. | 1.200% | 10/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2321 | &nbsp;&nbsp;&nbsp;&nbsp;2292 |
| Procter & Gamble Co. | 1.800% | 5/3/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6198 | &nbsp;&nbsp;&nbsp;&nbsp;6764 |
| Procter & Gamble Co. | 1.250% | 10/25/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;3358 |
| Procter & Gamble Co. | 0.350% | 5/5/30 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9049 |
| Procter & Gamble Co. | 1.875% | 10/30/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp;1088 |
| Prologis Euro Finance LLC | 0.250% | 9/10/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8272 | &nbsp;&nbsp;&nbsp;&nbsp;7641 |
| Prologis Euro Finance LLC | 0.375% | 2/6/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2771 | &nbsp;&nbsp;&nbsp;&nbsp;2538 |
| Prologis Euro Finance LLC | 1.875% | 1/5/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5579 | &nbsp;&nbsp;&nbsp;&nbsp;5408 |
| Prologis Euro Finance LLC | 1.000% | 2/8/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5213 |
| Prologis Euro Finance LLC | 0.625% | 9/10/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3031 | &nbsp;&nbsp;&nbsp;&nbsp;2481 |
| Prologis Euro Finance LLC | 0.500% | 2/16/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4603 | &nbsp;&nbsp;&nbsp;&nbsp;3682 |
| Prologis Euro Finance LLC | 1.500% | 2/8/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1758 |
| Prologis Euro Finance LLC | 1.000% | 2/6/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;1224 |
| Prologis Euro Finance LLC | 1.000% | 2/16/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3470 | &nbsp;&nbsp;&nbsp;&nbsp;2250 |
| Prologis Euro Finance LLC | 1.500% | 9/10/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
| Prologis LP | 3.000% | 6/2/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 |
| Prologis LP | 2.250% | 6/30/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4549 | &nbsp;&nbsp;&nbsp;&nbsp;4900 |
| Prologis LP | 5.250% | 1/15/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;1642 |
| Public Storage | 0.500% | 9/9/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4259 | &nbsp;&nbsp;&nbsp;&nbsp;3589 |
| Public Storage | 0.875% | 1/24/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3324 | &nbsp;&nbsp;&nbsp;&nbsp;2761 |
| Raytheon Technologies Corp. | 2.150% | 5/18/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4684 | &nbsp;&nbsp;&nbsp;&nbsp;4547 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Realty Income Corp. | 1.875% | 1/14/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1176 | &nbsp;&nbsp;&nbsp;&nbsp;1299 |
| Realty Income Corp. | 1.125% | 7/13/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6862 | &nbsp;&nbsp;&nbsp;&nbsp;7223 |
| Realty Income Corp. | 1.625% | 12/15/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1947 |
| Realty Income Corp. | 1.750% | 7/13/33 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1257 | &nbsp;&nbsp;&nbsp;&nbsp;1147 |
| Realty Income Corp. | 2.500% | 1/14/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1254 | &nbsp;&nbsp;&nbsp;&nbsp;1058 |
| Roche Finance Europe BV | 0.875% | 2/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
| Schlumberger Finance BV | 0.250% | 10/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6913 | &nbsp;&nbsp;&nbsp;&nbsp;6522 |
| Schlumberger Finance BV | 0.500% | 10/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;4153 |
| Schlumberger Finance BV | 2.000% | 5/6/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2981 | &nbsp;&nbsp;&nbsp;&nbsp;2835 |
| Schlumberger Finance France SAS | 1.000% | 2/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;1657 |
| Schneider Electric SE | 0.250% | 9/9/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;4971 |
| Schneider Electric SE | 0.875% | 3/11/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1765 |
| Schneider Electric SE | 1.375% | 6/21/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;7249 |
| Schneider Electric SE | 1.500% | 1/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;5441 |
| Schneider Electric SE | 0.250% | 3/11/29 | EUR | &nbsp;&nbsp;12400 | &nbsp;&nbsp;11439 |
| Signify NV | 2.375% | 5/11/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;4557 |
| Simon International Finance SCA | 1.125% | 3/19/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7179 | &nbsp;&nbsp;&nbsp;&nbsp;5832 |
| Southern Co. | 1.875% | 9/15/81 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3776 | &nbsp;&nbsp;&nbsp;&nbsp;3330 |
| Southern Power Co. | 1.850% | 6/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5229 | &nbsp;&nbsp;&nbsp;&nbsp;5386 |
| Stellantis NV | 2.000% | 3/20/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1898 |
| Stellantis NV | 3.875% | 1/5/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8272 | &nbsp;&nbsp;&nbsp;&nbsp;9058 |
| Stellantis NV | 2.750% | 5/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;3601 |
| Stellantis NV | 4.500% | 7/7/28 | EUR | &nbsp;&nbsp;16423 | &nbsp;&nbsp;18515 |
| Stellantis NV | 1.125% | 9/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;3726 |
| Stellantis NV | 1.250% | 6/20/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7052 | &nbsp;&nbsp;&nbsp;&nbsp;5672 |
| Stryker Corp. | 0.250% | 12/3/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;1864 |
| Stryker Corp. | 2.125% | 11/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 |
| Stryker Corp. | 2.625% | 11/30/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1048 | &nbsp;&nbsp;&nbsp;&nbsp;1065 |
| Stryker Corp. | 1.000% | 12/3/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;4672 |
| Swiss Re Finance UK plc | 2.714% | 6/4/52 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;2576 |
| Sysco Canada Inc. | 3.650% | 4/25/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
| Thermo Fisher Scientific Finance I BV | 0.000% | 11/18/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4327 | &nbsp;&nbsp;&nbsp;&nbsp;4293 |
| Thermo Fisher Scientific Finance I BV | 0.800% | 10/18/30 | EUR | &nbsp;&nbsp;13336 | &nbsp;&nbsp;11870 |
| Thermo Fisher Scientific Finance I BV | 1.125% | 10/18/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8231 | &nbsp;&nbsp;&nbsp;&nbsp;6960 |
| Thermo Fisher Scientific Finance I BV | 1.625% | 10/18/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6747 | &nbsp;&nbsp;&nbsp;&nbsp;5155 |
| Thermo Fisher Scientific Finance I BV | 2.000% | 10/18/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;5055 |
| Thermo Fisher Scientific Inc. | 0.750% | 9/12/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2313 | &nbsp;&nbsp;&nbsp;&nbsp;2415 |
| Thermo Fisher Scientific Inc. | 0.125% | 3/1/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3188 | &nbsp;&nbsp;&nbsp;&nbsp;3251 |
| Thermo Fisher Scientific Inc. | 2.000% | 4/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;3077 |
| Thermo Fisher Scientific Inc. | 3.200% | 1/21/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;4115 |
| Thermo Fisher Scientific Inc. | 1.400% | 1/23/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;8243 |
| Thermo Fisher Scientific Inc. | 1.750% | 4/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1487 |
| Thermo Fisher Scientific Inc. | 0.500% | 3/1/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1899 | &nbsp;&nbsp;&nbsp;&nbsp;1794 |
| Thermo Fisher Scientific Inc. | 1.375% | 9/12/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
| Thermo Fisher Scientific Inc. | 3.650% | 11/21/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
| Thermo Fisher Scientific Inc. | 2.875% | 7/24/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3289 | &nbsp;&nbsp;&nbsp;&nbsp;3221 |
| Thermo Fisher Scientific Inc. | 1.500% | 10/1/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;1471 |
| Thermo Fisher Scientific Inc. | 1.875% | 10/1/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2819 | &nbsp;&nbsp;&nbsp;&nbsp;2019 |
| Time Warner Cable LLC | 5.250% | 7/15/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2863 | &nbsp;&nbsp;&nbsp;&nbsp;3059 |
| Toyota Motor Credit Corp. | 0.625% | 11/21/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| Toyota Motor Credit Corp. | 0.750% | 11/19/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4376 | &nbsp;&nbsp;&nbsp;&nbsp;4741 |
| Toyota Motor Credit Corp. | 0.125% | 11/5/27 | EUR | &nbsp;&nbsp;11552 | &nbsp;&nbsp;&nbsp;10801 |
| Trillium Windpower LP | 5.803% | 2/15/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 |
| TWDC Enterprises 18 Corp. | 2.758% | 10/7/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6885 | &nbsp;&nbsp;&nbsp;&nbsp;5000 |
| United Parcel Service Inc. | 0.375% | 11/15/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3639 | &nbsp;&nbsp;&nbsp;&nbsp;3870 |
| United Parcel Service Inc. | 2.125% | 5/21/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5448 | &nbsp;&nbsp;&nbsp;&nbsp;3965 |
| United Parcel Service Inc. | 1.625% | 11/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;6132 |
| United Parcel Service Inc. | 1.500% | 11/15/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;1453 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| United Parcel Service Inc. | 5.125% | 2/12/50 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
| Upjohn Finance BV | 1.023% | 6/23/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3131 |
| Upjohn Finance BV | 1.362% | 6/23/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp;&nbsp;&nbsp;6663 |
| Upjohn Finance BV | 1.908% | 6/23/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;4443 |
| US Bancorp | 0.850% | 6/7/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7299 | &nbsp;&nbsp;&nbsp;&nbsp;7679 |
| Utah Acquisition Sub Inc. | 2.250% | 11/22/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5270 |
| Utah Acquisition Sub Inc. | 3.125% | 11/22/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4833 | &nbsp;&nbsp;&nbsp;&nbsp;4938 |
| Ventas Canada Finance Ltd. | 2.800% | 4/12/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4137 | &nbsp;&nbsp;&nbsp;&nbsp;3012 |
| Ventas Canada Finance Ltd. | 4.125% | 9/30/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
| Ventas Canada Finance Ltd. | 2.450% | 1/4/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 |
| Ventas Canada Finance Ltd. | 3.300% | 12/1/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
| Verizon Communications Inc. | 4.073% | 6/18/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1790 |
| Verizon Communications Inc. | 4.050% | 2/17/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 |
| Verizon Communications Inc. | 0.875% | 4/2/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2412 | &nbsp;&nbsp;&nbsp;&nbsp;2488 |
| Verizon Communications Inc. | 3.250% | 2/17/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1274 | &nbsp;&nbsp;&nbsp;&nbsp;1377 |
| Verizon Communications Inc. | 1.375% | 10/27/26 | EUR | &nbsp;&nbsp;16059 | &nbsp;&nbsp;16250 |
| Verizon Communications Inc. | 0.875% | 4/8/27 | EUR | &nbsp;&nbsp;&nbsp;12101 | &nbsp;&nbsp;&nbsp;11829 |
| Verizon Communications Inc. | 4.500% | 8/17/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;4877 |
| Verizon Communications Inc. | 2.375% | 3/22/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4107 | &nbsp;&nbsp;&nbsp;&nbsp;2807 |
| Verizon Communications Inc. | 2.350% | 3/23/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
| Verizon Communications Inc. | 1.375% | 11/2/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6823 | &nbsp;&nbsp;&nbsp;&nbsp;6598 |
| Verizon Communications Inc. | 1.125% | 11/3/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;9303 | &nbsp;&nbsp;&nbsp;&nbsp;9516 |
| Verizon Communications Inc. | 0.375% | 3/22/29 | EUR | &nbsp;&nbsp;12083 | &nbsp;&nbsp;10837 |
| Verizon Communications Inc. | 1.875% | 10/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 |
| Verizon Communications Inc. | 1.250% | 4/8/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;1121 |
| Verizon Communications Inc. | 2.500% | 5/16/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2727 | &nbsp;&nbsp;&nbsp;&nbsp;1794 |
| Verizon Communications Inc. | 1.875% | 9/19/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2322 | &nbsp;&nbsp;&nbsp;&nbsp;2362 |
| Verizon Communications Inc. | 2.500% | 4/8/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
| Verizon Communications Inc. | 2.625% | 12/1/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3291 | &nbsp;&nbsp;&nbsp;&nbsp;3303 |
| Verizon Communications Inc. | 0.875% | 3/19/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7276 | &nbsp;&nbsp;&nbsp;&nbsp;6187 |
| Verizon Communications Inc. | 0.750% | 3/22/32 | EUR | &nbsp;&nbsp;10098 | &nbsp;&nbsp;&nbsp;&nbsp;8457 |
| Verizon Communications Inc. | 1.300% | 5/18/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2229 | &nbsp;&nbsp;&nbsp;&nbsp;1910 |
| Verizon Communications Inc. | 4.750% | 2/17/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;2462 |
| Verizon Communications Inc. | 4.750% | 10/31/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6167 | &nbsp;&nbsp;&nbsp;&nbsp;7201 |
| Verizon Communications Inc. | 1.125% | 9/19/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2796 | &nbsp;&nbsp;&nbsp;&nbsp;2198 |
| Verizon Communications Inc. | 3.125% | 11/2/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2029 | &nbsp;&nbsp;&nbsp;&nbsp;2098 |
| Verizon Communications Inc. | 3.375% | 10/27/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5326 | &nbsp;&nbsp;&nbsp;&nbsp;5583 |
| Verizon Communications Inc. | 2.875% | 1/15/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4785 | &nbsp;&nbsp;&nbsp;&nbsp;4510 |
| Verizon Communications Inc. | 1.875% | 11/3/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2106 | &nbsp;&nbsp;&nbsp;&nbsp;1735 |
| Verizon Communications Inc. | 1.500% | 9/19/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2345 | &nbsp;&nbsp;&nbsp;&nbsp;1757 |
| Verizon Communications Inc. | 3.500% | 11/4/39 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;2661 |
| Verizon Communications Inc. | 1.850% | 5/18/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
| Verizon Communications Inc. | 3.625% | 5/16/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2880 | &nbsp;&nbsp;&nbsp;&nbsp;1688 |
| Verizon Communications Inc. | 4.050% | 3/22/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 |
| VF Corp. | 0.250% | 2/25/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 |
| Visa Inc. | 1.500% | 6/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2778 |
| Visa Inc. | 2.000% | 6/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;8617 |
| Visa Inc. | 2.375% | 6/15/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;4478 |
| Wabtec Transportation Netherlands BV | 1.250% | 12/3/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2757 | &nbsp;&nbsp;&nbsp;&nbsp;2597 |
| Walgreens Boots Alliance Inc. | 3.600% | 11/20/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 |
| Walmart Inc. | 2.550% | 4/8/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;1023 |
| Walmart Inc. | 4.875% | 9/21/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5252 | &nbsp;&nbsp;&nbsp;&nbsp;6315 |
| Walmart Inc. | 5.625% | 3/27/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;7245 | &nbsp;&nbsp;&nbsp;10172 |
| Walmart Inc. | 5.250% | 9/28/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
| Walt Disney Co. | 3.057% | 3/30/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7275 | &nbsp;&nbsp;&nbsp;&nbsp;5181 |
| Waste Management of Canada Corp. | 2.600% | 9/23/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1897 | &nbsp;&nbsp;&nbsp;&nbsp;1337 |
| Wells Fargo & Co. | 3.184% | 2/8/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2467 | &nbsp;&nbsp;&nbsp;&nbsp;1818 |
| Wells Fargo & Co. | 2.125% | 6/4/24 | EUR | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;11421 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Wells Fargo & Co. | 3.874% | 5/21/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460 |
| Wells Fargo & Co. | 2.000% | 7/28/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;13365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15443 |
| Wells Fargo & Co. | 2.000% | 4/27/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12273 |
| Wells Fargo & Co. | 4.168% | 4/28/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3993 |
| Wells Fargo & Co. | 2.568% | 5/1/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3092 |
| Wells Fargo & Co. | 2.975% | 5/19/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3551 |
| Wells Fargo & Co. | 1.375% | 10/26/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;16502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16441 |
| Wells Fargo & Co. | 1.000% | 2/2/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11485 |
| Wells Fargo & Co. | 2.493% | 2/18/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2502 |
| Wells Fargo & Co. | 1.500% | 5/24/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9638 |
| Wells Fargo & Co. | 3.473% | 4/26/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| Wells Fargo & Co. | 3.500% | 9/12/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2431 |
| Wells Fargo & Co. | 1.741% | 5/4/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4651 |
| Wells Fargo & Co. | 0.625% | 8/14/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 |
| Wells Fargo & Co. | 4.625% | 11/2/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086 |
| Welltower Inc. | 4.800% | 11/20/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4261 |
| Welltower Inc. | 4.500% | 12/1/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 |
| Westlake Chemical Corp. | 1.625% | 7/17/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2815 |
| Whirlpool Finance Luxembourg Sarl | 1.250% | 11/2/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5218 |
| Whirlpool Finance Luxembourg Sarl | 1.100% | 11/9/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1662 |
| WPC Eurobond BV | 2.250% | 7/19/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3310 |
| WPC Eurobond BV | 2.250% | 4/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2129 |
| WPC Eurobond BV | 2.125% | 4/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8360 |
| WPC Eurobond BV | 1.350% | 4/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4164 |
| WPC Eurobond BV | 0.950% | 6/1/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2795844** |
| **Total Corporate Bonds (Cost $23,058,034)** | **Total Corporate Bonds (Cost $23,058,034)** | **Total Corporate Bonds (Cost $23,058,034)** |  |  | **19529393** |
| **Sovereign Bonds (77.8%)** | **Sovereign Bonds (77.8%)** | **Sovereign Bonds (77.8%)** |  |  |  |
| **Australia (3.2%)** | **Australia (3.2%)** | **Australia (3.2%)** |  |  |  |
| Australia Government Bond | 3.750% | 5/21/34 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40043 |
| Australian Capital Territory | 4.000% | 5/22/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752 |
| Australian Capital Territory | 1.250% | 5/22/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
| Australian Capital Territory | 2.500% | 5/21/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
| Australian Capital Territory | 3.000% | 4/18/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| Australian Capital Territory | 2.250% | 5/22/29 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2979 |
| Australian Capital Territory | 1.750% | 5/17/30 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
| Australian Capital Territory | 1.750% | 10/23/31 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2415 |
| Commonwealth of Australia | 2.750% | 4/21/24 | AUD | &nbsp;&nbsp;150587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105716 |
| Commonwealth of Australia | 0.250% | 11/21/24 | AUD | &nbsp;&nbsp;&nbsp;187412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125594 |
| Commonwealth of Australia | 3.250% | 4/21/25 | AUD | &nbsp;&nbsp;142687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100975 |
| Commonwealth of Australia | 0.250% | 11/21/25 | AUD | &nbsp;&nbsp;&nbsp;150115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97775 |
| Commonwealth of Australia | 4.250% | 4/21/26 | AUD | &nbsp;&nbsp;160212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116728 |
| Commonwealth of Australia | 0.500% | 9/21/26 | AUD | &nbsp;&nbsp;175603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112516 |
| Commonwealth of Australia | 4.750% | 4/21/27 | AUD | &nbsp;&nbsp;135559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101339 |
| Commonwealth of Australia | 2.750% | 11/21/27 | AUD | &nbsp;&nbsp;124680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85990 |
| Commonwealth of Australia | 2.250% | 5/21/28 | AUD | &nbsp;&nbsp;131607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88218 |
| Commonwealth of Australia | 2.750% | 11/21/28 | AUD | &nbsp;&nbsp;123332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84428 |
| Commonwealth of Australia | 3.250% | 4/21/29 | AUD | &nbsp;&nbsp;134969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94731 |
| Commonwealth of Australia | 2.750% | 11/21/29 | AUD | &nbsp;&nbsp;&nbsp;115415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78301 |
| Commonwealth of Australia | 2.500% | 5/21/30 | AUD | &nbsp;&nbsp;150425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99854 |
| Commonwealth of Australia | 1.000% | 12/21/30 | AUD | &nbsp;&nbsp;&nbsp;137581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80654 |
| Commonwealth of Australia | 1.500% | 6/21/31 | AUD | &nbsp;&nbsp;154052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93003 |
| Commonwealth of Australia | 1.000% | 11/21/31 | AUD | &nbsp;&nbsp;163185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93332 |
| Commonwealth of Australia | 1.250% | 5/21/32 | AUD | &nbsp;&nbsp;146458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84774 |
| Commonwealth of Australia | 1.750% | 11/21/32 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;88599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53283 |
| Commonwealth of Australia | 4.500% | 4/21/33 | AUD | &nbsp;&nbsp;154730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118011 |
| Commonwealth of Australia | 3.000% | 11/21/33 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;19170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12825 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Commonwealth of Australia | 2.750% | 6/21/35 | AUD | &nbsp;&nbsp;30718 | &nbsp;&nbsp;&nbsp;19658 |
|  | Commonwealth of Australia | 3.750% | 4/21/37 | AUD | &nbsp;&nbsp;48531 | &nbsp;&nbsp;34085 |
|  | Commonwealth of Australia | 3.250% | 6/21/39 | AUD | &nbsp;&nbsp;43137 | &nbsp;&nbsp;&nbsp;28106 |
|  | Commonwealth of Australia | 2.750% | 5/21/41 | AUD | &nbsp;&nbsp;55669 | &nbsp;&nbsp;&nbsp;33193 |
|  | Commonwealth of Australia | 3.000% | 3/21/47 | AUD | &nbsp;&nbsp;&nbsp;42016 | &nbsp;&nbsp;&nbsp;25212 |
|  | Commonwealth of Australia | 1.750% | 6/21/51 | AUD | &nbsp;&nbsp;90351 | &nbsp;&nbsp;40067 |
|  | National Housing Finance and Investment Corp. | 2.380% | 3/28/29 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 |
|  | National Housing Finance and Investment Corp. | 1.520% | 5/27/30 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;2699 |
|  | National Housing Finance and Investment Corp. | 1.410% | 6/29/32 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 |
|  | National Housing Finance and Investment Corp. | 2.335% | 6/30/36 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 |
|  | New South Wales Treasury Corp. | 1.000% | 2/8/24 | AUD | &nbsp;&nbsp;&nbsp;15180 | &nbsp;&nbsp;&nbsp;10441 |
|  | New South Wales Treasury Corp. | 5.000% | 8/20/24 | AUD | &nbsp;&nbsp;16257 | &nbsp;&nbsp;&nbsp;11724 |
|  | New South Wales Treasury Corp. | 1.250% | 3/20/25 | AUD | &nbsp;&nbsp;19587 | &nbsp;&nbsp;&nbsp;13187 |
|  | New South Wales Treasury Corp. | 4.000% | 5/20/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;4701 | &nbsp;&nbsp;&nbsp;&nbsp;3359 |
|  | New South Wales Treasury Corp. | 3.000% | 5/20/27 | AUD | &nbsp;&nbsp;64134 | &nbsp;&nbsp;44066 |
|  | New South Wales Treasury Corp. | 3.000% | 3/20/28 | AUD | &nbsp;&nbsp;79668 | &nbsp;&nbsp;54293 |
|  | New South Wales Treasury Corp. | 3.000% | 11/15/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;9794 | &nbsp;&nbsp;&nbsp;&nbsp;6631 |
|  | New South Wales Treasury Corp. | 3.000% | 4/20/29 | AUD | &nbsp;&nbsp;18463 | &nbsp;&nbsp;&nbsp;12427 |
|  | New South Wales Treasury Corp. | 3.000% | 2/20/30 | AUD | &nbsp;&nbsp;&nbsp;67903 | &nbsp;&nbsp;&nbsp;45156 |
|  | New South Wales Treasury Corp. | 1.250% | 11/20/30 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2516 | &nbsp;&nbsp;&nbsp;&nbsp;1445 |
|  | New South Wales Treasury Corp. | 2.000% | 3/20/31 | AUD | &nbsp;&nbsp;45691 | &nbsp;&nbsp;&nbsp;27625 |
|  | New South Wales Treasury Corp. | 1.500% | 2/20/32 | AUD | &nbsp;&nbsp;39231 | &nbsp;&nbsp;22003 |
|  | New South Wales Treasury Corp. | 2.500% | 11/22/32 | AUD | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;9090 |
|  | New South Wales Treasury Corp. | 2.000% | 3/8/33 | AUD | &nbsp;&nbsp;25212 | &nbsp;&nbsp;&nbsp;14412 |
|  | New South Wales Treasury Corp. | 1.750% | 3/20/34 | AUD | &nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;15653 |
|  | New South Wales Treasury Corp. | 3.500% | 3/20/34 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |
|  | New South Wales Treasury Corp. | 4.750% | 2/20/35 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3606 |
|  | New South Wales Treasury Corp. | 3.500% | 11/20/37 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2158 | &nbsp;&nbsp;&nbsp;&nbsp;1334 |
|  | New South Wales Treasury Corp. | 2.250% | 11/20/40 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;8603 | &nbsp;&nbsp;&nbsp;&nbsp;4218 |
|  | New South Wales Treasury Corp. | 2.250% | 5/7/41 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;2671 |
|  | New South Wales Treasury Corp. | 2.450% | 8/24/50 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
|  | Northern Territory Treasury Corp. | 2.750% | 10/21/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;2152 |
|  | Northern Territory Treasury Corp. | 2.750% | 4/21/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;4684 |
|  | Northern Territory Treasury Corp. | 3.500% | 4/21/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764 |
|  | Northern Territory Treasury Corp. | 2.000% | 5/21/29 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3146 |
|  | Northern Territory Treasury Corp. | 3.500% | 5/21/30 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;1292 |
|  | Northern Territory Treasury Corp. | 2.000% | 4/21/31 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 |
|  | Northern Territory Treasury Corp. | 3.750% | 4/21/33 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
|  | Northern Territory Treasury Corp. | 4.100% | 11/21/42 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>3</sup> | Queensland Treasury Corp. | 3.000% | 3/22/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;6611 | &nbsp;&nbsp;&nbsp;&nbsp;4639 |
|  | Queensland Treasury Corp. | 5.750% | 7/22/24 | AUD | &nbsp;&nbsp;22623 | &nbsp;&nbsp;&nbsp;16462 |
| <sup>3</sup> | Queensland Treasury Corp. | 4.750% | 7/21/25 | AUD | &nbsp;&nbsp;24243 | &nbsp;&nbsp;&nbsp;17577 |
| <sup>3</sup> | Queensland Treasury Corp. | 3.250% | 7/21/26 | AUD | &nbsp;&nbsp;30605 | &nbsp;&nbsp;21338 |
| <sup>3</sup> | Queensland Treasury Corp. | 2.750% | 8/20/27 | AUD | &nbsp;&nbsp;33503 | &nbsp;&nbsp;22737 |
| <sup>3</sup> | Queensland Treasury Corp. | 3.250% | 7/21/28 | AUD | &nbsp;&nbsp;&nbsp;44701 | &nbsp;&nbsp;&nbsp;30762 |
| <sup>3</sup> | Queensland Treasury Corp. | 3.250% | 8/21/29 | AUD | &nbsp;&nbsp;32949 | &nbsp;&nbsp;22441 |
| <sup>3</sup> | Queensland Treasury Corp. | 3.500% | 8/21/30 | AUD | &nbsp;&nbsp;36883 | &nbsp;&nbsp;25245 |
| <sup>3</sup> | Queensland Treasury Corp. | 1.250% | 3/10/31 | AUD | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;8524 |
| <sup>3</sup> | Queensland Treasury Corp. | 1.750% | 8/21/31 | AUD | &nbsp;&nbsp;44678 | &nbsp;&nbsp;26206 |
| <sup>3</sup> | Queensland Treasury Corp. | 1.500% | 3/2/32 | AUD | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;6028 |
| <sup>3</sup> | Queensland Treasury Corp. | 1.500% | 8/20/32 | AUD | &nbsp;&nbsp;&nbsp;17131 | &nbsp;&nbsp;&nbsp;&nbsp;9519 |
|  | Queensland Treasury Corp. | 6.500% | 3/14/33 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;3395 |
|  | Queensland Treasury Corp. | 2.000% | 8/22/33 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;2837 |
| <sup>3</sup> | Queensland Treasury Corp. | 1.750% | 7/20/34 | AUD | &nbsp;&nbsp;20875 | &nbsp;&nbsp;&nbsp;11191 |

---

------

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Queensland Treasury Corp. | 2.250% | 4/16/40 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;7346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3662 |
| <sup>3</sup> | Queensland Treasury Corp. | 2.250% | 11/20/41 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;7248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3511 |
| <sup>3</sup> | Queensland Treasury Corp. | 4.200% | 2/20/47 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;8749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5659 |
|  | South Australian Government Financing Authority | 2.250% | 8/15/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;8571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5929 |
|  | South Australian Government Financing Authority | 2.750% | 4/16/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3737 |
|  | South Australian Government Financing Authority | 3.000% | 7/20/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793 |
|  | South Australian Government Financing Authority | 3.000% | 9/20/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
|  | South Australian Government Financing Authority | 3.000% | 5/24/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;6545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4442 |
|  | South Australian Government Financing Authority | 2.750% | 5/24/30 | AUD | &nbsp;&nbsp;22989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14946 |
|  | South Australian Government Financing Authority | 1.750% | 5/24/32 | AUD | &nbsp;&nbsp;25665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14635 |
|  | South Australian Government Financing Authority | 2.000% | 5/23/36 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;6762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3493 |
|  | Tasmanian Public Finance Corp. | 3.250% | 2/19/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280 |
|  | Tasmanian Public Finance Corp. | 3.250% | 1/24/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
|  | Tasmanian Public Finance Corp. | 2.000% | 1/24/30 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
|  | Tasmanian Public Finance Corp. | 2.250% | 1/22/32 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;4258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2551 |
|  | Treasury Corp. of Victoria | 5.500% | 12/17/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;6856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5005 |
|  | Treasury Corp. of Victoria | 0.500% | 11/20/25 | AUD | &nbsp;&nbsp;&nbsp;80774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52388 |
|  | Treasury Corp. of Victoria | 5.500% | 11/17/26 | AUD | &nbsp;&nbsp;40463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30404 |
|  | Treasury Corp. of Victoria | 1.250% | 11/19/27 | AUD | &nbsp;&nbsp;22321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14037 |
|  | Treasury Corp. of Victoria | 3.000% | 10/20/28 | AUD | &nbsp;&nbsp;35964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24300 |
|  | Treasury Corp. of Victoria | 2.500% | 10/22/29 | AUD | &nbsp;&nbsp;32889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21266 |
|  | Treasury Corp. of Victoria | 1.500% | 11/20/30 | AUD | &nbsp;&nbsp;31540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18448 |
|  | Treasury Corp. of Victoria | 1.500% | 9/10/31 | AUD | &nbsp;&nbsp;34099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19393 |
|  | Treasury Corp. of Victoria | 4.250% | 12/20/32 | AUD | &nbsp;&nbsp;35982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25269 |
|  | Treasury Corp. of Victoria | 2.250% | 9/15/33 | AUD | &nbsp;&nbsp;22516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12966 |
|  | Treasury Corp. of Victoria | 2.250% | 11/20/34 | AUD | &nbsp;&nbsp;28782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16074 |
|  | Treasury Corp. of Victoria | 2.000% | 9/17/35 | AUD | &nbsp;&nbsp;&nbsp;20116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10652 |
|  | Treasury Corp. of Victoria | 4.750% | 9/15/36 | AUD | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7116 |
|  | Treasury Corp. of Victoria | 2.000% | 11/20/37 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;7516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3733 |
|  | Treasury Corp. of Victoria | 2.250% | 11/20/41 | AUD | &nbsp;&nbsp;&nbsp;17167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8219 |
|  | Western Australian Treasury Corp. | 2.500% | 7/23/24 | AUD | &nbsp;&nbsp;23507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16344 |
|  | Western Australian Treasury Corp. | 5.000% | 7/23/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;7590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5536 |
|  | Western Australian Treasury Corp. | 3.000% | 10/21/26 | AUD | &nbsp;&nbsp;12162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8399 |
|  | Western Australian Treasury Corp. | 3.000% | 10/21/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;4897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355 |
|  | Western Australian Treasury Corp. | 3.250% | 7/20/28 | AUD | &nbsp;&nbsp;24607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16932 |
|  | Western Australian Treasury Corp. | 2.750% | 7/24/29 | AUD | &nbsp;&nbsp;&nbsp;17991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11893 |
|  | Western Australian Treasury Corp. | 1.500% | 10/22/30 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | Western Australian Treasury Corp. | 1.750% | 10/22/31 | AUD | &nbsp;&nbsp;30131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17612 |
|  | Western Australian Treasury Corp. | 2.000% | 10/24/34 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;7629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4213 |
|  | Western Australian Treasury Corp. | 2.250% | 7/23/41 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
|  |  |  |  |  |  | &nbsp;&nbsp;**3032662** |
| **Austria (1.1%)** | **Austria (1.1%)** | **Austria (1.1%)** | **Austria (1.1%)** |  |  |  |
|  | Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.250% | 10/18/24 | EUR | &nbsp;&nbsp;16544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17121 |
|  | Autobahnen- und Schnell- strassen-Finanzierungs AG | 3.375% | 9/22/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 |
|  | Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.100% | 7/9/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4086 |
|  | Autobahnen- und Schnell- strassen-Finanzierungs AG | 1.500% | 9/15/30 | EUR | &nbsp;&nbsp;12450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12346 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.125% | 6/2/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5354 |
|  | Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | 6/11/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | 6/20/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 |
|  | Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.100% | 7/16/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122 |
| <sup>2</sup> | Oesterreichische Kontrollbank AG | 2.625% | 11/22/24 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16752 |
| <sup>2</sup> | Oesterreichische Kontrollbank AG | 3.200% | 8/25/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
| <sup>2</sup> | Oesterreichische Kontrollbank AG | 0.000% | 10/8/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401 |
| <sup>2</sup> | Oesterreichische Kontrollbank AG | 2.875% | 2/25/30 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 |
| <sup>3</sup> | Republic of Austria | 0.000% | 7/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;34131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35705 |
| <sup>3</sup> | Republic of Austria | 1.650% | 10/21/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3539 |
| <sup>3</sup> | Republic of Austria | 0.000% | 4/20/25 | EUR | &nbsp;&nbsp;192131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196955 |
| <sup>3</sup> | Republic of Austria | 0.750% | 10/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;79642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81023 |
| <sup>3</sup> | Republic of Austria | 0.500% | 4/20/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;19991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19938 |
| <sup>3</sup> | Republic of Austria | 0.750% | 2/20/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;37190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36915 |
| <sup>3</sup> | Republic of Austria | 0.000% | 10/20/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;17760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16598 |
| <sup>3</sup> | Republic of Austria | 0.500% | 2/20/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;49540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47292 |
| <sup>3</sup> | Republic of Austria | 0.000% | 2/20/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;35904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32165 |
| <sup>3</sup> | Republic of Austria | 0.000% | 2/20/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;71491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62314 |
| <sup>3</sup> | Republic of Austria | 0.900% | 2/20/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;78018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71564 |
| <sup>3</sup> | Republic of Austria | 2.900% | 2/20/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;64779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70533 |
| <sup>3</sup> | Republic of Austria | 2.400% | 5/23/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2858 |
| <sup>3</sup> | Republic of Austria | 5.375% | 12/1/34 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
| <sup>3</sup> | Republic of Austria | 0.250% | 10/20/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;54294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41322 |
| <sup>3</sup> | Republic of Austria | 4.150% | 3/15/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;18732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23177 |
| <sup>3</sup> | Republic of Austria | 0.000% | 10/20/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;68567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44701 |
| <sup>3</sup> | Republic of Austria | 3.150% | 6/20/44 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;24502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27639 |
| <sup>3</sup> | Republic of Austria | 1.500% | 2/20/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;26373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21891 |
| <sup>3</sup> | Republic of Austria | 1.850% | 5/23/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;17899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15969 |
| <sup>3</sup> | Republic of Austria | 0.750% | 3/20/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;35488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23352 |
| <sup>3</sup> | Republic of Austria | 3.800% | 1/26/62 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10931 |
| <sup>3</sup> | Republic of Austria | 0.700% | 4/20/71 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;21170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11052 |
| <sup>3</sup> | Republic of Austria | 1.500% | 11/2/86 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8347 |
| <sup>3</sup> | Republic of Austria | 2.100% | 9/20/17 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;15380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13144 |
| <sup>3</sup> | Republic of Austria | 0.850% | 6/30/20 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;28316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13742 |
|  |  |  |  |  |  | &nbsp;&nbsp;**1000178** |
| **Belgium (1.8%)** | **Belgium (1.8%)** | **Belgium (1.8%)** | **Belgium (1.8%)** |  |  |  |
|  | Communaute Francaise de Belgique | 0.625% | 6/11/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11061 |
| <sup>3</sup> | Kingdom of Belgium | 0.500% | 10/22/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;25354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26581 |
| <sup>3,7</sup> | Kingdom of Belgium | 0.800% | 6/22/25 | EUR | &nbsp;&nbsp;203714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212247 |
| <sup>3,7</sup> | Kingdom of Belgium | 1.000% | 6/22/26 | EUR | &nbsp;&nbsp;234591 | &nbsp;&nbsp;&nbsp;&nbsp;242305 |
| <sup>3</sup> | Kingdom of Belgium | 0.800% | 6/22/27 | EUR | &nbsp;&nbsp;&nbsp;115380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116339 |
| <sup>3,7</sup> | Kingdom of Belgium | 0.000% | 10/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;98754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95160 |
| <sup>3</sup> | Kingdom of Belgium | 0.800% | 6/22/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;55498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55054 |
| <sup>3</sup> | Kingdom of Belgium | 0.900% | 6/22/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;74719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73211 |
| <sup>3</sup> | Kingdom of Belgium | 0.100% | 6/22/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;49856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45044 |
| <sup>3</sup> | Kingdom of Belgium | 1.000% | 6/22/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;34229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32453 |
| <sup>3</sup> | Kingdom of Belgium | 0.000% | 10/22/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;90545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77451 |
|  | Kingdom of Belgium | 4.000% | 3/28/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;19661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23376 |
| <sup>3</sup> | Kingdom of Belgium | 0.350% | 6/22/32 | EUR | &nbsp;&nbsp;&nbsp;104760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90789 |
| <sup>3</sup> | Kingdom of Belgium | 3.000% | 6/22/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;59726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65209 |
| <sup>3</sup> | Kingdom of Belgium | 3.000% | 6/22/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13735 |
| <sup>3</sup> | Kingdom of Belgium | 5.000% | 3/28/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2826 |
| <sup>3</sup> | Kingdom of Belgium | 1.450% | 6/22/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;50596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44752 |
| <sup>3</sup> | Kingdom of Belgium | 1.900% | 6/22/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;33609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31239 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Kingdom of Belgium | 2.750% | 4/22/39 | EUR | &nbsp;&nbsp;71598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74252 |
| <sup>3</sup> | Kingdom of Belgium | 0.400% | 6/22/40 | EUR | &nbsp;&nbsp;86096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59649 |
| <sup>3</sup> | Kingdom of Belgium | 4.250% | 3/28/41 | EUR | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15045 |
|  | Kingdom of Belgium | 3.750% | 6/22/45 | EUR | &nbsp;&nbsp;44522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53095 |
| <sup>3</sup> | Kingdom of Belgium | 1.600% | 6/22/47 | EUR | &nbsp;&nbsp;10980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8858 |
| <sup>3,8</sup> | Kingdom of Belgium | 1.700% | 6/22/50 | EUR | &nbsp;&nbsp;56369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45394 |
| <sup>3</sup> | Kingdom of Belgium | 1.400% | 6/22/53 | EUR | &nbsp;&nbsp;&nbsp;67299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48789 |
| <sup>3</sup> | Kingdom of Belgium | 2.250% | 6/22/57 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6872 |
| <sup>3</sup> | Kingdom of Belgium | 2.150% | 6/22/66 | EUR | &nbsp;&nbsp;32130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28096 |
| <sup>3</sup> | Kingdom of Belgium | 0.650% | 6/22/71 | EUR | &nbsp;&nbsp;21294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10394 |
|  | Ministeries Van de Vlaamse Gemeenschap | 0.375% | 10/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 |
|  | Ministeries Van de Vlaamse Gemeenschap | 0.010% | 6/23/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4135 |
|  | Ministeries Van de Vlaamse Gemeenschap | 0.300% | 10/20/31 | EUR | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10308 |
|  | Ministeries Van de Vlaamse Gemeenschap | 1.000% | 10/13/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4251 |
|  | Ministeries Van de Vlaamse Gemeenschap | 1.500% | 7/12/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274 |
|  | Ministeries Van de Vlaamse Gemeenschap | 1.875% | 6/2/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459 |
|  | Ministeries Van de Vlaamse Gemeenschap | 3.250% | 1/12/43 | EUR | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14813 |
|  | Ministeries Van de Vlaamse Gemeenschap | 1.500% | 4/11/44 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 |
| <sup>8</sup> | Ministeries Van de Vlaamse Gemeenschap | 1.000% | 1/23/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5135 |
|  | Region Wallonne Belgium | 0.050% | 6/22/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4464 |
|  | Region Wallonne Belgium | 0.250% | 5/3/26 | EUR | &nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18736 |
|  | Region Wallonne Belgium | 0.500% | 4/8/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5821 |
|  | Region Wallonne Belgium | 0.375% | 10/22/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2407 |
|  | Region Wallonne Belgium | 1.250% | 5/3/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2528 |
|  | Region Wallonne Belgium | 0.500% | 6/22/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5113 |
|  | Region Wallonne Belgium | 1.050% | 6/22/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216 |
| <sup>8</sup> | Region Wallonne Belgium | 0.650% | 1/16/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436 |
|  | Region Wallonne Belgium | 1.250% | 6/22/71 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637 |
|  |  |  |  |  |  | &nbsp;&nbsp;**1700989** |
| **Bulgaria (0.0%)** | **Bulgaria (0.0%)** | **Bulgaria (0.0%)** | **Bulgaria (0.0%)** |  |  |  |
|  | Republic of Bulgaria | 2.950% | 9/3/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 |
|  | Republic of Bulgaria | 2.625% | 3/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527 |
|  | Republic of Bulgaria | 3.000% | 3/21/28 | EUR | &nbsp;&nbsp;12184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12690 |
| <sup>3</sup> | Republic of Bulgaria | 4.500% | 1/27/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4833 |
|  | Republic of Bulgaria | 3.125% | 3/26/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235 |
|  | Republic of Bulgaria | 1.375% | 9/23/50 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 |
|  | Republic of Bulgaria | 4.125% | 9/23/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3440 |
|  | Republic of Bulgaria | 0.375% | 9/23/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 |
|  | Republic of Bulgaria | 4.625% | 9/23/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**32753** |
| **Canada (4.8%)** | **Canada (4.8%)** | **Canada (4.8%)** | **Canada (4.8%)** |  |  |  |
|  | British Columbia Municipal Finance Authority | 2.150% | 6/3/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 |
|  | British Columbia Municipal Finance Authority | 2.950% | 10/14/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2172 |
|  | British Columbia Municipal Finance Authority | 1.100% | 6/1/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2074 |
|  | British Columbia Municipal Finance Authority | 2.650% | 10/2/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | British Columbia Municipal Finance Authority | 2.500% | 4/19/26CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 |
|  | British Columbia Municipal Finance Authority | 1.350% | 6/30/26CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 |
|  | British Columbia Municipal Finance Authority | 3.050% | 10/23/28CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2747 |
|  | British Columbia Municipal Finance Authority | 2.550% | 10/9/29CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195 |
|  | British Columbia Municipal Finance Authority | 2.300% | 4/15/31CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453 |
|  | Canada | 0.750% | 2/1/24CAD | &nbsp;&nbsp;&nbsp;&nbsp;51883 | &nbsp;&nbsp;&nbsp;&nbsp;37583 |
|  | Canada | 2.250% | 3/1/24CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6571 |
|  | Canada | 0.250% | 4/1/24CAD | &nbsp;&nbsp;&nbsp;&nbsp;46069 | &nbsp;&nbsp;&nbsp;&nbsp;33063 |
|  | Canada | 1.500% | 5/1/24CAD | &nbsp;&nbsp;&nbsp;&nbsp;43875 | &nbsp;&nbsp;&nbsp;&nbsp;31900 |
|  | Canada | 2.500% | 6/1/24CAD | &nbsp;&nbsp;&nbsp;&nbsp;30247 | &nbsp;&nbsp;&nbsp;&nbsp;22259 |
|  | Canada | 2.750% | 8/1/24CAD | &nbsp;&nbsp;&nbsp;157417 | &nbsp;&nbsp;116056 |
|  | Canada | 1.500% | 9/1/24CAD | &nbsp;&nbsp;&nbsp;&nbsp;31649 | &nbsp;&nbsp;&nbsp;&nbsp;22898 |
|  | Canada | 0.750% | 10/1/24CAD | &nbsp;&nbsp;&nbsp;&nbsp;37100 | &nbsp;&nbsp;&nbsp;&nbsp;26470 |
|  | Canada | 3.000% | 11/1/24CAD | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;11104 |
|  | Canada | 1.250% | 3/1/25CAD | &nbsp;&nbsp;&nbsp;&nbsp;42565 | &nbsp;&nbsp;&nbsp;&nbsp;30451 |
|  | Canada | 1.500% | 4/1/25CAD | &nbsp;&nbsp;&nbsp;&nbsp;98772 | &nbsp;&nbsp;&nbsp;&nbsp;70920 |
|  | Canada | 2.250% | 6/1/25CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914 |
|  | Canada | 9.000% | 6/1/25CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4955 |
|  | Canada | 0.500% | 9/1/25CAD | &nbsp;&nbsp;&nbsp;&nbsp;85060 | &nbsp;&nbsp;&nbsp;&nbsp;59243 |
|  | Canada | 3.000% | 10/1/25CAD | &nbsp;&nbsp;&nbsp;&nbsp;50400 | &nbsp;&nbsp;&nbsp;&nbsp;37428 |
|  | Canada | 0.250% | 3/1/26CAD | &nbsp;&nbsp;&nbsp;&nbsp;73365 | &nbsp;&nbsp;&nbsp;&nbsp;50223 |
|  | Canada | 1.000% | 9/1/26CAD | &nbsp;&nbsp;&nbsp;&nbsp;14147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9858 |
|  | Canada | 1.250% | 3/1/27CAD | &nbsp;&nbsp;&nbsp;&nbsp;32706 | &nbsp;&nbsp;&nbsp;&nbsp;22872 |
|  | Canada | 8.000% | 6/1/27CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255 |
|  | Canada | 2.750% | 9/1/27CAD | &nbsp;&nbsp;124840 | &nbsp;&nbsp;&nbsp;&nbsp;92680 |
|  | Canada | 3.500% | 3/1/28CAD | &nbsp;&nbsp;&nbsp;&nbsp;16600 | &nbsp;&nbsp;&nbsp;&nbsp;12766 |
|  | Canada | 2.000% | 6/1/28CAD | &nbsp;&nbsp;&nbsp;&nbsp;64557 | &nbsp;&nbsp;&nbsp;&nbsp;46360 |
|  | Canada | 5.750% | 6/1/29CAD | &nbsp;&nbsp;&nbsp;&nbsp;19776 | &nbsp;&nbsp;&nbsp;&nbsp;17283 |
|  | Canada | 2.250% | 12/1/29CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212 |
|  | Canada | 1.250% | 6/1/30CAD | &nbsp;&nbsp;&nbsp;&nbsp;75031 | &nbsp;&nbsp;&nbsp;&nbsp;50327 |
|  | Canada | 0.500% | 12/1/30CAD | &nbsp;&nbsp;&nbsp;&nbsp;87721 | &nbsp;&nbsp;&nbsp;&nbsp;54961 |
|  | Canada | 1.500% | 6/1/31CAD | &nbsp;&nbsp;138244 | &nbsp;&nbsp;&nbsp;&nbsp;93157 |
|  | Canada | 1.500% | 12/1/31CAD | &nbsp;&nbsp;&nbsp;114205 | &nbsp;&nbsp;&nbsp;&nbsp;76473 |
|  | Canada | 2.000% | 6/1/32CAD | &nbsp;&nbsp;&nbsp;113972 | &nbsp;&nbsp;&nbsp;&nbsp;79282 |
|  | Canada | 2.500% | 12/1/32CAD | &nbsp;&nbsp;&nbsp;&nbsp;72200 | &nbsp;&nbsp;&nbsp;&nbsp;52330 |
|  | Canada | 5.750% | 6/1/33CAD | &nbsp;&nbsp;&nbsp;&nbsp;52282 | &nbsp;&nbsp;&nbsp;&nbsp;48949 |
|  | Canada | 5.000% | 6/1/37CAD | &nbsp;&nbsp;&nbsp;&nbsp;25930 | &nbsp;&nbsp;&nbsp;&nbsp;23930 |
|  | Canada | 4.000% | 6/1/41CAD | &nbsp;&nbsp;&nbsp;&nbsp;42401 | &nbsp;&nbsp;&nbsp;&nbsp;36175 |
|  | Canada | 3.500% | 12/1/45CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7543 |
|  | Canada | 2.750% | 12/1/48CAD | &nbsp;&nbsp;&nbsp;&nbsp;19814 | &nbsp;&nbsp;&nbsp;&nbsp;14247 |
|  | Canada | 2.000% | 12/1/51CAD | &nbsp;&nbsp;&nbsp;137725 | &nbsp;&nbsp;&nbsp;&nbsp;83812 |
|  | Canada | 1.750% | 12/1/53CAD | &nbsp;&nbsp;&nbsp;112485 | &nbsp;&nbsp;&nbsp;&nbsp;63777 |
|  | Canada | 2.750% | 12/1/64CAD | &nbsp;&nbsp;&nbsp;&nbsp;27930 | &nbsp;&nbsp;&nbsp;&nbsp;19866 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 2.900% | 6/15/24 CAD | &nbsp;&nbsp;&nbsp;&nbsp;65290 | &nbsp;&nbsp;&nbsp;&nbsp;48200 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 1.800% | 12/15/24 CAD | &nbsp;&nbsp;&nbsp;&nbsp;36235 | &nbsp;&nbsp;&nbsp;&nbsp;26025 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 2.550% | 3/15/25 CAD | &nbsp;&nbsp;&nbsp;&nbsp;25785 | &nbsp;&nbsp;&nbsp;&nbsp;18888 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 0.950% | 6/15/25 CAD | &nbsp;&nbsp;&nbsp;&nbsp;41045 | &nbsp;&nbsp;&nbsp;&nbsp;28926 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 1.950% | 12/15/25 CAD | &nbsp;&nbsp;&nbsp;&nbsp;66280 | &nbsp;&nbsp;&nbsp;&nbsp;47635 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 2.250% | 12/15/25 CAD | &nbsp;&nbsp;&nbsp;&nbsp;10645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7715 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 1.250% | 6/15/26 CAD | &nbsp;&nbsp;&nbsp;&nbsp;45845 | &nbsp;&nbsp;&nbsp;&nbsp;32089 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 1.900% | 9/15/26 CAD | &nbsp;&nbsp;&nbsp;&nbsp;23515 | &nbsp;&nbsp;&nbsp;&nbsp;16791 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 1.100% | 12/15/26 CAD | &nbsp;&nbsp;&nbsp;&nbsp;21135 | &nbsp;&nbsp;&nbsp;&nbsp;14600 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 1.550% | 12/15/26 CAD | &nbsp;&nbsp;&nbsp;&nbsp;14155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9950 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 2.350% | 6/15/27 CAD | &nbsp;&nbsp;&nbsp;&nbsp;35285 | &nbsp;&nbsp;&nbsp;&nbsp;25501 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Canada Housing Trust No. 1 | 3.800% | 6/15/27 | CAD | &nbsp;&nbsp;20450 | &nbsp;&nbsp;&nbsp;15681 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 3.600% | 12/15/27 | CAD | &nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;17571 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 2.350% | 3/15/28 | CAD | &nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;7378 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 2.650% | 3/15/28 | CAD | &nbsp;&nbsp;46150 | &nbsp;&nbsp;&nbsp;33769 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 2.650% | 12/15/28 | CAD | &nbsp;&nbsp;31080 | &nbsp;&nbsp;22631 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 2.100% | 9/15/29 | CAD | &nbsp;&nbsp;18540 | &nbsp;&nbsp;&nbsp;13049 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 1.750% | 6/15/30 | CAD | &nbsp;&nbsp;35805 | &nbsp;&nbsp;24244 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 1.100% | 3/15/31 | CAD | &nbsp;&nbsp;21815 | &nbsp;&nbsp;&nbsp;13860 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 1.400% | 3/15/31 | CAD | &nbsp;&nbsp;16490 | &nbsp;&nbsp;&nbsp;10740 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 1.900% | 3/15/31 | CAD | &nbsp;&nbsp;&nbsp;12190 | &nbsp;&nbsp;&nbsp;&nbsp;8261 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 1.600% | 12/15/31 | CAD | &nbsp;&nbsp;&nbsp;17470 | &nbsp;&nbsp;&nbsp;11426 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 2.150% | 12/15/31 | CAD | &nbsp;&nbsp;16690 | &nbsp;&nbsp;&nbsp;11527 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 2.450% | 12/15/31 | CAD | &nbsp;&nbsp;13955 | &nbsp;&nbsp;&nbsp;&nbsp;9808 |
| <sup>3</sup> | Canada Housing Trust No. 1 | 3.550% | 9/15/32 | CAD | &nbsp;&nbsp;41430 | &nbsp;&nbsp;31644 |
|  | Canada Post Corp. | 4.080% | 7/16/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4363 | &nbsp;&nbsp;&nbsp;&nbsp;3305 |
|  | Canada Post Corp. | 4.360% | 7/16/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp;&nbsp;&nbsp;1430 |
|  | CDP Financial Inc. | 1.125% | 4/6/27 | EUR | &nbsp;&nbsp;33400 | &nbsp;&nbsp;33431 |
|  | City of Montreal | 3.500% | 9/1/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
|  | City of Montreal | 3.000% | 9/1/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3428 | &nbsp;&nbsp;&nbsp;&nbsp;2521 |
|  | City of Montreal | 3.000% | 9/1/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1795 |
|  | City of Montreal | 3.150% | 9/1/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;2056 |
|  | City of Montreal | 2.300% | 9/1/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2131 | &nbsp;&nbsp;&nbsp;&nbsp;1475 |
|  | City of Montreal | 1.750% | 9/1/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3449 | &nbsp;&nbsp;&nbsp;&nbsp;2260 |
|  | City of Montreal | 2.000% | 9/1/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5458 | &nbsp;&nbsp;&nbsp;&nbsp;3567 |
|  | City of Montreal | 4.250% | 12/1/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2154 | &nbsp;&nbsp;&nbsp;&nbsp;1668 |
|  | City of Montreal | 4.100% | 12/1/34 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1566 | &nbsp;&nbsp;&nbsp;&nbsp;1179 |
|  | City of Montreal | 3.150% | 12/1/36 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2931 | &nbsp;&nbsp;&nbsp;&nbsp;1967 |
|  | City of Montreal | 3.500% | 12/1/38 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4239 | &nbsp;&nbsp;&nbsp;&nbsp;2907 |
|  | City of Montreal | 2.400% | 12/1/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2924 | &nbsp;&nbsp;&nbsp;&nbsp;1685 |
|  | City of Montreal | 4.700% | 12/1/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2354 | &nbsp;&nbsp;&nbsp;&nbsp;1849 |
|  | City of Montreal | 6.000% | 6/1/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1987 | &nbsp;&nbsp;&nbsp;&nbsp;1835 |
|  | City of Toronto | 3.400% | 5/21/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
|  | CPPIB Capital Inc. | 0.375% | 6/20/24 | EUR | &nbsp;&nbsp;16591 | &nbsp;&nbsp;&nbsp;17344 |
|  | CPPIB Capital Inc. | 0.250% | 4/6/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;7453 |
|  | CPPIB Capital Inc. | 1.250% | 12/7/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;5682 |
|  | CPPIB Capital Inc. | 3.000% | 6/15/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4097 | &nbsp;&nbsp;&nbsp;&nbsp;3006 |
|  | CPPIB Capital Inc. | 0.875% | 2/6/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9133 | &nbsp;&nbsp;&nbsp;&nbsp;8722 |
|  | CPPIB Capital Inc. | 1.950% | 9/30/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7192 | &nbsp;&nbsp;&nbsp;&nbsp;4896 |
|  | CPPIB Capital Inc. | 1.125% | 12/14/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8137 |
|  | CPPIB Capital Inc. | 0.050% | 2/24/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;4451 |
|  | CPPIB Capital Inc. | 0.250% | 1/18/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3288 | &nbsp;&nbsp;&nbsp;&nbsp;2104 |
| <sup>8</sup> | CPPIB Capital Inc. | 0.750% | 7/15/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2327 | &nbsp;&nbsp;&nbsp;&nbsp;1487 |
|  | CPPIB Capital Inc. | 1.625% | 10/22/71 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;1766 |
|  | Export Development Canada | 1.650% | 7/31/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;1489 |
|  | Financement-Quebec | 5.250% | 6/1/34 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6253 | &nbsp;&nbsp;&nbsp;&nbsp;5336 |
|  | First Nations Finance Authority | 3.050% | 6/1/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
|  | First Nations Finance Authority | 1.710% | 6/16/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1639 | &nbsp;&nbsp;&nbsp;&nbsp;1082 |
|  | First Nations Finance Authority | 2.850% | 6/1/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;2701 |
|  | Government of the Northwest Territories | 2.200% | 9/29/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
|  | Greater Sudbury Canada | 2.416% | 3/12/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
|  | Hydro-Quebec | 2.000% | 9/1/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8727 | &nbsp;&nbsp;&nbsp;&nbsp;6084 |
|  | Hydro-Quebec | 6.000% | 8/15/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;4013 |
|  | Hydro-Quebec | 6.500% | 1/16/35 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;1908 |
|  | Hydro-Quebec | 6.500% | 2/15/35 | CAD | &nbsp;&nbsp;18308 | &nbsp;&nbsp;&nbsp;17293 |
|  | Hydro-Quebec | 6.000% | 2/15/40 | CAD | &nbsp;&nbsp;13732 | &nbsp;&nbsp;&nbsp;12873 |
|  | Hydro-Quebec | 5.000% | 2/15/45 | CAD | &nbsp;&nbsp;19795 | &nbsp;&nbsp;&nbsp;16977 |
|  | Hydro-Quebec | 5.000% | 2/15/50 | CAD | &nbsp;&nbsp;&nbsp;29576 | &nbsp;&nbsp;&nbsp;26124 |

---

------

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Hydro-Quebec | 4.000% | 2/15/55 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;26807 | &nbsp;&nbsp;&nbsp;20501 |
|  | Hydro-Quebec | 2.100% | 2/15/60 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;31187 | &nbsp;&nbsp;&nbsp;15159 |
|  | Hydro-Quebec | 4.000% | 2/15/63 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7043 | &nbsp;&nbsp;&nbsp;&nbsp;5373 |
| <sup>3</sup> | Labrador-Island Link Funding Trust | 3.760% | 6/1/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4412 | &nbsp;&nbsp;&nbsp;&nbsp;3341 |
| <sup>3</sup> | Labrador-Island Link Funding Trust | 3.860% | 12/1/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3311 | &nbsp;&nbsp;&nbsp;&nbsp;2456 |
| <sup>3</sup> | Labrador-Island Link Funding Trust | 3.850% | 12/1/53 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3339 | &nbsp;&nbsp;&nbsp;&nbsp;2527 |
|  | Maritime Link Financing Trust | 3.500% | 12/1/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;2712 |
|  | Municipal Finance Authority of British Columbia | 4.950% | 12/1/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;2158 |
|  | Municipal Finance Authority of British Columbia | 3.300% | 4/8/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4226 | &nbsp;&nbsp;&nbsp;&nbsp;3078 |
|  | Municipal Finance Authority of British Columbia | 2.500% | 9/27/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
| <sup>3</sup> | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.630% | 6/1/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2692 | &nbsp;&nbsp;&nbsp;&nbsp;2046 |
| <sup>3</sup> | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.830% | 6/1/37 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;1619 |
| <sup>3</sup> | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.860% | 12/1/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5482 | &nbsp;&nbsp;&nbsp;&nbsp;4089 |
|  | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.382% | 6/1/57 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;1480 |
|  | New Brunswick F-M Project Co. Inc. | 6.470% | 11/30/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
|  | Newfoundland & Labrador Hydro | 6.650% | 8/27/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
|  | Newfoundland & Labrador Hydro | 3.600% | 12/1/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 | &nbsp;&nbsp;&nbsp;&nbsp;1173 |
|  | OMERS Finance Trust | 0.450% | 5/13/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6592 | &nbsp;&nbsp;&nbsp;&nbsp;6724 |
|  | OMERS Finance Trust | 1.550% | 4/21/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003 | &nbsp;&nbsp;&nbsp;&nbsp;2076 |
|  | OMERS Finance Trust | 2.600% | 5/14/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3005 | &nbsp;&nbsp;&nbsp;&nbsp;2121 |
| <sup>3</sup> | OMERS Finance Trust | 2.600% | 5/14/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1077 |
|  | Ontario Electricity Financial Corp. | 8.250% | 6/22/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6872 | &nbsp;&nbsp;&nbsp;&nbsp;5910 |
|  | Ontario Electricity Financial Corp. | 0.000% | 4/11/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
|  | Ontario Infrastructure & Lands Corp. | 4.700% | 6/1/37 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |
|  | Ontario School Boards Financing Corp. | 5.483% | 11/26/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
|  | Ontario Teachers Finance Trust | 0.500% | 5/6/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;30512 | &nbsp;&nbsp;&nbsp;31144 |
|  | Ontario Teachers Finance Trust | 0.100% | 5/19/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;6374 |
| <sup>3</sup> | Ontario Teachers Finance Trust | 1.850% | 5/3/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;4104 |
|  | Ontario Teachers Finance Trust | 1.850% | 5/3/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;9783 |
|  | Ontario Teachers Finance Trust | 0.900% | 5/20/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8330 | &nbsp;&nbsp;&nbsp;&nbsp;6009 |
|  | OPB Finance Trust | 2.950% | 2/2/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;14201 | &nbsp;&nbsp;&nbsp;10352 |
|  | OPB Finance Trust | 2.980% | 1/25/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2442 | &nbsp;&nbsp;&nbsp;&nbsp;1779 |
|  | Ottawa Ontario | 4.600% | 7/14/42 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | Ottawa Ontario | 3.250% | 11/10/47 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 |
|  | Ottawa Ontario | 3.100% | 7/27/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841 | &nbsp;&nbsp;&nbsp;&nbsp;1132 |
|  | Ottawa Ontario | 2.500% | 5/11/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp;&nbsp;1419 |
|  | Ottawa Ontario | 4.100% | 12/6/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384 | &nbsp;&nbsp;&nbsp;&nbsp;1024 |
|  | Ottawa Ontario | 4.200% | 7/30/53 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648 | &nbsp;&nbsp;&nbsp;&nbsp;1240 |
|  | Province of Alberta | 3.100% | 6/1/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;11637 | &nbsp;&nbsp;&nbsp;&nbsp;8610 |
|  | Province of Alberta | 0.625% | 4/18/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5183 | &nbsp;&nbsp;&nbsp;&nbsp;5336 |
|  | Province of Alberta | 2.350% | 6/1/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;15183 | &nbsp;&nbsp;&nbsp;11049 |
|  | Province of Alberta | 0.625% | 1/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;2536 |
|  | Province of Alberta | 2.200% | 6/1/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;15094 | &nbsp;&nbsp;&nbsp;10878 |
|  | Province of Alberta | 3.100% | 12/14/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 |
|  | Province of Alberta | 2.550% | 6/1/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;19004 | &nbsp;&nbsp;&nbsp;13781 |
|  | Province of Alberta | 3.600% | 4/11/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
|  | Province of Alberta | 2.900% | 12/1/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;12079 | &nbsp;&nbsp;&nbsp;&nbsp;8813 |
|  | Province of Alberta | 0.375% | 2/7/29 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;10176 |
|  | Province of Alberta | 1.403% | 2/20/29 | SEK | &nbsp;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp;9134 |
|  | Province of Alberta | 2.900% | 9/20/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7122 | &nbsp;&nbsp;&nbsp;&nbsp;5133 |
|  | Province of Alberta | 2.050% | 6/1/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;35396 | &nbsp;&nbsp;24081 |
|  | Province of Alberta | 1.650% | 6/1/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;12891 | &nbsp;&nbsp;&nbsp;&nbsp;8345 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Province of Alberta | 3.500% | 6/1/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4554 | &nbsp;&nbsp;&nbsp;&nbsp;3398 |
| Province of Alberta | 4.150% | 6/1/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;2497 |
| Province of Alberta | 3.900% | 12/1/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7402 | &nbsp;&nbsp;&nbsp;&nbsp;5642 |
| Province of Alberta | 4.500% | 12/1/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1949 |
| Province of Alberta | 3.450% | 12/1/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9342 | &nbsp;&nbsp;&nbsp;&nbsp;6439 |
| Province of Alberta | 3.300% | 12/1/46 | CAD | &nbsp;&nbsp;21716 | &nbsp;&nbsp;&nbsp;14519 |
| Province of Alberta | 3.050% | 12/1/48 | CAD | &nbsp;&nbsp;&nbsp;27175 | &nbsp;&nbsp;&nbsp;17343 |
| Province of Alberta | 3.100% | 6/1/50 | CAD | &nbsp;&nbsp;31926 | &nbsp;&nbsp;20481 |
| Province of Alberta | 2.950% | 6/1/52 | CAD | &nbsp;&nbsp;14771 | &nbsp;&nbsp;&nbsp;&nbsp;9244 |
| Province of British Columbia | 4.250% | 11/27/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;1224 |
| Province of British Columbia | 2.850% | 6/18/25 | CAD | &nbsp;&nbsp;&nbsp;18576 | &nbsp;&nbsp;&nbsp;13680 |
| Province of British Columbia | 2.300% | 6/18/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9486 | &nbsp;&nbsp;&nbsp;&nbsp;6862 |
| Province of British Columbia | 2.550% | 6/18/27 | CAD | &nbsp;&nbsp;14234 | &nbsp;&nbsp;&nbsp;10328 |
| Province of British Columbia | 2.950% | 12/18/28 | CAD | &nbsp;&nbsp;&nbsp;11974 | &nbsp;&nbsp;&nbsp;&nbsp;8775 |
| Province of British Columbia | 5.700% | 6/18/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6649 | &nbsp;&nbsp;&nbsp;&nbsp;5637 |
| Province of British Columbia | 2.200% | 6/18/30 | CAD | &nbsp;&nbsp;19775 | &nbsp;&nbsp;&nbsp;13648 |
| Province of British Columbia | 1.550% | 6/18/31 | CAD | &nbsp;&nbsp;14285 | &nbsp;&nbsp;&nbsp;&nbsp;9188 |
| Province of British Columbia | 6.350% | 6/18/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7346 | &nbsp;&nbsp;&nbsp;&nbsp;6637 |
| Province of British Columbia | 3.200% | 6/18/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6695 | &nbsp;&nbsp;&nbsp;&nbsp;4881 |
| Province of British Columbia | 5.400% | 6/18/35 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2593 |
| Province of British Columbia | 4.700% | 6/18/37 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3409 | &nbsp;&nbsp;&nbsp;&nbsp;2772 |
| Province of British Columbia | 4.950% | 6/18/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6373 | &nbsp;&nbsp;&nbsp;&nbsp;5358 |
| Province of British Columbia | 4.300% | 6/18/42 | CAD | &nbsp;&nbsp;18568 | &nbsp;&nbsp;&nbsp;14534 |
| Province of British Columbia | 3.200% | 6/18/44 | CAD | &nbsp;&nbsp;&nbsp;17315 | &nbsp;&nbsp;&nbsp;11535 |
| Province of British Columbia | 2.800% | 6/18/48 | CAD | &nbsp;&nbsp;21063 | &nbsp;&nbsp;&nbsp;12862 |
| Province of British Columbia | 4.900% | 6/18/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp;1263 |
| Province of British Columbia | 2.950% | 6/18/50 | CAD | &nbsp;&nbsp;&nbsp;28010 | &nbsp;&nbsp;&nbsp;17555 |
| Province of British Columbia | 2.750% | 6/18/52 | CAD | &nbsp;&nbsp;22419 | &nbsp;&nbsp;&nbsp;13524 |
| Province of British Columbia | 4.250% | 12/18/53 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3708 | &nbsp;&nbsp;&nbsp;&nbsp;2963 |
| Province of Manitoba | 3.300% | 6/2/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2979 | &nbsp;&nbsp;&nbsp;&nbsp;2210 |
| Province of Manitoba | 4.250% | 3/3/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 |
| Province of Manitoba | 2.450% | 6/2/25 | CAD | &nbsp;&nbsp;&nbsp;11435 | &nbsp;&nbsp;&nbsp;&nbsp;8338 |
| Province of Manitoba | 4.400% | 9/5/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3471 | &nbsp;&nbsp;&nbsp;&nbsp;2652 |
| Province of Manitoba | 2.550% | 6/2/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9304 | &nbsp;&nbsp;&nbsp;&nbsp;6777 |
| Province of Manitoba | 2.600% | 6/2/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7584 | &nbsp;&nbsp;&nbsp;&nbsp;5504 |
| Province of Manitoba | 3.000% | 6/2/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5018 | &nbsp;&nbsp;&nbsp;&nbsp;3687 |
| Province of Manitoba | 2.750% | 6/2/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4669 | &nbsp;&nbsp;&nbsp;&nbsp;3364 |
| Province of Manitoba | 3.250% | 9/5/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2213 | &nbsp;&nbsp;&nbsp;&nbsp;1636 |
| Province of Manitoba | 2.050% | 6/2/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9482 | &nbsp;&nbsp;&nbsp;&nbsp;6440 |
| Province of Manitoba | 6.300% | 3/5/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
| Province of Manitoba | 2.050% | 6/2/31 | CAD | &nbsp;&nbsp;10481 | &nbsp;&nbsp;&nbsp;&nbsp;6992 |
| Province of Manitoba | 3.900% | 12/2/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;4577 |
| Province of Manitoba | 5.700% | 3/5/37 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3171 | &nbsp;&nbsp;&nbsp;&nbsp;2803 |
| Province of Manitoba | 4.600% | 3/5/38 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;2225 |
| Province of Manitoba | 4.650% | 3/5/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;1573 |
| Province of Manitoba | 4.100% | 3/5/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;2425 |
| Province of Manitoba | 4.400% | 3/5/42 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3184 | &nbsp;&nbsp;&nbsp;&nbsp;2494 |
| Province of Manitoba | 3.350% | 3/5/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1581 | &nbsp;&nbsp;&nbsp;&nbsp;1061 |
| Province of Manitoba | 4.050% | 9/5/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4226 | &nbsp;&nbsp;&nbsp;&nbsp;3120 |
| Province of Manitoba | 2.850% | 9/5/46 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8155 | &nbsp;&nbsp;&nbsp;&nbsp;4955 |
| Province of Manitoba | 3.400% | 9/5/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9070 | &nbsp;&nbsp;&nbsp;&nbsp;6062 |
| Province of Manitoba | 3.200% | 3/5/50 | CAD | &nbsp;&nbsp;13225 | &nbsp;&nbsp;&nbsp;&nbsp;8494 |
| Province of Manitoba | 4.700% | 3/5/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818 |
| Province of Manitoba | 2.050% | 9/5/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8409 | &nbsp;&nbsp;&nbsp;&nbsp;4127 |
| Province of Manitoba | 3.150% | 9/5/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3936 | &nbsp;&nbsp;&nbsp;&nbsp;2488 |
| Province of Manitoba | 3.800% | 9/5/53 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3189 | &nbsp;&nbsp;&nbsp;&nbsp;2287 |
| Province of Manitoba | 3.450% | 3/5/63 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1762 | &nbsp;&nbsp;&nbsp;&nbsp;1204 |
| Province of New Brunswick | 3.650% | 6/3/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5418 | &nbsp;&nbsp;&nbsp;&nbsp;4037 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Province of New Brunswick | 1.800% | 8/14/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;3866 |
| Province of New Brunswick | 2.600% | 8/14/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;3573 |
| Province of New Brunswick | 2.350% | 8/14/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;3417 |
| Province of New Brunswick | 3.100% | 8/14/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4044 | &nbsp;&nbsp;&nbsp;&nbsp;2981 |
| Province of New Brunswick | 2.550% | 8/14/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;4319 |
| Province of New Brunswick | 5.500% | 1/27/34 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;1695 |
| Province of New Brunswick | 4.550% | 3/26/37 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3428 | &nbsp;&nbsp;&nbsp;&nbsp;2724 |
| Province of New Brunswick | 4.800% | 9/26/39 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 |
| Province of New Brunswick | 4.800% | 6/3/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3765 | &nbsp;&nbsp;&nbsp;&nbsp;3078 |
| Province of New Brunswick | 3.550% | 6/3/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4641 | &nbsp;&nbsp;&nbsp;&nbsp;3223 |
| Province of New Brunswick | 3.800% | 8/14/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5713 | &nbsp;&nbsp;&nbsp;&nbsp;4087 |
| Province of New Brunswick | 3.100% | 8/14/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8071 | &nbsp;&nbsp;&nbsp;&nbsp;5102 |
| Province of New Brunswick | 3.050% | 8/14/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8688 | &nbsp;&nbsp;&nbsp;&nbsp;5430 |
| Province of New Brunswick | 2.900% | 8/14/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2419 | &nbsp;&nbsp;&nbsp;&nbsp;1460 |
| Province of New Brunswick | 3.550% | 6/3/55 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
| Province of Newfoundland and Labrador | 2.300% | 6/2/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;3011 |
| Province of Newfoundland and Labrador | 3.000% | 6/2/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;3614 |
| Province of Newfoundland and Labrador | 1.250% | 6/2/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1160 |
| Province of Newfoundland and Labrador | 6.150% | 4/17/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 |
| Province of Newfoundland and Labrador | 2.850% | 6/2/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7346 | &nbsp;&nbsp;&nbsp;&nbsp;5342 |
| Province of Newfoundland and Labrador | 2.850% | 6/2/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7407 | &nbsp;&nbsp;&nbsp;&nbsp;5335 |
| Province of Newfoundland and Labrador | 1.750% | 6/2/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7215 | &nbsp;&nbsp;&nbsp;&nbsp;4758 |
| Province of Newfoundland and Labrador | 2.050% | 6/2/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4131 | &nbsp;&nbsp;&nbsp;&nbsp;2721 |
| Province of Newfoundland and Labrador | 5.700% | 10/17/35 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 |
| Province of Newfoundland and Labrador | 4.650% | 10/17/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;1997 |
| Province of Newfoundland and Labrador | 3.300% | 10/17/46 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9147 | &nbsp;&nbsp;&nbsp;&nbsp;5757 |
| Province of Newfoundland and Labrador | 3.700% | 10/17/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;4007 |
| Province of Newfoundland and Labrador | 2.650% | 10/17/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9380 | &nbsp;&nbsp;&nbsp;&nbsp;5181 |
| Province of Newfoundland and Labrador | 3.150% | 12/2/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3729 | &nbsp;&nbsp;&nbsp;&nbsp;2247 |
| Province of Nova Scotia | 2.100% | 6/1/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4169 | &nbsp;&nbsp;&nbsp;&nbsp;2965 |
| Province of Nova Scotia | 1.100% | 6/1/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5287 | &nbsp;&nbsp;&nbsp;&nbsp;3530 |
| Province of Nova Scotia | 2.000% | 9/1/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8313 | &nbsp;&nbsp;&nbsp;&nbsp;5605 |
| Province of Nova Scotia | 2.400% | 12/1/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;3205 |
| Province of Nova Scotia | 6.600% | 12/1/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Province of Nova Scotia | 5.800% | 6/1/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |
| Province of Nova Scotia | 4.500% | 6/1/37 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1935 |
| Province of Nova Scotia | 4.700% | 6/1/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;3368 |
| Province of Nova Scotia | 4.400% | 6/1/42 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4866 | &nbsp;&nbsp;&nbsp;&nbsp;3797 |
| Province of Nova Scotia | 3.450% | 6/1/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2376 | &nbsp;&nbsp;&nbsp;&nbsp;1611 |
| Province of Nova Scotia | 3.150% | 12/1/51 | CAD | &nbsp;&nbsp;10525 | &nbsp;&nbsp;&nbsp;&nbsp;6718 |
| Province of Nova Scotia | 3.500% | 6/2/62 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4124 | &nbsp;&nbsp;&nbsp;&nbsp;2822 |
| Province of Ontario | 7.500% | 2/7/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
| Province of Ontario | 1.875% | 5/21/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2622 |
| Province of Ontario | 3.500% | 6/2/24 | CAD | &nbsp;&nbsp;50582 | &nbsp;&nbsp;&nbsp;37625 |
| Province of Ontario | 0.375% | 6/14/24 | EUR | &nbsp;&nbsp;&nbsp;11821 | &nbsp;&nbsp;12361 |
| Province of Ontario | 4.250% | 8/22/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Province of Ontario | 2.300% | 9/8/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6544 | &nbsp;&nbsp;&nbsp;&nbsp;4779 |
| Province of Ontario | 0.875% | 1/21/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2552 |
| Province of Ontario | 2.650% | 2/5/25 | CAD | &nbsp;&nbsp;&nbsp;16212 | &nbsp;&nbsp;&nbsp;11900 |
| Province of Ontario | 0.625% | 4/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6647 | &nbsp;&nbsp;&nbsp;&nbsp;6834 |
| Province of Ontario | 2.600% | 6/2/25 | CAD | &nbsp;&nbsp;56589 | &nbsp;&nbsp;&nbsp;41419 |
| Province of Ontario | 3.100% | 8/26/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
| Province of Ontario | 1.750% | 9/8/25 | CAD | &nbsp;&nbsp;39298 | &nbsp;&nbsp;&nbsp;28129 |
| Province of Ontario | 2.250% | 5/26/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1744 |
| Province of Ontario | 2.400% | 6/2/26 | CAD | &nbsp;&nbsp;31887 | &nbsp;&nbsp;&nbsp;23131 |
| Province of Ontario | 1.350% | 9/8/26 | CAD | &nbsp;&nbsp;&nbsp;11564 | &nbsp;&nbsp;&nbsp;&nbsp;8081 |
| Province of Ontario | 3.500% | 1/27/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
| Province of Ontario | 1.850% | 2/1/27 | CAD | &nbsp;&nbsp;13498 | &nbsp;&nbsp;&nbsp;&nbsp;9561 |
| Province of Ontario | 0.375% | 4/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 |
| Province of Ontario | 2.600% | 6/2/27 | CAD | &nbsp;&nbsp;36481 | &nbsp;&nbsp;&nbsp;26510 |
| Province of Ontario | 7.600% | 6/2/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7346 | &nbsp;&nbsp;&nbsp;&nbsp;6437 |
| Province of Ontario | 1.050% | 9/8/27 | CAD | &nbsp;&nbsp;10255 | &nbsp;&nbsp;&nbsp;&nbsp;6944 |
| Province of Ontario | 3.600% | 3/8/28 | CAD | &nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;12237 |
| Province of Ontario | 2.900% | 6/2/28 | CAD | &nbsp;&nbsp;&nbsp;37175 | &nbsp;&nbsp;&nbsp;27235 |
| Province of Ontario | 6.500% | 3/8/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8110 | &nbsp;&nbsp;&nbsp;&nbsp;7104 |
| Province of Ontario | 2.700% | 6/2/29 | CAD | &nbsp;&nbsp;&nbsp;37631 | &nbsp;&nbsp;&nbsp;27071 |
| Province of Ontario | 0.250% | 6/28/29 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp;&nbsp;&nbsp;5536 |
| Province of Ontario | 1.550% | 11/1/29 | CAD | &nbsp;&nbsp;21996 | &nbsp;&nbsp;&nbsp;14637 |
| Province of Ontario | 2.050% | 6/2/30 | CAD | &nbsp;&nbsp;44799 | &nbsp;&nbsp;&nbsp;30498 |
| Province of Ontario | 0.010% | 11/25/30 | EUR | &nbsp;&nbsp;&nbsp;10214 | &nbsp;&nbsp;&nbsp;&nbsp;8713 |
| Province of Ontario | 1.350% | 12/2/30 | CAD | &nbsp;&nbsp;25904 | &nbsp;&nbsp;&nbsp;16574 |
| Province of Ontario | 2.150% | 6/2/31 | CAD | &nbsp;&nbsp;52612 | &nbsp;&nbsp;&nbsp;35519 |
| Province of Ontario | 6.200% | 6/2/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6367 | &nbsp;&nbsp;&nbsp;&nbsp;5691 |
| Province of Ontario | 0.250% | 6/9/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;6503 |
| Province of Ontario | 2.250% | 12/2/31 | CAD | &nbsp;&nbsp;22555 | &nbsp;&nbsp;&nbsp;15239 |
| Province of Ontario | 3.750% | 6/2/32 | CAD | &nbsp;&nbsp;35300 | &nbsp;&nbsp;&nbsp;26775 |
| Province of Ontario | 5.850% | 3/8/33 | CAD | &nbsp;&nbsp;&nbsp;13198 | &nbsp;&nbsp;&nbsp;11673 |
| Province of Ontario | 5.600% | 6/2/35 | CAD | &nbsp;&nbsp;23098 | &nbsp;&nbsp;&nbsp;20294 |
| Province of Ontario | 4.700% | 6/2/37 | CAD | &nbsp;&nbsp;41136 | &nbsp;&nbsp;33400 |
| Province of Ontario | 4.600% | 6/2/39 | CAD | &nbsp;&nbsp;38496 | &nbsp;&nbsp;31000 |
| Province of Ontario | 4.650% | 6/2/41 | CAD | &nbsp;&nbsp;59443 | &nbsp;&nbsp;&nbsp;48303 |
| Province of Ontario | 3.500% | 6/2/43 | CAD | &nbsp;&nbsp;39795 | &nbsp;&nbsp;&nbsp;&nbsp;27741 |
| Province of Ontario | 3.450% | 6/2/45 | CAD | &nbsp;&nbsp;63625 | &nbsp;&nbsp;&nbsp;43821 |
| Province of Ontario | 2.900% | 12/2/46 | CAD | &nbsp;&nbsp;56945 | &nbsp;&nbsp;&nbsp;35472 |
| Province of Ontario | 2.800% | 6/2/48 | CAD | &nbsp;&nbsp;50869 | &nbsp;&nbsp;&nbsp;30942 |
| Province of Ontario | 2.900% | 6/2/49 | CAD | &nbsp;&nbsp;&nbsp;47673 | &nbsp;&nbsp;&nbsp;29446 |
| Province of Ontario | 2.650% | 12/2/50 | CAD | &nbsp;&nbsp;60479 | &nbsp;&nbsp;&nbsp;35410 |
| Province of Ontario | 1.900% | 12/2/51 | CAD | &nbsp;&nbsp;53256 | &nbsp;&nbsp;&nbsp;26018 |
| Province of Ontario | 2.550% | 12/2/52 | CAD | &nbsp;&nbsp;32880 | &nbsp;&nbsp;&nbsp;18725 |
| Province of Ontario | 3.750% | 12/2/53 | CAD | &nbsp;&nbsp;26659 | &nbsp;&nbsp;&nbsp;19448 |
| Province of Prince Edward Island | 4.600% | 5/19/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 |
| Province of Prince Edward Island | 3.650% | 6/27/42 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 |
| Province of Prince Edward Island | 2.650% | 12/1/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
| Province of Prince Edward Island | 3.600% | 1/17/53 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1467 | &nbsp;&nbsp;&nbsp;&nbsp;1004 |
| Province of Quebec | 2.250% | 2/22/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4262 | &nbsp;&nbsp;&nbsp;&nbsp;3134 |
| Province of Quebec | 3.750% | 9/1/24 | CAD | &nbsp;&nbsp;21833 | &nbsp;&nbsp;&nbsp;16310 |
| Province of Quebec | 0.875% | 1/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5717 |
| Province of Quebec | 4.200% | 3/10/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
| Province of Quebec | 2.600% | 7/6/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3099 | &nbsp;&nbsp;&nbsp;&nbsp;2271 |
| Province of Quebec | 2.750% | 9/1/25 | CAD | &nbsp;&nbsp;26927 | &nbsp;&nbsp;&nbsp;19781 |
| Province of Quebec | 8.500% | 4/1/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;4219 |
| Province of Quebec | 3.700% | 5/20/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
| Province of Quebec | 2.500% | 9/1/26 | CAD | &nbsp;&nbsp;22964 | &nbsp;&nbsp;&nbsp;16720 |
| Province of Quebec | 1.850% | 2/13/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3112 | &nbsp;&nbsp;&nbsp;&nbsp;2205 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Province of Quebec | 0.875% | 5/4/27 | EUR | &nbsp;&nbsp;&nbsp;17049 | &nbsp;&nbsp;&nbsp;16938 |
| Province of Quebec | 2.750% | 9/1/27 | CAD | &nbsp;&nbsp;31554 | &nbsp;&nbsp;&nbsp;23154 |
| Province of Quebec | 0.875% | 7/5/28 | EUR | &nbsp;&nbsp;20214 | &nbsp;&nbsp;&nbsp;19594 |
| Province of Quebec | 2.750% | 9/1/28 | CAD | &nbsp;&nbsp;22350 | &nbsp;&nbsp;&nbsp;16238 |
| Province of Quebec | 2.300% | 9/1/29 | CAD | &nbsp;&nbsp;24778 | &nbsp;&nbsp;&nbsp;17378 |
| Province of Quebec | 6.000% | 10/1/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7346 | &nbsp;&nbsp;&nbsp;&nbsp;6330 |
| Province of Quebec | 1.900% | 9/1/30 | CAD | &nbsp;&nbsp;41650 | &nbsp;&nbsp;&nbsp;27964 |
| Province of Quebec | 0.000% | 10/29/30 | EUR | &nbsp;&nbsp;16093 | &nbsp;&nbsp;&nbsp;13815 |
| Province of Quebec | 0.250% | 5/5/31 | EUR | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;10579 |
| Province of Quebec | 2.100% | 5/27/31 | CAD | &nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;10325 |
| Province of Quebec | 1.500% | 9/1/31 | CAD | &nbsp;&nbsp;52164 | &nbsp;&nbsp;33304 |
| Province of Quebec | 6.250% | 6/1/32 | CAD | &nbsp;&nbsp;10564 | &nbsp;&nbsp;&nbsp;&nbsp;9560 |
| Province of Quebec | 3.250% | 9/1/32 | CAD | &nbsp;&nbsp;&nbsp;19135 | &nbsp;&nbsp;&nbsp;13960 |
| Province of Quebec | 5.750% | 12/1/36 | CAD | &nbsp;&nbsp;14609 | &nbsp;&nbsp;&nbsp;13137 |
| Province of Quebec | 5.000% | 12/1/38 | CAD | &nbsp;&nbsp;18957 | &nbsp;&nbsp;&nbsp;15974 |
| Province of Quebec | 5.000% | 12/1/41 | CAD | &nbsp;&nbsp;35004 | &nbsp;&nbsp;29772 |
| Province of Quebec | 4.250% | 12/1/43 | CAD | &nbsp;&nbsp;30242 | &nbsp;&nbsp;23496 |
| Province of Quebec | 3.500% | 12/1/45 | CAD | &nbsp;&nbsp;&nbsp;37714 | &nbsp;&nbsp;26238 |
| Province of Quebec | 3.500% | 12/1/48 | CAD | &nbsp;&nbsp;45671 | &nbsp;&nbsp;31684 |
| Province of Quebec | 3.100% | 12/1/51 | CAD | &nbsp;&nbsp;&nbsp;67005 | &nbsp;&nbsp;43189 |
| Province of Quebec | 2.850% | 12/1/53 | CAD | &nbsp;&nbsp;45283 | &nbsp;&nbsp;&nbsp;27644 |
| Province of Quebec | 4.400% | 12/1/55 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;2964 |
| Province of Saskatchewan | 3.200% | 6/3/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7679 | &nbsp;&nbsp;&nbsp;&nbsp;5690 |
| Province of Saskatchewan | 0.800% | 9/2/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5074 | &nbsp;&nbsp;&nbsp;&nbsp;3537 |
| Province of Saskatchewan | 2.550% | 6/2/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4997 | &nbsp;&nbsp;&nbsp;&nbsp;3641 |
| Province of Saskatchewan | 2.650% | 6/2/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6898 | &nbsp;&nbsp;&nbsp;&nbsp;5021 |
| Province of Saskatchewan | 3.050% | 12/2/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6693 | &nbsp;&nbsp;&nbsp;&nbsp;4919 |
| Province of Saskatchewan | 5.750% | 3/5/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2939 | &nbsp;&nbsp;&nbsp;&nbsp;2480 |
| Province of Saskatchewan | 2.200% | 6/2/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5140 | &nbsp;&nbsp;&nbsp;&nbsp;3532 |
| Province of Saskatchewan | 2.150% | 6/2/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7585 | &nbsp;&nbsp;&nbsp;&nbsp;5109 |
| Province of Saskatchewan | 6.400% | 9/5/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| Province of Saskatchewan | 5.800% | 9/5/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| Province of Saskatchewan | 5.000% | 3/5/37 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| Province of Saskatchewan | 4.750% | 6/1/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3624 | &nbsp;&nbsp;&nbsp;&nbsp;2976 |
| Province of Saskatchewan | 3.400% | 2/3/42 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;2239 |
| Province of Saskatchewan | 3.900% | 6/2/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6816 | &nbsp;&nbsp;&nbsp;&nbsp;4968 |
| Province of Saskatchewan | 2.750% | 12/2/46 | CAD | &nbsp;&nbsp;10666 | &nbsp;&nbsp;&nbsp;&nbsp;6430 |
| Province of Saskatchewan | 3.300% | 6/2/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8685 | &nbsp;&nbsp;&nbsp;&nbsp;5786 |
| Province of Saskatchewan | 3.100% | 6/2/50 | CAD | &nbsp;&nbsp;&nbsp;13142 | &nbsp;&nbsp;&nbsp;&nbsp;8422 |
| Province of Saskatchewan | 2.800% | 12/2/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8455 | &nbsp;&nbsp;&nbsp;&nbsp;5055 |
| Province of Saskatchewan | 3.750% | 3/5/54 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1859 | &nbsp;&nbsp;&nbsp;&nbsp;1352 |
| Province of Saskatchewan | 2.950% | 6/2/58 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1872 | &nbsp;&nbsp;&nbsp;&nbsp;1149 |
| PSP Capital Inc. | 3.290% | 4/4/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9847 | &nbsp;&nbsp;&nbsp;&nbsp;7299 |
| PSP Capital Inc. | 3.000% | 11/5/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5383 | &nbsp;&nbsp;&nbsp;&nbsp;3968 |
| PSP Capital Inc. | 0.900% | 6/15/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1687 |
| PSP Capital Inc. | 1.500% | 3/15/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp;5278 |
| PSP Capital Inc. | 2.050% | 1/15/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8828 | &nbsp;&nbsp;&nbsp;&nbsp;6013 |
| PSP Capital Inc. | 2.600% | 3/1/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
| Regional Municipality of Peel Ontario | 4.250% | 12/2/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
| Regional Municipality of Peel Ontario | 5.100% | 6/29/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3419 | &nbsp;&nbsp;&nbsp;&nbsp;2820 |
| Regional Municipality of Peel Ontario | 2.500% | 6/16/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888 |
| Regional Municipality of York | 2.600% | 12/15/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;1783 |
| Regional Municipality of York | 2.500% | 6/2/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp;1068 |
| Regional Municipality of York | 2.350% | 6/9/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Regional Municipality of York | 1.700% | 5/27/30 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 |
| Regional Municipality of York | 2.150% | 6/22/31 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1954 | &nbsp;&nbsp;&nbsp;&nbsp;1313 |
| Regional Municipality of York | 4.000% | 5/31/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2135 | &nbsp;&nbsp;&nbsp;&nbsp;1647 |
| Regional Municipality of York | 3.650% | 5/13/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1519 | &nbsp;&nbsp;&nbsp;&nbsp;1129 |

---

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---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Regional Municipality of York | 4.050% | 5/1/34 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197 |
|  | Royal Office Finance LP | 5.209% | 11/12/37 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1931 |
|  | South Coast British Columbia Transportation Authority | 3.050% | 6/4/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 |
|  | South Coast British Columbia Transportation Authority | 3.250% | 11/23/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 |
|  | South Coast British Columbia Transportation Authority | 4.450% | 6/9/44 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 |
|  | South Coast British Columbia Transportation Authority | 3.150% | 11/16/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2841 |
|  | South Coast British Columbia Transportation Authority | 2.650% | 10/29/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 |
|  | TCHC Issuer Trust | 5.395% | 2/22/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 |
|  | Toronto Canada | 2.450% | 2/6/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966 |
|  | Toronto Canada | 2.400% | 6/7/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 |
|  | Toronto Canada | 2.650% | 11/9/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1867 |
|  | Toronto Canada | 3.250% | 4/20/32 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2174 |
|  | Toronto Canada | 2.950% | 4/28/35 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2046 |
|  | Toronto Canada | 3.500% | 6/2/36 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402 |
|  | Toronto Canada | 2.600% | 9/24/39 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790 |
|  | Toronto Canada | 5.200% | 6/1/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
|  | Toronto Canada | 2.150% | 8/25/40 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583 |
|  | Toronto Canada | 4.700% | 6/10/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
|  | Toronto Canada | 2.850% | 11/23/41 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 |
|  | Toronto Canada | 3.800% | 12/13/42 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
|  | Toronto Canada | 4.150% | 3/10/44 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781 |
|  | Toronto Canada | 3.250% | 6/24/46 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235 |
|  | Toronto Canada | 3.200% | 8/1/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 |
|  | Toronto Canada | 2.800% | 11/22/49 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667 |
|  | Toronto Canada | 2.900% | 4/29/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1881 |
|  | Toronto Canada | 4.300% | 6/1/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
|  | Vancouver Canada | 3.700% | 10/18/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | Winnipeg Canada | 4.100% | 6/1/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |
|  | Winnipeg Canada | 4.300% | 11/15/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1918 |
|  |  |  |  |  |  | &nbsp;&nbsp;**4530635** |
| **Chile (0.2%)** | **Chile (0.2%)** | **Chile (0.2%)** | **Chile (0.2%)** |  |  |  |
| <sup>3</sup> | Bonos de la Tesoreria de la Republica en pesos | 5.800% | 6/1/24 | CLP | &nbsp;&nbsp;&nbsp;&nbsp;8175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10011 |
|  | Bonos de la Tesoreria de la Republica en pesos | 2.500% | 3/1/25 | CLP | &nbsp;&nbsp;&nbsp;17500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20194 |
|  | Bonos de la Tesoreria de la Republica en pesos | 4.500% | 3/1/26 | CLP | &nbsp;&nbsp;20945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25098 |
| <sup>3</sup> | Bonos de la Tesoreria de la Republica en pesos | 5.000% | 10/1/28 | CLP | &nbsp;&nbsp;10500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12820 |
| <sup>3</sup> | Bonos de la Tesoreria de la Republica en pesos | 4.700% | 9/1/30 | CLP | &nbsp;&nbsp;18650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22181 |
|  | Bonos de la Tesoreria de la Republica en pesos | 5.000% | 3/1/35 | CLP | &nbsp;&nbsp;10755000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13021 |
|  | Bonos de la Tesoreria de la Republica en pesos | 6.000% | 1/1/43 | CLP | &nbsp;&nbsp;15590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21106 |
|  | Republic of Chile | 1.625% | 1/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2862 |
|  | Republic of Chile | 0.100% | 1/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7310 |
|  | Republic of Chile | 0.555% | 1/21/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7762 |
|  | Republic of Chile | 1.440% | 2/1/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2127 |
|  | Republic of Chile | 0.830% | 7/2/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4633 |
|  | Republic of Chile | 1.300% | 7/26/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5136 |
|  | Republic of Chile | 1.250% | 1/29/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 |
|  | Republic of Chile | 1.250% | 1/22/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3446 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**161132** |

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Coupon** | **Maturity<br> Date** | **Currency** | &nbsp;&nbsp;**Face<br> Amount<br> (000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **China (1.1%)** | **China (1.1%)** | **China (1.1%)** |  |  |  |
| Agricultural Development Bank of China | 3.190% | 3/3/24 | CNY | &nbsp;&nbsp;150000 | &nbsp;&nbsp;22386 |
| Agricultural Development Bank of China | 3.240% | 8/14/24 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;7480 |
| Agricultural Development Bank of China | 2.610% | 3/9/25 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;2956 |
| Agricultural Development Bank of China | 2.250% | 4/22/25 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;7336 |
| Agricultural Development Bank of China | 3.450% | 9/23/25 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;7537 |
| Agricultural Development Bank of China | 3.350% | 3/24/26 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;7527 |
| Agricultural Development Bank of China | 3.630% | 7/19/26 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;6072 |
| Agricultural Development Bank of China | 2.990% | 8/11/26 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;7437 |
| Agricultural Development Bank of China | 2.870% | 5/14/27 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;7383 |
| Agricultural Development Bank of China | 3.480% | 2/4/28 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;9090 |
| Agricultural Development Bank of China | 3.190% | 8/12/28 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;11957 |
| Agricultural Development Bank of China | 2.960% | 4/17/30 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;4416 |
| Agricultural Development Bank of China | 3.790% | 10/26/30 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;7767 |
| Agricultural Development Bank of China | 3.520% | 5/24/31 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;3055 |
| Agricultural Development Bank of China | 3.300% | 11/5/31 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;13531 |
| Agricultural Development Bank of China | 3.060% | 6/6/32 | CNY | &nbsp;&nbsp;180000 | &nbsp;&nbsp;26552 |
| Agricultural Development Bank of China | 3.920% | 6/18/51 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;4787 |
| China Development Bank | 2.730% | 11/11/24 | CNY | &nbsp;&nbsp;160000 | &nbsp;&nbsp;23759 |
| China Development Bank | 3.230% | 1/10/25 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;2995 |
| China Development Bank | 2.590% | 3/17/25 | CNY | &nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;14787 |
| China Development Bank | 3.340% | 7/14/25 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;3006 |
| China Development Bank | 3.430% | 1/14/27 | CNY | &nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;16613 |
| China Development Bank | 4.240% | 8/24/27 | CNY | &nbsp;&nbsp;120000 | &nbsp;&nbsp;18734 |
| China Development Bank | 3.400% | 1/8/28 | CNY | &nbsp;&nbsp;230000 | &nbsp;&nbsp;34722 |
| China Development Bank | 3.090% | 8/9/28 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;10409 |
| China Development Bank | 3.480% | 1/8/29 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;7592 |
| China Development Bank | 2.990% | 3/1/29 | CNY | &nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;19203 |
| China Development Bank | 3.070% | 3/10/30 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;9644 |
| China Development Bank | 3.090% | 6/18/30 | CNY | &nbsp;&nbsp;125000 | &nbsp;&nbsp;18562 |
| China Development Bank | 3.700% | 10/20/30 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;4637 |
| China Development Bank | 3.660% | 3/1/31 | CNY | &nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;22374 |
| China Development Bank | 3.410% | 6/7/31 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;7584 |
| China Development Bank | 3.120% | 9/13/31 | CNY | &nbsp;&nbsp;120000 | &nbsp;&nbsp;&nbsp;17812 |
| China Development Bank | 3.000% | 1/17/32 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;7346 |
| China Development Bank | 3.800% | 1/25/36 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;4714 |
| China Development Bank | 3.900% | 8/3/40 | CNY | &nbsp;&nbsp;160000 | &nbsp;&nbsp;25402 |
| China Development Bank | 3.560% | 11/19/51 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;7430 |
| China Government Bond | 2.840% | 4/8/24 | CNY | &nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;37263 |
| China Government Bond | 2.470% | 9/2/24 | CNY | &nbsp;&nbsp;300000 | &nbsp;&nbsp;44499 |
| China Government Bond | 2.940% | 10/17/24 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;11954 |
| China Government Bond | 1.990% | 4/9/25 | CNY | &nbsp;&nbsp;160000 | &nbsp;&nbsp;23452 |
| China Government Bond | 2.240% | 5/25/25 | CNY | &nbsp;&nbsp;200000 | &nbsp;&nbsp;29453 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| China Government Bond | 3.020% | 10/22/25 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20245 |
| China Government Bond | 3.030% | 3/11/26 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16510 |
| China Government Bond | 2.690% | 8/12/26 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32674 |
| China Government Bond | 0.125% | 11/12/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610 |
| China Government Bond | 2.850% | 6/4/27 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5967 |
| China Government Bond | 3.280% | 12/3/27 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12145 |
| China Government Bond | 3.010% | 5/13/28 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19486 |
| China Government Bond | 2.910% | 10/14/28 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21602 |
| China Government Bond | 0.125% | 11/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4512 |
| China Government Bond | 2.800% | 3/24/29 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14787 |
| China Government Bond | 3.290% | 5/23/29 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13675 |
| China Government Bond | 2.750% | 6/15/29 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7366 |
| China Government Bond | 3.130% | 11/21/29 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6049 |
| China Government Bond | 2.680% | 5/21/30 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13151 |
| China Government Bond | 3.270% | 11/19/30 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7641 |
| China Government Bond | 3.020% | 5/27/31 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19994 |
| China Government Bond | 0.500% | 11/12/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9079 |
| China Government Bond | 2.890% | 11/18/31 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16349 |
| China Government Bond | 0.625% | 11/25/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3931 |
| China Government Bond | 4.270% | 5/17/37 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 |
| China Government Bond | 1.000% | 11/12/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3770 |
| China Government Bond | 3.520% | 4/25/46 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 |
| China Government Bond | 3.770% | 2/20/47 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3198 |
| China Government Bond | 4.050% | 7/24/47 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3336 |
| China Government Bond | 3.970% | 7/23/48 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 |
| China Government Bond | 4.080% | 10/22/48 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4197 |
| China Government Bond | 3.860% | 7/22/49 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11372 |
| China Government Bond | 3.390% | 3/16/50 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9013 |
| China Government Bond | 3.810% | 9/14/50 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6456 |
| China Government Bond | 3.720% | 4/12/51 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13521 |
| China Government Bond | 3.530% | 10/18/51 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13180 |
| China Government Bond | 4.240% | 11/24/64 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5367 |
| China Government Bond | 3.730% | 5/25/70 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4842 |
| China Government Bond | 3.760% | 3/22/71 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6502 |
| Export-Import Bank of China | 3.140% | 4/2/24 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8951 |
| Export-Import Bank of China | 2.760% | 11/5/24 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34148 |
| Export-Import Bank of China | 3.430% | 10/23/25 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7526 |
| Export-Import Bank of China | 3.220% | 5/14/26 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10482 |
| Export-Import Bank of China | 3.400% | 1/11/28 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13578 |
| Export-Import Bank of China | 3.860% | 5/20/29 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6195 |
| Export-Import Bank of China | 3.740% | 11/16/30 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12393 |
| Export-Import Bank of China | 3.180% | 3/11/32 | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20849 |
|  |  |  |  |  | &nbsp;&nbsp;**1039318** |
| **Colombia (0.2%)** | **Colombia (0.2%)** | **Colombia (0.2%)** |  |  |  |
| Colombian TES | 10.000% | 7/24/24 | COP | &nbsp;&nbsp;&nbsp;&nbsp;95100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19932 |
| Colombian TES | 6.250% | 11/26/25 | COP | &nbsp;&nbsp;&nbsp;&nbsp;79000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14721 |
| Colombian TES | 7.500% | 8/26/26 | COP | &nbsp;&nbsp;123500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23146 |
| Colombian TES | 5.750% | 11/3/27 | COP | &nbsp;&nbsp;&nbsp;&nbsp;85000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14243 |
| Colombian TES | 6.000% | 4/28/28 | COP | &nbsp;&nbsp;131000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21710 |
| Colombian TES | 7.750% | 9/18/30 | COP | &nbsp;&nbsp;&nbsp;&nbsp;95300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16032 |
| Colombian TES | 7.000% | 3/26/31 | COP | &nbsp;&nbsp;&nbsp;&nbsp;90000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14233 |
| Colombian TES | 7.000% | 6/30/32 | COP | &nbsp;&nbsp;&nbsp;118700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18154 |
| Colombian TES | 7.250% | 10/18/34 | COP | &nbsp;&nbsp;&nbsp;115250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17187 |
| Colombian TES | 6.250% | 7/9/36 | COP | &nbsp;&nbsp;&nbsp;&nbsp;68000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8916 |
| Colombian TES | 9.250% | 5/28/42 | COP | &nbsp;&nbsp;&nbsp;&nbsp;77500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12832 |
| Colombian TES | 7.250% | 10/26/50 | COP | &nbsp;&nbsp;&nbsp;&nbsp;62500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8176 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**189282** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Coupon** | **Maturity<br> Date** | **Currency** | &nbsp;&nbsp;**Face<br> Amount<br> (000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Croatia (0.1%)** | **Croatia (0.1%)** | **Croatia (0.1%)** |  |  |  |
| Republic of Croatia | 3.000% | 3/11/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086 |
| Republic of Croatia | 3.000% | 3/20/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3738 |
| Republic of Croatia | 2.700% | 6/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2967 |
| Republic of Croatia | 1.125% | 6/19/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7932 |
| Republic of Croatia | 2.750% | 1/27/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4593 |
| Republic of Croatia | 1.500% | 6/17/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27639 | &nbsp;&nbsp;&nbsp;&nbsp;25416 |
| Republic of Croatia | 2.875% | 4/22/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5499 |
| Republic of Croatia | 1.125% | 3/4/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3419 |
| Republic of Croatia | 1.750% | 3/4/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3878 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**58528** |
| **Czech Republic (0.4%)** | **Czech Republic (0.4%)** | **Czech Republic (0.4%)** |  |  |  |
| Czech Republic | 5.700% | 5/25/24 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4919 |
| Czech Republic | 0.000% | 12/12/24 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;561080 | &nbsp;&nbsp;&nbsp;&nbsp;23170 |
| Czech Republic | 1.250% | 2/14/25 | CZK | &nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp;44119 |
| Czech Republic | 2.400% | 9/17/25 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;353340 | &nbsp;&nbsp;&nbsp;&nbsp;14986 |
| Czech Republic | 6.000% | 2/26/26 | CZK | &nbsp;&nbsp;&nbsp;1901590 | &nbsp;&nbsp;&nbsp;&nbsp;89232 |
| Czech Republic | 1.000% | 6/26/26 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;908230 | &nbsp;&nbsp;&nbsp;&nbsp;36456 |
| Czech Republic | 0.250% | 2/10/27 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;401400 | &nbsp;&nbsp;&nbsp;&nbsp;15229 |
| Czech Republic | 2.500% | 8/25/28 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;181190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7376 |
| Czech Republic | 2.750% | 7/23/29 | CZK | &nbsp;&nbsp;&nbsp;1957870 | &nbsp;&nbsp;&nbsp;&nbsp;79533 |
| Czech Republic | 0.950% | 5/15/30 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;779080 | &nbsp;&nbsp;&nbsp;&nbsp;27486 |
| Czech Republic | 1.200% | 3/13/31 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;541410 | &nbsp;&nbsp;&nbsp;&nbsp;19056 |
| Czech Republic | 2.000% | 10/13/33 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;278500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9992 |
| Czech Republic | 4.200% | 12/4/36 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2114 |
| Czech Republic | 1.500% | 4/24/40 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;100340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2846 |
| Czech Republic | 4.850% | 11/26/57 | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2001 |
|  |  |  |  |  | &nbsp;&nbsp;**378515** |
| **Denmark (0.4%)** | **Denmark (0.4%)** | **Denmark (0.4%)** |  |  |  |
| Kingdom of Denmark | 7.000% | 11/10/24 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5703 |
| Kingdom of Denmark | 1.750% | 11/15/25 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;331651 | &nbsp;&nbsp;&nbsp;&nbsp;47331 |
| Kingdom of Denmark | 0.500% | 11/15/27 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;492636 | &nbsp;&nbsp;&nbsp;&nbsp;65633 |
| Kingdom of Denmark | 0.500% | 11/15/29 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;561753 | &nbsp;&nbsp;&nbsp;&nbsp;72149 |
| Kingdom of Denmark | 0.000% | 11/15/31 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;608388 | &nbsp;&nbsp;&nbsp;&nbsp;71790 |
| Kingdom of Denmark | 4.500% | 11/15/39 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;373185 | &nbsp;&nbsp;&nbsp;&nbsp;69149 |
| Kingdom of Denmark | 0.250% | 11/15/52 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8229 |
| Kommunekredit | 0.250% | 2/16/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059 |
| Kommunekredit | 0.625% | 5/11/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203 |
| Kommunekredit | 2.900% | 11/27/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 |
| Kommunekredit | 0.750% | 5/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12443 | &nbsp;&nbsp;&nbsp;&nbsp;12372 |
| Kommunekredit | 0.000% | 3/3/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4313 |
| Kommunekredit | 2.375% | 9/15/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;10828 |
| Kommunekredit | 0.010% | 5/4/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 |
| Kommunekredit | 0.875% | 11/3/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3702 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;**376618** |
| **Finland (0.6%)** | **Finland (0.6%)** | **Finland (0.6%)** |  |  |  |
| Finnvera OYJ | 0.500% | 4/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 |
| Finnvera OYJ | 2.125% | 3/8/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;21439 |
| Finnvera OYJ | 0.375% | 4/9/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903 |
| Finnvera OYJ | 1.125% | 5/17/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2882 |
| Kuntarahoitus OYJ | 0.000% | 4/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5069 |
| Kuntarahoitus OYJ | 0.000% | 3/2/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;&nbsp;13653 |
| Kuntarahoitus OYJ | 0.250% | 2/25/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17800 | &nbsp;&nbsp;&nbsp;&nbsp;15311 |
| Kuntarahoitus OYJ | 0.050% | 9/10/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8535 |
| Municipality Finance plc | 5.000% | 3/20/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432 |
| Municipality Finance plc | 0.625% | 11/26/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2448 |
| Municipality Finance plc | 1.250% | 2/23/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4573 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Republic of Finland | 2.000% | 4/15/24 | EUR | &nbsp;&nbsp;&nbsp;14141 | &nbsp;&nbsp;&nbsp;&nbsp;15240 |
| <sup>3</sup> | Republic of Finland | 0.000% | 9/15/24 | EUR | &nbsp;&nbsp;24380 | &nbsp;&nbsp;&nbsp;&nbsp;25400 |
| <sup>3</sup> | Republic of Finland | 4.000% | 7/4/25 | EUR | &nbsp;&nbsp;21290 | &nbsp;&nbsp;&nbsp;&nbsp;23944 |
| <sup>3</sup> | Republic of Finland | 0.875% | 9/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5333 |
| <sup>3</sup> | Republic of Finland | 0.000% | 9/15/26 | EUR | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;34615 |
| <sup>3</sup> | Republic of Finland | 1.375% | 4/15/27 | EUR | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;25787 |
| <sup>3</sup> | Republic of Finland | 0.500% | 9/15/27 | EUR | &nbsp;&nbsp;24867 | &nbsp;&nbsp;&nbsp;&nbsp;24598 |
| <sup>3</sup> | Republic of Finland | 2.750% | 7/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6052 |
| <sup>3</sup> | Republic of Finland | 0.500% | 9/15/29 | EUR | &nbsp;&nbsp;&nbsp;10581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9993 |
| <sup>3</sup> | Republic of Finland | 0.000% | 9/15/30 | EUR | &nbsp;&nbsp;39490 | &nbsp;&nbsp;&nbsp;&nbsp;34960 |
| <sup>3</sup> | Republic of Finland | 0.750% | 4/15/31 | EUR | &nbsp;&nbsp;24445 | &nbsp;&nbsp;&nbsp;&nbsp;22679 |
| <sup>3</sup> | Republic of Finland | 0.125% | 9/15/31 | EUR | &nbsp;&nbsp;38750 | &nbsp;&nbsp;&nbsp;&nbsp;33723 |
| <sup>3</sup> | Republic of Finland | 1.500% | 9/15/32 | EUR | &nbsp;&nbsp;&nbsp;77364 | &nbsp;&nbsp;&nbsp;&nbsp;74909 |
| <sup>3</sup> | Republic of Finland | 1.125% | 4/15/34 | EUR | &nbsp;&nbsp;15604 | &nbsp;&nbsp;&nbsp;&nbsp;14088 |
| <sup>3</sup> | Republic of Finland | 0.125% | 4/15/36 | EUR | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9833 |
| <sup>3</sup> | Republic of Finland | 2.750% | 4/15/38 | EUR | &nbsp;&nbsp;22026 | &nbsp;&nbsp;&nbsp;&nbsp;23187 |
| <sup>3</sup> | Republic of Finland | 0.250% | 9/15/40 | EUR | &nbsp;&nbsp;72995 | &nbsp;&nbsp;&nbsp;&nbsp;50254 |
| <sup>3</sup> | Republic of Finland | 2.625% | 7/4/42 | EUR | &nbsp;&nbsp;16683 | &nbsp;&nbsp;&nbsp;&nbsp;17517 |
| <sup>3</sup> | Republic of Finland | 0.500% | 4/15/43 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |
| <sup>3</sup> | Republic of Finland | 1.375% | 4/15/47 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8337 |
| <sup>3</sup> | Republic of Finland | 0.125% | 4/15/52 | EUR | &nbsp;&nbsp;&nbsp;11677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6295 |
|  |  |  |  |  |  | &nbsp;&nbsp;**549929** |
| **France (8.6%)** | **France (8.6%)** | **France (8.6%)** | **France (8.6%)** |  |  |  |
|  | Action Logement Services | 1.375% | 4/13/32 | EUR | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;11672 |
|  | Action Logement Services | 0.750% | 7/19/41 | EUR | &nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;10655 |
|  | Agence Francaise de Developpement EPIC | 0.375% | 4/30/24 | EUR | &nbsp;&nbsp;20700 | &nbsp;&nbsp;&nbsp;&nbsp;21755 |
|  | Agence Francaise de Developpement EPIC | 1.375% | 9/17/24 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;10567 |
|  | Agence Francaise de Developpement EPIC | 2.250% | 5/27/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5329 |
|  | Agence Francaise de Developpement EPIC | 0.500% | 10/31/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 |
|  | Agence Francaise de Developpement EPIC | 0.250% | 7/21/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6033 |
|  | Agence Francaise de Developpement EPIC | 3.750% | 2/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009 |
|  | Agence Francaise de Developpement EPIC | 1.000% | 1/31/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2468 |
|  | Agence Francaise de Developpement EPIC | 0.010% | 11/25/28 | EUR | &nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;12620 |
|  | Agence Francaise de Developpement EPIC | 0.250% | 6/29/29 | EUR | &nbsp;&nbsp;&nbsp;27200 | &nbsp;&nbsp;&nbsp;&nbsp;24832 |
|  | Agence Francaise de Developpement EPIC | 0.500% | 5/25/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5357 |
|  | Agence Francaise de Developpement EPIC | 1.375% | 7/5/32 | EUR | &nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;19041 |
|  | Agence Francaise de Developpement EPIC | 1.500% | 10/31/34 | EUR | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;11796 |
|  | Agence Francaise de Developpement EPIC | 0.500% | 5/31/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3911 |
|  | Agence Francaise de Developpement EPIC | 1.125% | 3/2/37 | EUR | &nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;11627 |
|  | Agence France Locale | 0.500% | 6/20/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5135 |
|  | Agence France Locale | 0.125% | 6/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8282 |
| <sup>7</sup> | Agence France Locale | 0.000% | 9/20/27 | EUR | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;14203 |
|  | Agence France Locale | 1.125% | 6/20/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4429 |
|  | Agence France Locale | 0.000% | 3/20/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
|  | Bpifrance SACA | 2.500% | 5/25/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5392 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Bpifrance SACA | 0.750% | 11/25/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;8342 |
| Bpifrance SACA | 0.125% | 3/25/25 | EUR | &nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;16125 |
| Bpifrance SACA | 0.500% | 5/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5739 |
| Bpifrance SACA | 2.750% | 10/25/25 | EUR | &nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;11861 |
| Bpifrance SACA | 2.125% | 11/29/27 | EUR | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;13058 |
| Bpifrance SACA | 0.125% | 11/25/28 | EUR | &nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;26114 |
| Bpifrance SACA | 0.050% | 9/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4478 |
| Bpifrance SACA | 1.875% | 5/25/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5048 |
| Bpifrance SACA | 0.250% | 6/4/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 |
| Caisse d'Amortissement de la Dette Sociale | 1.375% | 11/25/24 | EUR | &nbsp;&nbsp;49131 | &nbsp;&nbsp;&nbsp;51768 |
| Caisse d'Amortissement de la Dette Sociale | 4.000% | 12/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;5439 |
| Caisse d'Amortissement de la Dette Sociale | 0.000% | 11/25/26 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9751 |
| Caisse d'Amortissement de la Dette Sociale | 2.875% | 5/25/27 | EUR | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;27115 |
| Caisse d'Amortissement de la Dette Sociale | 0.000% | 2/25/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;5349 |
| Caisse d'Amortissement de la Dette Sociale | 0.000% | 5/25/29 | EUR | &nbsp;&nbsp;43700 | &nbsp;&nbsp;39602 |
| Caisse d'Amortissement de la Dette Sociale | 0.600% | 11/25/29 | EUR | &nbsp;&nbsp;30800 | &nbsp;&nbsp;&nbsp;28719 |
| Caisse d'Amortissement de la Dette Sociale | 0.000% | 5/25/31 | EUR | &nbsp;&nbsp;&nbsp;47300 | &nbsp;&nbsp;40422 |
| Caisse d'Amortissement de la Dette Sociale | 0.125% | 9/15/31 | EUR | &nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;38742 |
| Caisse d'Amortissement de la Dette Sociale | 0.450% | 1/19/32 | EUR | &nbsp;&nbsp;25800 | &nbsp;&nbsp;22449 |
| Caisse d'Amortissement de la Dette Sociale | 2.750% | 11/25/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;10101 |
| Caisse des Depots et Consignations | 0.000% | 6/19/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2291 |
| Caisse Francaise de Financement Local | 0.375% | 5/11/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;10276 |
| Caisse Francaise de Financement Local | 5.375% | 7/8/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1951 | &nbsp;&nbsp;&nbsp;&nbsp;2181 |
| Caisse Francaise de Financement Local | 0.375% | 6/23/25 | EUR | &nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;11504 |
| Caisse Francaise de Financement Local | 1.125% | 9/9/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1755 |
| Caisse Francaise de Financement Local | 0.500% | 1/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
| Caisse Francaise de Financement Local | 0.625% | 4/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;3014 |
| Caisse Francaise de Financement Local | 0.750% | 1/11/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;1988 |
| Caisse Francaise de Financement Local | 0.750% | 9/27/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4894 |
| Caisse Francaise de Financement Local | 1.000% | 4/25/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| Caisse Francaise de Financement Local | 3.000% | 10/2/28 | EUR | &nbsp;&nbsp;22300 | &nbsp;&nbsp;&nbsp;24140 |
| Caisse Francaise de Financement Local | 0.010% | 6/24/30 | EUR | &nbsp;&nbsp;54400 | &nbsp;&nbsp;&nbsp;47241 |
| Caisse Francaise de Financement Local | 1.500% | 1/13/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4836 |
| Caisse Francaise de Financement Local | 1.250% | 5/11/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;8702 |
| Caisse Francaise de Financement Local | 1.450% | 1/16/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;2281 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Caisse Francaise de Financement Local | 1.250% | 1/22/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | Caisse Francaise de Financement Local | 1.500% | 6/28/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3099 |
|  | Caisse Francaise de Financement Local | 0.375% | 2/13/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp;14624 |
|  | France | 0.000% | 2/25/24 | EUR | &nbsp;&nbsp;126702 | &nbsp;&nbsp;&nbsp;133867 |
| <sup>7</sup> | France | 0.000% | 3/25/24 | EUR | &nbsp;&nbsp;269096 | &nbsp;&nbsp;283671 |
| <sup>7</sup> | France | 1.750% | 11/25/24 | EUR | &nbsp;&nbsp;&nbsp;125011 | &nbsp;&nbsp;&nbsp;133549 |
|  | France | 0.000% | 2/25/25 | EUR | &nbsp;&nbsp;520386 | &nbsp;&nbsp;534857 |
|  | France | 0.000% | 3/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;61541 |
|  | France | 0.500% | 5/25/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;69695 | &nbsp;&nbsp;&nbsp;&nbsp;72111 |
| <sup>7</sup> | France | 1.000% | 11/25/25 | EUR | &nbsp;&nbsp;340209 | &nbsp;&nbsp;&nbsp;353818 |
|  | France | 0.000% | 2/25/26 | EUR | &nbsp;&nbsp;128703 | &nbsp;&nbsp;&nbsp;129246 |
|  | France | 3.500% | 4/25/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;54610 | &nbsp;&nbsp;&nbsp;&nbsp;61018 |
| <sup>7</sup> | France | 0.500% | 5/25/26 | EUR | &nbsp;&nbsp;169679 | &nbsp;&nbsp;&nbsp;172355 |
|  | France | 0.250% | 11/25/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;51306 | &nbsp;&nbsp;&nbsp;&nbsp;51133 |
| <sup>7,9</sup> | France | 0.000% | 2/25/27 | EUR | &nbsp;&nbsp;585977 | &nbsp;&nbsp;&nbsp;574807 |
|  | France | 1.000% | 5/25/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;65450 | &nbsp;&nbsp;&nbsp;&nbsp;66681 |
|  | France | 2.750% | 10/25/27 | EUR | &nbsp;&nbsp;148395 | &nbsp;&nbsp;&nbsp;162718 |
|  | France | 0.750% | 2/25/28 | EUR | &nbsp;&nbsp;129364 | &nbsp;&nbsp;&nbsp;128536 |
| <sup>7</sup> | France | 0.750% | 5/25/28 | EUR | &nbsp;&nbsp;242187 | &nbsp;&nbsp;239775 |
| <sup>7</sup> | France | 0.750% | 11/25/28 | EUR | &nbsp;&nbsp;420393 | &nbsp;&nbsp;&nbsp;412704 |
|  | France | 5.500% | 4/25/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;32522 | &nbsp;&nbsp;&nbsp;&nbsp;41235 |
|  | France | 0.500% | 5/25/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;59931 | &nbsp;&nbsp;&nbsp;&nbsp;57406 |
| <sup>7</sup> | France | 0.000% | 11/25/29 | EUR | &nbsp;&nbsp;&nbsp;318476 | &nbsp;&nbsp;291380 |
| <sup>7</sup> | France | 2.500% | 5/25/30 | EUR | &nbsp;&nbsp;226027 | &nbsp;&nbsp;&nbsp;244810 |
| <sup>7</sup> | France | 0.000% | 11/25/30 | EUR | &nbsp;&nbsp;201904 | &nbsp;&nbsp;&nbsp;179631 |
| <sup>7</sup> | France | 1.500% | 5/25/31 | EUR | &nbsp;&nbsp;&nbsp;177411 | &nbsp;&nbsp;&nbsp;177485 |
|  | France | 0.000% | 11/25/31 | EUR | &nbsp;&nbsp;265253 | &nbsp;&nbsp;&nbsp;229106 |
|  | France | 0.000% | 5/25/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;83573 | &nbsp;&nbsp;&nbsp;&nbsp;70952 |
|  | France | 5.750% | 10/25/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;82105 |
|  | France | 2.000% | 11/25/32 | EUR | &nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;153007 |
| <sup>7</sup> | France | 1.250% | 5/25/34 | EUR | &nbsp;&nbsp;251529 | &nbsp;&nbsp;231358 |
|  | France | 4.750% | 4/25/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;40221 | &nbsp;&nbsp;&nbsp;&nbsp;51876 |
| <sup>3,7</sup> | France | 1.250% | 5/25/36 | EUR | &nbsp;&nbsp;210705 | &nbsp;&nbsp;&nbsp;186901 |
|  | France | 1.250% | 5/25/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;65959 | &nbsp;&nbsp;&nbsp;&nbsp;56447 |
|  | France | 4.000% | 10/25/38 | EUR | &nbsp;&nbsp;130951 | &nbsp;&nbsp;&nbsp;159680 |
| <sup>3</sup> | France | 1.750% | 6/25/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;32930 | &nbsp;&nbsp;&nbsp;&nbsp;30316 |
| <sup>3,7</sup> | France | 0.500% | 5/25/40 | EUR | &nbsp;&nbsp;106332 | &nbsp;&nbsp;&nbsp;&nbsp;76665 |
| <sup>7</sup> | France | 4.500% | 4/25/41 | EUR | &nbsp;&nbsp;153442 | &nbsp;&nbsp;200777 |
| <sup>3</sup> | France | 2.500% | 5/25/43 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;34927 | &nbsp;&nbsp;&nbsp;&nbsp;34870 |
| <sup>3,7</sup> | France | 0.500% | 6/25/44 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;69874 | &nbsp;&nbsp;&nbsp;&nbsp;46524 |
|  | France | 3.250% | 5/25/45 | EUR | &nbsp;&nbsp;&nbsp;118276 | &nbsp;&nbsp;&nbsp;133323 |
| <sup>3,7</sup> | France | 2.000% | 5/25/48 | EUR | &nbsp;&nbsp;102607 | &nbsp;&nbsp;&nbsp;&nbsp;91837 |
| <sup>3</sup> | France | 1.500% | 5/25/50 | EUR | &nbsp;&nbsp;122558 | &nbsp;&nbsp;&nbsp;&nbsp;96492 |
| <sup>7</sup> | France | 0.750% | 5/25/52 | EUR | &nbsp;&nbsp;136375 | &nbsp;&nbsp;&nbsp;&nbsp;84698 |
| <sup>3</sup> | France | 0.750% | 5/25/53 | EUR | &nbsp;&nbsp;163224 | &nbsp;&nbsp;&nbsp;&nbsp;99276 |
| <sup>3</sup> | France | 4.000% | 4/25/55 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;70930 | &nbsp;&nbsp;&nbsp;&nbsp;92375 |
|  | France | 4.000% | 4/25/60 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;67417 | &nbsp;&nbsp;&nbsp;&nbsp;89616 |
| <sup>3</sup> | France | 1.750% | 5/25/66 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;58468 | &nbsp;&nbsp;&nbsp;&nbsp;46370 |
| <sup>3</sup> | France | 0.500% | 5/25/72 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;40287 | &nbsp;&nbsp;&nbsp;&nbsp;18060 |
|  | Ile-de-France Mobilites | 0.950% | 5/28/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | Ile-de-France Mobilites | 1.275% | 2/14/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;11220 |
|  | Regie Autonome des Transports Parisiens | 0.875% | 5/25/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493 |
|  | Region of Ile de France | 3.625% | 3/27/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7101 |
|  | Region of Ile de France | 0.500% | 6/14/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;17900 | &nbsp;&nbsp;&nbsp;&nbsp;18322 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Region of Ile de France | 0.625% | 4/23/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2468 |
|  | Region of Ile de France | 0.000% | 4/20/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330 |
|  | Region of Ile de France | 1.375% | 6/20/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2760 |
|  | SFIL SA | 0.050% | 6/4/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1537 |
|  | SFIL SA | 1.500% | 3/5/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13804 |
|  | SNCF Reseau | 2.625% | 12/29/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689 |
|  | SNCF Reseau | 4.250% | 10/7/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 |
|  | SNCF Reseau | 3.125% | 10/25/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3942 |
|  | SNCF Reseau | 5.250% | 12/7/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10763 |
|  | SNCF Reseau | 0.875% | 1/22/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2882 |
|  | SNCF Reseau | 1.125% | 5/25/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13173 |
|  | SNCF Reseau | 1.000% | 11/9/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6786 |
|  | SNCF Reseau | 5.000% | 10/10/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9414 |
|  | SNCF Reseau | 5.250% | 1/31/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 |
|  | SNCF Reseau | 0.750% | 5/25/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14331 |
|  | SNCF Reseau | 1.500% | 5/29/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7637 |
|  | SNCF Reseau | 2.250% | 12/20/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5334 |
|  | SNCF Reseau | 2.000% | 2/5/48 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2014 |
|  | SNCF Reseau | 5.000% | 3/11/52 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3238 |
|  | SNCF Reseau | 4.830% | 3/25/60 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
|  | Societe Du Grand Paris EPIC | 1.125% | 10/22/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5115 |
|  | Societe Du Grand Paris EPIC | 0.000% | 11/25/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14969 |
|  | Societe Du Grand Paris EPIC | 1.125% | 5/25/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19906 |
|  | Societe Du Grand Paris EPIC | 0.875% | 5/10/46 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6415 |
|  | Societe Du Grand Paris EPIC | 1.700% | 5/25/50 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4908 |
| <sup>7</sup> | Societe Du Grand Paris EPIC | 1.000% | 11/26/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;22200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13218 |
|  | Societe Du Grand Paris EPIC | 0.700% | 10/15/60 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2664 |
|  | Societe Du Grand Paris EPIC | 1.000% | 2/18/70 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5235 |
|  | Societe Nationale SNCF SA | 4.125% | 2/19/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
|  | Societe Nationale SNCF SA | 5.375% | 3/18/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5036 |
|  | Societe Nationale SNCF SA | 1.500% | 2/2/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6848 |
|  | Societe Nationale SNCF SA | 1.000% | 5/25/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12313 |
|  | Societe Nationale SNCF SA | 0.875% | 2/28/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5965 |
|  | UNEDIC ASSEO | 2.375% | 5/25/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615 |
|  | UNEDIC ASSEO | 0.125% | 11/25/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45286 |
|  | UNEDIC ASSEO | 0.625% | 2/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5693 |
|  | UNEDIC ASSEO | 0.625% | 3/3/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7085 |
|  | UNEDIC ASSEO | 0.100% | 11/25/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;41200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40255 |
|  | UNEDIC ASSEO | 1.250% | 10/21/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10582 |
|  | UNEDIC ASSEO | 0.500% | 3/20/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11140 |
|  | UNEDIC ASSEO | 0.250% | 11/25/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13403 |
|  | UNEDIC ASSEO | 0.000% | 3/5/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8873 |
|  | UNEDIC ASSEO | 0.000% | 11/19/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4787 |
|  | UNEDIC ASSEO | 1.500% | 4/20/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 |
|  | UNEDIC ASSEO | 1.250% | 5/25/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | UNEDIC ASSEO | 0.100% | 5/25/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;34600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26909 |
|  | UNEDIC ASSEO | 0.250% | 7/16/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;34800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26610 |
|  |  |  |  |  |  | &nbsp;&nbsp;**8098960** |
| **Germany (8.2%)** | **Germany (8.2%)** | **Germany (8.2%)** | **Germany (8.2%)** |  |  |  |
|  | Bundesobligation | 0.000% | 4/5/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;16192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17071 |
|  | Bundesobligation | 0.000% | 10/18/24 | EUR | &nbsp;&nbsp;&nbsp;169217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176024 |
| <sup>7</sup> | Bundesobligation | 0.000% | 4/11/25 | EUR | &nbsp;&nbsp;&nbsp;335476 | &nbsp;&nbsp;&nbsp;&nbsp;345316 |
|  | Bundesobligation | 0.000% | 10/10/25 | EUR | &nbsp;&nbsp;582277 | &nbsp;&nbsp;&nbsp;&nbsp;593245 |
|  | Bundesobligation | 0.000% | 4/10/26 | EUR | &nbsp;&nbsp;122000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123118 |
|  | Bundesobligation | 0.000% | 10/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89844 |
|  | Bundesobligation | 0.000% | 4/16/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;70109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69259 |
|  | Bundesschatzanweisungen | 0.200% | 6/14/24 | EUR | &nbsp;&nbsp;345330 | &nbsp;&nbsp;&nbsp;&nbsp;363246 |
| <sup>7</sup> | Federal Republic of Germany | 1.000% | 8/15/25 | EUR | &nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;209559 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Federal Republic of Germany | 0.500% | 2/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;44383 | &nbsp;&nbsp;&nbsp;&nbsp;45620 |
|  | Federal Republic of Germany | 0.000% | 8/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;21455 | &nbsp;&nbsp;&nbsp;&nbsp;21512 |
| <sup>7</sup> | Federal Republic of Germany | 0.250% | 2/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;87560 | &nbsp;&nbsp;&nbsp;&nbsp;87813 |
|  | Federal Republic of Germany | 0.500% | 8/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4613 |
|  | Federal Republic of Germany | 0.000% | 11/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;45542 | &nbsp;&nbsp;&nbsp;&nbsp;44511 |
|  | Federal Republic of Germany | 5.625% | 1/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;68082 | &nbsp;&nbsp;&nbsp;&nbsp;85525 |
| <sup>7</sup> | Federal Republic of Germany | 0.500% | 2/15/28 | EUR | &nbsp;&nbsp;181655 | &nbsp;&nbsp;181390 |
| <sup>7</sup> | Federal Republic of Germany | 0.250% | 8/15/28 | EUR | &nbsp;&nbsp;375770 | &nbsp;&nbsp;&nbsp;367199 |
|  | Federal Republic of Germany | 0.000% | 11/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;76535 | &nbsp;&nbsp;&nbsp;&nbsp;73304 |
| <sup>7</sup> | Federal Republic of Germany | 0.250% | 2/15/29 | EUR | &nbsp;&nbsp;163530 | &nbsp;&nbsp;&nbsp;158322 |
|  | Federal Republic of Germany | 0.000% | 8/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5898 |
|  | Federal Republic of Germany | 0.000% | 2/15/30 | EUR | &nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;107388 |
|  | Federal Republic of Germany | 0.000% | 8/15/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;64689 |
|  | Federal Republic of Germany | 0.000% | 2/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 |
|  | Federal Republic of Germany | 0.000% | 8/15/31 | EUR | &nbsp;&nbsp;&nbsp;101516 | &nbsp;&nbsp;&nbsp;&nbsp;91740 |
|  | Federal Republic of Germany | 0.000% | 2/15/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;72569 | &nbsp;&nbsp;&nbsp;&nbsp;64776 |
|  | Federal Republic of Germany | 1.700% | 8/15/32 | EUR | &nbsp;&nbsp;345670 | &nbsp;&nbsp;358943 |
|  | Federal Republic of Germany | 4.750% | 7/4/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;39075 | &nbsp;&nbsp;&nbsp;&nbsp;53020 |
| <sup>7</sup> | Federal Republic of Germany | 0.000% | 5/15/35 | EUR | &nbsp;&nbsp;184194 | &nbsp;&nbsp;&nbsp;150981 |
| <sup>7</sup> | Federal Republic of Germany | 0.000% | 5/15/36 | EUR | &nbsp;&nbsp;314097 | &nbsp;&nbsp;251348 |
|  | Federal Republic of Germany | 4.000% | 1/4/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;35904 | &nbsp;&nbsp;&nbsp;&nbsp;46769 |
|  | Federal Republic of Germany | 1.000% | 5/15/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;44993 | &nbsp;&nbsp;&nbsp;&nbsp;40553 |
|  | Federal Republic of Germany | 4.250% | 7/4/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;68587 |
|  | Federal Republic of Germany | 4.750% | 7/4/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;27079 | &nbsp;&nbsp;&nbsp;&nbsp;39520 |
|  | Federal Republic of Germany | 3.250% | 7/4/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;79116 | &nbsp;&nbsp;&nbsp;&nbsp;98656 |
| <sup>7</sup> | Federal Republic of Germany | 2.500% | 7/4/44 | EUR | &nbsp;&nbsp;135032 | &nbsp;&nbsp;&nbsp;152854 |
| <sup>7</sup> | Federal Republic of Germany | 2.500% | 8/15/46 | EUR | &nbsp;&nbsp;183941 | &nbsp;&nbsp;&nbsp;210460 |
| <sup>7</sup> | Federal Republic of Germany | 1.250% | 8/15/48 | EUR | &nbsp;&nbsp;194362 | &nbsp;&nbsp;&nbsp;173466 |
| <sup>7</sup> | Federal Republic of Germany | 0.000% | 8/15/50 | EUR | &nbsp;&nbsp;102657 | &nbsp;&nbsp;&nbsp;&nbsp;62285 |
|  | Federal Republic of Germany | 1.800% | 8/15/53 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;80744 | &nbsp;&nbsp;&nbsp;&nbsp;79976 |
| <sup>10</sup> | FMS Wertmanagement | 1.375% | 3/7/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;11437 |
| <sup>10</sup> | FMS Wertmanagement | 0.375% | 4/29/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4925 |
|  | Free and Hanseatic City of Hamburg | 0.250% | 1/20/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11216 | &nbsp;&nbsp;&nbsp;&nbsp;11553 |
|  | Free and Hanseatic City of Hamburg | 0.375% | 4/1/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3168 |
|  | Free and Hanseatic City of Hamburg | 0.010% | 6/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7038 |
|  | Free and Hanseatic City of Hamburg | 0.010% | 6/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;18770 |
|  | Free and Hanseatic City of Hamburg | 0.800% | 4/11/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
|  | Free and Hanseatic City of Hamburg | 1.450% | 11/5/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6380 |
|  | Free and Hanseatic City of Hamburg | 0.250% | 2/18/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 |
|  | Free and Hanseatic City of Hamburg | 0.400% | 11/23/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479 |
|  | Free State of Bavaria | 0.030% | 4/3/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;28454 | &nbsp;&nbsp;&nbsp;&nbsp;26924 |
|  | Free State of Bavaria | 0.150% | 4/3/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4327 |
|  | Free State of Bavaria | 0.010% | 1/18/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;19182 | &nbsp;&nbsp;&nbsp;&nbsp;14813 |
|  | Free State of Saxony | 0.010% | 11/5/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;20541 | &nbsp;&nbsp;&nbsp;&nbsp;18560 |
|  | Free State of Saxony | 0.010% | 12/17/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;17349 | &nbsp;&nbsp;&nbsp;&nbsp;12939 |
|  | Gemeinsame Deutsche Bundeslaender | 0.250% | 3/18/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12190 | &nbsp;&nbsp;&nbsp;&nbsp;12842 |
|  | Gemeinsame Deutsche Bundeslaender | 1.125% | 9/30/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2826 |
|  | Gemeinsame Deutsche Bundeslaender | 0.500% | 2/5/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8470 |
|  | Gemeinsame Deutsche Bundeslaender | 0.375% | 4/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9752 | &nbsp;&nbsp;&nbsp;&nbsp;10016 |
|  | Gemeinsame Deutsche Bundeslaender | 0.625% | 2/13/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 |
|  | Gemeinsame Deutsche Bundeslaender | 0.010% | 8/26/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;17551 | &nbsp;&nbsp;&nbsp;&nbsp;15466 |
| <sup>10</sup> | KFW | 5.000% | 3/19/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 |
| <sup>10</sup> | KFW | 0.875% | 7/18/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>10</sup> | KFW | 1.500% | 7/24/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
| <sup>10</sup> | KFW | 1.375% | 12/9/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;17332 | &nbsp;&nbsp;&nbsp;&nbsp;20341 |
| <sup>10</sup> | KFW | 0.625% | 1/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;13848 | &nbsp;&nbsp;&nbsp;&nbsp;14431 |
| <sup>10</sup> | KFW | 0.000% | 2/18/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;71913 |
| <sup>10</sup> | KFW | 4.000% | 2/27/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;13771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9774 |
| <sup>10</sup> | KFW | 0.010% | 3/31/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;37553 | &nbsp;&nbsp;&nbsp;&nbsp;38457 |
| <sup>10</sup> | KFW | 0.375% | 4/23/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;14141 | &nbsp;&nbsp;&nbsp;&nbsp;14580 |
| <sup>10</sup> | KFW | 5.500% | 6/18/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9752 | &nbsp;&nbsp;&nbsp;&nbsp;12429 |
| <sup>10</sup> | KFW | 0.125% | 6/30/25 | EUR | &nbsp;&nbsp;&nbsp;113310 | &nbsp;&nbsp;115653 |
| <sup>10</sup> | KFW | 2.500% | 8/25/25 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5838 |
| <sup>10</sup> | KFW | 0.250% | 9/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;55886 | &nbsp;&nbsp;&nbsp;&nbsp;56952 |
| <sup>10</sup> | KFW | 0.750% | 2/19/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385 |
| <sup>10</sup> | KFW | 0.375% | 3/9/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;21698 | &nbsp;&nbsp;&nbsp;&nbsp;21949 |
| <sup>10</sup> | KFW | 0.000% | 6/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;39860 | &nbsp;&nbsp;&nbsp;&nbsp;39552 |
| <sup>10</sup> | KFW | 1.250% | 7/31/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;51821 | &nbsp;&nbsp;&nbsp;&nbsp;58435 |
| <sup>10</sup> | KFW | 3.200% | 9/11/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6323 |
| <sup>10</sup> | KFW | 0.000% | 9/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;39395 | &nbsp;&nbsp;&nbsp;&nbsp;38843 |
| <sup>10</sup> | KFW | 2.000% | 2/15/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
| <sup>10</sup> | KFW | 0.625% | 2/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;18529 | &nbsp;&nbsp;&nbsp;&nbsp;18490 |
| <sup>10</sup> | KFW | 0.000% | 3/31/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3281 |
| <sup>10</sup> | KFW | 1.250% | 6/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;33802 | &nbsp;&nbsp;&nbsp;&nbsp;34441 |
| <sup>10</sup> | KFW | 0.500% | 9/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;32356 | &nbsp;&nbsp;&nbsp;&nbsp;31731 |
| <sup>10</sup> | KFW | 0.750% | 12/7/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;21410 |
| <sup>10</sup> | KFW | 0.000% | 12/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;42228 | &nbsp;&nbsp;&nbsp;&nbsp;40197 |
| <sup>10</sup> | KFW | 0.625% | 1/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;19503 | &nbsp;&nbsp;&nbsp;&nbsp;19139 |
| <sup>10</sup> | KFW | 1.375% | 2/2/28 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;65270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5798 |
| <sup>10</sup> | KFW | 2.750% | 3/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;21862 | &nbsp;&nbsp;&nbsp;&nbsp;23769 |
| <sup>10</sup> | KFW | 3.200% | 3/15/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3593 |
| <sup>10</sup> | KFW | 0.750% | 6/28/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;36890 | &nbsp;&nbsp;&nbsp;&nbsp;36069 |
| <sup>10</sup> | KFW | 0.000% | 9/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>10</sup> | KFW | 6.000% | 12/7/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6685 |
| <sup>10</sup> | KFW | 0.750% | 1/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;40577 | &nbsp;&nbsp;&nbsp;&nbsp;39241 |
| <sup>10</sup> | KFW | 0.000% | 6/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;18282 |
| <sup>10</sup> | KFW | 2.875% | 12/28/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;49215 |
| <sup>10</sup> | KFW | 0.375% | 4/23/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9178 |
| <sup>10</sup> | KFW | 0.000% | 9/17/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;44113 | &nbsp;&nbsp;&nbsp;&nbsp;38861 |
| <sup>10</sup> | KFW | 0.000% | 1/10/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;37454 | &nbsp;&nbsp;&nbsp;&nbsp;32703 |
| <sup>10</sup> | KFW | 0.125% | 1/9/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;31986 | &nbsp;&nbsp;&nbsp;&nbsp;27537 |
| <sup>10</sup> | KFW | 1.375% | 6/7/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9615 |
| <sup>10</sup> | KFW | 5.750% | 6/7/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7257 |
| <sup>10</sup> | KFW | 1.125% | 5/9/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;19016 | &nbsp;&nbsp;&nbsp;&nbsp;17595 |
| <sup>10</sup> | KFW | 0.050% | 9/29/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9718 |
| <sup>10</sup> | KFW | 1.375% | 7/31/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6244 |
| <sup>10</sup> | KFW | 0.375% | 5/20/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311 |
| <sup>10</sup> | KFW | 5.000% | 6/9/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 |
| <sup>10</sup> | KFW | 1.250% | 7/4/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9897 |
| <sup>10</sup> | KFW | 4.875% | 3/15/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311 |
| <sup>10</sup> | KFW | 1.125% | 3/31/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;22993 | &nbsp;&nbsp;&nbsp;&nbsp;19704 |
| <sup>10</sup> | KFW | 4.700% | 6/2/37 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 |
| <sup>10</sup> | KFW | 1.125% | 6/15/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4161 |
| <sup>10</sup> | KFW | 2.600% | 6/20/37 | JPY | &nbsp;&nbsp;812000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7577 |
| <sup>10</sup> | KFW | 0.875% | 7/4/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1946 |
|  | Land Baden-Wuerttemberg | 0.625% | 1/16/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4152 |
|  | Land Baden-Wuerttemberg | 0.625% | 2/9/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4859 |
|  | Land Baden-Wuerttemberg | 0.800% | 4/5/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4793 |
|  | Land Baden-Wuerttemberg | 0.010% | 7/9/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;15604 | &nbsp;&nbsp;&nbsp;&nbsp;13048 |
|  | Land Berlin | 0.500% | 2/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10240 | &nbsp;&nbsp;&nbsp;&nbsp;10586 |
|  | Land Berlin | 0.250% | 4/22/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Land Berlin | 0.625% | 3/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5833 | &nbsp;&nbsp;&nbsp;&nbsp;5913 |
|  | Land Berlin | 0.625% | 2/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2731 | &nbsp;&nbsp;&nbsp;&nbsp;2722 |
|  | Land Berlin | 0.010% | 5/18/27 | EUR | &nbsp;&nbsp;43860 | &nbsp;&nbsp;42345 |
|  | Land Berlin | 1.250% | 6/1/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;9050 |
|  | Land Berlin | 0.010% | 10/26/28 | EUR | &nbsp;&nbsp;&nbsp;13165 | &nbsp;&nbsp;&nbsp;12247 |
|  | Land Berlin | 0.010% | 7/2/30 | EUR | &nbsp;&nbsp;&nbsp;32115 | &nbsp;&nbsp;28400 |
|  | Land Berlin | 1.300% | 6/13/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 |
|  | Land Berlin | 0.750% | 4/3/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2917 | &nbsp;&nbsp;&nbsp;&nbsp;2519 |
|  | Land Berlin | 0.125% | 6/4/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;3760 |
|  | Land Berlin | 0.625% | 8/25/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 |
|  | Land Berlin | 1.375% | 6/5/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2150 |
|  | Land Berlin | 1.375% | 8/27/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2110 |
|  | Land Berlin | 0.050% | 8/6/40 | EUR | &nbsp;&nbsp;&nbsp;14314 | &nbsp;&nbsp;&nbsp;&nbsp;9278 |
|  | Land Berlin | 0.100% | 1/18/41 | EUR | &nbsp;&nbsp;15939 | &nbsp;&nbsp;&nbsp;10334 |
|  | Land Schleswig-Holstein Germany | 0.010% | 10/22/26 | EUR | &nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;12060 |
|  | Land Thueringen | 0.500% | 5/12/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2194 | &nbsp;&nbsp;&nbsp;&nbsp;2257 |
|  | Land Thueringen | 0.200% | 10/26/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7218 |
|  | Land Thueringen | 0.500% | 3/2/29 | EUR | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;14245 |
|  | Land Thueringen | 0.010% | 3/24/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4343 |
|  | Land Thueringen | 0.250% | 3/5/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3999 | &nbsp;&nbsp;&nbsp;&nbsp;2738 |
|  | Landeskreditbank Baden-Wuerttemberg Foerderbank | 4.250% | 8/7/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5780 | &nbsp;&nbsp;&nbsp;&nbsp;4098 |
|  | Landeskreditbank Baden-Wuerttemberg Foerderbank | 0.375% | 4/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7334 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 4.750% | 4/8/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;1406 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 4.250% | 1/9/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;8090 | &nbsp;&nbsp;&nbsp;&nbsp;5765 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 0.500% | 3/6/25 | EUR | &nbsp;&nbsp;&nbsp;11216 | &nbsp;&nbsp;&nbsp;11605 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 0.000% | 9/28/26 | EUR | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;19644 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 0.875% | 12/15/26 | GBP | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;11038 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 0.100% | 3/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;5362 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 2.600% | 3/23/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;1547 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 0.625% | 5/18/27 | EUR | &nbsp;&nbsp;&nbsp;15749 | &nbsp;&nbsp;&nbsp;15616 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 0.000% | 9/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;5348 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 0.375% | 2/14/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4703 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 3.250% | 4/12/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;1452 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 0.000% | 7/19/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5690 | &nbsp;&nbsp;&nbsp;&nbsp;5326 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 0.000% | 12/13/28 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9254 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 0.500% | 2/28/29 | EUR | &nbsp;&nbsp;12084 | &nbsp;&nbsp;&nbsp;11469 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 0.000% | 11/27/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4392 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 0.050% | 12/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5404 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 0.625% | 2/20/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9752 | &nbsp;&nbsp;&nbsp;&nbsp;9137 |
| <sup>10</sup> | Landwirtschaftliche Rentenbank | 0.050% | 1/31/31 | EUR | &nbsp;&nbsp;25059 | &nbsp;&nbsp;&nbsp;21876 |
|  | Niedersachsen Invest GmbH | 0.250% | 7/16/35 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7851 |
|  | NRW Bank | 0.375% | 12/16/24 | GBP | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;28749 |
|  | NRW Bank | 0.250% | 3/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7496 |
|  | NRW Bank | 0.625% | 2/11/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7416 |
|  | NRW Bank | 0.500% | 5/11/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;5886 |
|  | NRW Bank | 0.250% | 9/28/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2901 | &nbsp;&nbsp;&nbsp;&nbsp;2868 |
|  | NRW Bank | 0.625% | 2/23/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7281 |
|  | NRW Bank | 0.250% | 3/16/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
|  | NRW Bank | 0.125% | 4/12/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7948 | &nbsp;&nbsp;&nbsp;&nbsp;7714 |
|  | NRW Bank | 0.500% | 9/13/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7154 |
|  | NRW Bank | 0.625% | 1/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;3338 |
|  | NRW Bank | 0.375% | 5/16/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3535 | &nbsp;&nbsp;&nbsp;&nbsp;3303 |
|  | NRW Bank | 0.125% | 2/4/30 | EUR | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;22612 |
|  | NRW Bank | 0.875% | 4/12/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 |
|  | NRW Bank | 0.100% | 7/9/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3519 | &nbsp;&nbsp;&nbsp;&nbsp;2688 |
|  | NRW Bank | 1.200% | 3/28/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;4158 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| NRW Bank | 0.500% | 6/17/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;2841 |
| NRW Bank | 1.250% | 5/13/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;3820 |
| State of Brandenburg | 0.010% | 6/26/28 | EUR | &nbsp;&nbsp;15696 | &nbsp;&nbsp;&nbsp;14735 |
| State of Brandenburg | 0.125% | 2/4/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;2963 |
| State of Brandenburg | 0.050% | 7/1/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4663 | &nbsp;&nbsp;&nbsp;&nbsp;4030 |
| State of Brandenburg | 0.750% | 8/8/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;3977 |
| State of Brandenburg | 1.450% | 11/26/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;6035 |
| State of Brandenburg | 0.300% | 10/4/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 |
| State of Bremen | 0.500% | 3/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6339 | &nbsp;&nbsp;&nbsp;&nbsp;6544 |
| State of Bremen | 1.200% | 1/30/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| State of Bremen | 1.500% | 11/12/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2404 | &nbsp;&nbsp;&nbsp;&nbsp;2104 |
| State of Bremen | 1.000% | 5/27/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6097 | &nbsp;&nbsp;&nbsp;&nbsp;4878 |
| State of Bremen | 0.500% | 5/6/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9740 | &nbsp;&nbsp;&nbsp;&nbsp;6825 |
| State of Bremen | 0.550% | 2/4/50 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8635 | &nbsp;&nbsp;&nbsp;&nbsp;5162 |
| State of Hesse | 1.375% | 6/10/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1951 | &nbsp;&nbsp;&nbsp;&nbsp;2074 |
| State of Hesse | 0.125% | 6/20/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4337 | &nbsp;&nbsp;&nbsp;&nbsp;4531 |
| State of Hesse | 0.000% | 9/15/24 | EUR | &nbsp;&nbsp;&nbsp;17976 | &nbsp;&nbsp;&nbsp;18616 |
| State of Hesse | 0.500% | 2/17/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;5295 |
| State of Hesse | 0.000% | 3/10/25 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;10218 |
| State of Hesse | 0.250% | 6/10/25 | EUR | &nbsp;&nbsp;12190 | &nbsp;&nbsp;&nbsp;12443 |
| State of Hesse | 0.000% | 4/14/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
| State of Hesse | 0.375% | 7/6/26 | EUR | &nbsp;&nbsp;29207 | &nbsp;&nbsp;&nbsp;29190 |
| State of Hesse | 0.625% | 8/2/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4733 |
| State of Hesse | 0.010% | 3/11/30 | EUR | &nbsp;&nbsp;12829 | &nbsp;&nbsp;&nbsp;11465 |
| State of Hesse | 0.000% | 11/8/30 | EUR | &nbsp;&nbsp;12190 | &nbsp;&nbsp;&nbsp;10685 |
| State of Hesse | 1.300% | 10/10/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3901 | &nbsp;&nbsp;&nbsp;&nbsp;3634 |
| State of Lower Saxony | 0.000% | 8/2/24 | EUR | &nbsp;&nbsp;&nbsp;10194 | &nbsp;&nbsp;&nbsp;10593 |
| State of Lower Saxony | 0.625% | 1/20/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;5062 |
| State of Lower Saxony | 0.125% | 3/7/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1951 | &nbsp;&nbsp;&nbsp;&nbsp;2000 |
| State of Lower Saxony | 0.500% | 6/13/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;5009 |
| State of Lower Saxony | 0.375% | 1/9/26 | EUR | &nbsp;&nbsp;10087 | &nbsp;&nbsp;&nbsp;10191 |
| State of Lower Saxony | 0.500% | 6/8/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp;&nbsp;1226 |
| State of Lower Saxony | 0.010% | 9/8/26 | EUR | &nbsp;&nbsp;14269 | &nbsp;&nbsp;&nbsp;14022 |
| State of Lower Saxony | 0.000% | 2/11/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;5830 |
| State of Lower Saxony | 0.010% | 11/25/27 | EUR | &nbsp;&nbsp;&nbsp;37521 | &nbsp;&nbsp;35729 |
| State of Lower Saxony | 0.750% | 2/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7192 |
| State of Lower Saxony | 0.010% | 2/19/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9518 | &nbsp;&nbsp;&nbsp;&nbsp;8764 |
| State of Lower Saxony | 0.375% | 5/14/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2926 | &nbsp;&nbsp;&nbsp;&nbsp;2746 |
| State of Lower Saxony | 0.125% | 1/10/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4415 |
| State of Lower Saxony | 0.010% | 8/13/30 | EUR | &nbsp;&nbsp;33963 | &nbsp;&nbsp;29969 |
| State of Lower Saxony | 0.010% | 1/10/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5331 | &nbsp;&nbsp;&nbsp;&nbsp;4654 |
| State of Lower Saxony | 0.050% | 3/9/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9974 | &nbsp;&nbsp;&nbsp;&nbsp;7662 |
| State of North Rhine-Westphalia Germany | 0.200% | 2/16/24 | EUR | &nbsp;&nbsp;14563 | &nbsp;&nbsp;&nbsp;15374 |
| State of North Rhine-Westphalia Germany | 1.875% | 3/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;1023 |
| State of North Rhine-Westphalia Germany | 1.000% | 1/16/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| State of North Rhine-Westphalia Germany | 0.500% | 3/11/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;1512 |
| State of North Rhine-Westphalia Germany | 2.000% | 10/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;1553 |
| State of North Rhine-Westphalia Germany | 0.750% | 1/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;7470 |
| State of North Rhine-Westphalia Germany | 0.250% | 3/13/26 | EUR | &nbsp;&nbsp;70352 | &nbsp;&nbsp;70558 |
| State of North Rhine-Westphalia Germany | 0.500% | 4/16/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4920 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| State of North Rhine-Westphalia Germany | 0.500% | 2/16/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9947 | &nbsp;&nbsp;&nbsp;&nbsp;9848 |
| State of North Rhine-Westphalia Germany | 0.200% | 3/31/27 | EUR | &nbsp;&nbsp;20205 | &nbsp;&nbsp;&nbsp;19717 |
| State of North Rhine-Westphalia Germany | 0.950% | 3/13/28 | EUR | &nbsp;&nbsp;13652 | &nbsp;&nbsp;&nbsp;13558 |
| State of North Rhine-Westphalia Germany | 0.000% | 1/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6681 | &nbsp;&nbsp;&nbsp;&nbsp;6169 |
| State of North Rhine-Westphalia Germany | 0.200% | 4/9/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;3478 |
| State of North Rhine-Westphalia Germany | 0.625% | 7/21/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;6645 |
| State of North Rhine-Westphalia Germany | 2.375% | 5/13/33 | EUR | &nbsp;&nbsp;&nbsp;11748 | &nbsp;&nbsp;&nbsp;12228 |
| State of North Rhine-Westphalia Germany | 1.100% | 3/13/34 | EUR | &nbsp;&nbsp;&nbsp;13168 | &nbsp;&nbsp;&nbsp;11848 |
| State of North Rhine-Westphalia Germany | 0.000% | 10/12/35 | EUR | &nbsp;&nbsp;31655 | &nbsp;&nbsp;23645 |
| State of North Rhine-Westphalia Germany | 1.250% | 5/12/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6827 | &nbsp;&nbsp;&nbsp;&nbsp;6004 |
| State of North Rhine-Westphalia Germany | 0.500% | 11/25/39 | EUR | &nbsp;&nbsp;18224 | &nbsp;&nbsp;&nbsp;13212 |
| State of North Rhine-Westphalia Germany | 1.500% | 6/12/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2258 | &nbsp;&nbsp;&nbsp;&nbsp;1946 |
| State of North Rhine-Westphalia Germany | 0.600% | 6/4/41 | EUR | &nbsp;&nbsp;&nbsp;11573 | &nbsp;&nbsp;&nbsp;&nbsp;8266 |
| State of North Rhine-Westphalia Germany | 0.750% | 8/16/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714 |
| State of North Rhine-Westphalia Germany | 1.450% | 2/16/43 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2019 |
| State of North Rhine-Westphalia Germany | 1.000% | 10/16/46 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| State of North Rhine-Westphalia Germany | 1.650% | 5/16/47 | EUR | &nbsp;&nbsp;26200 | &nbsp;&nbsp;22060 |
| State of North Rhine-Westphalia Germany | 1.550% | 6/16/48 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4007 |
| State of North Rhine-Westphalia Germany | 0.800% | 7/30/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5792 | &nbsp;&nbsp;&nbsp;&nbsp;3820 |
| State of North Rhine-Westphalia Germany | 0.200% | 1/27/51 | EUR | &nbsp;&nbsp;18134 | &nbsp;&nbsp;&nbsp;&nbsp;9505 |
| State of North Rhine-Westphalia Germany | 0.500% | 1/15/52 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8530 | &nbsp;&nbsp;&nbsp;&nbsp;4912 |
| State of North Rhine-Westphalia Germany | 1.750% | 10/26/57 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8266 | &nbsp;&nbsp;&nbsp;&nbsp;6666 |
| State of North Rhine-Westphalia Germany | 1.750% | 7/11/68 | EUR | &nbsp;&nbsp;&nbsp;15018 | &nbsp;&nbsp;&nbsp;11364 |
| State of North Rhine-Westphalia Germany | 1.950% | 9/26/78 | EUR | &nbsp;&nbsp;14185 | &nbsp;&nbsp;&nbsp;11402 |
| State of North Rhine-Westphalia Germany | 2.150% | 3/21/19 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9518 | &nbsp;&nbsp;&nbsp;&nbsp;7724 |
| State of North Rhine-Westphalia Germany | 1.375% | 1/15/20 | EUR | &nbsp;&nbsp;&nbsp;12019 | &nbsp;&nbsp;&nbsp;&nbsp;6825 |
| State of North Rhine-Westphalia Germany | 0.950% | 1/10/21 | EUR | &nbsp;&nbsp;18536 | &nbsp;&nbsp;&nbsp;&nbsp;8276 |
| State of North Rhine-Westphalia Germany | 1.450% | 1/19/22 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5283 | &nbsp;&nbsp;&nbsp;&nbsp;3142 |
| State of Rhineland-Palatinate | 0.500% | 1/21/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2926 | &nbsp;&nbsp;&nbsp;&nbsp;3031 |
| State of Rhineland-Palatinate | 0.100% | 8/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4817 |
| State of Rhineland-Palatinate | 0.375% | 1/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4818 |
| State of Rhineland-Palatinate | 0.700% | 1/26/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4789 |
| State of Rhineland-Palatinate | 0.750% | 2/23/32 | EUR | &nbsp;&nbsp;&nbsp;37317 | &nbsp;&nbsp;33928 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | State of Rhineland-Palatinate | 0.375% | 4/1/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344 |
|  | State of Rhineland-Palatinate | 0.375% | 3/10/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2251 |
|  | State of Saxony-Anhalt | 1.875% | 4/10/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4705 |
|  | State of Saxony-Anhalt | 0.500% | 6/25/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199 |
|  | State of Saxony-Anhalt | 0.500% | 3/24/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4313 |
|  | State of Schleswig-Holstein Germany | 0.500% | 5/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17574 |
|  | State of Schleswig-Holstein Germany | 0.250% | 4/18/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 |
|  | State of Schleswig-Holstein Germany | 0.625% | 8/31/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3235 |
|  | State of Schleswig-Holstein Germany | 0.010% | 11/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12914 |
|  | State of Schleswig-Holstein Germany | 0.010% | 5/22/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6221 |
|  | State of Schleswig-Holstein Germany | 0.050% | 7/8/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5064 |
|  |  |  |  |  |  | &nbsp;&nbsp;**7758948** |
| **Hong Kong (0.0%)** | **Hong Kong (0.0%)** | **Hong Kong (0.0%)** | **Hong Kong (0.0%)** |  |  |  |
|  | Hong Kong Government Bond Programme | 0.360% | 4/15/24 | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9228 |
|  | Hong Kong Government Bond Programme | 2.220% | 8/7/24 | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1844 |
|  | Hong Kong Government Bond Programme | 1.680% | 1/21/26 | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 |
|  | Hong Kong Government Bond Programme | 1.250% | 6/29/27 | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 |
|  | Hong Kong Government Bond Programme | 1.970% | 1/17/29 | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7059 |
|  | Hong Kong Government Bond Programme | 2.130% | 7/16/30 | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5440 |
|  | Hong Kong Government Bond Programme | 1.890% | 3/2/32 | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 |
|  | Hong Kong Government Bond Programme | 2.020% | 3/7/34 | HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**26435** |
| **Hungary (0.2%)** | **Hungary (0.2%)** | **Hungary (0.2%)** | **Hungary (0.2%)** |  |  |  |
|  | Republic of Hungary | 1.500% | 8/23/23 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;1660450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4339 |
|  | Republic of Hungary | 6.000% | 11/24/23 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;1424940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3731 |
|  | Republic of Hungary | 3.000% | 6/26/24 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4921 |
|  | Republic of Hungary | 2.500% | 10/24/24 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;6103250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14493 |
|  | Republic of Hungary | 5.500% | 6/24/25 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;2956340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7267 |
|  | Republic of Hungary | 1.250% | 10/22/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6656 |
|  | Republic of Hungary | 1.000% | 11/26/25 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;1842120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3997 |
|  | Republic of Hungary | 1.500% | 4/22/26 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;5341310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11524 |
|  | Republic of Hungary | 2.750% | 12/22/26 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;3403180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7406 |
|  | Republic of Hungary | 5.000% | 2/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3587 |
|  | Republic of Hungary | 1.750% | 10/10/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2096 |
|  | Republic of Hungary | 3.000% | 10/27/27 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;9755340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20936 |
|  | Republic of Hungary | 4.500% | 3/23/28 | HUF | &nbsp;&nbsp;20673470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47393 |
| <sup>3</sup> | Republic of Hungary | 0.125% | 9/21/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 |
|  | Republic of Hungary | 2.000% | 5/23/29 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;1974720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3877 |
|  | Republic of Hungary | 3.000% | 8/21/30 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;6879200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13711 |
| <sup>3</sup> | Republic of Hungary | 4.250% | 6/16/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863 |
|  | Republic of Hungary | 3.250% | 10/22/31 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 |
|  | Republic of Hungary | 1.625% | 4/28/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15166 |
|  | Republic of Hungary | 4.750% | 11/24/32 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9795 |
|  | Republic of Hungary | 2.250% | 4/20/33 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;2847290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4860 |
|  | Republic of Hungary | 1.750% | 6/5/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223 |
|  | Republic of Hungary | 3.000% | 10/27/38 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;1469000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357 |
|  | Republic of Hungary | 3.000% | 4/25/41 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;2620910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4024 |
|  | Republic of Hungary | 1.500% | 11/17/50 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2186 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**203449** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Coupon** | **Maturity<br> Date** | **Currency** | &nbsp;&nbsp;**Face<br> Amount<br> (000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Iceland (0.0%)** | **Iceland (0.0%)** | **Iceland (0.0%)** |  |  |  |
| Republic of Iceland | 0.625% | 6/3/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2237 |
| **Indonesia (1.2%)** | **Indonesia (1.2%)** | **Indonesia (1.2%)** |  |  |  |
| Indonesia Treasury Bond | 8.375% | 3/15/24 | IDR | 754470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51705 |
| Indonesia Treasury Bond | 8.125% | 5/15/24 | IDR | 738916000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50687 |
| Indonesia Treasury Bond | 6.500% | 6/15/25 | IDR | &nbsp;&nbsp;&nbsp;945611000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63650 |
| Indonesia Treasury Bond | 7.250% | 2/15/26 | IDR | &nbsp;&nbsp;&nbsp;138087000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9466 |
| Indonesia Treasury Bond | 5.500% | 4/15/26 | IDR | &nbsp;&nbsp;&nbsp;938101000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61304 |
| Indonesia Treasury Bond | 8.375% | 9/15/26 | IDR | 330525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23533 |
| Indonesia Treasury Bond | 5.125% | 4/15/27 | IDR | 635731000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40709 |
| Indonesia Treasury Bond | 7.000% | 5/15/27 | IDR | 730214000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49873 |
| Indonesia Treasury Bond | 6.125% | 5/15/28 | IDR | &nbsp;&nbsp;&nbsp;706587000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46366 |
| Indonesia Treasury Bond | 6.375% | 8/15/28 | IDR | 200000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13298 |
| Indonesia Treasury Bond | 9.000% | 3/15/29 | IDR | &nbsp;&nbsp;&nbsp;&nbsp;24484000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833 |
| Indonesia Treasury Bond | 8.250% | 5/15/29 | IDR | &nbsp;&nbsp;&nbsp;710151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51333 |
| Indonesia Treasury Bond | 7.000% | 9/15/30 | IDR | 978735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66608 |
| Indonesia Treasury Bond | 6.500% | 2/15/31 | IDR | 953002000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62823 |
| Indonesia Treasury Bond | 8.750% | 5/15/31 | IDR | &nbsp;&nbsp;&nbsp;187925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14174 |
| Indonesia Treasury Bond | 6.375% | 4/15/32 | IDR | 784458000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51216 |
| Indonesia Treasury Bond | 7.500% | 8/15/32 | IDR | 318879000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22452 |
| Indonesia Treasury Bond | 7.000% | 2/15/33 | IDR | 194000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13175 |
| Indonesia Treasury Bond | 6.625% | 5/15/33 | IDR | 795898000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52507 |
| Indonesia Treasury Bond | 8.375% | 3/15/34 | IDR | &nbsp;&nbsp;&nbsp;674148000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50159 |
| Indonesia Treasury Bond | 7.500% | 6/15/35 | IDR | &nbsp;&nbsp;&nbsp;577006000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40629 |
| Indonesia Treasury Bond | 8.250% | 5/15/36 | IDR | 509661000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37826 |
| Indonesia Treasury Bond | 9.750% | 5/15/37 | IDR | &nbsp;&nbsp;&nbsp;&nbsp;63792000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5223 |
| Indonesia Treasury Bond | 7.500% | 5/15/38 | IDR | 446806000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31194 |
| Indonesia Treasury Bond | 8.375% | 4/15/39 | IDR | 523168000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39503 |
| Indonesia Treasury Bond | 7.500% | 4/15/40 | IDR | &nbsp;&nbsp;&nbsp;811318000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56816 |
| Indonesia Treasury Bond | 9.500% | 5/15/41 | IDR | &nbsp;&nbsp;&nbsp;&nbsp;81900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6717 |
| Indonesia Treasury Bond | 7.125% | 6/15/42 | IDR | 475210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32102 |
| Indonesia Treasury Bond | 7.125% | 6/15/43 | IDR | &nbsp;&nbsp;&nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3399 |
| Indonesia Treasury Bond | 7.375% | 5/15/48 | IDR | 415395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28395 |
| Indonesia Treasury Bond | 6.875% | 8/15/51 | IDR | &nbsp;&nbsp;&nbsp;186019000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12072 |
| Republic of Indonesia | 2.150% | 7/18/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628 |
| Republic of Indonesia | 1.750% | 4/24/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9654 |
| Republic of Indonesia | 1.450% | 9/18/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2197 |
| Republic of Indonesia | 0.900% | 2/14/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10243 |
| Republic of Indonesia | 3.750% | 6/14/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11916 |
| Republic of Indonesia | 1.000% | 7/28/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 |
| Republic of Indonesia | 1.100% | 3/12/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3781 |
|  |  |  |  |  | &nbsp;&nbsp;**1134251** |
| **Ireland (0.5%)** | **Ireland (0.5%)** | **Ireland (0.5%)** |  |  |  |
| Republic of Ireland | 3.400% | 3/18/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55195 |
| Republic of Ireland | 1.000% | 5/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46568 |
| Republic of Ireland | 0.200% | 5/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57653 |
| Republic of Ireland | 0.900% | 5/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11173 |
| Republic of Ireland | 1.100% | 5/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24241 |
| Republic of Ireland | 0.200% | 10/18/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31112 |
| Republic of Ireland | 1.350% | 3/18/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19212 |
| Republic of Ireland | 0.000% | 10/18/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104810 |
| Republic of Ireland | 0.350% | 10/18/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36727 |
| Republic of Ireland | 1.300% | 5/15/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18824 |
| Republic of Ireland | 0.400% | 5/15/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8820 |
| Republic of Ireland | 1.700% | 5/15/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2343 |
| Republic of Ireland | 0.550% | 4/22/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57682 |
| Republic of Ireland | 2.000% | 2/18/45 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14584 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Republic of Ireland | 1.500% | 5/15/50 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;25611 | &nbsp;&nbsp;&nbsp;&nbsp;20254 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;**509198** |
| **Isle Of Man (0.0%)** | **Isle Of Man (0.0%)** | **Isle Of Man (0.0%)** | **Isle Of Man (0.0%)** |  |  |  |
|  | Isle of Man | 1.625% | 9/14/51 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3779 |
| **Israel (0.3%)** | **Israel (0.3%)** | **Israel (0.3%)** | **Israel (0.3%)** |  |  |  |
|  | State of Israel | 4.250% | 3/31/23 | ILS | &nbsp;&nbsp;&nbsp;&nbsp;35752 | &nbsp;&nbsp;&nbsp;&nbsp;10365 |
|  | State of Israel | 0.150% | 7/31/23 | ILS | &nbsp;&nbsp;&nbsp;&nbsp;29312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8346 |
|  | State of Israel | 1.500% | 11/30/23 | ILS | &nbsp;&nbsp;&nbsp;&nbsp;26840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7635 |
|  | State of Israel | 2.875% | 1/29/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11068 | &nbsp;&nbsp;&nbsp;&nbsp;11960 |
|  | State of Israel | 3.750% | 3/31/24 | ILS | &nbsp;&nbsp;&nbsp;&nbsp;18127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5254 |
|  | State of Israel | 0.400% | 10/31/24 | ILS | &nbsp;&nbsp;&nbsp;&nbsp;36067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9880 |
|  | State of Israel | 0.500% | 4/30/25 | ILS | &nbsp;&nbsp;&nbsp;117522 | &nbsp;&nbsp;&nbsp;&nbsp;31811 |
|  | State of Israel | 1.750% | 8/31/25 | ILS | &nbsp;&nbsp;&nbsp;112383 | &nbsp;&nbsp;&nbsp;&nbsp;31104 |
|  | State of Israel | 6.250% | 10/30/26 | ILS | &nbsp;&nbsp;&nbsp;&nbsp;27603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8765 |
|  | State of Israel | 1.500% | 1/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12456 | &nbsp;&nbsp;&nbsp;&nbsp;12587 |
|  | State of Israel | 2.000% | 3/31/27 | ILS | &nbsp;&nbsp;&nbsp;&nbsp;79333 | &nbsp;&nbsp;&nbsp;&nbsp;21722 |
|  | State of Israel | 2.250% | 9/28/28 | ILS | &nbsp;&nbsp;166992 | &nbsp;&nbsp;&nbsp;&nbsp;45582 |
|  | State of Israel | 1.500% | 1/16/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5299 |
|  | State of Israel | 1.000% | 3/31/30 | ILS | &nbsp;&nbsp;133975 | &nbsp;&nbsp;&nbsp;&nbsp;33124 |
|  | State of Israel | 0.625% | 1/18/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1748 |
|  | State of Israel | 1.500% | 5/31/37 | ILS | &nbsp;&nbsp;&nbsp;&nbsp;35629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8077 |
|  | State of Israel | 5.500% | 1/31/42 | ILS | &nbsp;&nbsp;&nbsp;&nbsp;32324 | &nbsp;&nbsp;&nbsp;&nbsp;11915 |
|  | State of Israel | 3.750% | 3/31/47 | ILS | &nbsp;&nbsp;131154 | &nbsp;&nbsp;&nbsp;&nbsp;39155 |
|  | State of Israel | 2.500% | 1/16/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2756 |
|  | State of Israel | 2.800% | 11/29/52 | ILS | &nbsp;&nbsp;&nbsp;&nbsp;57330 | &nbsp;&nbsp;&nbsp;&nbsp;14129 |
|  |  |  |  |  |  | &nbsp;&nbsp;**321214** |
| **Italy (6.4%)** | **Italy (6.4%)** | **Italy (6.4%)** | **Italy (6.4%)** |  |  |  |
|  | Cassa Depositi e Prestiti SpA | 1.500% | 6/21/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2646 |
|  | Cassa Depositi e Prestiti SpA | 1.500% | 4/9/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4063 |
|  | Cassa Depositi e Prestiti SpA | 1.875% | 2/7/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2574 |
|  | Cassa Depositi e Prestiti SpA | 2.000% | 4/20/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7502 |
|  | Cassa Depositi e Prestiti SpA | 1.000% | 2/11/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7376 |
|  | Italy Buoni Poliennali Del Tesoro | 0.000% | 4/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11111 | &nbsp;&nbsp;&nbsp;&nbsp;11638 |
|  | Italy Buoni Poliennali Del Tesoro | 1.750% | 5/30/24 | EUR | &nbsp;&nbsp;&nbsp;271742 | &nbsp;&nbsp;290062 |
|  | Italy Buoni Poliennali Del Tesoro | 1.750% | 7/1/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;93432 | &nbsp;&nbsp;&nbsp;&nbsp;99667 |
|  | Italy Buoni Poliennali Del Tesoro | 0.000% | 8/15/24 | EUR | &nbsp;&nbsp;191959 | &nbsp;&nbsp;&nbsp;199061 |
|  | Italy Buoni Poliennali Del Tesoro | 1.450% | 11/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;28252 | &nbsp;&nbsp;&nbsp;&nbsp;29834 |
|  | Italy Buoni Poliennali Del Tesoro | 2.500% | 12/1/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;22159 | &nbsp;&nbsp;&nbsp;&nbsp;23837 |
|  | Italy Buoni Poliennali Del Tesoro | 0.000% | 12/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;57263 | &nbsp;&nbsp;&nbsp;&nbsp;58740 |
|  | Italy Buoni Poliennali Del Tesoro | 1.450% | 5/15/25 | EUR | &nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp;151883 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 1.850% | 7/1/25 | EUR | &nbsp;&nbsp;240362 | &nbsp;&nbsp;253087 |
|  | Italy Buoni Poliennali Del Tesoro | 1.200% | 8/15/25 | EUR | &nbsp;&nbsp;183866 | &nbsp;&nbsp;&nbsp;190038 |
|  | Italy Buoni Poliennali Del Tesoro | 3.500% | 1/15/26 | EUR | &nbsp;&nbsp;&nbsp;317297 | &nbsp;&nbsp;346260 |
|  | Italy Buoni Poliennali Del Tesoro | 0.000% | 4/1/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;73322 |
|  | Italy Buoni Poliennali Del Tesoro | 1.600% | 6/1/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;51365 |
|  | Italy Buoni Poliennali Del Tesoro | 2.100% | 7/15/26 | EUR | &nbsp;&nbsp;&nbsp;129175 | &nbsp;&nbsp;&nbsp;134570 |
|  | Italy Buoni Poliennali Del Tesoro | 0.000% | 8/1/26 | EUR | &nbsp;&nbsp;125660 | &nbsp;&nbsp;&nbsp;121440 |
|  | Italy Buoni Poliennali Del Tesoro | 1.100% | 4/1/27 | EUR | &nbsp;&nbsp;284304 | &nbsp;&nbsp;281532 |
|  | Italy Buoni Poliennali Del Tesoro | 2.050% | 8/1/27 | EUR | &nbsp;&nbsp;&nbsp;112001 | &nbsp;&nbsp;&nbsp;114656 |
|  | Italy Buoni Poliennali Del Tesoro | 0.950% | 9/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;51525 | &nbsp;&nbsp;&nbsp;&nbsp;50059 |
|  | Italy Buoni Poliennali Del Tesoro | 2.650% | 12/1/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;70059 | &nbsp;&nbsp;&nbsp;&nbsp;73038 |
|  | Italy Buoni Poliennali Del Tesoro | 0.250% | 3/15/28 | EUR | &nbsp;&nbsp;&nbsp;277423 | &nbsp;&nbsp;&nbsp;255017 |
|  | Italy Buoni Poliennali Del Tesoro | 3.400% | 4/1/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;90387 | &nbsp;&nbsp;&nbsp;&nbsp;96925 |
|  | Italy Buoni Poliennali Del Tesoro | 0.500% | 7/15/28 | EUR | &nbsp;&nbsp;178277 | &nbsp;&nbsp;&nbsp;164063 |
|  | Italy Buoni Poliennali Del Tesoro | 2.800% | 6/15/29 | EUR | &nbsp;&nbsp;&nbsp;118698 | &nbsp;&nbsp;&nbsp;121912 |
|  | Italy Buoni Poliennali Del Tesoro | 3.000% | 8/1/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;80429 | &nbsp;&nbsp;&nbsp;&nbsp;83954 |
|  | Italy Buoni Poliennali Del Tesoro | 3.850% | 12/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;42168 | &nbsp;&nbsp;&nbsp;&nbsp;45855 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 3.500% | 3/1/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76843 |
|  | Italy Buoni Poliennali Del Tesoro | 1.350% | 4/1/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37631 |
|  | Italy Buoni Poliennali Del Tesoro | 0.950% | 8/1/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80105 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 1.650% | 12/1/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240873 | &nbsp;&nbsp;&nbsp;&nbsp;222595 |
|  | Italy Buoni Poliennali Del Tesoro | 0.900% | 4/1/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157243 |
|  | Italy Buoni Poliennali Del Tesoro | 6.000% | 5/1/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120358 | &nbsp;&nbsp;&nbsp;&nbsp;150494 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 0.600% | 8/1/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179705 | &nbsp;&nbsp;&nbsp;&nbsp;148495 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 0.950% | 12/1/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60731 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 1.650% | 3/1/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56326 |
|  | Italy Buoni Poliennali Del Tesoro | 0.950% | 6/1/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54310 |
|  | Italy Buoni Poliennali Del Tesoro | 2.500% | 12/1/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64940 |
|  | Italy Buoni Poliennali Del Tesoro | 4.400% | 5/1/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113915 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 2.450% | 9/1/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13285 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 5.000% | 8/1/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11566 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 3.350% | 3/1/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95189 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 4.000% | 4/30/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213405 | &nbsp;&nbsp;&nbsp;&nbsp;225718 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 1.450% | 3/1/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17186 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 4.000% | 2/1/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27934 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 0.950% | 3/1/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72721 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 3.250% | 3/1/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191341 | &nbsp;&nbsp;&nbsp;&nbsp;182813 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 2.950% | 9/1/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54934 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 5.000% | 8/1/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23381 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 3.100% | 3/1/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44500 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 5.000% | 9/1/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21668 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 1.800% | 3/1/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175508 | &nbsp;&nbsp;&nbsp;&nbsp;131587 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 4.750% | 9/1/44 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91731 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 1.500% | 4/30/45 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43949 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 3.250% | 9/1/46 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68222 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 2.700% | 3/1/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68625 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 3.450% | 3/1/48 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37464 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 3.850% | 9/1/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79671 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 2.450% | 9/1/50 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21517 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 1.700% | 9/1/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2704 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 2.150% | 9/1/52 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87009 |
| <sup>3</sup> | Italy Buoni Poliennali Del Tesoro | 2.800% | 3/1/67 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36431 |
|  | Republic of Italy | 6.000% | 8/4/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7314 |
|  |  |  |  |  |  | &nbsp;&nbsp;**6036723** |
| **Japan (14.8%)** | **Japan (14.8%)** | **Japan (14.8%)** | **Japan (14.8%)** |  |  |  |
|  | Deposit Insurance Corp. of Japan | 0.100% | 8/6/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15379 |
|  | Deposit Insurance Corp. of Japan | 0.100% | 12/10/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11531 |
|  | Development Bank of Japan Inc. | 0.645% | 3/18/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889 |
|  | Development Bank of Japan Inc. | 0.466% | 12/12/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2264 |
|  | Development Bank of Japan Inc. | 1.250% | 1/31/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17383 |
|  | Development Bank of Japan Inc. | 0.450% | 3/13/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510 |
|  | Development Bank of Japan Inc. | 0.425% | 9/11/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 |
|  | Development Bank of Japan Inc. | 0.875% | 10/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29274 |
|  | Development Bank of Japan Inc. | 0.020% | 3/16/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
|  | Fukuoka Prefecture | 0.432% | 6/18/49 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 |
|  | Hyogo Prefecture | 1.020% | 7/13/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5962 |
|  | Hyogo Prefecture | 1.400% | 9/8/34 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603 |
|  | Japan | 0.005% | 3/1/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5089 |
|  | Japan | 0.100% | 3/20/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6805700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52368 |
|  | Japan | 0.600% | 3/20/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9210500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71274 |
|  | Japan | 1.900% | 3/20/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914 |
|  | Japan | 0.005% | 4/1/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5183300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39844 |
|  | Japan | 0.005% | 5/1/24 | JPY | &nbsp;&nbsp;10794500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82976 |
|  | Japan | 0.005% | 6/1/24 | JPY | &nbsp;&nbsp;12248150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94147 |
|  | Japan | 0.100% | 6/20/24 | JPY | &nbsp;&nbsp;11065900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85164 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Japan | 0.600% | 6/20/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2683 |
| Japan | 0.005% | 7/1/24 | JPY | &nbsp;&nbsp;&nbsp;13878350 | &nbsp;&nbsp;&nbsp;106674 |
| Japan | 0.005% | 8/1/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;61506 |
| Japan | 0.005% | 9/1/24 | JPY | &nbsp;&nbsp;26429000 | &nbsp;&nbsp;203184 |
| Japan | 0.100% | 9/20/24 | JPY | &nbsp;&nbsp;&nbsp;11241000 | &nbsp;&nbsp;&nbsp;&nbsp;86533 |
| Japan | 0.500% | 9/20/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6192300 | &nbsp;&nbsp;&nbsp;&nbsp;47978 |
| Japan | 2.100% | 9/20/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5058 |
| Japan | 0.005% | 10/1/24 | JPY | &nbsp;&nbsp;16900000 | &nbsp;&nbsp;&nbsp;129897 |
| Japan | 0.005% | 11/1/24 | JPY | &nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp;76870 |
| Japan | 0.005% | 12/1/24 | JPY | &nbsp;&nbsp;&nbsp;11400000 | &nbsp;&nbsp;&nbsp;&nbsp;87628 |
| Japan | 0.100% | 12/20/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9867700 | &nbsp;&nbsp;&nbsp;&nbsp;75976 |
| Japan | 0.300% | 12/20/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4905100 | &nbsp;&nbsp;&nbsp;&nbsp;37910 |
| Japan | 0.500% | 12/20/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;3769050 | &nbsp;&nbsp;&nbsp;&nbsp;29239 |
| Japan | 0.005% | 1/1/25 | JPY | &nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;115281 |
| Japan | 0.100% | 3/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;7801350 | &nbsp;&nbsp;&nbsp;&nbsp;60064 |
| Japan | 0.400% | 3/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4810000 | &nbsp;&nbsp;&nbsp;&nbsp;37268 |
| Japan | 2.000% | 3/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |
| Japan | 0.100% | 6/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9996400 | &nbsp;&nbsp;&nbsp;&nbsp;76963 |
| Japan | 0.400% | 6/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4047000 | &nbsp;&nbsp;&nbsp;&nbsp;31379 |
| Japan | 1.900% | 6/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4502 |
| Japan | 2.100% | 6/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1462750 | &nbsp;&nbsp;&nbsp;&nbsp;11796 |
| Japan | 0.100% | 9/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5844700 | &nbsp;&nbsp;&nbsp;&nbsp;45002 |
| Japan | 0.400% | 9/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1557850 | &nbsp;&nbsp;&nbsp;&nbsp;12089 |
| Japan | 2.100% | 9/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
| Japan | 0.100% | 12/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;7668900 | &nbsp;&nbsp;&nbsp;&nbsp;59051 |
| Japan | 0.300% | 12/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4368200 | &nbsp;&nbsp;&nbsp;&nbsp;33828 |
| Japan | 2.000% | 12/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1628550 | &nbsp;&nbsp;&nbsp;&nbsp;13224 |
| Japan | 0.005% | 3/20/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;17410900 | &nbsp;&nbsp;&nbsp;133655 |
| Japan | 0.100% | 3/20/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2486700 | &nbsp;&nbsp;&nbsp;&nbsp;19145 |
| Japan | 2.100% | 3/20/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 |
| Japan | 2.200% | 3/20/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199 |
| Japan | 0.005% | 6/20/26 | JPY | &nbsp;&nbsp;&nbsp;18035850 | &nbsp;&nbsp;&nbsp;138376 |
| Japan | 0.100% | 6/20/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2649200 | &nbsp;&nbsp;&nbsp;&nbsp;20389 |
| Japan | 0.005% | 9/20/26 | JPY | &nbsp;&nbsp;&nbsp;15659350 | &nbsp;&nbsp;&nbsp;120041 |
| Japan | 0.100% | 9/20/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;3391300 | &nbsp;&nbsp;&nbsp;&nbsp;26085 |
| Japan | 2.200% | 9/20/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| Japan | 2.300% | 9/20/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
| Japan | 0.005% | 12/20/26 | JPY | &nbsp;&nbsp;20000200 | &nbsp;&nbsp;&nbsp;153145 |
| Japan | 0.100% | 12/20/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6316650 | &nbsp;&nbsp;&nbsp;&nbsp;48544 |
| Japan | 2.100% | 12/20/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2437950 | &nbsp;&nbsp;&nbsp;&nbsp;20188 |
| Japan | 0.005% | 3/20/27 | JPY | &nbsp;&nbsp;&nbsp;27313350 | &nbsp;&nbsp;208895 |
| Japan | 0.100% | 3/20/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5478050 | &nbsp;&nbsp;&nbsp;&nbsp;42057 |
| Japan | 0.100% | 3/20/27 | JPY | &nbsp;&nbsp;&nbsp;15608850 | &nbsp;&nbsp;&nbsp;119837 |
| Japan | 2.000% | 3/20/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4037 |
| Japan | 2.100% | 3/20/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419 |
| Japan | 0.005% | 6/20/27 | JPY | &nbsp;&nbsp;&nbsp;27604000 | &nbsp;&nbsp;&nbsp;210822 |
| Japan | 0.100% | 6/20/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9557150 | &nbsp;&nbsp;&nbsp;&nbsp;73292 |
| Japan | 2.300% | 6/20/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| Japan | 0.100% | 9/20/27 | JPY | &nbsp;&nbsp;&nbsp;10587000 | &nbsp;&nbsp;&nbsp;&nbsp;81104 |
| Japan | 0.100% | 9/20/27 | JPY | &nbsp;&nbsp;22000000 | &nbsp;&nbsp;&nbsp;168549 |
| Japan | 2.200% | 9/20/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1007350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8466 |
| Japan | 0.100% | 12/20/27 | JPY | &nbsp;&nbsp;&nbsp;10492600 | &nbsp;&nbsp;&nbsp;&nbsp;80256 |
| Japan | 2.100% | 12/20/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1092700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9172 |
| Japan | 0.100% | 3/20/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9007950 | &nbsp;&nbsp;&nbsp;&nbsp;68777 |
| Japan | 2.200% | 3/20/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1925950 | &nbsp;&nbsp;&nbsp;&nbsp;16288 |
| Japan | 2.400% | 3/20/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2852400 | &nbsp;&nbsp;&nbsp;&nbsp;24346 |
| Japan | 0.100% | 6/20/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8966400 | &nbsp;&nbsp;&nbsp;&nbsp;68352 |
| Japan | 2.400% | 6/20/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4302 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Japan | 0.100% | 9/20/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6689800 | &nbsp;&nbsp;&nbsp;&nbsp;50909 |
| Japan | 2.100% | 9/20/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2986900 | &nbsp;&nbsp;&nbsp;&nbsp;25290 |
| Japan | 2.200% | 9/20/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4979 |
| Japan | 0.100% | 12/20/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8723850 | &nbsp;&nbsp;&nbsp;&nbsp;66270 |
| Japan | 1.900% | 12/20/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;3530200 | &nbsp;&nbsp;&nbsp;&nbsp;29662 |
| Japan | 2.100% | 12/20/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2484 |
| Japan | 0.100% | 3/20/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8240600 | &nbsp;&nbsp;&nbsp;&nbsp;62461 |
| Japan | 1.900% | 3/20/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2023500 | &nbsp;&nbsp;&nbsp;&nbsp;17035 |
| Japan | 2.100% | 3/20/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2200500 | &nbsp;&nbsp;&nbsp;&nbsp;18729 |
| Japan | 0.100% | 6/20/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5181850 | &nbsp;&nbsp;&nbsp;&nbsp;39184 |
| Japan | 2.100% | 6/20/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2696400 | &nbsp;&nbsp;&nbsp;&nbsp;23000 |
| Japan | 0.100% | 9/20/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5205600 | &nbsp;&nbsp;&nbsp;&nbsp;39274 |
| Japan | 2.100% | 9/20/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5792650 | &nbsp;&nbsp;&nbsp;&nbsp;49528 |
| Japan | 2.800% | 9/20/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1316550 | &nbsp;&nbsp;&nbsp;&nbsp;11717 |
| Japan | 0.100% | 12/20/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9508450 | &nbsp;&nbsp;&nbsp;&nbsp;71566 |
| Japan | 2.100% | 12/20/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6356900 | &nbsp;&nbsp;&nbsp;&nbsp;54466 |
| Japan | 2.200% | 12/20/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2798800 | &nbsp;&nbsp;&nbsp;&nbsp;24124 |
| Japan | 2.100% | 3/20/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6989050 | &nbsp;&nbsp;&nbsp;&nbsp;60023 |
| Japan | 2.200% | 3/20/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4771850 | &nbsp;&nbsp;&nbsp;&nbsp;41235 |
| Japan | 2.300% | 5/20/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
| Japan | 0.100% | 6/20/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8666950 | &nbsp;&nbsp;&nbsp;&nbsp;64837 |
| Japan | 1.600% | 6/20/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2312 |
| Japan | 1.800% | 6/20/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| Japan | 2.000% | 6/20/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2437950 | &nbsp;&nbsp;&nbsp;&nbsp;20823 |
| Japan | 0.100% | 9/20/30 | JPY | &nbsp;&nbsp;&nbsp;11013150 | &nbsp;&nbsp;&nbsp;&nbsp;82131 |
| Japan | 1.800% | 9/20/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5758 |
| Japan | 1.900% | 9/20/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2130750 | &nbsp;&nbsp;&nbsp;&nbsp;18093 |
| Japan | 0.100% | 12/20/30 | JPY | &nbsp;&nbsp;20279600 | &nbsp;&nbsp;150827 |
| Japan | 2.000% | 12/20/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1462800 | &nbsp;&nbsp;&nbsp;&nbsp;12526 |
| Japan | 2.100% | 12/20/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5383600 | &nbsp;&nbsp;&nbsp;&nbsp;46414 |
| Japan | 0.100% | 3/20/31 | JPY | &nbsp;&nbsp;&nbsp;11917700 | &nbsp;&nbsp;&nbsp;&nbsp;88417 |
| Japan | 1.900% | 3/20/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2925550 | &nbsp;&nbsp;&nbsp;&nbsp;24930 |
| Japan | 2.000% | 3/20/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5938750 | &nbsp;&nbsp;&nbsp;&nbsp;50954 |
| Japan | 2.200% | 3/20/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1643800 | &nbsp;&nbsp;&nbsp;&nbsp;14306 |
| Japan | 0.100% | 6/20/31 | JPY | &nbsp;&nbsp;22795650 | &nbsp;&nbsp;168751 |
| Japan | 1.800% | 6/20/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;3599750 | &nbsp;&nbsp;&nbsp;&nbsp;30501 |
| Japan | 1.900% | 6/20/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4101150 | &nbsp;&nbsp;&nbsp;&nbsp;35009 |
| Japan | 0.100% | 9/20/31 | JPY | &nbsp;&nbsp;15962500 | &nbsp;&nbsp;&nbsp;&nbsp;117946 |
| Japan | 1.700% | 9/20/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9189650 | &nbsp;&nbsp;&nbsp;&nbsp;77442 |
| Japan | 1.800% | 9/20/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;7223450 | &nbsp;&nbsp;&nbsp;&nbsp;61331 |
| Japan | 0.100% | 12/20/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5498300 | &nbsp;&nbsp;&nbsp;&nbsp;40583 |
| Japan | 1.700% | 12/20/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6066800 | &nbsp;&nbsp;&nbsp;&nbsp;51156 |
| Japan | 1.800% | 12/20/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;10117350 | &nbsp;&nbsp;&nbsp;&nbsp;85971 |
| Japan | 1.600% | 3/20/32 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4363850 | &nbsp;&nbsp;&nbsp;&nbsp;36524 |
| Japan | 1.700% | 3/20/32 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;3010300 | &nbsp;&nbsp;&nbsp;&nbsp;25395 |
| Japan | 1.800% | 3/20/32 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5951000 | &nbsp;&nbsp;&nbsp;&nbsp;50628 |
| Japan | 2.300% | 5/20/32 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;10627 |
| Japan | 1.500% | 6/20/32 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;3971850 | &nbsp;&nbsp;&nbsp;&nbsp;32984 |
| Japan | 1.600% | 6/20/32 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4015400 | &nbsp;&nbsp;&nbsp;&nbsp;33636 |
| Japan | 1.700% | 6/20/32 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp;&nbsp;23648 |
| Japan | 1.700% | 9/20/32 | JPY | &nbsp;&nbsp;&nbsp;10537900 | &nbsp;&nbsp;&nbsp;&nbsp;89028 |
| Japan | 1.800% | 11/22/32 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;10220 |
| Japan | 1.700% | 12/20/32 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;7875600 | &nbsp;&nbsp;&nbsp;&nbsp;66504 |
| Japan | 1.800% | 12/20/32 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4625550 | &nbsp;&nbsp;&nbsp;&nbsp;39389 |
| Japan | 1.100% | 3/20/33 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9590 |
| Japan | 1.500% | 3/20/33 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6038850 | &nbsp;&nbsp;&nbsp;&nbsp;50070 |
| Japan | 1.600% | 3/20/33 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;7493850 | &nbsp;&nbsp;&nbsp;&nbsp;62689 |
| Japan | 1.700% | 6/20/33 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6377 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Japan | 1.700% | 6/20/33 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8224550 | &nbsp;&nbsp;&nbsp;&nbsp;69394 |
| Japan | 1.700% | 9/20/33 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8182400 | &nbsp;&nbsp;&nbsp;&nbsp;69003 |
| Japan | 1.600% | 12/20/33 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;7508700 | &nbsp;&nbsp;&nbsp;&nbsp;62667 |
| Japan | 2.000% | 12/20/33 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1243800 | &nbsp;&nbsp;&nbsp;&nbsp;10778 |
| Japan | 1.500% | 3/20/34 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8735200 | &nbsp;&nbsp;&nbsp;&nbsp;72114 |
| Japan | 2.400% | 3/20/34 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1804100 | &nbsp;&nbsp;&nbsp;&nbsp;16215 |
| Japan | 1.500% | 6/20/34 | JPY | &nbsp;&nbsp;&nbsp;11287850 | &nbsp;&nbsp;&nbsp;&nbsp;93076 |
| Japan | 2.500% | 6/20/34 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1581550 | &nbsp;&nbsp;&nbsp;&nbsp;14355 |
| Japan | 1.400% | 9/20/34 | JPY | &nbsp;&nbsp;&nbsp;14414050 | &nbsp;&nbsp;&nbsp;&nbsp;117478 |
| Japan | 2.500% | 9/20/34 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 |
| Japan | 1.200% | 12/20/34 | JPY | &nbsp;&nbsp;12236350 | &nbsp;&nbsp;&nbsp;&nbsp;97478 |
| Japan | 2.400% | 12/20/34 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1121450 | &nbsp;&nbsp;&nbsp;&nbsp;10099 |
| Japan | 1.200% | 3/20/35 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8679700 | &nbsp;&nbsp;&nbsp;&nbsp;69046 |
| Japan | 2.300% | 3/20/35 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1219000 | &nbsp;&nbsp;&nbsp;&nbsp;10879 |
| Japan | 1.300% | 6/20/35 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8294150 | &nbsp;&nbsp;&nbsp;&nbsp;66615 |
| Japan | 2.300% | 6/20/35 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1745550 | &nbsp;&nbsp;&nbsp;&nbsp;15587 |
| Japan | 1.200% | 9/20/35 | JPY | &nbsp;&nbsp;10302000 | &nbsp;&nbsp;&nbsp;&nbsp;81615 |
| Japan | 2.500% | 9/20/35 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4442 |
| Japan | 1.000% | 12/20/35 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9479950 | &nbsp;&nbsp;&nbsp;&nbsp;73218 |
| Japan | 2.300% | 12/20/35 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1223850 | &nbsp;&nbsp;&nbsp;&nbsp;10929 |
| Japan | 0.400% | 3/20/36 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8935200 | &nbsp;&nbsp;&nbsp;&nbsp;63796 |
| Japan | 2.500% | 3/20/36 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1076600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9822 |
| Japan | 0.200% | 6/20/36 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9427100 | &nbsp;&nbsp;&nbsp;&nbsp;65195 |
| Japan | 2.500% | 6/20/36 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6451 |
| Japan | 0.500% | 9/20/36 | JPY | &nbsp;&nbsp;&nbsp;11532150 | &nbsp;&nbsp;&nbsp;&nbsp;82806 |
| Japan | 2.500% | 9/20/36 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671 |
| Japan | 0.600% | 12/20/36 | JPY | &nbsp;&nbsp;13634600 | &nbsp;&nbsp;&nbsp;&nbsp;98877 |
| Japan | 2.300% | 12/20/36 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3519 |
| Japan | 0.700% | 3/20/37 | JPY | &nbsp;&nbsp;&nbsp;11279500 | &nbsp;&nbsp;&nbsp;&nbsp;82618 |
| Japan | 2.400% | 3/20/37 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1762150 | &nbsp;&nbsp;&nbsp;&nbsp;15917 |
| Japan | 0.600% | 6/20/37 | JPY | &nbsp;&nbsp;10660750 | &nbsp;&nbsp;&nbsp;&nbsp;76740 |
| Japan | 0.600% | 9/20/37 | JPY | &nbsp;&nbsp;13826450 | &nbsp;&nbsp;&nbsp;&nbsp;99097 |
| Japan | 2.500% | 9/20/37 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3912 |
| Japan | 0.600% | 12/20/37 | JPY | &nbsp;&nbsp;10088600 | &nbsp;&nbsp;&nbsp;&nbsp;72067 |
| Japan | 0.500% | 3/20/38 | JPY | &nbsp;&nbsp;&nbsp;11164950 | &nbsp;&nbsp;&nbsp;&nbsp;78263 |
| Japan | 2.500% | 3/20/38 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;3432300 | &nbsp;&nbsp;&nbsp;&nbsp;31367 |
| Japan | 0.500% | 6/20/38 | JPY | &nbsp;&nbsp;12683200 | &nbsp;&nbsp;&nbsp;&nbsp;88486 |
| Japan | 0.700% | 9/20/38 | JPY | &nbsp;&nbsp;13188200 | &nbsp;&nbsp;&nbsp;&nbsp;94467 |
| Japan | 2.400% | 9/20/38 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2254600 | &nbsp;&nbsp;&nbsp;&nbsp;20338 |
| Japan | 0.500% | 12/20/38 | JPY | &nbsp;&nbsp;&nbsp;11631150 | &nbsp;&nbsp;&nbsp;&nbsp;80414 |
| Japan | 0.400% | 3/20/39 | JPY | &nbsp;&nbsp;12384200 | &nbsp;&nbsp;&nbsp;&nbsp;83927 |
| Japan | 2.300% | 3/20/39 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2958050 | &nbsp;&nbsp;&nbsp;&nbsp;26338 |
| Japan | 0.300% | 6/20/39 | JPY | &nbsp;&nbsp;&nbsp;13087600 | &nbsp;&nbsp;&nbsp;&nbsp;86799 |
| Japan | 0.300% | 9/20/39 | JPY | &nbsp;&nbsp;&nbsp;10005100 | &nbsp;&nbsp;&nbsp;&nbsp;66014 |
| Japan | 2.200% | 9/20/39 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4353150 | &nbsp;&nbsp;&nbsp;&nbsp;38228 |
| Japan | 0.300% | 12/20/39 | JPY | &nbsp;&nbsp;14248200 | &nbsp;&nbsp;&nbsp;&nbsp;93536 |
| Japan | 0.400% | 3/20/40 | JPY | &nbsp;&nbsp;13226800 | &nbsp;&nbsp;&nbsp;&nbsp;87968 |
| Japan | 2.300% | 3/20/40 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4403150 | &nbsp;&nbsp;&nbsp;&nbsp;39134 |
| Japan | 0.400% | 6/20/40 | JPY | &nbsp;&nbsp;&nbsp;17981350 | &nbsp;&nbsp;&nbsp;119039 |
| Japan | 0.400% | 9/20/40 | JPY | &nbsp;&nbsp;20756200 | &nbsp;&nbsp;&nbsp;136764 |
| Japan | 2.000% | 9/20/40 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8765300 | &nbsp;&nbsp;&nbsp;&nbsp;74672 |
| Japan | 0.500% | 12/20/40 | JPY | &nbsp;&nbsp;19946750 | &nbsp;&nbsp;133332 |
| Japan | 0.500% | 3/20/41 | JPY | &nbsp;&nbsp;20395350 | &nbsp;&nbsp;135828 |
| Japan | 2.200% | 3/20/41 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;7169300 | &nbsp;&nbsp;&nbsp;&nbsp;62787 |
| Japan | 0.400% | 6/20/41 | JPY | &nbsp;&nbsp;22551250 | &nbsp;&nbsp;146981 |
| Japan | 0.500% | 9/20/41 | JPY | &nbsp;&nbsp;&nbsp;21737250 | &nbsp;&nbsp;143939 |
| Japan | 2.000% | 9/20/41 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6288400 | &nbsp;&nbsp;&nbsp;&nbsp;53565 |
| Japan | 0.500% | 12/20/41 | JPY | &nbsp;&nbsp;22466600 | &nbsp;&nbsp;148344 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Japan | 0.800% | 3/20/42 | JPY | &nbsp;&nbsp;18138550 | &nbsp;&nbsp;126282 |
|  | Japan | 2.000% | 3/20/42 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8742400 | &nbsp;&nbsp;&nbsp;&nbsp;74397 |
|  | Japan | 0.900% | 6/20/42 | JPY | &nbsp;&nbsp;11491000 | &nbsp;&nbsp;&nbsp;&nbsp;81317 |
|  | Japan | 1.100% | 9/20/42 | JPY | &nbsp;&nbsp;10250000 | &nbsp;&nbsp;&nbsp;&nbsp;75061 |
|  | Japan | 1.900% | 9/20/42 | JPY | &nbsp;&nbsp;10532950 | &nbsp;&nbsp;&nbsp;&nbsp;88259 |
|  | Japan | 1.400% | 12/20/42 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7713 |
|  | Japan | 1.800% | 3/20/43 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;7270250 | &nbsp;&nbsp;&nbsp;&nbsp;59764 |
|  | Japan | 1.900% | 6/20/43 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;3610900 | &nbsp;&nbsp;&nbsp;&nbsp;30140 |
|  | Japan | 1.800% | 9/20/43 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4908950 | &nbsp;&nbsp;&nbsp;&nbsp;40273 |
|  | Japan | 1.700% | 12/20/43 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;7751900 | &nbsp;&nbsp;&nbsp;&nbsp;62433 |
|  | Japan | 1.700% | 3/20/44 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5901000 | &nbsp;&nbsp;&nbsp;&nbsp;47483 |
|  | Japan | 1.700% | 6/20/44 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5029200 | &nbsp;&nbsp;&nbsp;&nbsp;40461 |
|  | Japan | 1.700% | 9/20/44 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;7417700 | &nbsp;&nbsp;&nbsp;&nbsp;59595 |
|  | Japan | 1.500% | 12/20/44 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6315200 | &nbsp;&nbsp;&nbsp;&nbsp;48827 |
|  | Japan | 1.500% | 3/20/45 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;7010100 | &nbsp;&nbsp;&nbsp;&nbsp;54148 |
|  | Japan | 1.600% | 6/20/45 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2047900 | &nbsp;&nbsp;&nbsp;&nbsp;16085 |
|  | Japan | 1.400% | 9/20/45 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1744500 | &nbsp;&nbsp;&nbsp;&nbsp;13178 |
|  | Japan | 1.400% | 12/20/45 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4637850 | &nbsp;&nbsp;&nbsp;&nbsp;34971 |
|  | Japan | 0.800% | 3/20/46 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5202350 | &nbsp;&nbsp;&nbsp;&nbsp;34519 |
|  | Japan | 0.300% | 6/20/46 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5278000 | &nbsp;&nbsp;&nbsp;&nbsp;30973 |
|  | Japan | 0.500% | 9/20/46 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6752050 | &nbsp;&nbsp;&nbsp;&nbsp;41519 |
|  | Japan | 0.600% | 12/20/46 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5542850 | &nbsp;&nbsp;&nbsp;&nbsp;34813 |
|  | Japan | 0.800% | 3/20/47 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6007600 | &nbsp;&nbsp;&nbsp;&nbsp;39447 |
|  | Japan | 0.800% | 6/20/47 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5680600 | &nbsp;&nbsp;&nbsp;&nbsp;37199 |
|  | Japan | 0.800% | 9/20/47 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6410400 | &nbsp;&nbsp;&nbsp;&nbsp;41892 |
|  | Japan | 0.800% | 12/20/47 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6796450 | &nbsp;&nbsp;&nbsp;&nbsp;44285 |
|  | Japan | 0.800% | 3/20/48 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;8820450 | &nbsp;&nbsp;&nbsp;&nbsp;57271 |
|  | Japan | 2.400% | 3/20/48 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3529 |
|  | Japan | 0.700% | 6/20/48 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9907600 | &nbsp;&nbsp;&nbsp;&nbsp;62625 |
|  | Japan | 0.900% | 9/20/48 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;5630950 | &nbsp;&nbsp;&nbsp;&nbsp;37283 |
| <sup>8</sup> | Japan | 0.700% | 12/20/48 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;7541900 | &nbsp;&nbsp;&nbsp;&nbsp;47351 |
| <sup>8</sup> | Japan | 0.500% | 3/20/49 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;7208950 | &nbsp;&nbsp;&nbsp;&nbsp;42778 |
| <sup>8</sup> | Japan | 2.200% | 3/20/49 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6909 |
| <sup>8</sup> | Japan | 0.400% | 6/20/49 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9325050 | &nbsp;&nbsp;&nbsp;&nbsp;53598 |
| <sup>8</sup> | Japan | 0.400% | 9/20/49 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6770800 | &nbsp;&nbsp;&nbsp;&nbsp;38791 |
| <sup>8</sup> | Japan | 0.400% | 12/20/49 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9461750 | &nbsp;&nbsp;&nbsp;&nbsp;54216 |
| <sup>8</sup> | Japan | 0.400% | 3/20/50 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9579450 | &nbsp;&nbsp;&nbsp;&nbsp;54717 |
| <sup>8</sup> | Japan | 2.200% | 3/20/50 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1092200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9565 |
| <sup>8</sup> | Japan | 0.600% | 6/20/50 | JPY | &nbsp;&nbsp;10965650 | &nbsp;&nbsp;&nbsp;&nbsp;66020 |
| <sup>8</sup> | Japan | 0.600% | 9/20/50 | JPY | &nbsp;&nbsp;10871950 | &nbsp;&nbsp;&nbsp;&nbsp;65321 |
| <sup>8</sup> | Japan | 0.700% | 12/20/50 | JPY | &nbsp;&nbsp;&nbsp;14111550 | &nbsp;&nbsp;&nbsp;&nbsp;87090 |
| <sup>8</sup> | Japan | 0.700% | 3/20/51 | JPY | &nbsp;&nbsp;14341600 | &nbsp;&nbsp;&nbsp;&nbsp;88302 |
| <sup>8</sup> | Japan | 2.200% | 3/20/51 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;2201000 | &nbsp;&nbsp;&nbsp;&nbsp;19293 |
| <sup>8</sup> | Japan | 0.700% | 6/20/51 | JPY | &nbsp;&nbsp;14625200 | &nbsp;&nbsp;&nbsp;&nbsp;89877 |
| <sup>8</sup> | Japan | 0.700% | 9/20/51 | JPY | &nbsp;&nbsp;13652500 | &nbsp;&nbsp;&nbsp;&nbsp;83961 |
| <sup>8</sup> | Japan | 0.700% | 12/20/51 | JPY | &nbsp;&nbsp;14209900 | &nbsp;&nbsp;&nbsp;&nbsp;87162 |
| <sup>8</sup> | Japan | 1.000% | 3/20/52 | JPY | &nbsp;&nbsp;&nbsp;14497000 | &nbsp;&nbsp;&nbsp;&nbsp;96570 |
| <sup>8</sup> | Japan | 2.000% | 3/20/52 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4727650 | &nbsp;&nbsp;&nbsp;&nbsp;39935 |
| <sup>8</sup> | Japan | 1.300% | 6/20/52 | JPY | &nbsp;&nbsp;10043000 | &nbsp;&nbsp;&nbsp;&nbsp;72082 |
| <sup>8</sup> | Japan | 1.400% | 9/20/52 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;6350000 | &nbsp;&nbsp;&nbsp;&nbsp;46691 |
|  | Japan | 1.600% | 12/20/52 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;23038 |
|  | Japan | 1.900% | 3/20/53 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4000550 | &nbsp;&nbsp;&nbsp;&nbsp;32855 |
|  | Japan | 1.700% | 3/20/54 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;3498450 | &nbsp;&nbsp;&nbsp;&nbsp;27434 |
|  | Japan | 1.400% | 3/20/55 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4707050 | &nbsp;&nbsp;&nbsp;&nbsp;34239 |
|  | Japan | 0.400% | 3/20/56 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;7303950 | &nbsp;&nbsp;&nbsp;&nbsp;38712 |
|  | Japan | 0.900% | 3/20/57 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;9871900 | &nbsp;&nbsp;&nbsp;&nbsp;61673 |
|  | Japan | 0.800% | 3/20/58 | JPY | &nbsp;&nbsp;10735650 | &nbsp;&nbsp;&nbsp;&nbsp;64593 |
|  | Japan | 0.500% | 3/20/59 | JPY | &nbsp;&nbsp;&nbsp;10717500 | &nbsp;&nbsp;&nbsp;&nbsp;57326 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Japan | 0.500% | 3/20/60 | JPY | &nbsp;&nbsp;14850050 | &nbsp;&nbsp;78795 |
| Japan | 0.700% | 3/20/61 | JPY | &nbsp;&nbsp;15388650 | &nbsp;&nbsp;&nbsp;87120 |
| Japan | 1.000% | 3/20/62 | JPY | &nbsp;&nbsp;&nbsp;13317300 | &nbsp;&nbsp;&nbsp;82178 |
| Japan Expressway Holding and Debt Repayment Agency | 0.660% | 2/29/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975300 | &nbsp;&nbsp;&nbsp;&nbsp;7544 |
| Japan Expressway Holding and Debt Repayment Agency | 0.645% | 3/29/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497600 | &nbsp;&nbsp;&nbsp;&nbsp;3850 |
| Japan Expressway Holding and Debt Repayment Agency | 0.669% | 4/30/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507500 | &nbsp;&nbsp;&nbsp;&nbsp;3930 |
| Japan Expressway Holding and Debt Repayment Agency | 0.660% | 5/31/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523900 | &nbsp;&nbsp;&nbsp;&nbsp;4029 |
| Japan Expressway Holding and Debt Repayment Agency | 0.601% | 7/31/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975200 | &nbsp;&nbsp;&nbsp;&nbsp;7554 |
| Japan Expressway Holding and Debt Repayment Agency | 0.544% | 9/30/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| Japan Expressway Holding and Debt Repayment Agency | 0.539% | 10/31/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487600 | &nbsp;&nbsp;&nbsp;&nbsp;3777 |
| Japan Expressway Holding and Debt Repayment Agency | 0.495% | 11/29/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741200 | &nbsp;&nbsp;&nbsp;&nbsp;5739 |
| Japan Expressway Holding and Debt Repayment Agency | 0.466% | 12/27/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975300 | &nbsp;&nbsp;&nbsp;&nbsp;7551 |
| Japan Expressway Holding and Debt Repayment Agency | 0.320% | 1/31/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;1506 |
| Japan Expressway Holding and Debt Repayment Agency | 0.414% | 2/28/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199400 | &nbsp;&nbsp;&nbsp;&nbsp;1543 |
| Japan Expressway Holding and Debt Repayment Agency | 0.450% | 3/31/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256200 | &nbsp;&nbsp;&nbsp;&nbsp;1984 |
| Japan Expressway Holding and Debt Repayment Agency | 0.509% | 5/30/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282900 | &nbsp;&nbsp;&nbsp;&nbsp;2195 |
| Japan Expressway Holding and Debt Repayment Agency | 0.557% | 7/31/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| Japan Expressway Holding and Debt Repayment Agency | 0.440% | 8/29/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| Japan Expressway Holding and Debt Repayment Agency | 0.320% | 1/30/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366300 | &nbsp;&nbsp;&nbsp;&nbsp;2834 |
| Japan Expressway Holding and Debt Repayment Agency | 0.145% | 2/27/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| Japan Expressway Holding and Debt Repayment Agency | 2.450% | 3/19/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 |
| Japan Expressway Holding and Debt Repayment Agency | 2.280% | 4/20/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
| Japan Expressway Holding and Debt Repayment Agency | 0.140% | 4/30/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1143400 | &nbsp;&nbsp;&nbsp;&nbsp;8759 |
| Japan Expressway Holding and Debt Repayment Agency | 0.110% | 5/31/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| Japan Expressway Holding and Debt Repayment Agency | 0.130% | 6/30/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241600 | &nbsp;&nbsp;&nbsp;&nbsp;1850 |
| Japan Expressway Holding and Debt Repayment Agency | 0.160% | 7/30/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 |
| Japan Expressway Holding and Debt Repayment Agency | 0.155% | 8/31/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301300 | &nbsp;&nbsp;&nbsp;&nbsp;2306 |
| Japan Expressway Holding and Debt Repayment Agency | 0.090% | 9/30/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;1447700 | &nbsp;&nbsp;&nbsp;11040 |
| Japan Expressway Holding and Debt Repayment Agency | 2.340% | 10/20/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp;3021 |
| Japan Expressway Holding and Debt Repayment Agency | 0.170% | 10/29/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585200 | &nbsp;&nbsp;&nbsp;&nbsp;4481 |
| Japan Expressway Holding and Debt Repayment Agency | 0.160% | 11/30/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292500 | &nbsp;&nbsp;&nbsp;&nbsp;2235 |
| Japan Expressway Holding and Debt Repayment Agency | 2.250% | 12/20/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Japan Expressway Holding and Debt Repayment Agency | 0.185% | 1/31/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;305800 | &nbsp;&nbsp;&nbsp;&nbsp;2337 |
| Japan Expressway Holding and Debt Repayment Agency | 2.420% | 6/20/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;6453 |
| Japan Expressway Holding and Debt Repayment Agency | 2.370% | 9/20/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
| Japan Expressway Holding and Debt Repayment Agency | 2.410% | 4/20/29 | JPY | &nbsp;&nbsp;1130000 | &nbsp;&nbsp;&nbsp;&nbsp;9395 |
| Japan Expressway Holding and Debt Repayment Agency | 2.100% | 12/28/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;3407 |
| Japan Expressway Holding and Debt Repayment Agency | 1.427% | 7/31/34 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;4064 |
| Japan Expressway Holding and Debt Repayment Agency | 1.338% | 10/31/34 | JPY | &nbsp;&nbsp;1600000 | &nbsp;&nbsp;12790 |
| Japan Expressway Holding and Debt Repayment Agency | 0.970% | 1/31/35 | JPY | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;7665 |
| Japan Expressway Holding and Debt Repayment Agency | 1.240% | 7/31/35 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;3148 |
| Japan Expressway Holding and Debt Repayment Agency | 1.119% | 10/31/35 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;1555 |
| Japan Expressway Holding and Debt Repayment Agency | 0.934% | 1/31/36 | JPY | &nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;13610 |
| Japan Expressway Holding and Debt Repayment Agency | 0.306% | 4/30/36 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
| Japan Expressway Holding and Debt Repayment Agency | 0.149% | 7/31/36 | JPY | &nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;&nbsp;7443 |
| Japan Expressway Holding and Debt Repayment Agency | 0.397% | 10/31/36 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;4890 |
| Japan Expressway Holding and Debt Repayment Agency | 0.591% | 1/29/38 | JPY | &nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp;&nbsp;9861 |
| Japan Expressway Holding and Debt Repayment Agency | 0.538% | 5/31/38 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;2780 |
| Japan Expressway Holding and Debt Repayment Agency | 0.625% | 8/31/38 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;2805 |
| Japan Expressway Holding and Debt Repayment Agency | 0.500% | 9/17/38 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 |
| Japan Expressway Holding and Debt Repayment Agency | 0.625% | 9/30/38 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;4202 |
| Japan Expressway Holding and Debt Repayment Agency | 0.500% | 3/18/39 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
| Japan Expressway Holding and Debt Repayment Agency | 2.300% | 2/29/40 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 |
| Japan Expressway Holding and Debt Repayment Agency | 2.960% | 3/19/46 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp;1706 |
| Japan Expressway Holding and Debt Repayment Agency | 2.870% | 12/20/46 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 |
| Japan Expressway Holding and Debt Repayment Agency | 2.700% | 3/20/48 | JPY | &nbsp;&nbsp;&nbsp;1010000 | &nbsp;&nbsp;&nbsp;&nbsp;9164 |
| Japan Expressway Holding and Debt Repayment Agency | 0.686% | 7/31/48 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;1247 |
| Japan Expressway Holding and Debt Repayment Agency | 0.542% | 5/31/49 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;3645 |
| Japan Expressway Holding and Debt Repayment Agency | 0.297% | 9/30/49 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp;2199 |
| Japan Expressway Holding and Debt Repayment Agency | 0.422% | 12/28/49 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp;2837 |
| Japan Expressway Holding and Debt Repayment Agency | 0.306% | 3/31/50 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;1091 |
| Japan Expressway Holding and Debt Repayment Agency | 1.861% | 3/19/55 | JPY | &nbsp;&nbsp;1180000 | &nbsp;&nbsp;&nbsp;&nbsp;9122 |
| Japan Finance Corp. | 0.001% | 7/31/24 | JPY | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;7682 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Japan Finance Organization for Municipalities | 0.660% | 2/16/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487600 | &nbsp;&nbsp;&nbsp;&nbsp;3772 |
| Japan Finance Organization for Municipalities | 0.669% | 4/12/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;755800 | &nbsp;&nbsp;&nbsp;&nbsp;5814 |
| Japan Finance Organization for Municipalities | 0.660% | 5/21/24 | JPY | &nbsp;&nbsp;&nbsp;1491100 | &nbsp;&nbsp;&nbsp;11468 |
| Japan Finance Organization for Municipalities | 0.391% | 4/25/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;109800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
| Japan Finance Organization for Municipalities | 0.484% | 6/13/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 |
| Japan Finance Organization for Municipalities | 0.320% | 1/19/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487600 | &nbsp;&nbsp;&nbsp;&nbsp;3699 |
| Japan Finance Organization for Municipalities | 0.145% | 2/16/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
| Japan Finance Organization for Municipalities | 0.020% | 3/13/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 |
| Japan Finance Organization for Municipalities | 0.140% | 4/16/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;122000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 |
| Japan Finance Organization for Municipalities | 0.110% | 5/21/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;831400 | &nbsp;&nbsp;&nbsp;&nbsp;6358 |
| Japan Finance Organization for Municipalities | 0.160% | 7/16/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497600 | &nbsp;&nbsp;&nbsp;&nbsp;3811 |
| Japan Finance Organization for Municipalities | 0.170% | 10/15/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487600 | &nbsp;&nbsp;&nbsp;&nbsp;3735 |
| Japan Finance Organization for Municipalities | 0.160% | 11/15/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;975200 | &nbsp;&nbsp;&nbsp;&nbsp;7227 |
| Japan Finance Organization for Municipalities | 0.155% | 12/17/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;1527 |
| Japan Finance Organization for Municipalities | 0.185% | 1/21/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;975200 | &nbsp;&nbsp;&nbsp;&nbsp;7462 |
| Japan Finance Organization for Municipalities | 0.195% | 2/15/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| Japan Finance Organization for Municipalities | 0.145% | 3/14/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856 |
| Japan Finance Organization for Municipalities | 2.290% | 4/25/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| Japan Finance Organization for Municipalities | 2.070% | 12/20/28 | JPY | &nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;8405 |
| Japan Finance Organization for Municipalities | 2.290% | 4/27/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 |
| Japan Finance Organization for Municipalities | 2.220% | 1/28/30 | JPY | &nbsp;&nbsp;&nbsp;1710000 | &nbsp;&nbsp;&nbsp;14110 |
| Japan Finance Organization for Municipalities | 0.224% | 3/28/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp;2583 |
| Japan Finance Organization for Municipalities | 2.030% | 6/27/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| Japan Housing Finance Agency | 0.040% | 6/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
| Japan Housing Finance Agency | 0.075% | 10/20/26 | JPY | &nbsp;&nbsp;2050000 | &nbsp;&nbsp;15654 |
| Japan Housing Finance Agency | 0.547% | 3/18/50 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp;3589 |
| Major Joint Local Government Bond | 0.689% | 4/25/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;122000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
| Major Joint Local Government Bond | 0.674% | 5/24/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;195000 | &nbsp;&nbsp;&nbsp;&nbsp;1506 |
| Major Joint Local Government Bond | 0.659% | 6/25/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;390100 | &nbsp;&nbsp;&nbsp;&nbsp;3014 |
| Major Joint Local Government Bond | 0.611% | 7/25/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;523000 | &nbsp;&nbsp;&nbsp;&nbsp;4039 |
| Major Joint Local Government Bond | 0.566% | 8/23/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;243900 | &nbsp;&nbsp;&nbsp;&nbsp;1890 |
| Major Joint Local Government Bond | 0.554% | 9/25/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;731400 | &nbsp;&nbsp;&nbsp;&nbsp;5613 |
| Major Joint Local Government Bond | 0.456% | 12/25/24 | JPY | &nbsp;&nbsp;&nbsp;1170300 | &nbsp;&nbsp;&nbsp;&nbsp;8959 |
| Major Joint Local Government Bond | 0.448% | 2/25/25 | JPY | &nbsp;&nbsp;&nbsp;1121500 | &nbsp;&nbsp;&nbsp;&nbsp;8674 |
| Major Joint Local Government Bond | 0.470% | 3/25/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;853400 | &nbsp;&nbsp;&nbsp;&nbsp;6605 |
| Major Joint Local Government Bond | 0.406% | 4/25/25 | JPY | &nbsp;&nbsp;1779700 | &nbsp;&nbsp;13758 |
| Major Joint Local Government Bond | 0.553% | 5/23/25 | JPY | &nbsp;&nbsp;2486800 | &nbsp;&nbsp;&nbsp;19317 |
| Major Joint Local Government Bond | 0.548% | 6/25/25 | JPY | &nbsp;&nbsp;&nbsp;1267800 | &nbsp;&nbsp;&nbsp;&nbsp;9838 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Major Joint Local Government Bond | 0.553% | 7/25/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;606500 | &nbsp;&nbsp;&nbsp;&nbsp;4642 |
| Major Joint Local Government Bond | 0.500% | 8/25/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;780100 | &nbsp;&nbsp;&nbsp;&nbsp;5961 |
| Major Joint Local Government Bond | 0.510% | 9/25/25 | JPY | &nbsp;&nbsp;1058400 | &nbsp;&nbsp;&nbsp;&nbsp;8086 |
| Major Joint Local Government Bond | 0.496% | 11/25/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487600 | &nbsp;&nbsp;&nbsp;&nbsp;3784 |
| Major Joint Local Government Bond | 0.469% | 12/25/25 | JPY | &nbsp;&nbsp;2486800 | &nbsp;&nbsp;18952 |
| Major Joint Local Government Bond | 0.060% | 8/25/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| Major Joint Local Government Bond | 0.060% | 10/23/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| Major Joint Local Government Bond | 0.145% | 12/25/26 | JPY | &nbsp;&nbsp;&nbsp;1609100 | &nbsp;&nbsp;12334 |
| Major Joint Local Government Bond | 0.180% | 1/25/27 | JPY | &nbsp;&nbsp;1506700 | &nbsp;&nbsp;&nbsp;11563 |
| Major Joint Local Government Bond | 0.245% | 2/25/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;829000 | &nbsp;&nbsp;&nbsp;&nbsp;6215 |
| Major Joint Local Government Bond | 0.210% | 3/25/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;949900 | &nbsp;&nbsp;&nbsp;&nbsp;7106 |
| Major Joint Local Government Bond | 0.215% | 10/25/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;386300 | &nbsp;&nbsp;&nbsp;&nbsp;2963 |
| Major Joint Local Government Bond | 0.240% | 2/25/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;233600 | &nbsp;&nbsp;&nbsp;&nbsp;1787 |
| Major Joint Local Government Bond | 0.180% | 4/25/28 | JPY | &nbsp;&nbsp;2779300 | &nbsp;&nbsp;21171 |
| Major Joint Local Government Bond | 0.200% | 5/25/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;434000 | &nbsp;&nbsp;&nbsp;&nbsp;3307 |
| Major Joint Local Government Bond | 0.205% | 6/23/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;510000 | &nbsp;&nbsp;&nbsp;&nbsp;3885 |
| Major Joint Local Government Bond | 0.175% | 7/25/28 | JPY | &nbsp;&nbsp;&nbsp;1167200 | &nbsp;&nbsp;&nbsp;&nbsp;8871 |
| Major Joint Local Government Bond | 0.245% | 8/25/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;272500 | &nbsp;&nbsp;&nbsp;&nbsp;2078 |
| Major Joint Local Government Bond | 0.250% | 9/25/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;664400 | &nbsp;&nbsp;&nbsp;&nbsp;5063 |
| Major Joint Local Government Bond | 0.269% | 10/25/28 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| Major Joint Local Government Bond | 0.160% | 1/25/29 | JPY | &nbsp;&nbsp;1085000 | &nbsp;&nbsp;&nbsp;&nbsp;8201 |
| Major Joint Local Government Bond | 0.140% | 2/22/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp;5884 |
| Major Joint Local Government Bond | 0.100% | 4/25/29 | JPY | &nbsp;&nbsp;&nbsp;1201100 | &nbsp;&nbsp;&nbsp;&nbsp;9023 |
| Major Joint Local Government Bond | 0.110% | 5/25/29 | JPY | &nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;11266 |
| Major Joint Local Government Bond | 0.050% | 9/25/29 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
| Major Joint Local Government Bond | 0.070% | 11/22/29 | JPY | &nbsp;&nbsp;&nbsp;1627900 | &nbsp;&nbsp;&nbsp;12124 |
| Major Joint Local Government Bond | 0.095% | 2/25/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;314700 | &nbsp;&nbsp;&nbsp;&nbsp;2340 |
| Major Joint Local Government Bond | 0.150% | 6/25/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487600 | &nbsp;&nbsp;&nbsp;&nbsp;3624 |
| Major Joint Local Government Bond | 0.125% | 8/23/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 |
| Major Joint Local Government Bond | 0.150% | 9/25/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
| Major Joint Local Government Bond | 0.125% | 10/25/30 | JPY | &nbsp;&nbsp;1038500 | &nbsp;&nbsp;&nbsp;&nbsp;7667 |
| Major Joint Local Government Bond | 0.120% | 11/25/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| Major Joint Local Government Bond | 0.130% | 1/24/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;1472 |
| Major Joint Local Government Bond | 0.145% | 2/25/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;781200 | &nbsp;&nbsp;&nbsp;&nbsp;5749 |
| Major Joint Local Government Bond | 0.204% | 3/25/31 | JPY | &nbsp;&nbsp;2150000 | &nbsp;&nbsp;15889 |
| Major Joint Local Government Bond | 0.199% | 4/25/31 | JPY | &nbsp;&nbsp;2169900 | &nbsp;&nbsp;&nbsp;16017 |
| Major Joint Local Government Bond | 0.145% | 6/25/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;584200 | &nbsp;&nbsp;&nbsp;&nbsp;4286 |
| Major Joint Local Government Bond | 0.299% | 4/23/32 | JPY | &nbsp;&nbsp;&nbsp;3766800 | &nbsp;&nbsp;&nbsp;27803 |
| Osaka Prefecture | 1.453% | 9/26/34 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;1045 |
| Osaka Prefecture | 0.366% | 9/28/35 | JPY | &nbsp;&nbsp;1790000 | &nbsp;&nbsp;12648 |
| Osaka Prefecture | 1.203% | 9/28/35 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp;1710 |
| Tokyo Metropolitan Government | 0.635% | 3/19/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;341400 | &nbsp;&nbsp;&nbsp;&nbsp;2621 |
| Tokyo Metropolitan Government | 0.690% | 3/19/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 |
| Tokyo Metropolitan Government | 0.505% | 9/20/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;341300 | &nbsp;&nbsp;&nbsp;&nbsp;2614 |
| Tokyo Metropolitan Government | 0.426% | 12/20/24 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
| Tokyo Metropolitan Government | 0.386% | 3/19/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487600 | &nbsp;&nbsp;&nbsp;&nbsp;3724 |
| Tokyo Metropolitan Government | 0.435% | 3/19/25 | JPY | &nbsp;&nbsp;&nbsp;1207900 | &nbsp;&nbsp;&nbsp;&nbsp;9215 |
| Tokyo Metropolitan Government | 0.499% | 6/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;365700 | &nbsp;&nbsp;&nbsp;&nbsp;2814 |
| Tokyo Metropolitan Government | 0.533% | 6/20/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;243900 | &nbsp;&nbsp;&nbsp;&nbsp;1864 |
| Tokyo Metropolitan Government | 0.456% | 9/19/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;243900 | &nbsp;&nbsp;&nbsp;&nbsp;1861 |
| Tokyo Metropolitan Government | 0.475% | 9/19/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;536500 | &nbsp;&nbsp;&nbsp;&nbsp;4145 |
| Tokyo Metropolitan Government | 0.444% | 12/19/25 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;326700 | &nbsp;&nbsp;&nbsp;&nbsp;2488 |
| Tokyo Metropolitan Government | 0.075% | 9/18/26 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
| Tokyo Metropolitan Government | 0.210% | 3/19/27 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;975200 | &nbsp;&nbsp;&nbsp;&nbsp;7487 |
| Tokyo Metropolitan Government | 0.040% | 6/20/29 | JPY | &nbsp;&nbsp;&nbsp;1580100 | &nbsp;&nbsp;&nbsp;11802 |
| Tokyo Metropolitan Government | 0.095% | 9/20/30 | JPY | &nbsp;&nbsp;1275800 | &nbsp;&nbsp;&nbsp;&nbsp;9416 |
| Tokyo Metropolitan Government | 0.150% | 12/20/30 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;868300 | &nbsp;&nbsp;&nbsp;&nbsp;6413 |
| Tokyo Metropolitan Government | 0.080% | 3/20/31 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Tokyo Metropolitan Government | 1.980% | 6/20/31 | JPY | &nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 |
|  | Tokyo Metropolitan Government | 1.293% | 6/20/35 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 |
|  |  |  |  |  |  | &nbsp;&nbsp;**13992527** |
| **Jersey (0.0%)** | **Jersey (0.0%)** | **Jersey (0.0%)** | **Jersey (0.0%)** |  |  |  |
|  | Bailiwick of Jersey | 3.750% | 6/9/54 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 |
| **Kazakhstan (0.0%)** | **Kazakhstan (0.0%)** | **Kazakhstan (0.0%)** | **Kazakhstan (0.0%)** |  |  |  |
| <sup>3</sup> | Republic of Kazakhstan | 1.550% | 11/9/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1636 |
|  | Republic of Kazakhstan | 0.600% | 9/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 |
| <sup>3</sup> | Republic of Kazakhstan | 0.600% | 9/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002 |
|  | Republic of Kazakhstan | 2.375% | 11/9/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3637 |
| <sup>3</sup> | Republic of Kazakhstan | 1.500% | 9/30/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**10978** |
| **Latvia (0.0%)** | **Latvia (0.0%)** | **Latvia (0.0%)** | **Latvia (0.0%)** |  |  |  |
|  | Republic of Latvia | 2.875% | 4/30/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 |
|  | Republic of Latvia | 3.875% | 3/25/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8407 |
|  | Republic of Latvia | 3.500% | 1/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 |
|  | Republic of Latvia | 0.010% | 3/17/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10410 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**23288** |
| **Lithuania (0.0%)** | **Lithuania (0.0%)** | **Lithuania (0.0%)** | **Lithuania (0.0%)** |  |  |  |
|  | Republic of Lithuania | 2.125% | 10/29/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7029 |
|  | Republic of Lithuania | 4.125% | 4/25/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150 |
|  | Republic of Lithuania | 2.125% | 6/1/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12001 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**25180** |
| **Luxembourg (0.0%)** | **Luxembourg (0.0%)** | **Luxembourg (0.0%)** | **Luxembourg (0.0%)** |  |  |  |
|  | Grand Duchy of Luxembourg | 2.250% | 3/19/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553 |
| **Malaysia (1.0%)** | **Malaysia (1.0%)** | **Malaysia (1.0%)** | **Malaysia (1.0%)** |  |  |  |
|  | Federation of Malaysia | 3.478% | 6/14/24 | MYR | &nbsp;&nbsp;&nbsp;127314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29936 |
|  | Federation of Malaysia | 4.181% | 7/15/24 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;69534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16522 |
|  | Federation of Malaysia | 4.059% | 9/30/24 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;26443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6277 |
|  | Federation of Malaysia | 3.882% | 3/14/25 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;69921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16548 |
|  | Federation of Malaysia | 3.955% | 9/15/25 | MYR | &nbsp;&nbsp;228674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54291 |
|  | Federation of Malaysia | 4.392% | 4/15/26 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;34277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 |
|  | Federation of Malaysia | 3.906% | 7/15/26 | MYR | &nbsp;&nbsp;125357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29775 |
|  | Federation of Malaysia | 3.900% | 11/30/26 | MYR | &nbsp;&nbsp;164392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39038 |
|  | Federation of Malaysia | 3.892% | 3/15/27 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
|  | Federation of Malaysia | 3.899% | 11/16/27 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;77498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18411 |
|  | Federation of Malaysia | 3.733% | 6/15/28 | MYR | &nbsp;&nbsp;125550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29581 |
|  | Federation of Malaysia | 4.504% | 4/30/29 | MYR | &nbsp;&nbsp;105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25731 |
|  | Federation of Malaysia | 3.885% | 8/15/29 | MYR | &nbsp;&nbsp;&nbsp;107325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25373 |
|  | Federation of Malaysia | 4.498% | 4/15/30 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;68798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16911 |
|  | Federation of Malaysia | 2.632% | 4/15/31 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;38316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8239 |
|  | Federation of Malaysia | 4.232% | 6/30/31 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;10138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2448 |
|  | Federation of Malaysia | 4.127% | 4/15/32 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;12243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2922 |
|  | Federation of Malaysia | 4.193% | 10/7/32 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;21400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5115 |
|  | Federation of Malaysia | 3.844% | 4/15/33 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;90014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20916 |
|  | Federation of Malaysia | 4.642% | 11/7/33 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;63176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15642 |
|  | Federation of Malaysia | 3.828% | 7/5/34 | MYR | &nbsp;&nbsp;&nbsp;113902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26246 |
|  | Federation of Malaysia | 4.254% | 5/31/35 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;52395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12507 |
|  | Federation of Malaysia | 4.762% | 4/7/37 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;57819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14513 |
|  | Federation of Malaysia | 4.893% | 6/8/38 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;96709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24908 |
|  | Federation of Malaysia | 3.757% | 5/22/40 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;68554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15289 |
|  | Federation of Malaysia | 4.696% | 10/15/42 | MYR | &nbsp;&nbsp;&nbsp;113900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28477 |
|  | Federation of Malaysia | 4.935% | 9/30/43 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2377 |
|  | Federation of Malaysia | 4.736% | 3/15/46 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;17140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4246 |
|  | Federation of Malaysia | 4.921% | 7/6/48 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;55822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14192 |
|  | Federation of Malaysia | 4.065% | 6/15/50 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;80259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17992 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Malaysia Government Investment Issue | 4.444% | 5/22/24 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743 |
| Malaysia Government Investment Issue | 3.655% | 10/15/24 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;156013 | &nbsp;&nbsp;&nbsp;&nbsp;36777 |
| Malaysia Government Investment Issue | 3.726% | 3/31/26 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;152085 | &nbsp;&nbsp;&nbsp;&nbsp;35897 |
| Malaysia Government Investment Issue | 3.422% | 9/30/27 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;115722 | &nbsp;&nbsp;&nbsp;&nbsp;26945 |
| Malaysia Government Investment Issue | 3.871% | 8/8/28 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 |
| Malaysia Government Investment Issue | 4.369% | 10/31/28 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;102850 | &nbsp;&nbsp;&nbsp;&nbsp;24917 |
| Malaysia Government Investment Issue | 4.130% | 7/9/29 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70610 | &nbsp;&nbsp;&nbsp;&nbsp;16851 |
| Malaysia Government Investment Issue | 3.465% | 10/15/30 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;274660 | &nbsp;&nbsp;&nbsp;&nbsp;62586 |
| Malaysia Government Investment Issue | 4.724% | 6/15/33 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47576 | &nbsp;&nbsp;&nbsp;&nbsp;11836 |
| Malaysia Government Investment Issue | 4.582% | 8/30/33 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3951 |
| Malaysia Government Investment Issue | 4.119% | 11/30/34 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84996 | &nbsp;&nbsp;&nbsp;&nbsp;20086 |
| Malaysia Government Investment Issue | 4.786% | 10/31/35 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4272 |
| Malaysia Government Investment Issue | 3.447% | 7/15/36 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;102768 | &nbsp;&nbsp;&nbsp;&nbsp;22547 |
| Malaysia Government Investment Issue | 4.755% | 8/4/37 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5019 |
| Malaysia Government Investment Issue | 4.467% | 9/15/39 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;105285 | &nbsp;&nbsp;&nbsp;&nbsp;25541 |
| Malaysia Government Investment Issue | 4.417% | 9/30/41 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68162 | &nbsp;&nbsp;&nbsp;&nbsp;16352 |
| Malaysia Government Investment Issue | 4.638% | 11/15/49 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;146959 | &nbsp;&nbsp;&nbsp;&nbsp;35622 |
| Malaysia Government Investment Issue | 5.357% | 5/15/52 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8499 |
|  |  |  |  |  | &nbsp;&nbsp;**892971** |
| **Mexico (0.8%)** | **Mexico (0.8%)** | **Mexico (0.8%)** |  |  |  |
| Mexican Bonos | 8.000% | 9/5/24 | MXN | &nbsp;&nbsp;1284310 | &nbsp;&nbsp;&nbsp;&nbsp;65917 |
| Mexican Bonos | 10.000% | 12/5/24 | MXN | &nbsp;&nbsp;&nbsp;1111380 | &nbsp;&nbsp;&nbsp;&nbsp;59031 |
| Mexican Bonos | 5.000% | 3/6/25 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6272 |
| Mexican Bonos | 5.750% | 3/5/26 | MXN | &nbsp;&nbsp;1964910 | &nbsp;&nbsp;&nbsp;&nbsp;94505 |
| Mexican Bonos | 5.500% | 3/4/27 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;652300 | &nbsp;&nbsp;&nbsp;&nbsp;30498 |
| Mexican Bonos | 7.500% | 6/3/27 | MXN | &nbsp;&nbsp;1341270 | &nbsp;&nbsp;&nbsp;&nbsp;67731 |
| Mexican Bonos | 8.500% | 5/31/29 | MXN | &nbsp;&nbsp;1026810 | &nbsp;&nbsp;&nbsp;&nbsp;54059 |
| Mexican Bonos | 7.750% | 5/29/31 | MXN | &nbsp;&nbsp;1714540 | &nbsp;&nbsp;&nbsp;&nbsp;86085 |
| Mexican Bonos | 7.750% | 11/23/34 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;471170 | &nbsp;&nbsp;&nbsp;&nbsp;23324 |
| Mexican Bonos | 10.000% | 11/20/36 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;280880 | &nbsp;&nbsp;&nbsp;&nbsp;16453 |
| Mexican Bonos | 8.500% | 11/18/38 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957940 | &nbsp;&nbsp;&nbsp;&nbsp;49690 |
| Mexican Bonos | 7.750% | 11/13/42 | MXN | &nbsp;&nbsp;1001360 | &nbsp;&nbsp;&nbsp;&nbsp;47962 |
| Mexican Bonos | 8.000% | 11/7/47 | MXN | &nbsp;&nbsp;1136490 | &nbsp;&nbsp;&nbsp;&nbsp;55343 |
| Mexican Bonos | 8.000% | 7/31/53 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5340 |
| United Mexican States | 1.625% | 4/8/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112 |
| United Mexican States | 1.350% | 9/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2997 |
| United Mexican States | 1.750% | 4/17/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8847 |
| United Mexican States | 3.625% | 4/9/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4849 |
| United Mexican States | 1.125% | 1/17/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3360 |
| United Mexican States | 2.375% | 2/11/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5215 |
| United Mexican States | 3.375% | 2/23/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3684 |
| United Mexican States | 1.450% | 10/25/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6989 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | United Mexican States | 2.250% | 8/12/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4983 |
|  | United Mexican States | 2.875% | 4/8/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4784 |
|  | United Mexican States | 3.000% | 3/6/45 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 |
|  | United Mexican States | 2.125% | 10/25/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6541 |
|  | United Mexican States | 5.625% | 3/19/14 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2961 |
|  | United Mexican States | 4.000% | 3/15/15 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284 |
|  |  |  |  |  |  | &nbsp;&nbsp;**723016** |
| **Netherlands (1.7%)** | **Netherlands (1.7%)** | **Netherlands (1.7%)** | **Netherlands (1.7%)** |  |  |  |
|  | BNG Bank NV | 5.250% | 5/20/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2811 |
|  | BNG Bank NV | 0.250% | 6/7/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062 |
|  | BNG Bank NV | 0.050% | 7/13/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12190 | &nbsp;&nbsp;&nbsp;&nbsp;12683 |
|  | BNG Bank NV | 1.125% | 9/4/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
|  | BNG Bank NV | 0.200% | 11/9/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;&nbsp;10049 |
|  | BNG Bank NV | 0.250% | 5/7/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;13921 | &nbsp;&nbsp;&nbsp;&nbsp;14234 |
|  | BNG Bank NV | 3.250% | 7/15/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3448 |
|  | BNG Bank NV | 1.625% | 8/26/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
|  | BNG Bank NV | 1.000% | 1/12/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7521 |
|  | BNG Bank NV | 0.125% | 4/11/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3581 |
|  | BNG Bank NV | 3.250% | 8/24/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
|  | BNG Bank NV | 0.625% | 6/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7204 |
|  | BNG Bank NV | 3.500% | 7/19/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2624 |
|  | BNG Bank NV | 0.750% | 1/11/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11224 | &nbsp;&nbsp;&nbsp;&nbsp;11027 |
|  | BNG Bank NV | 3.300% | 7/17/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;12696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8526 |
|  | BNG Bank NV | 5.200% | 12/7/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155 |
|  | BNG Bank NV | 0.100% | 1/15/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6622 |
|  | BNG Bank NV | 1.375% | 10/21/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2851 |
|  | BNG Bank NV | 0.250% | 1/12/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6197 |
|  | BNG Bank NV | 1.875% | 7/13/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5568 |
|  | BNG Bank NV | 2.450% | 7/21/32 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5797 |
|  | BNG Bank NV | 0.125% | 4/19/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7028 |
|  | BNG Bank NV | 0.125% | 7/9/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;40892 | &nbsp;&nbsp;&nbsp;&nbsp;31325 |
|  | BNG Bank NV | 0.875% | 10/17/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077 |
|  | BNG Bank NV | 0.875% | 10/24/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;18700 | &nbsp;&nbsp;&nbsp;&nbsp;15522 |
|  | BNG Bank NV | 0.250% | 11/22/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
|  | BNG Bank NV | 1.250% | 3/30/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9204 |
|  | BNG Bank NV | 1.500% | 3/29/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282 |
|  | BNG Bank NV | 1.500% | 7/15/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 |
| <sup>8</sup> | BNG Bank NV | 0.805% | 6/28/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2727 |
| <sup>3</sup> | Kingdom of Netherlands | 2.000% | 7/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;98858 | &nbsp;&nbsp;106480 |
| <sup>3</sup> | Kingdom of Netherlands | 0.250% | 7/15/25 | EUR | &nbsp;&nbsp;102268 | &nbsp;&nbsp;&nbsp;105110 |
| <sup>3</sup> | Kingdom of Netherlands | 0.000% | 1/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp;75625 |
| <sup>3</sup> | Kingdom of Netherlands | 0.500% | 7/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;45482 | &nbsp;&nbsp;&nbsp;&nbsp;46226 |
| <sup>3</sup> | Kingdom of Netherlands | 0.000% | 1/15/27 | EUR | &nbsp;&nbsp;141182 | &nbsp;&nbsp;139252 |
| <sup>3</sup> | Kingdom of Netherlands | 0.750% | 7/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;15661 | &nbsp;&nbsp;&nbsp;&nbsp;15832 |
| <sup>3</sup> | Kingdom of Netherlands | 0.750% | 7/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;49043 | &nbsp;&nbsp;&nbsp;&nbsp;48727 |
|  | Kingdom of Netherlands | 0.000% | 1/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;84408 |
| <sup>3</sup> | Kingdom of Netherlands | 0.250% | 7/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;77283 | &nbsp;&nbsp;&nbsp;&nbsp;73076 |
| <sup>3</sup> | Kingdom of Netherlands | 0.000% | 7/15/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;54831 | &nbsp;&nbsp;&nbsp;&nbsp;49788 |
| <sup>3</sup> | Kingdom of Netherlands | 0.000% | 7/15/31 | EUR | &nbsp;&nbsp;100671 | &nbsp;&nbsp;&nbsp;&nbsp;88923 |
| <sup>3</sup> | Kingdom of Netherlands | 0.500% | 7/15/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;53276 | &nbsp;&nbsp;&nbsp;&nbsp;48113 |
| <sup>3</sup> | Kingdom of Netherlands | 2.500% | 1/15/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;49165 | &nbsp;&nbsp;&nbsp;&nbsp;53083 |
| <sup>3</sup> | Kingdom of Netherlands | 4.000% | 1/15/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;42257 | &nbsp;&nbsp;&nbsp;&nbsp;53323 |
| <sup>3</sup> | Kingdom of Netherlands | 0.000% | 1/15/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;75944 | &nbsp;&nbsp;&nbsp;&nbsp;56320 |
| <sup>3</sup> | Kingdom of Netherlands | 0.500% | 1/15/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;46688 | &nbsp;&nbsp;&nbsp;&nbsp;36587 |
| <sup>3</sup> | Kingdom of Netherlands | 3.750% | 1/15/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;78084 | &nbsp;&nbsp;&nbsp;&nbsp;99927 |
| <sup>3</sup> | Kingdom of Netherlands | 2.750% | 1/15/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;72561 | &nbsp;&nbsp;&nbsp;&nbsp;83522 |
| <sup>3,8</sup> | Kingdom of Netherlands | 0.000% | 1/15/52 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;49682 | &nbsp;&nbsp;&nbsp;&nbsp;28107 |
| <sup>3</sup> | Kingdom of Netherlands | 2.000% | 1/15/54 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;24845 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Nederlandse Waterschapsbank NV | 5.250% | 4/18/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3115 |
| Nederlandse Waterschapsbank NV | 5.200% | 3/31/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
| Nederlandse Waterschapsbank NV | 3.400% | 7/22/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204 |
| Nederlandse Waterschapsbank NV | 0.250% | 12/15/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;7802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8660 |
| Nederlandse Waterschapsbank NV | 3.150% | 9/2/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3029 |
| Nederlandse Waterschapsbank NV | 0.000% | 11/16/26 | EUR | &nbsp;&nbsp;12218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11931 |
| Nederlandse Waterschapsbank NV | 3.250% | 3/9/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5414 |
| Nederlandse Waterschapsbank NV | 1.000% | 3/1/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2887 |
| Nederlandse Waterschapsbank NV | 3.450% | 7/17/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336 |
| Nederlandse Waterschapsbank NV | 3.300% | 5/2/29 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467 |
| Nederlandse Waterschapsbank NV | 0.050% | 1/28/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345 |
| Nederlandse Waterschapsbank NV | 0.500% | 4/29/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2578 |
| Nederlandse Waterschapsbank NV | 0.000% | 9/8/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |
| Nederlandse Waterschapsbank NV | 3.000% | 9/11/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3304 |
| Nederlandse Waterschapsbank NV | 0.250% | 1/19/32 | EUR | &nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9208 |
| Nederlandse Waterschapsbank NV | 5.375% | 6/7/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6679 |
| Nederlandse Waterschapsbank NV | 1.250% | 5/27/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7794 |
| Nederlandse Waterschapsbank NV | 0.000% | 2/16/37 | EUR | &nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19008 |
| Nederlandse Waterschapsbank NV | 1.500% | 6/15/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2138 |
| Nederlandse Waterschapsbank NV | 0.750% | 10/4/41 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7288 |
|  |  |  |  |  | &nbsp;&nbsp;**1605086** |
| **New Zealand (0.4%)** | **New Zealand (0.4%)** | **New Zealand (0.4%)** |  |  |  |
| Auckland Council | 0.625% | 11/13/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5097 |
| Auckland Council | 3.500% | 3/9/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
| Auckland Council | 0.125% | 9/26/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 |
| Housing New Zealand Ltd. | 3.360% | 6/12/25 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;5260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 |
| Housing New Zealand Ltd. | 2.247% | 10/5/26 | NZD | &nbsp;&nbsp;13040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7737 |
| Housing New Zealand Ltd. | 2.183% | 4/24/30 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
| Housing New Zealand Ltd. | 1.534% | 9/10/35 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;9280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4130 |
| New Zealand | 0.500% | 5/15/24 | NZD | &nbsp;&nbsp;&nbsp;47300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28937 |
| New Zealand | 2.750% | 4/15/25 | NZD | &nbsp;&nbsp;71679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44662 |
| New Zealand | 0.500% | 5/15/26 | NZD | &nbsp;&nbsp;50760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29086 |
| New Zealand | 4.500% | 4/15/27 | NZD | &nbsp;&nbsp;79830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52320 |
| New Zealand | 0.250% | 5/15/28 | NZD | &nbsp;&nbsp;&nbsp;31019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16448 |
| New Zealand | 3.000% | 4/20/29 | NZD | &nbsp;&nbsp;75545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45956 |
| New Zealand | 1.500% | 5/15/31 | NZD | &nbsp;&nbsp;&nbsp;37161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19691 |
| New Zealand | 2.000% | 5/15/32 | NZD | &nbsp;&nbsp;18030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9767 |
| New Zealand | 3.500% | 4/14/33 | NZD | &nbsp;&nbsp;53786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32829 |
| New Zealand | 2.750% | 4/15/37 | NZD | &nbsp;&nbsp;42399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22727 |
| New Zealand | 1.750% | 5/15/41 | NZD | &nbsp;&nbsp;36308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15609 |
| New Zealand | 2.750% | 5/15/51 | NZD | &nbsp;&nbsp;16523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7861 |
| New Zealand Local Government Funding Agency Bond | 2.250% | 4/15/24 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3423 |
| New Zealand Local Government Funding Agency Bond | 2.750% | 4/15/25 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;4411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2712 |
| New Zealand Local Government Funding Agency Bond | 1.500% | 4/15/26 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;4903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 |
| New Zealand Local Government Funding Agency Bond | 4.500% | 4/15/27 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 |
| New Zealand Local Government Funding Agency Bond | 1.500% | 4/20/29 | NZD | &nbsp;&nbsp;&nbsp;10145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5407 |
| New Zealand Local Government Funding Agency Bond | 2.250% | 5/15/31 | NZD | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 |
| New Zealand Local Government Funding Agency Bond | 3.500% | 4/14/33 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;7091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4088 |
| New Zealand Local Government Funding Agency Bond | 2.000% | 4/15/37 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**375094** |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Coupon** | **Maturity<br> Date** | **Currency** | &nbsp;&nbsp;**Face<br> Amount<br> (000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Norway (0.3%)** | **Norway (0.3%)** | **Norway (0.3%)** | **Norway (0.3%)** |  |  |  |
| <sup>3</sup> | Kingdom of Norway | 3.000% | 3/14/24 | NOK | &nbsp;&nbsp;&nbsp;527935 | &nbsp;&nbsp;&nbsp;&nbsp;52795 |
| <sup>3</sup> | Kingdom of Norway | 1.750% | 3/13/25 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;85693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8365 |
| <sup>3</sup> | Kingdom of Norway | 1.500% | 2/19/26 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;63657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6117 |
| <sup>3</sup> | Kingdom of Norway | 1.750% | 2/17/27 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;74920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7187 |
| <sup>3</sup> | Kingdom of Norway | 2.000% | 4/26/28 | NOK | &nbsp;&nbsp;&nbsp;&nbsp;97934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9408 |
| <sup>3</sup> | Kingdom of Norway | 1.750% | 9/6/29 | NOK | &nbsp;&nbsp;&nbsp;274764 | &nbsp;&nbsp;&nbsp;&nbsp;25705 |
| <sup>3</sup> | Kingdom of Norway | 1.375% | 8/19/30 | NOK | &nbsp;&nbsp;542457 | &nbsp;&nbsp;&nbsp;&nbsp;48839 |
| <sup>3</sup> | Kingdom of Norway | 1.250% | 9/17/31 | NOK | &nbsp;&nbsp;228090 | &nbsp;&nbsp;&nbsp;&nbsp;19996 |
| <sup>3</sup> | Kingdom of Norway | 3.500% | 10/6/42 | NOK | &nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp;13943 |
|  | Kommunalbanken A/S | 5.250% | 7/15/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2209 |
|  | Kommunalbanken A/S | 4.250% | 7/16/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
|  | Kommunalbanken A/S | 0.250% | 12/15/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5530 |
|  | Kommunalbanken A/S | 0.625% | 4/20/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937 |
|  | Kommunalbanken A/S | 0.600% | 6/1/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6276 |
|  | Kommunalbanken A/S | 3.000% | 12/9/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2996 |
|  | Kommunalbanken A/S | 0.875% | 5/24/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;13952 | &nbsp;&nbsp;&nbsp;&nbsp;13889 |
|  | Kommunalbanken A/S | 3.400% | 7/24/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645 |
|  | Kommunalbanken A/S | 0.050% | 10/24/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4171 |
|  |  |  |  |  |  | &nbsp;&nbsp;**234269** |
| **Peru (0.1%)** | **Peru (0.1%)** | **Peru (0.1%)** | **Peru (0.1%)** |  |  |  |
|  | Republic of Peru | 5.700% | 8/12/24 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2542 |
|  | Republic of Peru | 2.750% | 1/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7114 |
|  | Republic of Peru | 8.200% | 8/12/26 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7374 |
|  | Republic of Peru | 6.350% | 8/12/28 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;58500 | &nbsp;&nbsp;&nbsp;&nbsp;14252 |
|  | Republic of Peru | 5.940% | 2/12/29 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;37875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8941 |
|  | Republic of Peru | 3.750% | 3/1/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038 |
|  | Republic of Peru | 6.950% | 8/12/31 | PEN | &nbsp;&nbsp;&nbsp;101500 | &nbsp;&nbsp;&nbsp;&nbsp;24694 |
|  | Republic of Peru | 6.150% | 8/12/32 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;25724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5834 |
|  | Republic of Peru | 1.250% | 3/11/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3770 |
|  | Republic of Peru | 5.400% | 8/12/34 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;23307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4823 |
|  | Republic of Peru | 1.950% | 11/17/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3892 |
|  | Republic of Peru | 6.900% | 8/12/37 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;56400 | &nbsp;&nbsp;&nbsp;&nbsp;12995 |
|  | Republic of Peru | 5.350% | 8/12/40 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;36001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6863 |
|  | Republic of Peru | 6.850% | 2/12/42 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;35500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7986 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;**112118** |
| **Philippines (0.0%)** | **Philippines (0.0%)** | **Philippines (0.0%)** | **Philippines (0.0%)** |  |  |  |
|  | Republic of Philippines | 0.250% | 4/28/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689 |
|  | Republic of Philippines | 0.875% | 5/17/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3711 |
|  | Republic of Philippines | 0.700% | 2/3/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280 |
|  | Republic of Philippines | 1.200% | 4/28/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4058 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**12738** |
| **Poland (0.5%)** | **Poland (0.5%)** | **Poland (0.5%)** | **Poland (0.5%)** |  |  |  |
|  | Bank Gospodarstwa Krajowego | 1.375% | 6/1/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125 |
|  | Bank Gospodarstwa Krajowego | 1.750% | 5/6/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1917 |
|  | Bank Gospodarstwa Krajowego | 1.625% | 4/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4237 |
|  | Bank Gospodarstwa Krajowego | 0.375% | 10/13/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 |
|  | Bank Gospodarstwa Krajowego | 3.000% | 5/30/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2489 |
|  | Bank Gospodarstwa Krajowego | 2.000% | 6/1/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
|  | Bank Gospodarstwa Krajowego | 0.500% | 7/8/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
|  | Republic of Poland | 2.500% | 4/25/24 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;53835 | &nbsp;&nbsp;&nbsp;&nbsp;11929 |
|  | Republic of Poland | 3.375% | 7/9/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3184 |
|  | Republic of Poland | 2.250% | 10/25/24 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;24484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5316 |
|  | Republic of Poland | 5.250% | 1/20/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4078 |
|  | Republic of Poland | 0.000% | 2/10/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7431 |
|  | Republic of Poland | 0.750% | 4/25/25 | PLN | &nbsp;&nbsp;213883 | &nbsp;&nbsp;&nbsp;&nbsp;44112 |
|  | Republic of Poland | 3.250% | 7/25/25 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;64147 | &nbsp;&nbsp;&nbsp;&nbsp;13908 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Republic of Poland | 1.500% | 9/9/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2539 |
|  | Republic of Poland | 1.500% | 1/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;23306 | &nbsp;&nbsp;&nbsp;&nbsp;24149 |
|  | Republic of Poland | 2.500% | 7/25/26 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;79080 | &nbsp;&nbsp;&nbsp;&nbsp;16286 |
|  | Republic of Poland | 1.125% | 8/7/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730 |
|  | Republic of Poland | 0.250% | 10/25/26 | PLN | &nbsp;&nbsp;245540 | &nbsp;&nbsp;&nbsp;&nbsp;46158 |
|  | Republic of Poland | 0.875% | 5/10/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;15994 | &nbsp;&nbsp;&nbsp;&nbsp;15717 |
|  | Republic of Poland | 3.750% | 5/25/27 | PLN | &nbsp;&nbsp;255056 | &nbsp;&nbsp;&nbsp;&nbsp;54106 |
|  | Republic of Poland | 2.500% | 7/25/27 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;75899 | &nbsp;&nbsp;&nbsp;&nbsp;15223 |
|  | Republic of Poland | 1.375% | 10/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966 |
|  | Republic of Poland | 2.750% | 4/25/28 | PLN | &nbsp;&nbsp;128925 | &nbsp;&nbsp;&nbsp;&nbsp;25616 |
|  | Republic of Poland | 1.000% | 3/7/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883 |
|  | Republic of Poland | 5.750% | 4/25/29 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;12658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2916 |
|  | Republic of Poland | 2.750% | 10/25/29 | PLN | &nbsp;&nbsp;&nbsp;112704 | &nbsp;&nbsp;&nbsp;&nbsp;21608 |
|  | Republic of Poland | 1.750% | 4/25/32 | PLN | &nbsp;&nbsp;493190 | &nbsp;&nbsp;&nbsp;&nbsp;80763 |
|  | Republic of Poland | 2.750% | 5/25/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12867 | &nbsp;&nbsp;&nbsp;&nbsp;12858 |
|  | Republic of Poland | 2.375% | 1/18/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7927 |
|  | Republic of Poland | 2.000% | 10/25/46 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | Republic of Poland | 4.000% | 4/25/47 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;31318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5272 |
|  |  |  |  |  |  | &nbsp;&nbsp;**442884** |
| **Portugal (0.6%)** | **Portugal (0.6%)** | **Portugal (0.6%)** | **Portugal (0.6%)** |  |  |  |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 5.650% | 2/15/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;39007 | &nbsp;&nbsp;&nbsp;&nbsp;43644 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 2.875% | 7/21/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;33254 | &nbsp;&nbsp;&nbsp;&nbsp;36394 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 4.125% | 4/14/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;16095 | &nbsp;&nbsp;&nbsp;&nbsp;18459 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 0.700% | 10/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;78774 | &nbsp;&nbsp;&nbsp;&nbsp;78186 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 1.950% | 6/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;55647 | &nbsp;&nbsp;&nbsp;&nbsp;57465 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 3.875% | 2/15/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;19503 | &nbsp;&nbsp;&nbsp;&nbsp;22534 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 0.475% | 10/18/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;36570 | &nbsp;&nbsp;&nbsp;&nbsp;32980 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 0.300% | 10/17/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;44938 | &nbsp;&nbsp;&nbsp;&nbsp;38638 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 1.650% | 7/16/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;73310 | &nbsp;&nbsp;&nbsp;&nbsp;70032 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 2.250% | 4/18/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;34131 | &nbsp;&nbsp;&nbsp;&nbsp;33810 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 0.900% | 10/12/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;25951 | &nbsp;&nbsp;&nbsp;&nbsp;21250 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 4.100% | 4/15/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;13144 | &nbsp;&nbsp;&nbsp;&nbsp;15396 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 3.500% | 6/18/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;21678 | &nbsp;&nbsp;&nbsp;&nbsp;23585 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 1.150% | 4/11/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;14634 | &nbsp;&nbsp;&nbsp;&nbsp;10644 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 4.100% | 2/15/45 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;21455 | &nbsp;&nbsp;&nbsp;&nbsp;25389 |
| <sup>3</sup> | Portugal Obrigacoes do Tesouro OT | 1.000% | 4/12/52 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2905 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;**531311** |
| **Romania (0.3%)** | **Romania (0.3%)** | **Romania (0.3%)** | **Romania (0.3%)** |  |  |  |
|  | Romania | 3.625% | 4/24/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 |
|  | Romania | 4.750% | 2/24/25 | RON | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;10579 |
|  | Romania | 2.750% | 10/29/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8675 |
|  | Romania | 3.500% | 11/25/25 | RON | &nbsp;&nbsp;&nbsp;&nbsp;54760 | &nbsp;&nbsp;&nbsp;&nbsp;11008 |
|  | Romania | 2.750% | 2/26/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8277 |
| <sup>3</sup> | Romania | 2.750% | 2/26/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877 |
|  | Romania | 3.250% | 6/24/26 | RON | &nbsp;&nbsp;&nbsp;&nbsp;49260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9586 |
|  | Romania | 5.000% | 9/27/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4354 |
| <sup>3</sup> | Romania | 2.000% | 12/8/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 |
|  | Romania | 2.375% | 4/19/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10971 | &nbsp;&nbsp;&nbsp;&nbsp;10729 |
|  | Romania | 5.800% | 7/26/27 | RON | &nbsp;&nbsp;&nbsp;116950 | &nbsp;&nbsp;&nbsp;&nbsp;24303 |
|  | Romania | 2.500% | 10/25/27 | RON | &nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;&nbsp;26840 |
| <sup>3</sup> | Romania | 2.125% | 3/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759 |
|  | Romania | 2.125% | 3/7/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2912 |
|  | Romania | 2.875% | 5/26/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;16347 | &nbsp;&nbsp;&nbsp;&nbsp;15754 |
|  | Romania | 4.850% | 7/25/29 | RON | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9632 |
|  | Romania | 6.625% | 9/27/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5312 |
| <sup>3</sup> | Romania | 1.375% | 12/2/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 |
|  | Romania | 1.375% | 12/2/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2384 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Romania | 2.500% | 2/8/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970 |
| <sup>3</sup> | Romania | 3.624% | 5/26/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405 |
|  | Romania | 3.624% | 5/26/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8933 |
| <sup>3</sup> | Romania | 1.750% | 7/13/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3660 |
|  | Romania | 1.750% | 7/13/30 | EUR | &nbsp;&nbsp;&nbsp;10232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8153 |
|  | Romania | 2.124% | 7/16/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2931 |
| <sup>3</sup> | Romania | 2.124% | 7/16/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671 |
|  | Romania | 2.000% | 1/28/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789 |
| <sup>3</sup> | Romania | 2.000% | 1/28/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699 |
|  | Romania | 6.700% | 2/25/32 | RON | &nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp;19651 |
| <sup>3</sup> | Romania | 2.000% | 4/14/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2627 |
|  | Romania | 2.000% | 4/14/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114 |
| <sup>3</sup> | Romania | 3.750% | 2/7/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 |
|  | Romania | 3.750% | 2/7/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045 |
|  | Romania | 4.750% | 10/11/34 | RON | &nbsp;&nbsp;&nbsp;74900 | &nbsp;&nbsp;&nbsp;&nbsp;13155 |
|  | Romania | 3.875% | 10/29/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6399 |
|  | Romania | 4.250% | 4/28/36 | RON | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4891 |
|  | Romania | 3.375% | 2/8/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 |
|  | Romania | 4.125% | 3/11/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822 |
| <sup>3</sup> | Romania | 2.625% | 12/2/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 |
| <sup>3</sup> | Romania | 2.750% | 4/14/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3070 |
|  | Romania | 2.750% | 4/14/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3779 |
| <sup>3</sup> | Romania | 2.875% | 4/13/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954 |
|  | Romania | 2.875% | 4/13/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 |
| <sup>3</sup> | Romania | 4.625% | 4/3/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3365 |
|  | Romania | 4.625% | 4/3/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3965 |
| <sup>3</sup> | Romania | 3.375% | 1/28/50 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242 |
|  |  |  |  |  |  | &nbsp;&nbsp;**275704** |
| **Saudi Arabia (0.0%)** | **Saudi Arabia (0.0%)** | **Saudi Arabia (0.0%)** | **Saudi Arabia (0.0%)** |  |  |  |
| <sup>3</sup> | Kingdom of Saudi Arabia | 0.000% | 3/3/24 | EUR | &nbsp;&nbsp;&nbsp;17450 | &nbsp;&nbsp;&nbsp;&nbsp;18232 |
| <sup>3</sup> | Kingdom of Saudi Arabia | 0.750% | 7/9/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4767 |
| <sup>3</sup> | Kingdom of Saudi Arabia | 0.625% | 3/3/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6684 |
|  | Kingdom of Saudi Arabia | 0.625% | 3/3/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2685 |
|  | Kingdom of Saudi Arabia | 2.000% | 7/9/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5828 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**38196** |
| **Singapore (0.6%)** | **Singapore (0.6%)** | **Singapore (0.6%)** | **Singapore (0.6%)** |  |  |  |
|  | Housing & Development Board | 2.505% | 6/27/24 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 |
|  | Housing & Development Board | 3.100% | 7/24/24 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3580 |
|  | Housing & Development Board | 2.495% | 3/11/26 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 |
|  | Housing & Development Board | 2.035% | 9/16/26 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3782 |
|  | Housing & Development Board | 2.675% | 1/22/29 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2343 |
|  | Housing & Development Board | 2.598% | 10/30/29 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5352 |
|  | Housing & Development Board | 3.995% | 12/6/29 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7385 |
|  | Housing & Development Board | 3.080% | 5/31/30 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655 |
|  | Housing & Development Board | 2.545% | 7/4/31 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028 |
|  | Housing & Development Board | 1.865% | 7/21/33 | SGD | &nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9625 |
|  | Republic of Singapore | 2.000% | 2/1/24 | SGD | &nbsp;&nbsp;56942 | &nbsp;&nbsp;&nbsp;&nbsp;42774 |
|  | Republic of Singapore | 3.000% | 9/1/24 | SGD | &nbsp;&nbsp;&nbsp;27831 | &nbsp;&nbsp;&nbsp;&nbsp;21143 |
|  | Republic of Singapore | 2.375% | 6/1/25 | SGD | &nbsp;&nbsp;24480 | &nbsp;&nbsp;&nbsp;&nbsp;18387 |
|  | Republic of Singapore | 0.500% | 11/1/25 | SGD | &nbsp;&nbsp;36061 | &nbsp;&nbsp;&nbsp;&nbsp;25698 |
|  | Republic of Singapore | 2.125% | 6/1/26 | SGD | &nbsp;&nbsp;42812 | &nbsp;&nbsp;&nbsp;&nbsp;31788 |
|  | Republic of Singapore | 1.250% | 11/1/26 | SGD | &nbsp;&nbsp;30306 | &nbsp;&nbsp;&nbsp;&nbsp;21766 |
|  | Republic of Singapore | 3.500% | 3/1/27 | SGD | &nbsp;&nbsp;48452 | &nbsp;&nbsp;&nbsp;&nbsp;37811 |
|  | Republic of Singapore | 2.875% | 9/1/27 | SGD | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;22860 |
|  | Republic of Singapore | 2.625% | 5/1/28 | SGD | &nbsp;&nbsp;25552 | &nbsp;&nbsp;&nbsp;&nbsp;19169 |
|  | Republic of Singapore | 2.875% | 7/1/29 | SGD | &nbsp;&nbsp;&nbsp;47999 | &nbsp;&nbsp;&nbsp;&nbsp;36309 |
|  | Republic of Singapore | 2.875% | 9/1/30 | SGD | &nbsp;&nbsp;&nbsp;37296 | &nbsp;&nbsp;&nbsp;&nbsp;28194 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Republic of Singapore | 1.625% | 7/1/31 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20700 | &nbsp;&nbsp;&nbsp;&nbsp;14153 |
|  | Republic of Singapore | 2.625% | 8/1/32 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8870 |
|  | Republic of Singapore | 3.375% | 9/1/33 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32146 | &nbsp;&nbsp;&nbsp;&nbsp;25294 |
|  | Republic of Singapore | 2.250% | 8/1/36 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46386 | &nbsp;&nbsp;&nbsp;&nbsp;32397 |
|  | Republic of Singapore | 2.375% | 7/1/39 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18832 | &nbsp;&nbsp;&nbsp;&nbsp;13279 |
|  | Republic of Singapore | 2.750% | 4/1/42 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23361 | &nbsp;&nbsp;&nbsp;&nbsp;17541 |
|  | Republic of Singapore | 2.750% | 3/1/46 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37968 | &nbsp;&nbsp;&nbsp;&nbsp;28657 |
|  | Republic of Singapore | 1.875% | 3/1/50 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26122 | &nbsp;&nbsp;&nbsp;&nbsp;16745 |
|  | Republic of Singapore | 1.875% | 10/1/51 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17042 | &nbsp;&nbsp;&nbsp;&nbsp;11011 |
|  | Republic of Singapore | 3.000% | 8/1/72 | SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 |
|  |  |  |  |  |  | &nbsp;&nbsp;**518390** |
| **Slovakia (0.2%)** | **Slovakia (0.2%)** | **Slovakia (0.2%)** | **Slovakia (0.2%)** |  |  |  |
|  | Slovak Republic | 0.000% | 6/17/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10635 | &nbsp;&nbsp;&nbsp;&nbsp;11098 |
|  | Slovak Republic | 0.250% | 5/14/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16557 | &nbsp;&nbsp;&nbsp;&nbsp;16849 |
|  | Slovak Republic | 0.625% | 5/22/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6370 |
|  | Slovak Republic | 1.375% | 1/21/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10337 | &nbsp;&nbsp;&nbsp;&nbsp;10501 |
|  | Slovak Republic | 1.000% | 6/12/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16466 | &nbsp;&nbsp;&nbsp;&nbsp;15961 |
|  | Slovak Republic | 0.750% | 4/9/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11716 | &nbsp;&nbsp;&nbsp;&nbsp;10657 |
|  | Slovak Republic | 1.000% | 5/14/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27091 | &nbsp;&nbsp;&nbsp;&nbsp;24323 |
|  | Slovak Republic | 4.000% | 10/19/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;32360 |
|  | Slovak Republic | 0.375% | 4/21/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;14397 |
|  | Slovak Republic | 1.875% | 3/9/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4357 |
|  | Slovak Republic | 2.000% | 10/17/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9357 |
|  | Slovak Republic | 2.250% | 6/12/68 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1646 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;**157876** |
| **Slovenia (0.2%)** | **Slovenia (0.2%)** | **Slovenia (0.2%)** | **Slovenia (0.2%)** |  |  |  |
|  | Republic of Slovenia | 4.625% | 9/9/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2201 |
|  | Republic of Slovenia | 2.125% | 7/28/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2639 |
|  | Republic of Slovenia | 5.125% | 3/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4556 |
|  | Republic of Slovenia | 1.250% | 3/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6952 |
|  | Republic of Slovenia | 1.000% | 3/6/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17067 | &nbsp;&nbsp;&nbsp;&nbsp;16787 |
|  | Republic of Slovenia | 1.188% | 3/14/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4749 |
|  | Republic of Slovenia | 0.275% | 1/14/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6458 |
|  | Republic of Slovenia | 0.000% | 2/12/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23720 | &nbsp;&nbsp;&nbsp;&nbsp;19689 |
|  | Republic of Slovenia | 2.250% | 3/3/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44548 | &nbsp;&nbsp;&nbsp;&nbsp;43969 |
|  | Republic of Slovenia | 3.625% | 3/11/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235 |
|  | Republic of Slovenia | 1.500% | 3/25/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5093 |
|  | Republic of Slovenia | 1.750% | 11/3/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6042 |
|  | Republic of Slovenia | 3.125% | 8/7/45 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 |
|  | Republic of Slovenia | 0.488% | 10/20/50 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;**132745** |
| **South Korea (3.0%)** | **South Korea (3.0%)** | **South Korea (3.0%)** | **South Korea (3.0%)** |  |  |  |
|  | Export-Import Bank of Korea | 0.375% | 3/26/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5156 |
|  | Export-Import Bank of Korea | 0.000% | 10/19/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;12509 |
|  | Export-Import Bank of Korea | 4.000% | 6/7/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |
|  | Korea Development Bank | 2.625% | 9/8/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 |
|  | Korea Gas Corp. | 0.000% | 11/28/23 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112 |
| <sup>3</sup> | Korea Housing Finance Corp | 1.963% | 7/19/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9901 |
| <sup>3</sup> | Korea Housing Finance Corp. | 0.750% | 10/30/23 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2523 |
| <sup>3</sup> | Korea Housing Finance Corp. | 0.010% | 2/5/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2484 |
|  | Korea Housing Finance Corp. | 0.010% | 2/5/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33821 | &nbsp;&nbsp;&nbsp;&nbsp;34189 |
| <sup>3</sup> | Korea Housing Finance Corp. | 0.010% | 7/7/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7024 |
|  | Korea Housing Finance Corp. | 0.010% | 6/29/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38458 | &nbsp;&nbsp;&nbsp;&nbsp;37208 |
|  | Korea Treasury Bond | 2.125% | 3/10/24 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;40000000 | &nbsp;&nbsp;&nbsp;&nbsp;32003 |
|  | Korea Treasury Bond | 3.500% | 3/10/24 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;40000000 | &nbsp;&nbsp;&nbsp;&nbsp;32481 |
|  | Korea Treasury Bond | 3.125% | 9/10/24 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;70000000 | &nbsp;&nbsp;&nbsp;&nbsp;56564 |
|  | Korea Treasury Bond | 1.875% | 12/10/24 | KRW | &nbsp;&nbsp;120000000 | &nbsp;&nbsp;&nbsp;&nbsp;94772 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| Korea Treasury Bond | 1.750% | 9/10/26 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;90000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69174 |
| Korea Treasury Bond | 3.125% | 9/10/27 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40305 |
| Korea Treasury Bond | 2.375% | 12/10/31 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;63600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48152 |
| Korea Treasury Bond | 3.375% | 6/10/32 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40866 |
| Korea Treasury Bond | 1.875% | 9/10/41 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;34400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22515 |
| Korea Treasury Bond | 3.250% | 9/10/42 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6476 |
| Korea Treasury Bond | 3.500% | 9/10/72 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6104 |
| Republic of Korea | 1.875% | 3/10/24 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;65000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51863 |
| Republic of Korea | 1.125% | 6/10/24 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;50000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39353 |
| Republic of Korea | 2.875% | 6/10/24 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12085 |
| Republic of Korea | 1.375% | 9/10/24 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;60000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47166 |
| Republic of Korea | 3.000% | 9/10/24 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12097 |
| Republic of Korea | 1.500% | 3/10/25 | KRW | &nbsp;&nbsp;130000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101544 |
| Republic of Korea | 2.250% | 6/10/25 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11871 |
| Republic of Korea | 3.125% | 6/10/25 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;45000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36330 |
| Republic of Korea | 1.125% | 9/10/25 | KRW | &nbsp;&nbsp;144000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110442 |
| Republic of Korea | 0.000% | 9/16/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6057 |
| Republic of Korea | 2.250% | 12/10/25 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15753 |
| Republic of Korea | 4.250% | 12/10/25 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;30000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24946 |
| Republic of Korea | 1.250% | 3/10/26 | KRW | &nbsp;&nbsp;160000000 | &nbsp;&nbsp;&nbsp;&nbsp;121942 |
| Republic of Korea | 1.875% | 6/10/26 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;55000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42594 |
| Republic of Korea | 1.500% | 12/10/26 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;30000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22760 |
| Republic of Korea | 2.375% | 3/10/27 | KRW | &nbsp;&nbsp;150000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117387 |
| Republic of Korea | 2.125% | 6/10/27 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;60000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46364 |
| Republic of Korea | 2.375% | 12/10/27 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;25000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19468 |
| Republic of Korea | 5.500% | 3/10/28 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;25000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22383 |
| Republic of Korea | 2.625% | 6/10/28 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;55000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43179 |
| Republic of Korea | 2.375% | 12/10/28 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;40000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30846 |
| Republic of Korea | 1.875% | 6/10/29 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;40000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29797 |
| Republic of Korea | 1.375% | 12/10/29 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;70000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50111 |
| Republic of Korea | 5.500% | 12/10/29 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;43000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39530 |
| Republic of Korea | 1.375% | 6/10/30 | KRW | &nbsp;&nbsp;130000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92259 |
| Republic of Korea | 1.500% | 12/10/30 | KRW | &nbsp;&nbsp;120000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85290 |
| Republic of Korea | 4.750% | 12/10/30 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17839 |
| Republic of Korea | 2.000% | 6/10/31 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;117409350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86309 |
| Republic of Korea | 4.000% | 12/10/31 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;30000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25675 |
| Republic of Korea | 4.250% | 12/10/32 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17558 |
| Republic of Korea | 3.750% | 12/10/33 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;60000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50901 |
| Republic of Korea | 2.625% | 9/10/35 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;45000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34119 |
| Republic of Korea | 1.500% | 9/10/36 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;40000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26173 |
| Republic of Korea | 2.250% | 9/10/37 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;35000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25033 |
| Republic of Korea | 2.375% | 9/10/38 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;31000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22352 |
| Republic of Korea | 1.125% | 9/10/39 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;45000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26520 |
| Republic of Korea | 1.500% | 9/10/40 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;86500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53564 |
| Republic of Korea | 3.000% | 12/10/42 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;65000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50632 |
| Republic of Korea | 2.750% | 12/10/44 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;45000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33518 |
| Republic of Korea | 2.000% | 3/10/46 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;52000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33477 |
| Republic of Korea | 2.125% | 3/10/47 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;85000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55715 |
| Republic of Korea | 2.625% | 3/10/48 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;94950000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68381 |
| Republic of Korea | 2.000% | 3/10/49 | KRW | &nbsp;&nbsp;&nbsp;119000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75019 |
| Republic of Korea | 1.500% | 3/10/50 | KRW | &nbsp;&nbsp;180000000 | &nbsp;&nbsp;&nbsp;&nbsp;100034 |
| Republic of Korea | 1.875% | 3/10/51 | KRW | &nbsp;&nbsp;&nbsp;190454410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115331 |
| Republic of Korea | 2.500% | 3/10/52 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;68000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47350 |
| Republic of Korea | 3.125% | 9/10/52 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;16500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13079 |
| Republic of Korea | 1.500% | 9/10/66 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463 |
| Republic of Korea | 2.000% | 9/10/68 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5205 |
| Republic of Korea | 1.625% | 9/10/70 | KRW | &nbsp;&nbsp;&nbsp;&nbsp;51968000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25976 |
|  |  |  |  |  | &nbsp;&nbsp;**2812656** |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Coupon** | **Maturity<br> Date** | **Currency** | &nbsp;&nbsp;**Face<br> Amount<br> (000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Spain (4.5%)** | **Spain (4.5%)** | **Spain (4.5%)** | **Spain (4.5%)** |  |  |  |
|  | Adif Alta Velocidad | 3.500% | 5/27/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550 |
|  | Adif Alta Velocidad | 1.875% | 1/28/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7942 |
|  | Adif Alta Velocidad | 0.950% | 4/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7440 |
|  | Adif Alta Velocidad | 0.550% | 10/31/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3363 |
|  | Autonomous Community of Andalusia Spain | 0.500% | 4/30/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;22454 | &nbsp;&nbsp;&nbsp;&nbsp;19300 |
|  | Autonomous Community of Madrid Spain | 4.125% | 5/21/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10483 | &nbsp;&nbsp;&nbsp;&nbsp;11526 |
|  | Autonomous Community of Madrid Spain | 0.997% | 9/30/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 |
|  | Autonomous Community of Madrid Spain | 1.826% | 4/30/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7211 |
|  | Autonomous Community of Madrid Spain | 4.300% | 9/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10373 | &nbsp;&nbsp;&nbsp;&nbsp;11713 |
|  | Autonomous Community of Madrid Spain | 2.146% | 4/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8652 |
|  | Autonomous Community of Madrid Spain | 1.773% | 4/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6729 |
|  | Autonomous Community of Madrid Spain | 1.571% | 4/30/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9620 |
|  | Autonomous Community of Madrid Spain | 2.080% | 3/12/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429 |
|  | Autonomous Community of Madrid Spain | 0.419% | 4/30/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 |
|  | Autonomous Community of Madrid Spain | 0.420% | 4/30/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;22948 | &nbsp;&nbsp;&nbsp;&nbsp;19681 |
|  | Basque Government | 0.850% | 4/30/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7156 |
|  | Basque Government | 0.450% | 4/30/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3509 |
|  | Instituto de Credito Oficial | 0.000% | 4/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;16773 | &nbsp;&nbsp;&nbsp;&nbsp;16571 |
|  | Kingdom of Spain | 0.000% | 5/31/24 | EUR | &nbsp;&nbsp;624568 | &nbsp;&nbsp;655075 |
|  | Kingdom of Spain | 0.000% | 1/31/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;96318 | &nbsp;&nbsp;&nbsp;&nbsp;99088 |
|  | Kingdom of Spain | 0.000% | 5/31/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;50741 | &nbsp;&nbsp;&nbsp;&nbsp;51628 |
|  | Kingdom of Spain | 0.000% | 1/31/26 | EUR | &nbsp;&nbsp;309491 | &nbsp;&nbsp;308991 |
| <sup>3</sup> | Kingdom of Spain | 1.950% | 4/30/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;50198 | &nbsp;&nbsp;&nbsp;&nbsp;53133 |
|  | Kingdom of Spain | 2.800% | 5/31/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;72666 | &nbsp;&nbsp;&nbsp;&nbsp;78684 |
|  | Kingdom of Spain | 0.000% | 1/31/27 | EUR | &nbsp;&nbsp;233494 | &nbsp;&nbsp;&nbsp;226514 |
| <sup>3</sup> | Kingdom of Spain | 0.800% | 7/30/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;99896 | &nbsp;&nbsp;&nbsp;&nbsp;99257 |
|  | Kingdom of Spain | 0.000% | 1/31/28 | EUR | &nbsp;&nbsp;400877 | &nbsp;&nbsp;&nbsp;&nbsp;377740 |
| <sup>3</sup> | Kingdom of Spain | 1.400% | 4/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;59534 | &nbsp;&nbsp;&nbsp;&nbsp;60027 |
| <sup>3</sup> | Kingdom of Spain | 1.400% | 7/30/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;58348 | &nbsp;&nbsp;&nbsp;&nbsp;58636 |
| <sup>3</sup> | Kingdom of Spain | 5.150% | 10/31/28 | EUR | &nbsp;&nbsp;104822 | &nbsp;&nbsp;&nbsp;127106 |
| <sup>3</sup> | Kingdom of Spain | 1.450% | 4/30/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;70481 | &nbsp;&nbsp;&nbsp;&nbsp;70228 |
|  | Kingdom of Spain | 0.800% | 7/30/29 | EUR | &nbsp;&nbsp;&nbsp;307911 | &nbsp;&nbsp;291350 |
| <sup>3</sup> | Kingdom of Spain | 1.950% | 7/30/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp;80792 |
| <sup>3</sup> | Kingdom of Spain | 1.250% | 10/31/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;32549 | &nbsp;&nbsp;&nbsp;&nbsp;31039 |
| <sup>3</sup> | Kingdom of Spain | 0.100% | 4/30/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;34121 |
| <sup>3</sup> | Kingdom of Spain | 0.500% | 10/31/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;84714 | &nbsp;&nbsp;&nbsp;&nbsp;73658 |
| <sup>3</sup> | Kingdom of Spain | 0.700% | 4/30/32 | EUR | &nbsp;&nbsp;&nbsp;119646 | &nbsp;&nbsp;&nbsp;104612 |
|  | Kingdom of Spain | 5.750% | 7/30/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;39462 |
| <sup>3</sup> | Kingdom of Spain | 2.550% | 10/31/32 | EUR | &nbsp;&nbsp;141798 | &nbsp;&nbsp;&nbsp;145210 |
| <sup>3</sup> | Kingdom of Spain | 3.150% | 4/30/33 | EUR | &nbsp;&nbsp;&nbsp;121010 | &nbsp;&nbsp;&nbsp;129266 |
| <sup>3</sup> | Kingdom of Spain | 2.350% | 7/30/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8689 |
| <sup>3</sup> | Kingdom of Spain | 1.850% | 7/30/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;72325 | &nbsp;&nbsp;&nbsp;&nbsp;66245 |
| <sup>3</sup> | Kingdom of Spain | 4.200% | 1/31/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;87011 | &nbsp;&nbsp;&nbsp;102035 |
| <sup>3</sup> | Kingdom of Spain | 0.850% | 7/30/37 | EUR | &nbsp;&nbsp;&nbsp;102813 | &nbsp;&nbsp;&nbsp;&nbsp;77717 |
| <sup>3</sup> | Kingdom of Spain | 4.900% | 7/30/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;32389 | &nbsp;&nbsp;&nbsp;&nbsp;41490 |
| <sup>3</sup> | Kingdom of Spain | 1.200% | 10/31/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;70520 | &nbsp;&nbsp;&nbsp;&nbsp;52689 |
| <sup>3</sup> | Kingdom of Spain | 4.700% | 7/30/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;87312 | &nbsp;&nbsp;&nbsp;109611 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | Kingdom of Spain | 1.000% | 7/30/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;27236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19041 |
| <sup>3</sup> | Kingdom of Spain | 3.450% | 7/30/43 | EUR | &nbsp;&nbsp;&nbsp;23767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25025 |
| <sup>3</sup> | Kingdom of Spain | 5.150% | 10/31/44 | EUR | &nbsp;&nbsp;&nbsp;59750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80415 |
| <sup>3</sup> | Kingdom of Spain | 2.900% | 10/31/46 | EUR | &nbsp;&nbsp;&nbsp;85819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83738 |
| <sup>3</sup> | Kingdom of Spain | 2.700% | 10/31/48 | EUR | &nbsp;&nbsp;&nbsp;62236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57684 |
| <sup>3</sup> | Kingdom of Spain | 1.000% | 10/31/50 | EUR | &nbsp;&nbsp;&nbsp;39061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23399 |
| <sup>3</sup> | Kingdom of Spain | 1.900% | 10/31/52 | EUR | &nbsp;&nbsp;127629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94533 |
| <sup>3</sup> | Kingdom of Spain | 3.450% | 7/30/66 | EUR | &nbsp;&nbsp;&nbsp;53737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54962 |
| <sup>3</sup> | Kingdom of Spain | 1.450% | 10/31/71 | EUR | &nbsp;&nbsp;&nbsp;42435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23085 |
|  |  |  |  |  |  | &nbsp;&nbsp;**4267953** |
| **Supranational (4.1%)** | **Supranational (4.1%)** | **Supranational (4.1%)** | **Supranational (4.1%)** |  |  |  |
|  | African Development Bank | 4.750% | 3/6/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;3233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303 |
|  | African Development Bank | 0.250% | 11/21/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;11020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11376 |
|  | African Development Bank | 0.875% | 12/16/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3769 |
|  | African Development Bank | 4.000% | 1/10/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4965 |
|  | African Development Bank | 4.500% | 6/2/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;3052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2191 |
|  | African Development Bank | 0.500% | 6/22/26 | GBP | &nbsp;&nbsp;&nbsp;19692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21717 |
|  | African Development Bank | 0.125% | 10/7/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1917 |
|  | African Development Bank | 0.500% | 3/22/27 | EUR | &nbsp;&nbsp;&nbsp;15409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15199 |
|  | African Development Bank | 3.300% | 7/27/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 |
|  | African Development Bank | 3.350% | 8/8/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  | African Development Bank | 0.500% | 3/21/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;17477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16469 |
|  | African Development Bank | 2.250% | 9/14/29 | EUR | &nbsp;&nbsp;&nbsp;21400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22323 |
|  | Asian Development Bank | 3.500% | 5/30/24 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;9794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6182 |
|  | Asian Development Bank | 2.500% | 12/19/24 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9576 |
|  | Asian Development Bank | 1.625% | 1/28/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3969 |
|  | Asian Development Bank | 3.750% | 3/12/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3883 |
|  | Asian Development Bank | 3.700% | 6/17/25 | AUD | &nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14105 |
|  | Asian Development Bank | 0.750% | 2/10/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 |
|  | Asian Development Bank | 1.342% | 6/18/26 | NOK | &nbsp;&nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5460 |
|  | Asian Development Bank | 0.625% | 9/15/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3969 |
|  | Asian Development Bank | 3.000% | 10/14/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
|  | Asian Development Bank | 0.125% | 12/15/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8333 |
|  | Asian Development Bank | 4.650% | 2/16/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073 |
|  | Asian Development Bank | 3.400% | 9/10/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953 |
|  | Asian Development Bank | 0.250% | 10/28/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6890 |
|  | Asian Development Bank | 0.750% | 12/7/27 | GBP | &nbsp;&nbsp;&nbsp;10635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11311 |
|  | Asian Development Bank | 1.100% | 3/2/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;8535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5198 |
|  | Asian Development Bank | 1.500% | 5/4/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1782 |
|  | Asian Development Bank | 3.300% | 8/8/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 |
|  | Asian Development Bank | 3.100% | 6/15/29 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2964 |
|  | Asian Development Bank | 0.000% | 10/24/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6704 |
|  | Asian Development Bank | 0.025% | 1/31/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3197 |
|  | Asian Development Bank | 0.100% | 6/17/31 | EUR | &nbsp;&nbsp;&nbsp;10953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9494 |
|  | Asian Development Bank | 1.950% | 7/22/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9171 |
|  | Asian Development Bank | 2.000% | 6/10/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5139 |
|  | Asian Infrastructure Investment Bank | 1.000% | 5/6/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;6258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3999 |
|  | Corp. Andina de Fomento | 1.125% | 2/13/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7579 |
|  | Corp. Andina de Fomento | 1.625% | 6/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510 |
|  | Corp. Andina de Fomento | 0.250% | 2/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |
|  | Corp. Andina de Fomento | 0.500% | 2/26/26 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4429 |
|  | Corp. Andina de Fomento | 4.500% | 9/14/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 |
|  | Council of Europe Development Bank | 1.000% | 10/21/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
|  | Council of Europe Development Bank | 0.750% | 6/9/25 | EUR | &nbsp;&nbsp;&nbsp;23409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24134 |
|  | Council of Europe Development Bank | 0.375% | 6/8/26 | EUR | &nbsp;&nbsp;&nbsp;52357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52353 |
|  | Council of Europe Development Bank | 0.000% | 4/9/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4377 |
|  | Council of Europe Development Bank | 0.250% | 1/19/32 | EUR | &nbsp;&nbsp;&nbsp;10662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9228 |
|  | EUROFIMA | 3.000% | 5/22/24 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | EUROFIMA | 3.900% | 12/19/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 |
|  | EUROFIMA | 3.000% | 5/15/26 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;3185 | &nbsp;&nbsp;&nbsp;&nbsp;3654 |
|  | EUROFIMA | 2.600% | 1/13/27 | AUD | &nbsp;&nbsp;12160 | &nbsp;&nbsp;&nbsp;&nbsp;8085 |
|  | EUROFIMA | 4.550% | 3/30/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;1033 |
|  | EUROFIMA | 3.350% | 5/21/29 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;1409 |
|  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | 2.875% | 2/4/30 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5916 |
|  | European Bank for Reconstruction & Development | 0.000% | 10/17/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;5018 |
|  | European Bank for Reconstruction & Development | 5.625% | 12/7/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 |
| <sup>5</sup> | European Financial Stability Facility | 2.125% | 2/19/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9508 | &nbsp;&nbsp;&nbsp;10248 |
| <sup>5</sup> | European Financial Stability Facility | 0.000% | 4/19/24 | EUR | &nbsp;&nbsp;81320 | &nbsp;&nbsp;85372 |
| <sup>5</sup> | European Financial Stability Facility | 1.750% | 6/27/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp;&nbsp;&nbsp;8865 |
| <sup>5</sup> | European Financial Stability Facility | 0.400% | 2/17/25 | EUR | &nbsp;&nbsp;30363 | &nbsp;&nbsp;&nbsp;31401 |
| <sup>5</sup> | European Financial Stability Facility | 0.200% | 4/28/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7802 | &nbsp;&nbsp;&nbsp;&nbsp;7998 |
| <sup>5</sup> | European Financial Stability Facility | 0.500% | 7/11/25 | EUR | &nbsp;&nbsp;14628 | &nbsp;&nbsp;&nbsp;15032 |
| <sup>5</sup> | European Financial Stability Facility | 0.000% | 10/15/25 | EUR | &nbsp;&nbsp;23988 | &nbsp;&nbsp;24200 |
| <sup>5</sup> | European Financial Stability Facility | 0.400% | 5/31/26 | EUR | &nbsp;&nbsp;39783 | &nbsp;&nbsp;40042 |
| <sup>5</sup> | European Financial Stability Facility | 0.000% | 7/20/26 | EUR | &nbsp;&nbsp;30199 | &nbsp;&nbsp;29851 |
| <sup>5</sup> | European Financial Stability Facility | 0.750% | 5/3/27 | EUR | &nbsp;&nbsp;22287 | &nbsp;&nbsp;22307 |
| <sup>5</sup> | European Financial Stability Facility | 0.875% | 7/26/27 | EUR | &nbsp;&nbsp;12190 | &nbsp;&nbsp;&nbsp;12207 |
| <sup>5</sup> | European Financial Stability Facility | 0.000% | 10/13/27 | EUR | &nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;18143 |
| <sup>5</sup> | European Financial Stability Facility | 0.950% | 2/14/28 | EUR | &nbsp;&nbsp;10546 | &nbsp;&nbsp;&nbsp;10481 |
| <sup>5</sup> | European Financial Stability Facility | 0.875% | 9/5/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7997 | &nbsp;&nbsp;&nbsp;&nbsp;7836 |
| <sup>5</sup> | European Financial Stability Facility | 0.050% | 10/17/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2853 | &nbsp;&nbsp;&nbsp;&nbsp;2588 |
| <sup>5</sup> | European Financial Stability Facility | 2.750% | 12/3/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2683 | &nbsp;&nbsp;&nbsp;&nbsp;2918 |
| <sup>5</sup> | European Financial Stability Facility | 0.125% | 3/18/30 | EUR | &nbsp;&nbsp;16054 | &nbsp;&nbsp;&nbsp;14471 |
| <sup>5</sup> | European Financial Stability Facility | 0.000% | 1/20/31 | EUR | &nbsp;&nbsp;50851 | &nbsp;&nbsp;44282 |
| <sup>5</sup> | European Financial Stability Facility | 3.875% | 3/30/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9752 | &nbsp;&nbsp;&nbsp;11451 |
| <sup>5</sup> | European Financial Stability Facility | 1.250% | 5/24/33 | EUR | &nbsp;&nbsp;26655 | &nbsp;&nbsp;&nbsp;24746 |
| <sup>5</sup> | European Financial Stability Facility | 3.000% | 9/4/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2536 | &nbsp;&nbsp;&nbsp;&nbsp;2762 |
| <sup>5</sup> | European Financial Stability Facility | 0.875% | 4/10/35 | EUR | &nbsp;&nbsp;33133 | &nbsp;&nbsp;&nbsp;28154 |
| <sup>5</sup> | European Financial Stability Facility | 3.375% | 4/3/37 | EUR | &nbsp;&nbsp;20095 | &nbsp;&nbsp;22606 |
| <sup>5</sup> | European Financial Stability Facility | 1.450% | 9/5/40 | EUR | &nbsp;&nbsp;12046 | &nbsp;&nbsp;&nbsp;10262 |
| <sup>5</sup> | European Financial Stability Facility | 1.700% | 2/13/43 | EUR | &nbsp;&nbsp;18100 | &nbsp;&nbsp;&nbsp;15689 |
| <sup>5</sup> | European Financial Stability Facility | 2.350% | 7/29/44 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;8632 | &nbsp;&nbsp;&nbsp;&nbsp;8422 |
| <sup>5</sup> | European Financial Stability Facility | 1.200% | 2/17/45 | EUR | &nbsp;&nbsp;19797 | &nbsp;&nbsp;&nbsp;15318 |
| <sup>5</sup> | European Financial Stability Facility | 1.375% | 5/31/47 | EUR | &nbsp;&nbsp;33282 | &nbsp;&nbsp;26268 |
| <sup>5</sup> | European Financial Stability Facility | 1.800% | 7/10/48 | EUR | &nbsp;&nbsp;21896 | &nbsp;&nbsp;&nbsp;18556 |
| <sup>5</sup> | European Financial Stability Facility | 0.700% | 1/20/50 | EUR | &nbsp;&nbsp;22235 | &nbsp;&nbsp;&nbsp;13832 |
| <sup>5</sup> | European Financial Stability Facility | 0.050% | 1/18/52 | EUR | &nbsp;&nbsp;&nbsp;13710 | &nbsp;&nbsp;&nbsp;&nbsp;6374 |
| <sup>5</sup> | European Financial Stability Facility | 0.700% | 1/17/53 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>5</sup> | European Financial Stability Facility | 1.750% | 7/17/53 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4262 | &nbsp;&nbsp;&nbsp;&nbsp;3437 |
| <sup>5</sup> | European Financial Stability Facility | 2.000% | 2/28/56 | EUR | &nbsp;&nbsp;&nbsp;11569 | &nbsp;&nbsp;&nbsp;&nbsp;9960 |
|  | European Investment Bank | 0.000% | 3/15/24 | EUR | &nbsp;&nbsp;66312 | &nbsp;&nbsp;69795 |
|  | European Investment Bank | 0.050% | 5/24/24 | EUR | &nbsp;&nbsp;38149 | &nbsp;&nbsp;39934 |
|  | European Investment Bank | 0.200% | 7/15/24 | EUR | &nbsp;&nbsp;19503 | &nbsp;&nbsp;20378 |
|  | European Investment Bank | 1.750% | 7/30/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6895 | &nbsp;&nbsp;&nbsp;&nbsp;4998 |
|  | European Investment Bank | 4.750% | 8/7/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1593 | &nbsp;&nbsp;&nbsp;&nbsp;1141 |
|  | European Investment Bank | 0.875% | 9/13/24 | EUR | &nbsp;&nbsp;16092 | &nbsp;&nbsp;&nbsp;16924 |
|  | European Investment Bank | 0.750% | 11/15/24 | GBP | &nbsp;&nbsp;14349 | &nbsp;&nbsp;&nbsp;16716 |
|  | European Investment Bank | 1.900% | 1/22/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;6443 |
|  | European Investment Bank | 1.625% | 2/4/25 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;1359 |
|  | European Investment Bank | 0.000% | 3/25/25 | EUR | &nbsp;&nbsp;&nbsp;11464 | &nbsp;&nbsp;&nbsp;11726 |
|  | European Investment Bank | 0.125% | 4/15/25 | EUR | &nbsp;&nbsp;14628 | &nbsp;&nbsp;&nbsp;14988 |
|  | European Investment Bank | 5.500% | 4/15/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1634 | &nbsp;&nbsp;&nbsp;&nbsp;2074 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| European Investment Bank | 1.125% | 6/19/25 | GBP | &nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;17925 |
| European Investment Bank | 0.375% | 7/16/25 | EUR | &nbsp;&nbsp;&nbsp;11263 | &nbsp;&nbsp;&nbsp;11540 |
| European Investment Bank | 2.750% | 9/15/25 | EUR | &nbsp;&nbsp;19503 | &nbsp;&nbsp;&nbsp;21144 |
| European Investment Bank | 4.500% | 10/15/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7314 | &nbsp;&nbsp;&nbsp;&nbsp;8293 |
| European Investment Bank | 2.900% | 10/17/25 | AUD | &nbsp;&nbsp;&nbsp;37662 | &nbsp;&nbsp;25988 |
| European Investment Bank | 0.000% | 3/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4869 |
| European Investment Bank | 0.375% | 4/14/26 | EUR | &nbsp;&nbsp;26979 | &nbsp;&nbsp;&nbsp;27195 |
| European Investment Bank | 3.100% | 8/17/26 | AUD | &nbsp;&nbsp;&nbsp;17243 | &nbsp;&nbsp;&nbsp;11890 |
| European Investment Bank | 2.750% | 8/25/26 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;1004 |
| European Investment Bank | 1.000% | 9/21/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;1738 |
| European Investment Bank | 0.100% | 10/15/26 | EUR | &nbsp;&nbsp;12889 | &nbsp;&nbsp;&nbsp;12733 |
| European Investment Bank | 1.250% | 11/13/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2926 | &nbsp;&nbsp;&nbsp;&nbsp;3015 |
| European Investment Bank | 0.125% | 12/14/26 | GBP | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;15966 |
| European Investment Bank | 0.000% | 12/22/26 | EUR | &nbsp;&nbsp;32032 | &nbsp;&nbsp;31356 |
| European Investment Bank | 0.500% | 1/15/27 | EUR | &nbsp;&nbsp;26184 | &nbsp;&nbsp;26084 |
| European Investment Bank | 3.500% | 4/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2726 |
| European Investment Bank | 0.000% | 6/17/27 | EUR | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9646 |
| European Investment Bank | 0.375% | 9/15/27 | EUR | &nbsp;&nbsp;29486 | &nbsp;&nbsp;28808 |
| European Investment Bank | 3.750% | 12/7/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1853 | &nbsp;&nbsp;&nbsp;&nbsp;2274 |
| European Investment Bank | 1.000% | 1/28/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;4462 | &nbsp;&nbsp;&nbsp;&nbsp;2992 |
| European Investment Bank | 3.300% | 2/3/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 |
| European Investment Bank | 0.000% | 3/28/28 | EUR | &nbsp;&nbsp;43652 | &nbsp;&nbsp;41250 |
| European Investment Bank | 1.375% | 5/12/28 | SEK | &nbsp;&nbsp;&nbsp;36740 | &nbsp;&nbsp;&nbsp;&nbsp;3281 |
| European Investment Bank | 0.000% | 5/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;4591 |
| European Investment Bank | 0.000% | 9/28/28 | EUR | &nbsp;&nbsp;13328 | &nbsp;&nbsp;&nbsp;12432 |
| European Investment Bank | 0.000% | 12/7/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;1268 | &nbsp;&nbsp;&nbsp;&nbsp;1254 |
| European Investment Bank | 6.000% | 12/7/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;7802 | &nbsp;&nbsp;&nbsp;10687 |
| European Investment Bank | 0.625% | 1/22/29 | EUR | &nbsp;&nbsp;24628 | &nbsp;&nbsp;23666 |
| European Investment Bank | 3.300% | 5/25/29 | AUD | &nbsp;&nbsp;&nbsp;11476 | &nbsp;&nbsp;&nbsp;&nbsp;7670 |
| European Investment Bank | 0.125% | 6/20/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5606 | &nbsp;&nbsp;&nbsp;&nbsp;5171 |
| European Investment Bank | 0.250% | 9/14/29 | EUR | &nbsp;&nbsp;13856 | &nbsp;&nbsp;&nbsp;12819 |
| European Investment Bank | 0.050% | 11/15/29 | EUR | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;18136 |
| European Investment Bank | 0.050% | 1/16/30 | EUR | &nbsp;&nbsp;&nbsp;18917 | &nbsp;&nbsp;&nbsp;17069 |
| European Investment Bank | 2.250% | 3/15/30 | EUR | &nbsp;&nbsp;30000 | &nbsp;&nbsp;31506 |
| European Investment Bank | 4.000% | 4/15/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;4075 |
| European Investment Bank | 0.000% | 9/9/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;7269 | &nbsp;&nbsp;&nbsp;&nbsp;6419 |
| European Investment Bank | 2.750% | 9/13/30 | EUR | &nbsp;&nbsp;14627 | &nbsp;&nbsp;&nbsp;15860 |
| European Investment Bank | 0.000% | 1/14/31 | EUR | &nbsp;&nbsp;49156 | &nbsp;&nbsp;42872 |
| European Investment Bank | 1.300% | 1/27/31 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5490 | &nbsp;&nbsp;&nbsp;&nbsp;3042 |
| European Investment Bank | 1.000% | 3/14/31 | EUR | &nbsp;&nbsp;26035 | &nbsp;&nbsp;24620 |
| European Investment Bank | 1.000% | 4/14/32 | EUR | &nbsp;&nbsp;15604 | &nbsp;&nbsp;&nbsp;14442 |
| European Investment Bank | 1.125% | 11/15/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9752 | &nbsp;&nbsp;&nbsp;&nbsp;9045 |
| European Investment Bank | 2.875% | 1/12/33 | EUR | &nbsp;&nbsp;&nbsp;18511 | &nbsp;&nbsp;&nbsp;20076 |
| European Investment Bank | 1.125% | 4/13/33 | EUR | &nbsp;&nbsp;14628 | &nbsp;&nbsp;&nbsp;13447 |
| European Investment Bank | 3.000% | 10/14/33 | EUR | &nbsp;&nbsp;&nbsp;29742 | &nbsp;&nbsp;32498 |
| European Investment Bank | 0.050% | 10/13/34 | EUR | &nbsp;&nbsp;23779 | &nbsp;&nbsp;18487 |
| European Investment Bank | 2.625% | 3/15/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3462 | &nbsp;&nbsp;&nbsp;&nbsp;3624 |
| European Investment Bank | 0.010% | 11/15/35 | EUR | &nbsp;&nbsp;18659 | &nbsp;&nbsp;&nbsp;13922 |
| European Investment Bank | 0.200% | 3/17/36 | EUR | &nbsp;&nbsp;20993 | &nbsp;&nbsp;&nbsp;15916 |
| European Investment Bank | 3.125% | 6/30/36 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 |
| European Investment Bank | 1.125% | 9/15/36 | EUR | &nbsp;&nbsp;23407 | &nbsp;&nbsp;&nbsp;20125 |
| European Investment Bank | 3.875% | 6/8/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5633 | &nbsp;&nbsp;&nbsp;&nbsp;6846 |
| European Investment Bank | 0.500% | 11/13/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 |
| European Investment Bank | 5.000% | 4/15/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;3416 | &nbsp;&nbsp;&nbsp;&nbsp;4684 |
| European Investment Bank | 2.750% | 3/15/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9045 | &nbsp;&nbsp;&nbsp;&nbsp;9448 |
| European Investment Bank | 0.250% | 6/15/40 | EUR | &nbsp;&nbsp;&nbsp;10993 | &nbsp;&nbsp;&nbsp;&nbsp;7474 |
| European Investment Bank | 0.010% | 5/15/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;3782 |
| European Investment Bank | 3.625% | 3/14/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2731 | &nbsp;&nbsp;&nbsp;&nbsp;3181 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| European Investment Bank | 1.000% | 11/14/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3713 |
| European Investment Bank | 4.500% | 3/7/44 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;&nbsp;&nbsp;5409 |
| European Investment Bank | 1.750% | 9/15/45 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6847 | &nbsp;&nbsp;&nbsp;&nbsp;5934 |
| European Investment Bank | 0.875% | 9/13/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;3385 |
| European Investment Bank | 1.500% | 11/15/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;1975 |
| European Investment Bank | 1.500% | 10/16/48 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192 |
| European Investment Bank | 0.050% | 1/27/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12351 | &nbsp;&nbsp;&nbsp;&nbsp;5886 |
| European Investment Bank | 4.625% | 10/12/54 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3755 | &nbsp;&nbsp;&nbsp;&nbsp;5065 |
| European Stability Mechanism | 1.000% | 9/23/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;19503 | &nbsp;&nbsp;&nbsp;&nbsp;20244 |
| European Stability Mechanism | 0.500% | 3/2/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;22771 | &nbsp;&nbsp;&nbsp;&nbsp;23091 |
| European Stability Mechanism | 0.000% | 12/15/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;42500 | &nbsp;&nbsp;&nbsp;&nbsp;41588 |
| European Stability Mechanism | 0.750% | 3/15/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;21175 | &nbsp;&nbsp;&nbsp;&nbsp;21228 |
| European Stability Mechanism | 0.750% | 9/5/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12598 | &nbsp;&nbsp;&nbsp;&nbsp;12285 |
| European Stability Mechanism | 0.500% | 3/5/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;20478 | &nbsp;&nbsp;&nbsp;&nbsp;19450 |
| European Stability Mechanism | 0.010% | 3/4/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;33146 | &nbsp;&nbsp;&nbsp;&nbsp;29639 |
| European Stability Mechanism | 0.010% | 10/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4798 | &nbsp;&nbsp;&nbsp;&nbsp;4098 |
| European Stability Mechanism | 1.125% | 5/3/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;2385 |
| European Stability Mechanism | 1.200% | 5/23/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5852 | &nbsp;&nbsp;&nbsp;&nbsp;5406 |
| European Stability Mechanism | 1.625% | 11/17/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;19479 | &nbsp;&nbsp;&nbsp;&nbsp;17792 |
| European Stability Mechanism | 1.750% | 10/20/45 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4192 |
| European Stability Mechanism | 1.800% | 11/2/46 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;20455 | &nbsp;&nbsp;&nbsp;&nbsp;17713 |
| European Stability Mechanism | 1.850% | 12/1/55 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;17645 | &nbsp;&nbsp;&nbsp;&nbsp;14510 |
| European Union | 0.500% | 4/4/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;29256 | &nbsp;&nbsp;&nbsp;&nbsp;30247 |
| European Union | 0.800% | 7/4/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;42883 | &nbsp;&nbsp;&nbsp;&nbsp;44389 |
| European Union | 0.000% | 11/4/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;28573 | &nbsp;&nbsp;&nbsp;&nbsp;28801 |
| European Union | 0.000% | 3/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;47392 | &nbsp;&nbsp;&nbsp;&nbsp;47348 |
| European Union | 0.000% | 7/6/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;53409 | &nbsp;&nbsp;&nbsp;&nbsp;52806 |
| European Union | 3.000% | 9/4/26 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;3808 |
| European Union | 2.000% | 10/4/27 | EUR | &nbsp;&nbsp;120841 | &nbsp;&nbsp;126744 |
| European Union | 2.500% | 11/4/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9264 | &nbsp;&nbsp;&nbsp;&nbsp;9966 |
| European Union | 2.875% | 4/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2668 |
| European Union | 0.000% | 6/2/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;63700 | &nbsp;&nbsp;&nbsp;&nbsp;59758 |
| European Union | 0.000% | 10/4/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;30216 | &nbsp;&nbsp;&nbsp;&nbsp;28068 |
| European Union | 0.000% | 7/4/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;35098 | &nbsp;&nbsp;&nbsp;&nbsp;31992 |
| European Union | 1.375% | 10/4/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7765 |
| European Union | 1.625% | 12/4/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;97522 | &nbsp;&nbsp;&nbsp;&nbsp;98263 |
| European Union | 0.000% | 10/4/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;2640 |
| European Union | 0.750% | 4/4/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;25969 | &nbsp;&nbsp;&nbsp;&nbsp;24054 |
| European Union | 0.000% | 4/22/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;17863 | &nbsp;&nbsp;&nbsp;&nbsp;15475 |
| European Union | 0.000% | 7/4/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;84195 | &nbsp;&nbsp;&nbsp;&nbsp;72438 |
| European Union | 1.000% | 7/6/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;36210 | &nbsp;&nbsp;&nbsp;&nbsp;33331 |
| European Union | 1.250% | 4/4/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12190 | &nbsp;&nbsp;&nbsp;&nbsp;11311 |
| European Union | 0.000% | 7/4/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;36676 | &nbsp;&nbsp;&nbsp;&nbsp;27618 |
| European Union | 1.125% | 4/4/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9752 | &nbsp;&nbsp;&nbsp;&nbsp;8530 |
| European Union | 0.250% | 4/22/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;25620 | &nbsp;&nbsp;&nbsp;&nbsp;19572 |
| European Union | 0.200% | 6/4/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;51634 | &nbsp;&nbsp;&nbsp;&nbsp;38804 |
| European Union | 0.400% | 2/4/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;63606 | &nbsp;&nbsp;&nbsp;&nbsp;48270 |
| European Union | 0.875% | 3/11/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;&nbsp;2560 |
| European Union | 1.125% | 6/4/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;1260 |
| European Union | 2.750% | 12/4/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;30296 | &nbsp;&nbsp;&nbsp;&nbsp;31473 |
| European Union | 3.375% | 4/4/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3948 | &nbsp;&nbsp;&nbsp;&nbsp;4478 |
| European Union | 0.100% | 10/4/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;28358 | &nbsp;&nbsp;&nbsp;&nbsp;18330 |
| European Union | 0.450% | 7/4/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;31314 | &nbsp;&nbsp;&nbsp;&nbsp;21233 |
| European Union | 3.750% | 4/4/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5774 |
| European Union | 3.375% | 11/4/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;60197 | &nbsp;&nbsp;&nbsp;&nbsp;67435 |
| European Union | 1.250% | 2/4/43 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2911 | &nbsp;&nbsp;&nbsp;&nbsp;2278 |
| European Union | 0.450% | 5/2/46 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7311 | &nbsp;&nbsp;&nbsp;&nbsp;4544 |
| European Union | 0.750% | 1/4/47 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;32693 | &nbsp;&nbsp;&nbsp;&nbsp;21735 |

---

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| European Union | 2.625% | 2/4/48 | EUR | &nbsp;&nbsp;&nbsp;11926 | &nbsp;&nbsp;&nbsp;11872 |
| European Union | 0.300% | 11/4/50 | EUR | &nbsp;&nbsp;15943 | &nbsp;&nbsp;&nbsp;&nbsp;8469 |
| European Union | 0.700% | 7/6/51 | EUR | &nbsp;&nbsp;34778 | &nbsp;&nbsp;21009 |
| European Union | 2.500% | 10/4/52 | EUR | &nbsp;&nbsp;25312 | &nbsp;&nbsp;24359 |
| European Union | 3.000% | 3/4/53 | EUR | &nbsp;&nbsp;69361 | &nbsp;&nbsp;73837 |
| Inter-American Development Bank | 1.950% | 4/23/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;1082 |
| Inter-American Development Bank | 4.750% | 8/27/24 | AUD | &nbsp;&nbsp;13989 | &nbsp;&nbsp;&nbsp;10016 |
| Inter-American Development Bank | 1.700% | 10/10/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;6097 | &nbsp;&nbsp;&nbsp;&nbsp;4393 |
| Inter-American Development Bank | 1.375% | 12/15/24 | GBP | &nbsp;&nbsp;&nbsp;13411 | &nbsp;&nbsp;&nbsp;15741 |
| Inter-American Development Bank | 0.750% | 10/15/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2314 | &nbsp;&nbsp;&nbsp;&nbsp;1604 |
| Inter-American Development Bank | 2.750% | 10/30/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5338 | &nbsp;&nbsp;&nbsp;&nbsp;3664 |
| Inter-American Development Bank | 1.250% | 12/15/25 | GBP | &nbsp;&nbsp;&nbsp;11956 | &nbsp;&nbsp;&nbsp;13686 |
| Inter-American Development Bank | 4.400% | 1/26/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Inter-American Development Bank | 4.250% | 6/11/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 |
| Inter-American Development Bank | 1.000% | 6/29/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;2277 |
| Inter-American Development Bank | 0.500% | 9/15/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;5333 |
| Inter-American Development Bank | 0.875% | 8/27/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3091 | &nbsp;&nbsp;&nbsp;&nbsp;2072 |
| Inter-American Development Bank | 2.125% | 12/15/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;5331 | &nbsp;&nbsp;&nbsp;&nbsp;5991 |
| Inter-American Development Bank | 3.290% | 6/28/32 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;1762 | &nbsp;&nbsp;&nbsp;&nbsp;1128 |
| International Bank for Reconstruction & Development | 2.200% | 2/27/24 | AUD | &nbsp;&nbsp;10970 | &nbsp;&nbsp;&nbsp;&nbsp;7620 |
| International Bank for Reconstruction & Development | 1.800% | 7/26/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5703 | &nbsp;&nbsp;&nbsp;&nbsp;4138 |
| International Bank for Reconstruction & Development | 1.900% | 1/16/25 | CAD | &nbsp;&nbsp;&nbsp;11459 | &nbsp;&nbsp;&nbsp;&nbsp;8261 |
| International Bank for Reconstruction & Development | 4.250% | 6/24/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;6170 | &nbsp;&nbsp;&nbsp;&nbsp;4404 |
| International Bank for Reconstruction & Development | 0.750% | 7/2/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;7990 | &nbsp;&nbsp;&nbsp;&nbsp;5582 |
| International Bank for Reconstruction & Development | 2.900% | 11/26/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;5093 | &nbsp;&nbsp;&nbsp;&nbsp;3508 |
| International Bank for Reconstruction & Development | 0.625% | 1/14/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;3052 | &nbsp;&nbsp;&nbsp;&nbsp;2101 |
| International Bank for Reconstruction & Development | 0.750% | 6/10/26 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;1007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
| International Bank for Reconstruction & Development | 0.250% | 7/22/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;2659 |
| International Bank for Reconstruction & Development | 1.200% | 7/22/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp;&nbsp;1574 |
| International Bank for Reconstruction & Development | 3.000% | 10/19/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;8081 | &nbsp;&nbsp;&nbsp;&nbsp;5537 |
| International Bank for Reconstruction & Development | 0.750% | 12/15/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;6763 | &nbsp;&nbsp;&nbsp;&nbsp;7396 |
| International Bank for Reconstruction & Development | 0.000% | 1/15/27 | EUR | &nbsp;&nbsp;22515 | &nbsp;&nbsp;21899 |
| International Bank for Reconstruction & Development | 1.800% | 1/19/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;5282 | &nbsp;&nbsp;&nbsp;&nbsp;3729 |
| International Bank for Reconstruction & Development | 0.250% | 9/23/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;9752 | &nbsp;&nbsp;&nbsp;10192 |
| International Bank for Reconstruction & Development | 0.625% | 9/24/27 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
| International Bank for Reconstruction & Development | 0.875% | 9/28/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;2649 | &nbsp;&nbsp;&nbsp;&nbsp;1775 |
| International Bank for Reconstruction & Development | 0.625% | 11/22/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;5271 |
| International Bank for Reconstruction & Development | 0.010% | 4/24/28 | EUR | &nbsp;&nbsp;29171 | &nbsp;&nbsp;&nbsp;27406 |
| International Bank for Reconstruction & Development | 1.625% | 5/10/28 | NZD | &nbsp;&nbsp;12265 | &nbsp;&nbsp;&nbsp;&nbsp;6816 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| International Bank for Reconstruction & Development | 0.625% | 7/14/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;19078 | &nbsp;&nbsp;19838 |
| International Bank for Reconstruction & Development | 3.300% | 8/14/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617 | &nbsp;&nbsp;&nbsp;&nbsp;1095 |
| International Bank for Reconstruction & Development | 4.875% | 12/7/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| International Bank for Reconstruction & Development | 1.250% | 12/13/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;14488 | &nbsp;&nbsp;15478 |
| International Bank for Reconstruction & Development | 0.250% | 5/21/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;9543 |
| International Bank for Reconstruction & Development | 1.950% | 9/20/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
| International Bank for Reconstruction & Development | 1.000% | 12/21/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;2183 |
| International Bank for Reconstruction & Development | 0.000% | 2/21/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5571 | &nbsp;&nbsp;&nbsp;&nbsp;4964 |
| International Bank for Reconstruction & Development | 0.500% | 4/16/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2633 | &nbsp;&nbsp;&nbsp;&nbsp;2427 |
| International Bank for Reconstruction & Development | 5.750% | 6/7/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 | &nbsp;&nbsp;&nbsp;&nbsp;4141 |
| International Bank for Reconstruction & Development | 0.625% | 1/12/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;25257 | &nbsp;&nbsp;&nbsp;22109 |
| International Bank for Reconstruction & Development | 1.200% | 8/8/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4703 | &nbsp;&nbsp;&nbsp;&nbsp;4256 |
| International Bank for Reconstruction & Development | 0.500% | 6/21/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2156 | &nbsp;&nbsp;&nbsp;&nbsp;1745 |
| International Bank for Reconstruction & Development | 0.100% | 9/17/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3699 | &nbsp;&nbsp;&nbsp;&nbsp;2813 |
| International Bank for Reconstruction & Development | 0.700% | 10/22/46 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8840 | &nbsp;&nbsp;&nbsp;&nbsp;5994 |
| International Bank for Reconstruction & Development | 0.125% | 1/3/51 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3206 | &nbsp;&nbsp;&nbsp;&nbsp;1638 |
| International Bank for Reconstruction & Development | 0.200% | 1/21/61 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2633 | &nbsp;&nbsp;&nbsp;&nbsp;1126 |
| International Development Assn. | 0.750% | 9/21/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2498 | &nbsp;&nbsp;&nbsp;&nbsp;2575 |
| International Development Assn. | 0.000% | 7/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10662 | &nbsp;&nbsp;&nbsp;&nbsp;9097 |
| International Development Assn. | 0.350% | 4/22/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;10861 | &nbsp;&nbsp;&nbsp;&nbsp;8467 |
| International Development Assn. | 1.750% | 5/5/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;14011 |
| International Development Assn. | 0.700% | 1/17/42 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7760 | &nbsp;&nbsp;&nbsp;&nbsp;5592 |
| International Finance Corp. | 1.450% | 7/22/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691 | &nbsp;&nbsp;&nbsp;&nbsp;1154 |
| International Finance Corp. | 1.375% | 9/13/24 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658 | &nbsp;&nbsp;&nbsp;&nbsp;1191 |
| International Finance Corp. | 1.375% | 3/7/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789 | &nbsp;&nbsp;&nbsp;&nbsp;5592 |
| International Finance Corp. | 4.000% | 4/3/25 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4314 | &nbsp;&nbsp;&nbsp;&nbsp;3060 |
| International Finance Corp. | 0.625% | 9/16/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;1664 |
| International Finance Corp. | 0.250% | 12/15/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4974 | &nbsp;&nbsp;&nbsp;&nbsp;5537 |
| International Finance Corp. | 3.200% | 7/22/26 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;24659 | &nbsp;&nbsp;&nbsp;17037 |
| International Finance Corp. | 0.875% | 9/15/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7310 | &nbsp;&nbsp;&nbsp;&nbsp;8109 |
| International Finance Corp. | 1.850% | 1/28/27 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2212 | &nbsp;&nbsp;&nbsp;&nbsp;1565 |
| International Finance Corp. | 0.750% | 7/22/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4876 | &nbsp;&nbsp;&nbsp;&nbsp;5261 |
| International Finance Corp. | 3.200% | 10/18/27 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
| International Finance Corp. | 0.750% | 5/24/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;5927 |
| International Finance Corp. | 3.150% | 6/26/29 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2336 | &nbsp;&nbsp;&nbsp;&nbsp;1546 |
| International Finance Corp. | 1.250% | 2/6/31 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;5526 |
| International Finance Corp. | 1.500% | 4/15/35 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6322 | &nbsp;&nbsp;&nbsp;&nbsp;3120 |
| Nordic Investment Bank | 4.750% | 2/28/24 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2568 | &nbsp;&nbsp;&nbsp;&nbsp;1830 |
| Nordic Investment Bank | 1.875% | 4/10/24 | NOK | &nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp;14765 |
| Nordic Investment Bank | 0.125% | 6/10/24 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;12043 | &nbsp;&nbsp;12557 |
| Nordic Investment Bank | 0.500% | 11/3/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9545 | &nbsp;&nbsp;&nbsp;&nbsp;9700 |
| Nordic Investment Bank | 0.125% | 12/15/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;17632 | &nbsp;&nbsp;18830 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Nordic Investment Bank | 1.375% | 1/27/28 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
|  |  |  |  |  |  | &nbsp;&nbsp;**3861474** |
| **Sweden (0.2%)** | **Sweden (0.2%)** | **Sweden (0.2%)** | **Sweden (0.2%)** |  |  |  |
| <sup>3</sup> | Kingdom of Sweden | 2.500% | 5/12/25 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6055 |
| <sup>3</sup> | Kingdom of Sweden | 0.750% | 5/12/28 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>3</sup> | Kingdom of Sweden | 0.750% | 11/12/29 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;190485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16660 |
| <sup>3</sup> | Kingdom of Sweden | 0.125% | 5/12/31 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78983 |
| <sup>3</sup> | Kingdom of Sweden | 2.250% | 6/1/32 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19188 |
| <sup>3</sup> | Kingdom of Sweden | 3.500% | 3/30/39 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 |
| <sup>3</sup> | Kingdom of Sweden | 1.375% | 6/23/71 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;206590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13526 |
|  | Kommuninvest I Sverige AB | 1.000% | 10/2/24 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9040 |
|  | Kommuninvest I Sverige AB | 1.000% | 5/12/25 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;192960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17605 |
|  | Kommuninvest I Sverige AB | 0.750% | 2/4/26 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;346410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30986 |
|  | Kommuninvest I Sverige AB | 1.000% | 11/12/26 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;293810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26045 |
|  | Kommuninvest I Sverige AB | 0.875% | 5/16/29 | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4146 |
|  | Region Stockholm | 0.750% | 2/26/25 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**226098** |
| **Switzerland (0.4%)** | **Switzerland (0.4%)** | **Switzerland (0.4%)** | **Switzerland (0.4%)** |  |  |  |
|  | Canton of Basel-Landschaft | 1.375% | 9/29/34 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8593 |
|  | Canton of Geneva Switzerland | 1.625% | 7/30/29 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914 |
|  | Canton of Geneva Switzerland | 0.030% | 6/28/30 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12675 |
|  | Canton of Geneva Switzerland | 1.500% | 3/5/32 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 |
|  | Canton of Geneva Switzerland | 0.400% | 4/28/36 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2253 |
|  | Canton of Geneva Switzerland | 0.600% | 7/4/46 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255 |
|  | Canton of Vaud | 2.000% | 10/24/33 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4954 |
|  | Canton of Zurich | 1.250% | 12/3/32 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563 |
|  | Canton of Zurich | 2.000% | 7/29/38 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5589 |
|  | Canton of Zurich | 0.250% | 7/12/39 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5336 |
|  | Swiss Confederation | 4.000% | 2/11/23 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289 |
|  | Swiss Confederation | 1.250% | 6/11/24 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11376 |
|  | Swiss Confederation | 1.500% | 7/24/25 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9433 |
|  | Swiss Confederation | 1.250% | 5/28/26 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91283 | &nbsp;&nbsp;&nbsp;&nbsp;100303 |
|  | Swiss Confederation | 3.250% | 6/27/27 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29114 |
|  | Swiss Confederation | 4.000% | 4/8/28 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
|  | Swiss Confederation | 0.000% | 6/22/29 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23805 |
|  | Swiss Confederation | 2.250% | 6/22/31 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33237 |
|  | Swiss Confederation | 0.500% | 6/27/32 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7095 |
|  | Swiss Confederation | 3.500% | 4/8/33 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13343 |
|  | Swiss Confederation | 0.000% | 6/26/34 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9855 |
|  | Swiss Confederation | 0.250% | 6/23/35 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10430 |
|  | Swiss Confederation | 2.500% | 3/8/36 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3746 |
|  | Swiss Confederation | 1.250% | 6/27/37 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15968 |
|  | Swiss Confederation | 0.000% | 7/24/39 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16350 |
|  | Swiss Confederation | 1.500% | 4/30/42 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22538 |
|  | Swiss Confederation | 0.500% | 6/28/45 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23097 |
|  | Swiss Confederation | 4.000% | 1/6/49 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7242 |
|  | Swiss Confederation | 0.500% | 5/24/55 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8729 |
|  | Swiss Confederation | 0.500% | 5/30/58 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9229 |
|  | Swiss Confederation | 2.000% | 6/25/64 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3194 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**404482** |
| **Thailand (0.8%)** | **Thailand (0.8%)** | **Thailand (0.8%)** | **Thailand (0.8%)** |  |  |  |
|  | Kingdom of Thailand | 0.750% | 6/17/24 | THB | &nbsp;&nbsp;1635618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48931 |
|  | Kingdom of Thailand | 0.750% | 9/17/24 | THB | &nbsp;&nbsp;&nbsp;&nbsp;510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15206 |
|  | Kingdom of Thailand | 1.450% | 12/17/24 | THB | &nbsp;&nbsp;&nbsp;1110518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33439 |
|  | Kingdom of Thailand | 0.950% | 6/17/25 | THB | &nbsp;&nbsp;1672226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49720 |
|  | Kingdom of Thailand | 3.850% | 12/12/25 | THB | &nbsp;&nbsp;&nbsp;&nbsp;612082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19586 |
|  | Kingdom of Thailand | 2.125% | 12/17/26 | THB | &nbsp;&nbsp;&nbsp;&nbsp;703592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21493 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Kingdom of Thailand | 1.000% | 6/17/27 | THB | &nbsp;&nbsp;1732978 | &nbsp;&nbsp;&nbsp;&nbsp;50220 |
|  | Kingdom of Thailand | 3.580% | 12/17/27 | THB | &nbsp;&nbsp;&nbsp;&nbsp;470725 | &nbsp;&nbsp;&nbsp;&nbsp;15263 |
|  | Kingdom of Thailand | 5.670% | 3/13/28 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092 |
|  | Kingdom of Thailand | 2.875% | 12/17/28 | THB | &nbsp;&nbsp;&nbsp;1067863 | &nbsp;&nbsp;&nbsp;&nbsp;33707 |
|  | Kingdom of Thailand | 4.875% | 6/22/29 | THB | &nbsp;&nbsp;&nbsp;&nbsp;852018 | &nbsp;&nbsp;&nbsp;&nbsp;29979 |
|  | Kingdom of Thailand | 1.600% | 12/17/29 | THB | &nbsp;&nbsp;1106839 | &nbsp;&nbsp;&nbsp;&nbsp;32255 |
|  | Kingdom of Thailand | 3.650% | 6/20/31 | THB | &nbsp;&nbsp;&nbsp;&nbsp;602289 | &nbsp;&nbsp;&nbsp;&nbsp;19970 |
|  | Kingdom of Thailand | 2.000% | 12/17/31 | THB | &nbsp;&nbsp;&nbsp;1749182 | &nbsp;&nbsp;&nbsp;&nbsp;51266 |
|  | Kingdom of Thailand | 3.775% | 6/25/32 | THB | &nbsp;&nbsp;&nbsp;&nbsp;738415 | &nbsp;&nbsp;&nbsp;&nbsp;24849 |
|  | Kingdom of Thailand | 3.350% | 6/17/33 | THB | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6524 |
|  | Kingdom of Thailand | 1.600% | 6/17/35 | THB | &nbsp;&nbsp;&nbsp;&nbsp;196901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5297 |
|  | Kingdom of Thailand | 1.585% | 12/17/35 | THB | &nbsp;&nbsp;1280397 | &nbsp;&nbsp;&nbsp;&nbsp;34085 |
|  | Kingdom of Thailand | 3.400% | 6/17/36 | THB | &nbsp;&nbsp;1449997 | &nbsp;&nbsp;&nbsp;&nbsp;47210 |
|  | Kingdom of Thailand | 3.390% | 6/17/37 | THB | &nbsp;&nbsp;&nbsp;&nbsp;564000 | &nbsp;&nbsp;&nbsp;&nbsp;18214 |
|  | Kingdom of Thailand | 4.260% | 12/12/37 | THB | &nbsp;&nbsp;&nbsp;&nbsp;135638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4635 |
|  | Kingdom of Thailand | 3.300% | 6/17/38 | THB | &nbsp;&nbsp;1278753 | &nbsp;&nbsp;&nbsp;&nbsp;40575 |
|  | Kingdom of Thailand | 3.800% | 6/14/41 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495 |
|  | Kingdom of Thailand | 2.000% | 6/17/42 | THB | &nbsp;&nbsp;1009882 | &nbsp;&nbsp;&nbsp;&nbsp;26161 |
|  | Kingdom of Thailand | 3.450% | 6/17/43 | THB | &nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp;12189 |
|  | Kingdom of Thailand | 4.675% | 6/29/44 | THB | &nbsp;&nbsp;&nbsp;&nbsp;451239 | &nbsp;&nbsp;&nbsp;&nbsp;17049 |
|  | Kingdom of Thailand | 2.875% | 6/17/46 | THB | &nbsp;&nbsp;&nbsp;&nbsp;553090 | &nbsp;&nbsp;&nbsp;&nbsp;15867 |
|  | Kingdom of Thailand | 3.140% | 6/17/47 | THB | &nbsp;&nbsp;&nbsp;&nbsp;190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5686 |
|  | Kingdom of Thailand | 1.875% | 6/17/49 | THB | &nbsp;&nbsp;&nbsp;&nbsp;656063 | &nbsp;&nbsp;&nbsp;&nbsp;15218 |
|  | Kingdom of Thailand | 2.750% | 6/17/52 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452 |
|  | Kingdom of Thailand | 4.850% | 6/17/61 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
|  | Kingdom of Thailand | 4.000% | 6/17/66 | THB | &nbsp;&nbsp;&nbsp;&nbsp;450778 | &nbsp;&nbsp;&nbsp;&nbsp;13932 |
|  | Kingdom of Thailand | 3.600% | 6/17/67 | THB | &nbsp;&nbsp;&nbsp;1147041 | &nbsp;&nbsp;&nbsp;&nbsp;32383 |
|  | Kingdom of Thailand | 2.500% | 6/17/71 | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4460 |
|  |  |  |  |  |  | &nbsp;&nbsp;**751662** |
| **United Kingdom (4.0%)** | **United Kingdom (4.0%)** | **United Kingdom (4.0%)** | **United Kingdom (4.0%)** |  |  |  |
| <sup>1</sup> | Community Finance Co. 1 plc | 5.017% | 7/31/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 |
| <sup>6</sup> | LCR Finance plc | 4.500% | 12/7/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4654 |
| <sup>6</sup> | LCR Finance plc | 4.500% | 12/7/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
| <sup>6</sup> | LCR Finance plc | 5.100% | 3/7/51 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4593 |
|  | Transport for London | 2.125% | 4/24/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285 |
|  | Transport for London | 3.875% | 7/23/42 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
|  | Transport for London | 3.625% | 5/15/45 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2251 |
|  | United Kingdom Gilt | 0.250% | 1/31/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;194930 | &nbsp;&nbsp;&nbsp;225166 |
|  | United Kingdom Gilt | 5.000% | 3/7/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61293 | &nbsp;&nbsp;&nbsp;&nbsp;78208 |
|  | United Kingdom Gilt | 3.500% | 10/22/25 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;209710 |
|  | United Kingdom Gilt | 0.125% | 1/30/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;28198 |
|  | United Kingdom Gilt | 1.500% | 7/22/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;58161 |
|  | United Kingdom Gilt | 0.375% | 10/22/26 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91579 | &nbsp;&nbsp;&nbsp;101447 |
|  | United Kingdom Gilt | 4.125% | 1/29/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;103063 | &nbsp;&nbsp;&nbsp;130162 |
|  | United Kingdom Gilt | 4.250% | 12/7/27 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21584 | &nbsp;&nbsp;&nbsp;&nbsp;27787 |
|  | United Kingdom Gilt | 0.125% | 1/31/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;132987 | &nbsp;&nbsp;&nbsp;140492 |
|  | United Kingdom Gilt | 0.500% | 1/31/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140016 | &nbsp;&nbsp;&nbsp;146278 |
|  | United Kingdom Gilt | 0.875% | 10/22/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24924 | &nbsp;&nbsp;&nbsp;&nbsp;26369 |
|  | United Kingdom Gilt | 4.750% | 12/7/30 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197466 | &nbsp;&nbsp;268268 |
|  | United Kingdom Gilt | 0.250% | 7/31/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92008 | &nbsp;&nbsp;&nbsp;&nbsp;87620 |
|  | United Kingdom Gilt | 1.000% | 1/31/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;210867 | &nbsp;&nbsp;&nbsp;212459 |
|  | United Kingdom Gilt | 4.250% | 6/7/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67195 | &nbsp;&nbsp;&nbsp;&nbsp;88886 |
|  | United Kingdom Gilt | 4.500% | 9/7/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36116 | &nbsp;&nbsp;&nbsp;&nbsp;48786 |
|  | United Kingdom Gilt | 0.625% | 7/31/35 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123742 | &nbsp;&nbsp;&nbsp;107452 |
|  | United Kingdom Gilt | 4.250% | 3/7/36 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;100887 | &nbsp;&nbsp;&nbsp;132516 |
| <sup>7</sup> | United Kingdom Gilt | 1.750% | 9/7/37 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;153414 | &nbsp;&nbsp;&nbsp;147797 |
|  | United Kingdom Gilt | 4.750% | 12/7/38 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;13838 |
|  | United Kingdom Gilt | 1.125% | 1/31/39 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49557 | &nbsp;&nbsp;&nbsp;&nbsp;41981 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Currency | &nbsp;&nbsp;Face<br> Amount<br> (000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| United Kingdom Gilt | 4.250% | 9/7/39 | GBP | &nbsp;&nbsp;&nbsp;33057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43192 |
| United Kingdom Gilt | 4.250% | 12/7/40 | GBP | &nbsp;&nbsp;&nbsp;30453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39803 |
| United Kingdom Gilt | 1.250% | 10/22/41 | GBP | &nbsp;&nbsp;116249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95355 |
| United Kingdom Gilt | 4.500% | 12/7/42 | GBP | &nbsp;&nbsp;&nbsp;61370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83181 |
| United Kingdom Gilt | 3.250% | 1/22/44 | GBP | &nbsp;&nbsp;118143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134000 |
| United Kingdom Gilt | 3.500% | 1/22/45 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;36740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43215 |
| United Kingdom Gilt | 0.875% | 1/31/46 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;94976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65170 |
| United Kingdom Gilt | 4.250% | 12/7/46 | GBP | &nbsp;&nbsp;&nbsp;96489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127024 |
| United Kingdom Gilt | 1.500% | 7/22/47 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;67700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53268 |
| United Kingdom Gilt | 1.750% | 1/22/49 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;56167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46402 |
| United Kingdom Gilt | 4.250% | 12/7/49 | GBP | &nbsp;&nbsp;&nbsp;50608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67213 |
| United Kingdom Gilt | 0.625% | 10/22/50 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;19212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11157 |
| United Kingdom Gilt | 1.250% | 7/31/51 | GBP | &nbsp;&nbsp;&nbsp;94095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66010 |
| United Kingdom Gilt | 3.750% | 7/22/52 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;29139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36008 |
| United Kingdom Gilt | 1.500% | 7/31/53 | GBP | &nbsp;&nbsp;&nbsp;59863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44328 |
| United Kingdom Gilt | 3.750% | 10/22/53 | GBP | &nbsp;&nbsp;&nbsp;30645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37971 |
| United Kingdom Gilt | 1.625% | 10/22/54 | GBP | &nbsp;&nbsp;&nbsp;49998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37945 |
| United Kingdom Gilt | 4.250% | 12/7/55 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;77289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105031 |
| United Kingdom Gilt | 1.750% | 7/22/57 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;62276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48551 |
| United Kingdom Gilt | 4.000% | 1/22/60 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;26133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34635 |
| United Kingdom Gilt | 0.500% | 10/22/61 | GBP | &nbsp;&nbsp;&nbsp;80268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36806 |
| United Kingdom Gilt | 2.500% | 7/22/65 | GBP | &nbsp;&nbsp;&nbsp;59956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56617 |
| United Kingdom Gilt | 3.500% | 7/22/68 | GBP | &nbsp;&nbsp;&nbsp;60330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73069 |
| United Kingdom Gilt | 1.625% | 10/22/71 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;76164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53470 |
| United Kingdom Gilt | 1.125% | 10/22/73 | GBP | &nbsp;&nbsp;&nbsp;23509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13178 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**3789687** |
| **Total Sovereign Bonds (Cost $85,687,362)** | **Total Sovereign Bonds (Cost $85,687,362)** | **Total Sovereign Bonds (Cost $85,687,362)** |  |  | **73366504** |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Temporary Cash Investments (1.2%)** | **Temporary Cash Investments (1.2%)** | **Temporary Cash Investments (1.2%)** |  |  |
| **Money Market Fund (1.2%)** | **Money Market Fund (1.2%)** | **Money Market Fund (1.2%)** |  |  |
| <sup>11</sup> | Vanguard Market Liquidity Fund **(Cost** $**1,107,132)** | 4.437% | &nbsp;&nbsp;11072517 | &nbsp;&nbsp;&nbsp;&nbsp;**1107141** |
| **Total Investments (99.7%) (Cost $109,854,820)** | **Total Investments (99.7%) (Cost $109,854,820)** | **Total Investments (99.7%) (Cost $109,854,820)** |  | **94004818** |
| **Other Assets and Liabilities—Net (0.3%)** | **Other Assets and Liabilities—Net (0.3%)** | **Other Assets and Liabilities—Net (0.3%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**280896** |
| **Net Assets (100.0%)** | **Net Assets (100.0%)** | **Net Assets (100.0%)** |  | &nbsp;&nbsp;**94285714** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. |  |  |

---

---

| | |
|:---|:---|
| 1 | 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. |
| 2 | Guaranteed by the Republic of Austria. |
| 3 | 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 January 31, 2023, the aggregate value was $11,032,824,000, representing 11.7% of net assets. |
| 4 | Guaranteed by the Republic of France. |
| 5 | Guaranteed by multiple countries. |
| 6 | Guaranteed by the Government of the United Kingdom. |
| 7 | Securities with a value of $1,956,952,000 have been segregated as collateral for open forward currency contracts. |
| 8 | Securities with a value of $1,225,562,000 have been pledged as collateral for open forward currency contracts. |
| 9 | Securities with a value of $7,711,000 have been segregated as initial margin for open futures contracts. |
| 10 | Guaranteed by the Federal Republic of Germany. |
| 11 | 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. |
| COP—Colombia peso. |
| 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—Romania new leu. |
| SEK—Swedish krona. |
| SGD—Singapore dollar. |
| THB—Thai baht. |
| USD—U.S. dollar. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| Euro-Buxl | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;29118 | &nbsp;&nbsp;(3819) |
| Euro-Schatz | March 2023 | 2710 | 311544 | &nbsp;&nbsp;&nbsp;&nbsp;(972) |
|  |  |  |  | &nbsp;&nbsp;(4791) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| UBS AG | 2/2/23 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of Montreal | 2/2/23 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102750 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 2/2/23 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34250 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Commonwealth Bank of Australia | 2/2/23 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 2/2/23 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 2/3/23 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31821814 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 2/3/23 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21143082 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 2/3/23 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18927952 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 2/3/23 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10939200 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3360204 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48) |
| State Street Bank & Trust Co. | 2/2/23 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133460 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737880 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136500 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11) |
| Toronto-Dominion Bank | 2/3/23 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340599357 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(585) |
| Wells Fargo Bank N.A. | 2/3/23 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340562608 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(395) |
| State Street Bank & Trust Co. | 2/3/23 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239408038 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1449) |
| Toronto-Dominion Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4199754 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4199754 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 2/2/23 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673614 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(824) |
| State Street Bank & Trust Co. | 2/2/23 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4240000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4616725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6539) |
| Morgan Stanley Capital Services Inc. | 2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3710000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4043105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9194) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Bank of America, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2311423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6331) |
| Wells Fargo Bank N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3694) |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3486) |
| Bank of New York | 2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1957) |
| UBS AG | 2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1148) |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(208) |
| Wells Fargo Bank N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532895 | &nbsp;&nbsp;&nbsp;&nbsp;10759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 2/2/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 2/2/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53800 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29200 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29546233 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(310) |
| JPMorgan Chase Bank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;14599856324 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(860) |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;1280340680 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92) |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496335 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70810000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(878) |
| Bank of New York | 2/2/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70731087 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1129) |
| Toronto-Dominion Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69151793 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(154) |
| Barclays Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69134465 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Commonwealth Bank of Australia | 2/2/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69156681 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36680000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33795000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5344000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25) |
| JPMorgan Chase Bank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;1688288443 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2602) |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407377500 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1530) |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;1262714430 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1186) |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718724310 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(431) |
| JPMorgan Chase Bank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357138190 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347909240 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347482413 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(208) |
| State Street Bank & Trust Co. | 2/2/23 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Standard Chartered Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/3/23 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2224460 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2364) |
| Standard Chartered Bank | 2/3/23 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218544 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1103) |
| HSBC Bank plc | 2/3/23 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378930 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/3/23 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72739 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 2/3/23 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132312 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 2/3/23 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89250 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 2/3/23 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87552 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725963 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(285) |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725963 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585700 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2592666 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3174) |
| UBS AG | 2/2/23 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162666 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2387) |
| State Street Bank & Trust Co. | 2/2/23 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56) |
| Bank of America, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41) |
| Bank of America, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8607336 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1659) |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6488870 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1530) |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366010 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1137) |
| JPMorgan Chase Bank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3610980 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(576) |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177469 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Commonwealth Bank of Australia | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706517 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2419064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3036) |
| Commonwealth Bank of Australia | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355897 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53925) |
| JPMorgan Chase Bank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354864 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53830) |
| JPMorgan Chase Bank, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264921 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1793091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2255) |
| UBS AG | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651619 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25915) |
| UBS AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541345 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(965) |
| Bank of New York | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46648 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(648) |
| Morgan Stanley Capital Services Inc. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14132 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Toronto-Dominion Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833251 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2483638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33394) |
| Toronto-Dominion Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1857919 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2478671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5356) |
| Bank of New York | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287861 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6973) |
| Commonwealth Bank of Australia | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173370 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21637) |
| Bank of New York | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173170 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21838) |
| Royal Bank of Canada | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051166 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1422358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17845) |
| Standard Chartered Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059018 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1412850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3055) |
| JPMorgan Chase Bank, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594323 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3308) |
| Bank of America, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532712 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3958) |
| Wells Fargo Bank N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396929 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1485) |
| Bank of America, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391085 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7251) |
| Bank of New York | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87220 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62174 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(260) |
| Morgan Stanley Capital Services Inc. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38417 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(665) |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7466 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49) |
| UBS AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769001 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2914) |
| UBS AG | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723997 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5598) |
| Toronto-Dominion Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418885 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3556) |
| Royal Bank of Canada | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213107 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1131) |
| State Street Bank & Trust Co. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212945 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1293) |
| JPMorgan Chase Bank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21842 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) |
| Toronto-Dominion Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17239 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(133) |
| Commonwealth Bank of Australia | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5390 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72) |
| State Street Bank & Trust Co. | 2/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91432 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78775424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7474) |
| State Street Bank & Trust Co. | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49492 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40071034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(600) |
| Wells Fargo Bank N.A. | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39064 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31821814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(715) |
| Bank of America, N.A. | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23630 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18927952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31) |
| UBS AG | 2/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13326 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11522020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1141) |
| Toronto-Dominion Bank | 2/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13198 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11462557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1193) |
| Deutsche Bank AG | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10939200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(175) |
| State Street Bank & Trust Co. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562207 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3912264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16861) |
| HSBC Bank plc | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498276 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3360204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45) |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476954 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3319280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14345) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| State Street Bank & Trust Co. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315013 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1381) |
| Standard Chartered Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239853 | &nbsp;&nbsp;&nbsp;CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80) |
| Toronto-Dominion Bank | 2/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129059 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622043566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4088) |
| Toronto-Dominion Bank | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73069 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340599357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72876 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340562608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62933 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288615038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 2/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35924 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173119669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1131) |
| UBS AG | 2/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25845 | &nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125406768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(997) |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194875 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6725) |
| Toronto-Dominion Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191614 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4199754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58) |
| Deutsche Bank AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190464 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4199754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1208) |
| UBS AG | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174827 | &nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3989766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7572) |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372361 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6845) |
| UBS AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249373 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1709614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1007) |
| UBS AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245937 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123898 | &nbsp;&nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2504) |
| State Street Bank & Trust Co. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15139705 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14166669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(263822) |
| State Street Bank & Trust Co. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13707343 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12600864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18385) |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6279886 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5877250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(110495) |
| Toronto-Dominion Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6105820 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5722523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116325) |
| HSBC Bank plc | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625219 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4399619 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4119574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79627) |
| Toronto-Dominion Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4411708 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4056864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7304) |
| UBS AG | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4069897 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3812534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75501) |
| Morgan Stanley Capital Services Inc. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050538 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services Inc. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3898539 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3657000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77747) |
| Bank of New York | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3809370 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3505126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8653) |
| HSBC Bank plc | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520457 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8772) |
| Wells Fargo Bank N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2848802 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54309) |
| Commonwealth Bank of Australia | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285038 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41801) |
| Bank of America, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315672 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313028 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303871 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5379) |
| Bank of America, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950394 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4967) |
| Deutsche Bank AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735493 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| BNP Paribas | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187629 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1413) |
| State Street Bank & Trust Co. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157260 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131447 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21101) |
| Bank of New York | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129538 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23008) |
| Royal Bank of Canada | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119445 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2501) |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875542 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14639) |
| UBS AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761613 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(875) |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585213 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12807) |
| Bank of New York | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579300 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578483 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577547 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567087 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9186) |
| Standard Chartered Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117804 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1970) |
| Commonwealth Bank of Australia | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28730 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55) |
| Morgan Stanley Capital Services Inc. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28722 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55) |
| HSBC Bank plc | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3622491 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5329) |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3441871 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2859110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83133) |
| Toronto-Dominion Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838894 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2358244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68590) |
| Toronto-Dominion Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960880 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1591813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2885) |
| UBS AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653639 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(962) |
| State Street Bank & Trust Co. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209419 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(304) |
| Bank of America, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131980 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23) |
| UBS AG | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67870 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(874) |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26949 | &nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26834 | &nbsp;&nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162679 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61778465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8903) |
| Barclays Bank plc | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81570 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29546233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81318 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29546233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7726 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2813000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12) |
| Deutsche Bank AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1008792 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;15117749072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927108 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;14478577304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38724) |
| Deutsche Bank AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105436 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;1581448472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100356 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;1567619700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4216) |
| HSBC Bank plc | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85448 | &nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;1280340680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211720 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3983) |
| BNP Paribas | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143344 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(581) |
| Deutsche Bank AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142840 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1085) |
| JPMorgan Chase Bank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71723 | &nbsp;&nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Toronto-Dominion Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4333652 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574574848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81750) |
| Wells Fargo Bank N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3717397 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490762863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53940) |
| Bank of America, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2432395 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314959666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736234 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17785) |
| JPMorgan Chase Bank, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679105 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217315367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609855 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208468721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349200 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174798000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349200 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174798000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349200 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174798000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services Inc. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073140 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141334780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12967) |
| Bank of America, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064907 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140726800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16528) |
| Toronto-Dominion Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882617 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114548900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1023) |
| Bank of New York | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546733 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70731087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532844 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70691748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10397) |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528558 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70290528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11600) |
| JPMorgan Chase Bank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525735 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70203975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13758) |
| Commonwealth Bank of Australia | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534069 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70155452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5050) |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533417 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70154253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5693) |
| Bank of New York | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534732 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69344514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(198) |
| Morgan Stanley Capital Services Inc. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533713 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69340572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1186) |
| Deutsche Bank AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535113 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69335275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533477 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69322499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1283) |
| Commonwealth Bank of Australia | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532369 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69156681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1112) |
| Barclays Bank plc | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533294 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69134465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16) |
| Bank of New York | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525216 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68919640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4407) |
| Royal Bank of Canada | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307164 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40804287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6402) |
| Wells Fargo Bank N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130056 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16659000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26692 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47) |
| Standard Chartered Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26637 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3459112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47) |
| Bank of America, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18676 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2418000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services Inc. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12094 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324047 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;1629635713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036462 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;1272497523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752183 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925786490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585766 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720959660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564082 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718724310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19436) |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550507 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706417840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23020) |
| HSBC Bank plc | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570775 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700959660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525315 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684837180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30691) |
| State Street Bank & Trust Co. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451183 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583129200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22248) |
| Deutsche Bank AG | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470404 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577877250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346620 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427045792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(460) |
| JPMorgan Chase Bank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326331 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415790920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11242) |
| Deutsche Bank AG | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282683 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347909240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79) |
| Citibank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272168 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347482413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9946) |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28437 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17469 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21536000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34) |
| Standard Chartered Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16250 | &nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702698 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13719294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25617) |
| State Street Bank & Trust Co. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346362 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6530647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331940 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6261647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708780 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3134112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26054) |
| BNP Paribas | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524793 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2224460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287280 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Standard Chartered Bank | 2/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164552 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6130) |
| HSBC Bank plc | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88817 | &nbsp;&nbsp;&nbsp;MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(166) |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211782 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2084052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199991 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(154) |
| State Street Bank & Trust Co. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8863 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71) |
| UBS AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6616 | &nbsp;&nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| Commonwealth Bank of Australia | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287730 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6235) |
| Commonwealth Bank of Australia | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240043 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56) |
| JPMorgan Chase Bank, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152702 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36) |
| JPMorgan Chase Bank, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92865 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2012) |
| Toronto-Dominion Bank | 2/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45734 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34199 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117) |
| Bank of America, N.A. | 2/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28997 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Citibank, N.A. | 2/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28994 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23066 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(82) |
| State Street Bank & Trust Co. | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22739 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 3/3/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22714 | &nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276149 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4637) |
| Deutsche Bank AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167499 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166655 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(561) |
| Deutsche Bank AG | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91890 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1706) |
| Bank of America, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18162 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34) |
| Deutsche Bank AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128568 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(688) |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126158 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3286) |
| BNP Paribas | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5286 | &nbsp;&nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) |
| Barclays Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234268 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234093 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224867 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220899 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2307666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(140) |
| Toronto-Dominion Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210121 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| UBS AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209540 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207083 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69) |
| Bank of America, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199899 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2090399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19) |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510932 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10500) |
| BNP Paribas | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262107 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(670) |
| Barclays Bank plc | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262062 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(715) |
| Bank of America, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9087 | &nbsp;&nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47) |
| BNP Paribas | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374085 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12934225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17829) |
| Standard Chartered Bank | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271477 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9398070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13288) |
| Standard Chartered Bank | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274348 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8972600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198699 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6488870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164175 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110326 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3610980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71437 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3750) |
| Citibank, N.A. | 3/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17065 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 2/2/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12728 | &nbsp;&nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(514) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;142567 | &nbsp;&nbsp;&nbsp;(2086150) |

---

At January 31, 2023, the counterparties had deposited in segregated accounts securities with a value of $1,522,000 in connection with open forward currency contracts.

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system

------

(which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the fund's pricing time.

B. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

C. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

D. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. The fund's risks in using these contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, rehypothecated or (under master netting agreements) resold. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the

------

termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. Fluctuations in the value of the contracts are recorded as an asset (liability).

E. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of January 31, 2023, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19529393 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19529393 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;73366504 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;73366504 |
| Temporary Cash Investments | 1107141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1107141 |
| Total | 1107141 | &nbsp;&nbsp;&nbsp;92897677 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;94004818 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142567 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142567 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4791 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2086150 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2086150 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4791 | &nbsp;&nbsp;&nbsp;&nbsp;2086150 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2090941 |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD CHARLOTTE FUNDS

- **b. Investment Company Act file number:** 811-22619

- **c. CIK number of Registrant:** 0001532203

- **d. LEI of Registrant:** 549300Z9BHDBGHMJLU94

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD TOTAL INTERNATIONAL BOND II INDEX FUND

- **b. EDGAR series identifier (if any):** S000067956

- **c. LEI of Series:** 549300ROYBGCYUJI4283

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $95754670919.61

**Total Liabilities:** $2567750499.28

**Net Assets:** $93186920420.33

**Cash Not Reported:** $652575364.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -14158.01034476 | **1-Year:** -1970279.55888343 | **5-Year:** -6867313.20992075 | **10-Year:** -6955715.96002812 | **30-Year:** -3054799.34486996

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

- **3-Month:** -23.33114535 | **1-Year:** -2023.64076078 | **5-Year:** -13987.12378526 | **10-Year:** -4230.92420073 | **30-Year:** -1642.73982327

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000217897 | 2.45%                | -2.86%               | 2.44%                |
| Class ID C000217896 | 2.42%                | -2.83%               | 2.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-523140467.41           | $7716042524.96                             |
| Month 2  | $31877322.32             | $399196907.43                              |
| Month 3  | $-687593857.10           | $4026977988.61                             |

### Schedule of Portfolio Investments

| Name                                                                            | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     33503000 | PA      | $22736731.22   | 0.02%             | 2027-08-20      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2947048.71    | 0.00%             | 2028-03-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEC4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     16059000 | PA      | $16249542.58   | 0.02%             | 2026-10-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      3234000 | PA      | $3681650.77    | 0.00%             | 2026-11-13      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1205364.96    | 0.00%             | 2028-05-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                        | GAIF BOND ISSUER               | CUSIP: N/A<br>LEI: 2138007UNQRHCRSBNZ86       | Long             | DBT              | CORP              | AU        |      2200000 | PA      | $1391509.33    | 0.00%             | 2027-11-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2345462.94    | 0.00%             | 2029-01-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     21862000 | PA      | $23768879.79   | 0.03%             | 2028-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     19503000 | PA      | $21144016.32   | 0.02%             | 2025-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     15981000 | PA      | $14294033.27   | 0.02%             | 2029-10-26      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |       613000 | PA      | $419557.85     | 0.00%             | 2027-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4707050000 | PA      | $34238542.52   | 0.04%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      6367000 | PA      | $6618796.07    | 0.01%             | 2026-09-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    191341000 | PA      | $182812763.24  | 0.20%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Givaudan Finance Europe BV                                                      | GIVAUDAN FIN EUR               | CUSIP: N/A<br>LEI: 213800MGRS1DZVKTKA03       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $3707885.32    | 0.00%             | 2032-04-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GE Capital Canada Funding Co                                                    | GEN ELEC CAP CAN               | CUSIP: 36158ZBK1<br>LEI: 0J5QMY71ANJ6F7HPJJ52 | Long             | DBT              | CORP              | CA        |       735000 | PA      | $575614.07     | 0.00%             | 2037-10-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      6100000 | PA      | $6602805.23    | 0.01%             | 2027-12-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3054810.53    | 0.00%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      4700000 | PA      | $4284279.86    | 0.00%             | 2171-09-01      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      4597000 | PA      | $4955764.36    | 0.01%             | 2024-04-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6176848.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5216892.47    | 0.01%             | 2024-10-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $3700373.69    | 0.00%             | 2028-03-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                   | ZURICH FINANCE                 | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |      7369000 | PA      | $5967784.77    | 0.01%             | 2039-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     68567000 | PA      | $44701399.89   | 0.05%             | 2040-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                | EDF ENERGY                     | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |      1387000 | PA      | $1903162.38    | 0.00%             | 2031-11-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     18576000 | PA      | $13680309.89   | 0.01%             | 2025-06-18      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Logicor 2019-1 UK PLC                                                           | LOGICOR                        | CUSIP: N/A<br>LEI: 635400V9BO1NJKELQ692       | Long             | DBT              | CORP              | GB        |      3486000 | PA      | $3844644.18    | 0.00%             | 2031-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Societe Fonciere Lyonnaise SA                                                   | SOCIETE FONCIERE               | CUSIP: N/A<br>LEI: 969500B0S40FTUVKD182       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $1764237.94    | 0.00%             | 2028-04-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                       | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $1961361.81    | 0.00%             | 2030-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                     | ALTAGAS LTD                    | CUSIP: 02138ZAY9<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      1129000 | PA      | $812881.36     | 0.00%             | 2024-03-18      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     51821000 | PA      | $58434703.76   | 0.06%             | 2026-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $995563.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      5302000 | PA      | $5350920.83    | 0.01%             | 2026-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Utmost Group PLC                                                                | UTMOST GRP                     | CUSIP: N/A<br>LEI: 2138004N53RFLL6JDQ41       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1850711.79    | 0.00%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: ZS6668397<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $3644850.31    | 0.00%             | 2049-05-31      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      2096000 | PA      | $2326827.73    | 0.00%             | 2026-09-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HC34<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      9897000 | PA      | $6861690.41    | 0.01%             | 2027-01-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     21698000 | PA      | $21948543.36   | 0.02%             | 2026-03-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      4796000 | PA      | $4792716.25    | 0.01%             | 2027-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1718580.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Greater Sudbury Canada                                                  | GREATER SUDBURY                | CUSIP: 392362AC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       427000 | PA      | $223649.48     | 0.00%             | 2050-03-12      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                | PACIFIC NTNL FIN               | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3033285.05    | 0.00%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854JW9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      7679000 | PA      | $5689835.14    | 0.01%             | 2024-06-03      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                           | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |       491000 | PA      | $391282.64     | 0.00%             | 2034-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833BM1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      3496000 | PA      | $3645195.60    | 0.00%             | 2027-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                          | SANOFI                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $3423481.48    | 0.00%             | 2038-03-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PostNL NV                                                                       | POSTNL                         | CUSIP: N/A<br>LEI: 724500Q41FHN0P1GPC53       | Long             | DBT              | CORP              | NL        |      2457000 | PA      | $2384831.72    | 0.00%             | 2026-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      1892000 | PA      | $1544043.18    | 0.00%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                       | SMARTCENTRS REIT               | CUSIP: 83179XAM0<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       981000 | PA      | $652001.19     | 0.00%             | 2030-12-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $3148435.60    | 0.00%             | 2035-07-31      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DD1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       981000 | PA      | $772589.97     | 0.00%             | 2041-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HLDS               | CUSIP: N/A<br>LEI: CD30XVRLT4QO00B1C706       | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2664390.99    | 0.00%             | 2026-07-19      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                             | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      4950000 | PA      | $602263.33     | 0.00%             | 2026-01-21      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |      9752000 | PA      | $8530225.49    | 0.01%             | 2036-04-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $116729.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      3700000 | PA      | $4143323.34    | 0.00%             | 2029-10-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                            | CROMBIE REAL EST               | CUSIP: 227107AQ2<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |       858000 | PA      | $575649.48     | 0.00%             | 2028-03-31      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       839000 | PA      | $880761.19     | 0.00%             | 2024-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    146458000 | PA      | $84773903.34   | 0.09%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 509661000000 | PA      | $37825495.82   | 0.04%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                      | MUSKRAT FALLS/LA               | CUSIP: 628153AC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      5482000 | PA      | $4089182.65    | 0.00%             | 2048-12-01      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    900000000 | PA      | $6903843.89    | 0.01%             | 2025-05-30      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      1419000 | PA      | $952373.79     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sparebanken Vest Boligkreditt AS                                                | SPAREBANKEN V BO               | CUSIP: N/A<br>LEI: 5967007LIEEXZX6AO004       | Long             | DBT              | CORP              | NO        |      4913000 | PA      | $5077776.68    | 0.01%             | 2025-02-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Chancellor Masters & Scholars of The University of Cambridge/The                | UNI OF CAMBRIDGE               | CUSIP: N/A<br>LEI: 549300BHKNQHVK7MQW57       | Long             | DBT              | CORP              | GB        |       406000 | PA      | $463736.34     | 0.00%             | 2052-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      3062000 | PA      | $2046361.38    | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      3429000 | PA      | $2190587.87    | 0.00%             | 2047-11-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                   | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $750876.35     | 0.00%             | 2026-10-19      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1092700000 | PA      | $9171641.86    | 0.01%             | 2027-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     11500000 | PA      | $9638977.00    | 0.01%             | 2032-02-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      5840000 | PA      | $4014723.19    | 0.00%             | 2025-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      5581000 | PA      | $5479938.59    | 0.01%             | 2031-02-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut Services NV                                                     | BARRY CALLE SVCS               | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |      1725000 | PA      | $1842810.75    | 0.00%             | 2024-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      9248000 | PA      | $9654140.02    | 0.01%             | 2025-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OPB Finance Trust                                                               | OPB FINANCE TR                 | CUSIP: 67103MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2442000 | PA      | $1778772.40    | 0.00%             | 2027-01-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                                | WPP FINANCE 2013               | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |      1393000 | PA      | $1101131.51    | 0.00%             | 2046-09-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     10400000 | PA      | $10662223.96   | 0.01%             | 2025-08-27      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      8900000 | PA      | $7637426.99    | 0.01%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE                 | CUSIP: 45833VAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2240000 | PA      | $1741049.62    | 0.00%             | 2032-05-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                           | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |      1860000 | PA      | $1869383.55    | 0.00%             | 2027-06-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5394910.07    | 0.01%             | 2026-04-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Hammerson Ireland Finance DAC                                                   | HAMMERSON IRLND                | CUSIP: N/A<br>LEI: 63540093EUHUMTGSHN61       | Long             | DBT              | CORP              | IE        |      3786000 | PA      | $3352685.42    | 0.00%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5100000 | PA      | $4581934.46    | 0.00%             | 2031-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2038731.63    | 0.00%             | 2039-04-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ELM BV for Swiss Reinsurance Co Ltd                                             | SWISS RE                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     13249000 | PA      | $13462483.77   | 0.01%             | 2171-09-01      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Sagax Euro Mtn NL BV                                                            | SAGAX EURO MTN                 | CUSIP: N/A<br>LEI: 549300M3FFATWSV78G84       | Long             | DBT              | CORP              | NL        |      5786000 | PA      | $4900006.09    | 0.01%             | 2028-01-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      2231000 | PA      | $2127028.99    | 0.00%             | 2029-02-01      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       700000 | PA      | $625324.54     | 0.00%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5050133.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |      1455000 | PA      | $1551952.08    | 0.00%             | 2025-05-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      1500000 | PA      | $1028344.76    | 0.00%             | 2031-07-04      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Vattenfall AB                                                                   | VATTENFALL AB                  | CUSIP: N/A<br>LEI: 549300T5RZ1HA5HZ3109       | Long             | DBT              | CORP              | SE        |      2457000 | PA      | $3660973.59    | 0.00%             | 2039-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | MANULIFE FIN COR               | CUSIP: 56501RAH9<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      6577000 | PA      | $4656902.55    | 0.00%             | 2030-05-12      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     15000000 | PA      | $8524081.83    | 0.01%             | 2031-03-10      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $5479980.99    | 0.01%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-16033926.03  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     12373000 | PA      | $9717974.88    | 0.01%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |     59000000 | PA      | $5424806.16    | 0.01%             | 2026-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      5656000 | PA      | $5894449.05    | 0.01%             | 2025-01-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co V LLC                                                      | KKR GR FIN CO                  | CUSIP: N/A<br>LEI: 549300CDHTQI6RR8MR96       | Long             | DBT              | CORP              | US        |      4913000 | PA      | $4418812.03    | 0.00%             | 2029-05-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BUPA Finance PLC                                                                | BUPA FINANCE                   | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |      6254000 | PA      | $7462074.47    | 0.01%             | 2024-04-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                      | MUSKRAT FALLS/LA               | CUSIP: 628153AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2692000 | PA      | $2046054.74    | 0.00%             | 2029-06-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Flagship Finance PLC                                                            | FLAGSHIP FINANCE               | CUSIP: N/A<br>LEI: 213800H48GBZ7A3H5423       | Long             | DBT              | CORP              | GB        |      1254000 | PA      | $793001.03     | 0.00%             | 2061-07-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Affordable Housing Finance PLC                                                  | AFFORDABLE HSG                 | CUSIP: N/A<br>LEI: 213800CUPSEPGZJDL997       | Long             | DBT              | CORP              | GB        |      2457000 | PA      | $2862677.37    | 0.00%             | 2044-05-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Eaton Capital UnLtd Co                                                          | EATON CAPITAL                  | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |      8062000 | PA      | $8244228.43    | 0.01%             | 2025-05-14      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      9681000 | PA      | $9680062.25    | 0.01%             | 2027-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     11476000 | PA      | $7670273.52    | 0.01%             | 2029-05-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     34778020 | PA      | $21009102.14   | 0.02%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     12078935 | PA      | $17628607.59   | 0.02%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      6185000 | PA      | $4789235.69    | 0.01%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | GECINA                         | CUSIP: AR6504922<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $3812164.34    | 0.00%             | 2030-03-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      2592000 | PA      | $2663141.95    | 0.00%             | 2025-06-26      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                          | EMIRATES NBD                   | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |      1530000 | PA      | $1074666.86    | 0.00%             | 2028-02-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: ZP3184121<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3223689.70    | 0.00%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | FRANCE TELECOM                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $2522678.08    | 0.00%             | 2034-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kennedy Wilson Europe Real Estate Ltd                                           | KENNEDY WILSON E               | CUSIP: QJ7003289<br>LEI: 213800WIL553Z1T6DZ52 | Long             | DBT              | CORP              | JE        |       500000 | PA      | $455581.10     | 0.00%             | 2025-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN               | CUSIP: ZR4575661<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      1700000 | PA      | $1631682.75    | 0.00%             | 2030-03-12      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      3956000 | PA      | $4120503.04    | 0.00%             | 2171-04-04      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9007950000 | PA      | $68776627.31   | 0.07%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                       | LOWER MATTAGAMI                | CUSIP: 548243AB0<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      2557000 | PA      | $2066824.32    | 0.00%             | 2041-05-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      6276000 | PA      | $4983265.56    | 0.01%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                              | THAMES WATER UTL               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      2686000 | PA      | $3208300.53    | 0.00%             | 2037-09-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                   | EAST NIPPON EXP                | CUSIP: AZ0174443<br>LEI: 3538001KIDW45H6JDO83 | Long             | DBT              | CORP              | JP        |    630000000 | PA      | $4704327.83    | 0.01%             | 2029-07-31      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Covivio Hotels SACA                                                             | COVIVIO HOTELS                 | CUSIP: N/A<br>LEI: 969500N2QX5LGFFZ0I67       | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $4603659.15    | 0.00%             | 2029-07-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |      1899000 | PA      | $1793979.99    | 0.00%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |    300000000 | PA      | $2212410.40    | 0.00%             | 2027-11-04      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     72666000 | PA      | $78684394.23   | 0.08%             | 2026-05-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      7200000 | PA      | $7445540.29    | 0.01%             | 2025-06-29      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      8090000 | PA      | $5765111.46    | 0.01%             | 2025-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC               | CUSIP: AW5685606<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      1004000 | PA      | $1002218.79    | 0.00%             | 2029-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5630950000 | PA      | $37283300.15   | 0.04%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     50000000 | PA      | $51365074.86   | 0.06%             | 2026-06-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     15000000 | PA      | $15965642.95   | 0.02%             | 2026-12-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SP Manweb PLC                                                                   | SP MANWEB                      | CUSIP: N/A<br>LEI: 2138009ZFBGRSP57KS35       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $125127.06     | 0.00%             | 2027-09-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHZ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     16690000 | PA      | $11526606.59   | 0.01%             | 2031-12-15      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                           | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     10729000 | PA      | $10286811.74   | 0.01%             | 2027-01-18      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10674565.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZAM8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       978000 | PA      | $797085.18     | 0.00%             | 2036-02-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZBZ0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      3841000 | PA      | $2480665.63    | 0.00%             | 2046-06-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Holding d'Infrastructures de Transport SASU                                     | HOLDING D'INFRA                | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2800189.82    | 0.00%             | 2029-09-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Juturna European Loan Conduit No 16 PLC                                         | JUTURNA EURO                   | CUSIP: N/A<br>LEI: 2138002G6EP1VAWYE654       | Long             | DBT              | CORP              | GB        |      1930158 | PA      | $2398601.00    | 0.00%             | 2033-08-10      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $4004695.25    | 0.00%             | 2040-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     62846000 | PA      | $56325705.97   | 0.06%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd/Luxembourg                            | ICBC/LUXEMBOURG                | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | DBT              | CORP              | CN        |      4960000 | PA      | $5066193.13    | 0.01%             | 2024-10-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                        | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |      4062000 | PA      | $3665550.10    | 0.00%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA POWE               | CUSIP: 66988ZBC2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      1621000 | PA      | $1129175.04    | 0.00%             | 2043-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                     | ALTAGAS LTD                    | CUSIP: 02138ZAW3<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      2180000 | PA      | $1438840.80    | 0.00%             | 2028-05-30      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      3610000 | PA      | $3079013.65    | 0.00%             | 2030-08-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                       | SAMPO OYJ                      | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | DBT              | CORP              | FI        |      6836000 | PA      | $6715844.80    | 0.01%             | 2049-05-23      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                             | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |      4913000 | PA      | $5076657.18    | 0.01%             | 2024-11-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     31986000 | PA      | $27536906.93   | 0.03%             | 2032-01-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1397232.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      1781000 | PA      | $1744918.25    | 0.00%             | 2026-12-08      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Money UK PLC                                                             | VIRGIN MONEY                   | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |      1555000 | PA      | $1823397.67    | 0.00%             | 2030-12-11      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: EK0995556<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |  40000000000 | PA      | $32480905.99   | 0.03%             | 2024-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      2900000 | PA      | $2798822.08    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |       130000 | PA      | $141126.10     | 0.00%             | 2024-12-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                     | CORNING INC                    | CUSIP: 219350BD6<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    870000000 | PA      | $6386468.38    | 0.01%             | 2027-08-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     65959000 | PA      | $56446998.80   | 0.06%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      7500000 | PA      | $6833755.05    | 0.01%             | 2033-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: ZS5393112<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      3680000 | PA      | $3662610.14    | 0.00%             | 2029-05-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1376000 | PA      | $1561438.34    | 0.00%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |      3003000 | PA      | $2075709.58    | 0.00%             | 2027-04-21      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      4726000 | PA      | $3069791.93    | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Region of Ile de France                                                         | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |     17900000 | PA      | $18321604.59   | 0.02%             | 2025-06-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                               | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |      3072000 | PA      | $3314646.38    | 0.00%             | 2029-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: EK7876270<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $1658963.99    | 0.00%             | 2035-03-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      5120000 | PA      | $5411597.02    | 0.01%             | 2024-04-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                           | GREAT-WEST LIFEC               | CUSIP: 39138CAF3<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      5388000 | PA      | $4566055.35    | 0.00%             | 2039-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                              | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |      1876000 | PA      | $1919673.52    | 0.00%             | 2028-03-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      3931000 | PA      | $3458212.97    | 0.00%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                          | PHILIPS NV                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |      3775000 | PA      | $3638802.04    | 0.00%             | 2028-05-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11248025.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                                                       | SOLVAY SA                      | CUSIP: ZR4026434<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |      4000000 | PA      | $3570574.32    | 0.00%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |     16635000 | PA      | $16555132.34   | 0.02%             | 2026-01-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      4876000 | PA      | $4590795.38    | 0.00%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                            | DEUTSCHE HYP HAN               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |      5100000 | PA      | $5334081.28    | 0.01%             | 2024-05-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $618939.31     | 0.00%             | 2024-12-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Energir LP                                                                      | ENERGIR LP                     | CUSIP: 29280XAA5<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      2684000 | PA      | $1843096.98    | 0.00%             | 2032-02-09      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10922605.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-208588.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                                             | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2115878.37    | 0.00%             | 2032-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      7400000 | PA      | $7145819.39    | 0.01%             | 2029-01-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  20395350000 | PA      | $135828455.70  | 0.15%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                            | BALDER                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |      1257000 | PA      | $1014305.32    | 0.00%             | 2028-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                             | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       200000 | PA      | $207093.79     | 0.00%             | 2032-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5288234.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      3843000 | PA      | $3745687.50    | 0.00%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    272500000 | PA      | $2077555.99    | 0.00%             | 2028-08-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    226027000 | PA      | $244809875.25  | 0.26%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                                                         | SHAW COMMUNICAT                | CUSIP: 82028KBB6<br>LEI: 549300SCT0RG6178CI40 | Long             | DBT              | CORP              | CA        |      2463000 | PA      | $1610545.44    | 0.00%             | 2030-12-09      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                      | SAPUTO INC                     | CUSIP: 80310ZAF6<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       158000 | PA      | $114616.75     | 0.00%             | 2024-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BCI QuadReal Realty                                                             | BCI QUADREAL REA               | CUSIP: 05554PAA1<br>LEI: 254900YMIAXSA3CWDD24 | Long             | DBT              | CORP              | CA        |      3686000 | PA      | $2295032.61    | 0.00%             | 2030-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    133000000 | PA      | $19994358.59   | 0.02%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBF2<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      2695000 | PA      | $1927550.57    | 0.00%             | 2042-04-25      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: EK0521600<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2255703.49    | 0.00%             | 2026-02-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     10272000 | PA      | $8679881.10    | 0.01%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2807000 | PA      | $1903372.15    | 0.00%             | 2035-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |       350000 | PA      | $215074.93     | 0.00%             | 2028-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      4515000 | PA      | $4237067.42    | 0.00%             | 2028-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: BH5287462<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     10599000 | PA      | $10651192.09   | 0.01%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11599622.98  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                             | ESSILORLUXOTTICA               | CUSIP: EK0566621<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      7552000 | PA      | $8191560.72    | 0.01%             | 2024-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      2457000 | PA      | $2585655.16    | 0.00%             | 2024-06-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Stagecoach Group PLC                                                            | STAGECOACH GROUP               | CUSIP: N/A<br>LEI: 4L663LRNTBQ008OK2N07       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $116853.69     | 0.00%             | 2025-09-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                             | RIOCAN REIT                    | CUSIP: 766910BH5<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      1776000 | PA      | $1168506.29    | 0.00%             | 2028-11-08      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      5250000 | PA      | $5682047.06    | 0.01%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     43885000 | PA      | $42606659.43   | 0.05%             | 2030-02-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |  20673470000 | PA      | $47393380.69   | 0.05%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086TM6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      5570000 | PA      | $3834729.51    | 0.00%             | 2026-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $2343802.86    | 0.00%             | 2028-01-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Danmarks Skibskredit A/S                                                        | DANMARK SKIBSKRD               | CUSIP: N/A<br>LEI: 549300T70JXFWEXCK295       | Long             | DBT              | CORP              | DK        |       700000 | PA      | $649403.50     | 0.00%             | 2028-06-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $5441100.15    | 0.01%             | 2028-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      7000000 | PA      | $5112952.09    | 0.01%             | 2037-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     30825527 | PA      | $36741760.61   | 0.04%             | 2024-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                 | FIRST NATIONS FA               | CUSIP: 32117DAD6<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |      3845000 | PA      | $2701016.05    | 0.00%             | 2032-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                       | LOWER MATTAGAMI                | CUSIP: 548243AG9<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      1054000 | PA      | $777215.59     | 0.00%             | 2024-06-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      3300000 | PA      | $3298699.86    | 0.00%             | 2171-04-22      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $6684792.46    | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WPP Finance SA                                                                  | WPP FINANCE                    | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |      5947000 | PA      | $6148550.02    | 0.01%             | 2027-05-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Inc                                                       | COGECO COMMUNICA               | CUSIP: 19239CAA4<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |      2104000 | PA      | $1355667.19    | 0.00%             | 2031-09-22      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      4958000 | PA      | $4996969.82    | 0.01%             | 2027-01-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | MUNI FINANCE PLC               | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      2008000 | PA      | $1432318.82    | 0.00%             | 2024-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1462800000 | PA      | $12525990.17   | 0.01%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4403150000 | PA      | $39134459.09   | 0.04%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |     15000000 | PA      | $14010492.09   | 0.02%             | 2037-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                        | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |      1800000 | PA      | $1691248.48    | 0.00%             | 2032-06-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |      9264000 | PA      | $9965800.60    | 0.01%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468D4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5008000 | PA      | $3683931.92    | 0.00%             | 2024-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      8700000 | PA      | $8586165.74    | 0.01%             | 2027-03-11      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBV8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      1603000 | PA      | $973995.96     | 0.00%             | 2051-09-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      2440000 | PA      | $1610592.52    | 0.00%             | 2027-11-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    523000000 | PA      | $4038814.01    | 0.00%             | 2024-07-25      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10707809.39  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      1464000 | PA      | $1511768.65    | 0.00%             | 2025-03-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      4750000 | PA      | $3200300.09    | 0.00%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       985000 | PA      | $679466.60     | 0.00%             | 2025-08-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCL0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $969600.99     | 0.00%             | 2052-05-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-285389.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      6415000 | PA      | $6015055.96    | 0.01%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087M50<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     37100000 | PA      | $26470364.14   | 0.03%             | 2024-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC               | CUSIP: N/A<br>LEI: 549300AP2Q7ERHX6RI89       | Long             | DBT              | CORP              | US        |      2786000 | PA      | $2708155.88    | 0.00%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     54400000 | PA      | $47240706.73   | 0.05%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      1951000 | PA      | $1917313.37    | 0.00%             | 2026-10-07      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     28111000 | PA      | $33236745.31   | 0.04%             | 2031-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Danica Pension Livsforsikrings AB                                               | DANICA PENSION                 | CUSIP: N/A<br>LEI: 2138004VZX8CSGPTDX68       | Long             | DBT              | CORP              | DK        |      1635000 | PA      | $1738930.42    | 0.00%             | 2045-09-29      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5597958.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     45482000 | PA      | $46225585.28   | 0.05%             | 2026-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      7412000 | PA      | $6704026.19    | 0.01%             | 2029-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 710151000000 | PA      | $51332533.09   | 0.06%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-765752.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     11300000 | PA      | $9537219.85    | 0.01%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-185                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     70109000 | PA      | $69258799.68   | 0.07%             | 2027-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                        | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |     15600000 | PA      | $10655336.13   | 0.01%             | 2041-07-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10250000000 | PA      | $75060994.51   | 0.08%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       400000 | PA      | $409930.86     | 0.00%             | 2028-10-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-949924.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    141798000 | PA      | $145209836.51  | 0.16%             | 2032-10-31      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |     14819000 | PA      | $13280787.42   | 0.01%             | 2029-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW Canada Inc                                                                  | BMW CANADA INC                 | CUSIP: 05590HBA4<br>LEI: 549300GR80F607MKF166 | Long             | DBT              | CORP              | CA        |      2104000 | PA      | $1469252.35    | 0.00%             | 2025-01-14      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      1464000 | PA      | $1371236.04    | 0.00%             | 2031-03-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YAM7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      2574000 | PA      | $2611869.17    | 0.00%             | 2034-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2071583.85    | 0.00%             | 2024-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       100000 | PA      | $129617.08     | 0.00%             | 2028-12-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC                        | CUSIP: BH6216189<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      6321000 | PA      | $6535917.27    | 0.01%             | 2025-04-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12047300000 | PA      | $74341452.74   | 0.08%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     60000000 | PA      | $61541413.90   | 0.07%             | 2025-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $4063713.36    | 0.00%             | 2034-07-31      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $743536.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5183300000 | PA      | $39843614.75   | 0.04%             | 2024-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                                              | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1629637.29    | 0.00%             | 2024-06-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                    | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |      7100000 | PA      | $7249325.73    | 0.01%             | 2026-01-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Covivio                                                                         | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $101814.99     | 0.00%             | 2028-02-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJP8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1906000 | PA      | $1692234.66    | 0.00%             | 2030-03-04      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-703653.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danfoss Finance I BV                                                            | DANFOSS FIN I BV               | CUSIP: N/A<br>LEI: 549300LGLOQFR0NQEZ82       | Long             | DBT              | CORP              | NL        |      2200000 | PA      | $1979239.91    | 0.00%             | 2028-10-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMP TOBACCO FIN                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |       217000 | PA      | $231938.35     | 0.00%             | 2026-02-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      6900000 | PA      | $7067430.60    | 0.01%             | 2026-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |      4798000 | PA      | $4097744.23    | 0.00%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Virgin Money UK PLC                                                             | VIRGIN MONEY                   | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |      3200000 | PA      | $3781506.91    | 0.00%             | 2026-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| AMCO - Asset Management Co SpA                                                  | AMCO SPA                       | CUSIP: N/A<br>LEI: 815600188E751D28E867       | Long             | DBT              | CORP              | IT        |     10042000 | PA      | $9943672.38    | 0.01%             | 2027-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      5552000 | PA      | $4622393.27    | 0.00%             | 2032-05-12      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      4913000 | PA      | $5112345.80    | 0.01%             | 2024-09-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                                       | ALSTOM S                       | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |      7100000 | PA      | $6998948.21    | 0.01%             | 2026-10-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Assura Financing PLC                                                            | ASSURA FIN                     | CUSIP: N/A<br>LEI: 549300YH2O3CNDZSO632       | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $961884.48     | 0.00%             | 2033-06-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Safran SA                                                                       | SAFRAN SA                      | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $1772066.06    | 0.00%             | 2026-03-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-402872.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      8920000 | PA      | $8513215.24    | 0.01%             | 2027-10-29      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1170763.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PSA Tresorerie GIE                                                              | PSA TRESORERIE                 | CUSIP: N/A<br>LEI: 9695004TMMZ3JBKJO332       | Long             | DBT              | CORP              | FR        |      1926000 | PA      | $2360948.86    | 0.00%             | 2033-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     19000000 | PA      | $18142905.91   | 0.02%             | 2027-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Groupe VYV                                                                      | GROUPE VYV                     | CUSIP: N/A<br>LEI: 969500E0I6R1LLI4UF62       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $1842967.66    | 0.00%             | 2029-07-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |    656000000 | PA      | $58918323.59   | 0.06%             | 2025-06-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: 74341EAD4<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      1481000 | PA      | $962385.14     | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | UNIBAIL-RODAMCO                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $10101894.36   | 0.01%             | 2031-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: 45950KCQ1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |      1658000 | PA      | $1191361.13    | 0.00%             | 2024-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     50608000 | PA      | $67212776.49   | 0.07%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                           | SCENTRE GRP TRST               | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |      2259000 | PA      | $2665181.58    | 0.00%             | 2026-07-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Atco Ltd/Canada                                                                 | ATCO LTD                       | CUSIP: 046789AA1<br>LEI: 5299005SPZ1QYL51JD25 | Long             | DBT              | CORP              | CA        |       501000 | PA      | $364032.16     | 0.00%             | 2078-11-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                            | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |      2281000 | PA      | $2250975.17    | 0.00%             | 2045-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                         | CGI INC                        | CUSIP: 12532HAG9<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |      6939000 | PA      | $4613202.92    | 0.00%             | 2028-09-18      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      4600000 | PA      | $4142491.44    | 0.00%             | 2029-06-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      3200000 | PA      | $2500109.32    | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5057048.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                                          | SANOFI                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4817027.17    | 0.01%             | 2029-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457BX5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      3098000 | PA      | $2400621.96    | 0.00%             | 2049-11-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CT7<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      1048000 | PA      | $679380.93     | 0.00%             | 2049-02-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     14084000 | PA      | $14137573.14   | 0.02%             | 2027-02-16      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      6935000 | PA      | $5499559.43    | 0.01%             | 2035-07-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                        | BERTELSMANN SE                 | CUSIP: BH3422368<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4067952.98    | 0.00%             | 2028-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  21737250000 | PA      | $143938987.76  | 0.15%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2798800000 | PA      | $24123882.09   | 0.03%             | 2029-12-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                              | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      7550000 | PA      | $6748494.38    | 0.01%             | 2038-03-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 119000000000 | PA      | $75019163.09   | 0.08%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                    | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      1745000 | PA      | $1914412.53    | 0.00%             | 2029-07-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GL5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      8071000 | PA      | $5101866.81    | 0.01%             | 2048-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                             | SOUTHERN WATER                 | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |      1464000 | PA      | $1925361.37    | 0.00%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                  | LOBLAW CO LTD                  | CUSIP: 539481AP6<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      3700000 | PA      | $2873516.69    | 0.00%             | 2032-09-13      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |     58000000 | PA      | $5460153.56    | 0.01%             | 2026-06-18      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                              | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |     27000000 | PA      | $24064843.84   | 0.03%             | 2029-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $611066.17     | 0.00%             | 2029-06-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CVBA                                                    | FLUVIUS                        | CUSIP: EK2459296<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      2600000 | PA      | $2733665.52    | 0.00%             | 2029-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     78774000 | PA      | $78185958.57   | 0.08%             | 2027-10-15      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Linde Inc/CT                                                                    | PRAXAIR INC                    | CUSIP: 74005PBL7<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     10074000 | PA      | $10592715.13   | 0.01%             | 2025-12-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2057437.41    | 0.00%             | 2026-04-13      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                           | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $10236003.28   | 0.01%             | 2028-01-25      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                  | EURO BK RECON&DV               | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | N/A       |       488000 | PA      | $655376.63     | 0.00%             | 2028-12-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |      3234000 | PA      | $4237128.13    | 0.00%             | 2040-07-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank AG                                                               | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |     10400000 | PA      | $10560901.99   | 0.01%             | 2025-11-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                                     | GRP BRUXELLES                  | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | DBT              | CORP              | BE        |      1400000 | PA      | $1485198.34    | 0.00%             | 2024-05-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      5855000 | PA      | $5092677.39    | 0.01%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                 | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     90000000 | PA      | $13577869.16   | 0.01%             | 2028-01-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     56945000 | PA      | $35471490.09   | 0.04%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $87563.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     49043000 | PA      | $48727112.10   | 0.05%             | 2028-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HLDS               | CUSIP: N/A<br>LEI: CD30XVRLT4QO00B1C706       | Long             | DBT              | CORP              | US        |      1156000 | PA      | $1249350.20    | 0.00%             | 2029-01-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     25620000 | PA      | $19571680.06   | 0.02%             | 2036-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| University of Toronto                                                           | UNIV OF TORONTO                | CUSIP: 383660AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        34000 | PA      | $29995.93      | 0.00%             | 2043-12-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     18957000 | PA      | $15973901.52   | 0.02%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                            | JYSKE REALKREDIT               | CUSIP: N/A<br>LEI: 529900R9HQNZRT2OXB26       | Long             | DBT              | CORP              | DK        |     10810000 | PA      | $10671657.86   | 0.01%             | 2026-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                      | NAV CANADA                     | CUSIP: 628957AG7<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      2106000 | PA      | $1396949.03    | 0.00%             | 2030-05-29      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    101606000 | PA      | $72720759.04   | 0.08%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1076600000 | PA      | $9821797.86    | 0.01%             | 2036-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      7595000 | PA      | $7576441.78    | 0.01%             | 2027-02-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      2869000 | PA      | $2223154.67    | 0.00%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      2455000 | PA      | $2470161.46    | 0.00%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |      6733000 | PA      | $6819359.54    | 0.01%             | 2025-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    305800000 | PA      | $2336777.64    | 0.00%             | 2028-01-31      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                     | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |    420800000 | PA      | $36647524.95   | 0.04%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      8320000 | PA      | $8431336.02    | 0.01%             | 2025-03-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051DS3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     21716000 | PA      | $14519228.97   | 0.02%             | 2046-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     86000000 | PA      | $656138.67     | 0.00%             | 2027-05-25      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| BUPA Finance PLC                                                                | BUPA FINANCE                   | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |      2501000 | PA      | $2998201.74    | 0.00%             | 2026-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     60000000 | PA      | $495769.49     | 0.00%             | 2028-09-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                           | AEROPORTS DE MON               | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      4078000 | PA      | $2373589.40    | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS               | CUSIP: N/A<br>LEI: C33G1C5SYE2YM95EE712       | Long             | DBT              | CORP              | LU        |      3144000 | PA      | $3188380.69    | 0.00%             | 2025-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-715360.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |     15500000 | PA      | $9624649.38    | 0.01%             | 2033-07-21      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1243800000 | PA      | $10777991.16   | 0.01%             | 2033-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      9725000 | PA      | $9736907.85    | 0.01%             | 2026-02-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-14253985.79  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                 | LONDON STOCK EX                | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3068015.20    | 0.00%             | 2030-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                              | CAPITAL POWER                  | CUSIP: 14046ZAC3<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      1231000 | PA      | $909796.20     | 0.00%             | 2024-09-18      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                      | MUSKRAT FALLS/LA               | CUSIP: 628153DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2140000 | PA      | $1480156.24    | 0.00%             | 2057-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Auckland Council                                                                | AUCKLAND COUNCIL               | CUSIP: N/A<br>LEI: 213800RWHTSELJS5LA96       | Long             | DBT              | NUSS              | NZ        |      4913000 | PA      | $5096639.55    | 0.01%             | 2024-11-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     23509000 | PA      | $13178075.42   | 0.01%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTI                         | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       600000 | PA      | $579460.16     | 0.00%             | 2027-02-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      3744000 | PA      | $3359961.55    | 0.00%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    197155000 | PA      | $19187827.21   | 0.02%             | 2032-06-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    121010000 | PA      | $129265668.99  | 0.14%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4296911.62    | 0.00%             | 2032-01-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                       | TALANX AG                      | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2765563.37    | 0.00%             | 2029-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                            | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      8400000 | PA      | $8281914.21    | 0.01%             | 2026-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1722951.27    | 0.00%             | 2032-05-24      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      5800000 | PA      | $4959626.89    | 0.01%             | 2032-01-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Original Wempi Inc                                                              | WEST EDMONTON MA               | CUSIP: 952637AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       602050 | PA      | $438969.53     | 0.00%             | 2024-02-13      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       720000 | PA      | $551007.24     | 0.00%             | 2037-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CNP Assurances                                                                  | CNP ASSURANCES                 | CUSIP: EK5998753<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3217875.36    | 0.00%             | 2171-11-18      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      8272000 | PA      | $9057697.73    | 0.01%             | 2026-01-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      5600000 | PA      | $5347852.18    | 0.01%             | 2027-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     44678000 | PA      | $26206301.76   | 0.03%             | 2031-08-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     40000000 | PA      | $34121482.53   | 0.04%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Fonterra Co-operative Group Ltd                                                 | FONTERRA CO-OP                 | CUSIP: N/A<br>LEI: 549300NCQQ9E4O5JX172       | Long             | DBT              | CORP              | NZ        |       200000 | PA      | $136745.43     | 0.00%             | 2027-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      1064000 | PA      | $1104081.21    | 0.00%             | 2025-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      4932000 | PA      | $3943281.01    | 0.00%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                                                    | ALLIANDER                      | CUSIP: N/A<br>LEI: 724500XBZ9QOPTI11U82       | Long             | DBT              | CORP              | NL        |      3684000 | PA      | $3265414.98    | 0.00%             | 2030-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 63306AGD2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      4531000 | PA      | $3292597.05    | 0.00%             | 2024-07-12      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 060505FM1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4703000 | PA      | $3434780.93    | 0.00%             | 2025-04-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                        | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $4990335.23    | 0.01%             | 2025-09-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bromford Housing Group Ltd                                                      | BROMFORD HOUSING               | CUSIP: N/A<br>LEI: 213800GKFIZBLASN3454       | Long             | DBT              | CORP              | GB        |       957000 | PA      | $883026.93     | 0.00%             | 2048-05-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nederlandse Gasunie NV                                                          | NEDERLANDSE GASU               | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |      1455000 | PA      | $1211346.71    | 0.00%             | 2031-10-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      2750000 | PA      | $2122076.22    | 0.00%             | 2035-07-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAM3<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      1253000 | PA      | $875463.96     | 0.00%             | 2026-06-30      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Programa Cedulas TDA Fondo de Titulizacion de Activos                           | PROGRAMA CEDULAS               | CUSIP: N/A<br>LEI: 959800B2SA7684UFA098       | Long             | DBT              | CORP              | ES        |      9700000 | PA      | $11311456.21   | 0.01%             | 2031-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    314097000 | PA      | $251348318.57  | 0.27%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2828000 | PA      | $1894780.19    | 0.00%             | 2044-07-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109BV2<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      4838000 | PA      | $3444462.20    | 0.00%             | 2032-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      6400000 | PA      | $5275031.46    | 0.01%             | 2034-01-19      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086UT9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     15050000 | PA      | $10986213.83   | 0.01%             | 2025-09-29      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC                        | CUSIP: BH6216197<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      9500000 | PA      | $9097504.12    | 0.01%             | 2030-04-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |  17500000000 | PA      | $20194418.17   | 0.02%             | 2025-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15608850000 | PA      | $119837451.02  | 0.13%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SATO Oyj                                                                        | SATO-OYJ                       | CUSIP: N/A<br>LEI: 7437009ELUGUOA45V564       | Long             | DBT              | CORP              | FI        |      7200000 | PA      | $5849271.65    | 0.01%             | 2028-02-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Martlet Homes Ltd                                                               | MARTLET HOM                    | CUSIP: N/A<br>LEI: 2138001TCZGXYSUJLZ52       | Long             | DBT              | CORP              | GB        |      2635000 | PA      | $2330876.78    | 0.00%             | 2052-05-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 190454410000 | PA      | $115331184.75  | 0.12%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                     | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      5255000 | PA      | $4437272.19    | 0.00%             | 2030-11-27      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United Energy Distribution Pty Ltd                                              | UNITED ENERGY D                | CUSIP: N/A<br>LEI: 54930028EZKBY3VF2528       | Long             | DBT              | CORP              | AU        |      1510000 | PA      | $1056001.85    | 0.00%             | 2024-10-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCB2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      4004000 | PA      | $2567767.56    | 0.00%             | 2047-09-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3306495.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                 | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |       733000 | PA      | $751289.14     | 0.00%             | 2027-05-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    135638000 | PA      | $4635374.62    | 0.00%             | 2037-12-12      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      5365000 | PA      | $5687722.63    | 0.01%             | 2024-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                           | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |       100000 | PA      | $92541.64      | 0.00%             | 2028-10-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                                   | DEV BANK JAPAN                 | CUSIP: N/A<br>LEI: 5493001HGBABMWFZUI25       | Long             | DBT              | NUSS              | JP        |    292500000 | PA      | $2263647.76    | 0.00%             | 2024-12-12      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      9000000 | PA      | $9422817.33    | 0.01%             | 2029-06-02      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      3600000 | PA      | $3960364.76    | 0.00%             | 2025-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     19100000 | PA      | $18768130.24   | 0.02%             | 2027-03-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Artis Real Estate Investment Trust                                              | ARTIS REAL EST                 | CUSIP: 04315LAM7<br>LEI: 549300OG2O5VI2N1XS44 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $586622.13     | 0.00%             | 2025-04-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       495000 | PA      | $535774.92     | 0.00%             | 2024-04-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                      | PHOENIX GRP                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      1319000 | PA      | $1501847.91    | 0.00%             | 2031-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kerry Group Financial Services Unltd Co                                         | KERRY GROUP FIN                | CUSIP: N/A<br>LEI: 635400SE9OHFJ8SLDG45       | Long             | DBT              | CORP              | IE        |      5139000 | PA      | $5486567.28    | 0.01%             | 2025-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      4300000 | PA      | $4022134.01    | 0.00%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YBA6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      6516000 | PA      | $6903715.87    | 0.01%             | 2024-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                              | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |       486000 | PA      | $509516.29     | 0.00%             | 2024-06-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBP7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      4290000 | PA      | $2603041.94    | 0.00%             | 2050-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      1635000 | PA      | $1283853.68    | 0.00%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |     11020000 | PA      | $11375606.92   | 0.01%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                        | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |      7459000 | PA      | $7641508.87    | 0.01%             | 2024-10-23      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 56344ZCG2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       469000 | PA      | $418188.22     | 0.00%             | 2031-03-05      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: AN7859266<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      2439000 | PA      | $2149812.42    | 0.00%             | 2037-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |        25000 | PA      | $24074.72      | 0.00%             | 2030-11-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      3219000 | PA      | $2756218.79    | 0.00%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      2293000 | PA      | $2645874.17    | 0.00%             | 2041-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $69052.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     34927134 | PA      | $34870063.52   | 0.04%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                  | WESFARMERS LTD                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | DBT              | CORP              | AU        |     13264000 | PA      | $10854112.91   | 0.01%             | 2033-10-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4166555.78    | 0.00%             | 2031-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      2457000 | PA      | $2077329.56    | 0.00%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607GRU0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      2758000 | PA      | $1878908.05    | 0.00%             | 2026-01-19      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  45000000000 | PA      | $26519517.78   | 0.03%             | 2039-09-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      4486000 | PA      | $4660423.86    | 0.01%             | 2025-04-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    133975000 | PA      | $33124099.09   | 0.04%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                           | TRANSLINK                      | CUSIP: 83740TAE7<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      2657000 | PA      | $1959555.42    | 0.00%             | 2025-06-04      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      4535000 | PA      | $3634789.42    | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1822292.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                   | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      2650000 | PA      | $2071927.06    | 0.00%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                            | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |       319000 | PA      | $276487.01     | 0.00%             | 2036-06-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    282900000 | PA      | $2195283.14    | 0.00%             | 2025-05-30      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |     10597000 | PA      | $9875175.31    | 0.01%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8928.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE L               | CUSIP: 45834ZAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1225000 | PA      | $877638.78     | 0.00%             | 2026-12-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                           | SCENTRE GRP TRST               | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |      1859000 | PA      | $1970111.82    | 0.00%             | 2024-07-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                    | CANTON OF GENEVA               | CUSIP: EJ0125355<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |       790000 | PA      | $850148.99     | 0.00%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     10255000 | PA      | $6943597.26    | 0.01%             | 2027-09-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance Canada Inc                                                | DAIMLER CANADA                 | CUSIP: 23384NBL0<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |      1780000 | PA      | $1306350.77    | 0.00%             | 2024-03-13      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     10993000 | PA      | $7473533.63    | 0.01%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $102518.69     | 0.00%             | 2026-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Province of Newfoundland and Labrador Canada                                    | NEWFOUNDLAND                   | CUSIP: 651333FV3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      4898000 | PA      | $3613861.13    | 0.00%             | 2026-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     31655000 | PA      | $23645025.73   | 0.03%             | 2035-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |      5000000 | PA      | $5316365.09    | 0.01%             | 2025-06-14      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     16202000 | PA      | $17159973.14   | 0.02%             | 2025-01-27      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833BK5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1564000 | PA      | $1771861.11    | 0.00%             | 2042-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                     | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      5961000 | PA      | $5602958.04    | 0.01%             | 2034-02-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      4700800 | PA      | $3358636.28    | 0.00%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Summit Industrial Income REIT                                                   | SUMMIT INDUSTRIA               | CUSIP: 866120AB4<br>LEI: 2549002JNRHTJ9H0MR86 | Long             | DBT              | CORP              | CA        |       529000 | PA      | $359944.87     | 0.00%             | 2026-04-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1048455.70    | 0.00%             | 2024-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $104507.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     47884000 | PA      | $44500485.93   | 0.05%             | 2040-03-01      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $680183.68     | 0.00%             | 2026-10-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Societe Du Grand Paris EPIC                                                     | SOCIETE PARIS                  | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      5900000 | PA      | $2663995.90    | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3291000 | PA      | $3303188.54    | 0.00%             | 2031-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      5400000 | PA      | $41292.36      | 0.00%             | 2027-05-31      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     45671000 | PA      | $31684175.16   | 0.03%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     27200000 | PA      | $24832045.54   | 0.03%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                              | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |      5700000 | PA      | $5658639.13    | 0.01%             | 2026-02-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      3500000 | PA      | $3059836.48    | 0.00%             | 2038-04-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 130000000000 | PA      | $101543772.53  | 0.11%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Church Commissioners for England                                                | CHURCH COMMISION               | CUSIP: N/A<br>LEI: 5493003JNKYFJ5I03G97       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2079362.47    | 0.00%             | 2052-07-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      4876000 | PA      | $5009316.65    | 0.01%             | 2025-06-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Newfoundland and Labrador Canada                                    | NEWFOUNDLAND                   | CUSIP: 651333GC4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      7407000 | PA      | $5335165.43    | 0.01%             | 2029-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |      5183000 | PA      | $5336437.95    | 0.01%             | 2025-04-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4697187.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | PUBLIC STORAGE                 | CUSIP: N/A<br>LEI: 549300LMZF40TKJ6DM64       | Long             | DBT              | CORP              | US        |      4259000 | PA      | $3589332.96    | 0.00%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     15915000 | PA      | $17028509.36   | 0.02%             | 2024-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                        | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |      4600000 | PA      | $4588118.38    | 0.00%             | 2027-09-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      9342000 | PA      | $6438931.46    | 0.01%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |     12450000 | PA      | $12346069.98   | 0.01%             | 2030-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $4948438.09    | 0.01%             | 2026-05-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |     12000000 | PA      | $12484064.55   | 0.01%             | 2025-04-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738AX6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      2008000 | PA      | $1981102.63    | 0.00%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     18536000 | PA      | $8275586.99    | 0.01%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $40432.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW                            | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       300000 | PA      | $272758.14     | 0.00%             | 2171-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10286075.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DR0<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       893000 | PA      | $552795.08     | 0.00%             | 2048-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5203330.81    | 0.01%             | 2024-09-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| University of Western Ontario/The                                               | UNIV OF WESTERN                | CUSIP: 959070AA1<br>LEI: 549300LB21L42P0HSR70 | Long             | DBT              | CORP              | CA        |        47000 | PA      | $36537.63      | 0.00%             | 2047-05-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     18511000 | PA      | $20076269.39   | 0.02%             | 2033-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  95300000000 | PA      | $16032140.72   | 0.02%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     78084000 | PA      | $99926681.44   | 0.11%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     16095000 | PA      | $18458896.91   | 0.02%             | 2027-04-14      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-14657035.50  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1705000 | PA      | $1179230.82    | 0.00%             | 2026-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2171102.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                           | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      6369000 | PA      | $6707697.34    | 0.01%             | 2024-02-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      8292000 | PA      | $10763281.36   | 0.01%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |      3988000 | PA      | $2251053.79    | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                      | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      8300000 | PA      | $8395510.33    | 0.01%             | 2025-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4089458.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                            | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      3808000 | PA      | $3082345.65    | 0.00%             | 2028-10-09      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     27125000 | PA      | $22887472.93   | 0.02%             | 2031-10-26      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5009852.84    | 0.01%             | 2026-03-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      2910000 | PA      | $2231459.67    | 0.00%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    274764000 | PA      | $25704748.07   | 0.03%             | 2029-09-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      7400000 | PA      | $6317869.19    | 0.01%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fonterra Co-operative Group Ltd                                                 | FONTERRA CO-OP                 | CUSIP: N/A<br>LEI: 549300NCQQ9E4O5JX172       | Long             | DBT              | CORP              | NZ        |       837000 | PA      | $859739.52     | 0.00%             | 2024-11-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      6300000 | PA      | $7152018.71    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |     13800000 | PA      | $13172505.64   | 0.01%             | 2030-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Royal Schiphol Group NV                                                         | ROYAL SCHIPHOL                 | CUSIP: N/A<br>LEI: 724500XSMG4AYQ8NDK42       | Long             | DBT              | CORP              | NL        |     17546000 | PA      | $17389551.43   | 0.02%             | 2029-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Group Ltd                                                                  | NORTH HOUSING                  | CUSIP: N/A<br>LEI: 213800SCCZEJE1KGQ163       | Long             | DBT              | CORP              | GB        |      1004000 | PA      | $921490.39     | 0.00%             | 2043-03-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $4835870.74    | 0.01%             | 2031-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                            | CROMBIE REAL EST               | CUSIP: 227107AP4<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |       883000 | PA      | $636026.91     | 0.00%             | 2027-06-21      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                    | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      5500000 | PA      | $5667186.16    | 0.01%             | 2026-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7346171.72    | 0.01%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Suncorp-Metway Ltd                                                              | SUNCORP-METWAY                 | CUSIP: N/A<br>LEI: JEBU6C6ITPD2YZ9N7F22       | Long             | DBT              | CORP              | AU        |      1400000 | PA      | $981487.72     | 0.00%             | 2023-09-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      4913000 | PA      | $4373070.25    | 0.00%             | 2029-11-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1001360000 | PA      | $47962014.50   | 0.05%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      3025000 | PA      | $3049345.39    | 0.00%             | 2028-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      7400000 | PA      | $7278484.82    | 0.01%             | 2028-09-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC               | CUSIP: N/A<br>LEI: FGLT0EWZSUIRRITFOA30       | Long             | DBT              | CORP              | US        |      1025000 | PA      | $1072548.98    | 0.00%             | 2024-05-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29290ZAQ3<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1588000 | PA      | $1160759.08    | 0.00%             | 2025-09-11      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       474000 | PA      | $614539.28     | 0.00%             | 2028-12-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      9740000 | PA      | $6825098.76    | 0.01%             | 2041-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      5855000 | PA      | $6239836.29    | 0.01%             | 2024-01-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2437950000 | PA      | $20187591.39   | 0.02%             | 2026-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: 084670BN7<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      7574000 | PA      | $7480256.69    | 0.01%             | 2027-03-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |      3000000 | PA      | $2643839.45    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     32889000 | PA      | $21266475.18   | 0.02%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                           | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      6747000 | PA      | $5154969.83    | 0.01%             | 2041-10-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9821265.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $828623.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydro Ottawa Holding Inc                                                        | HYDRO OTTAWA HOL               | CUSIP: 44882CAC8<br>LEI: 254900K14153NMZ1WD12 | Long             | DBT              | CORP              | CA        |      1029000 | PA      | $687057.71     | 0.00%             | 2043-05-14      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      4376000 | PA      | $4741433.38    | 0.01%             | 2026-11-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      7122000 | PA      | $5132672.39    | 0.01%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14786874.26   | 0.02%             | 2027-01-14      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     70000000 | PA      | $11372380.29   | 0.01%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                | OESTER KONTROLBK               | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |      2210000 | PA      | $2629782.68    | 0.00%             | 2030-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     57330000 | PA      | $14129111.00   | 0.02%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    585977000 | PA      | $574806796.71  | 0.62%             | 2027-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                                | UNICAJA ES                     | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |      3700000 | PA      | $3626046.34    | 0.00%             | 2026-12-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Stedin Holding NV                                                               | STEDIN HOLDING                 | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |      6650000 | PA      | $6758697.01    | 0.01%             | 2025-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Lendlease Finance Ltd                                                           | LENDLEASE FIN                  | CUSIP: N/A<br>LEI: 5493002EE2IQRQ3JUP44       | Long             | DBT              | CORP              | AU        |      1020000 | PA      | $573028.77     | 0.00%             | 2031-03-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAE1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1098519.82    | 0.00%             | 2025-02-03      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Hyogo Prefecture                                                                | HYOGO PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    750000000 | PA      | $5962138.44    | 0.01%             | 2029-07-13      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                           | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     12182000 | PA      | $12232402.74   | 0.01%             | 2030-06-09      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DF4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2911000 | PA      | $2637423.55    | 0.00%             | 2029-03-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       100000 | PA      | $96740.80      | 0.00%             | 2029-10-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAS6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     32880000 | PA      | $18725280.47   | 0.02%             | 2052-12-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     34131000 | PA      | $33810434.22   | 0.04%             | 2034-04-18      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      7369000 | PA      | $7058898.85    | 0.01%             | 2027-11-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      9200000 | PA      | $8884544.77    | 0.01%             | 2028-09-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    163185000 | PA      | $93331556.64   | 0.10%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHX4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     21135000 | PA      | $14599766.68   | 0.02%             | 2026-12-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SPAREBANK1BOKR                 | CUSIP: AQ8883326<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |     15000000 | PA      | $15448648.45   | 0.02%             | 2025-01-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      2500000 | PA      | $2281119.41    | 0.00%             | 2034-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                  | LOBLAW CO LTD                  | CUSIP: 539481AN1<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      6067000 | PA      | $3964318.83    | 0.00%             | 2030-05-07      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      3910000 | PA      | $3071460.67    | 0.00%             | 2034-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                        | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      3182000 | PA      | $2992880.09    | 0.00%             | 2028-02-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                          | GM FIN CAD                     | CUSIP: 37045YAF1<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      2463000 | PA      | $1857739.71    | 0.00%             | 2024-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     11198000 | PA      | $11736090.44   | 0.01%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3498450000 | PA      | $27433852.33   | 0.03%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | EXP-IMP BK KOREA               | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |      4913000 | PA      | $5156422.20    | 0.01%             | 2024-03-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                           | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      2751000 | PA      | $2470762.19    | 0.00%             | 2030-05-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      1390000 | PA      | $930339.82     | 0.00%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     17049000 | PA      | $16938254.42   | 0.02%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4770000 | PA      | $3417241.55    | 0.00%             | 2027-08-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  22000000000 | PA      | $168548952.48  | 0.18%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      7628700 | PA      | $4212948.24    | 0.00%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| A2Dominion Housing Group Ltd                                                    | A2DOMINION HOUSI               | CUSIP: N/A<br>LEI: 213800V1D2GGHDUSZ454       | Long             | DBT              | CORP              | GB        |      3098000 | PA      | $3529528.98    | 0.00%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448FH6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      3455000 | PA      | $2934202.24    | 0.00%             | 2033-10-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Liberty Living Finance PLC                                                      | LIBERTY LIV FIN                | CUSIP: N/A<br>LEI: 635400BGCBXWHVIUMJ26       | Long             | DBT              | CORP              | GB        |      1004000 | PA      | $1169789.86    | 0.00%             | 2024-11-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                               | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |      9752000 | PA      | $10015692.33   | 0.01%             | 2025-04-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5297383.99    | 0.01%             | 2033-09-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                               | BLEND FND PLC                  | CUSIP: AU4140540<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2428534.49    | 0.00%             | 2049-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      2900000 | PA      | $3146010.51    | 0.00%             | 2023-06-28      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: 084670BU1<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      5093000 | PA      | $5410432.41    | 0.01%             | 2024-03-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     14968000 | PA      | $12564010.02   | 0.01%             | 2032-06-26      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     30242000 | PA      | $23496139.54   | 0.03%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      3459000 | PA      | $3509917.29    | 0.00%             | 2027-01-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      7314000 | PA      | $6645302.49    | 0.01%             | 2031-07-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZBL7<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $331792.21     | 0.00%             | 2037-02-26      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBK1<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $309555.48     | 0.00%             | 2045-03-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: QZ6982248<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      1990000 | PA      | $1750395.74    | 0.00%             | 2036-10-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |     23720000 | PA      | $19688882.14   | 0.02%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                    | MOODY'S CORP                   | CUSIP: N/A<br>LEI: 549300GCEDD8YCF5WU84       | Long             | DBT              | CORP              | US        |      6108000 | PA      | $5631320.40    | 0.01%             | 2030-02-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |     11882000 | PA      | $10559305.37   | 0.01%             | 2030-02-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| National Housing Finance and Investment Corp                                    | NATIONAL HOUSING               | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |      1435000 | PA      | $936546.74     | 0.00%             | 2029-03-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      9974000 | PA      | $7662469.04    | 0.01%             | 2035-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                     | AGEAS                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |      5200000 | PA      | $4927824.18    | 0.01%             | 2049-07-02      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CQW9<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      1577000 | PA      | $1197311.43    | 0.00%             | 2034-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: 458182EG3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      3300000 | PA      | $2276960.32    | 0.00%             | 2026-06-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7554752.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     14285000 | PA      | $9187609.98    | 0.01%             | 2031-06-18      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |     37317000 | PA      | $33928190.78   | 0.04%             | 2032-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     14204000 | PA      | $14688966.24   | 0.02%             | 2025-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     34131000 | PA      | $35705157.47   | 0.04%             | 2024-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Diageo Finance PLC                                                              | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      8569000 | PA      | $8775045.74    | 0.01%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                     | INVESTOR AB                    | CUSIP: AZ1505132<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      7000000 | PA      | $5601248.81    | 0.01%             | 2039-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      6200000 | PA      | $6065318.73    | 0.01%             | 2027-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  77500000000 | PA      | $12831516.62   | 0.01%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   1660450000 | PA      | $4339251.72    | 0.00%             | 2023-08-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      2313000 | PA      | $2666593.48    | 0.00%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      9482000 | PA      | $6440057.81    | 0.01%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $5366660.11    | 0.01%             | 2064-11-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RBA1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      3613000 | PA      | $2006486.77    | 0.00%             | 2050-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                           | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      8231000 | PA      | $6959982.18    | 0.01%             | 2033-10-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-423209.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     26122000 | PA      | $16744901.87   | 0.02%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: N/A<br>LEI: ISRPG12PN4EIEOEMW547       | Long             | DBT              | CORP              | US        |      2508000 | PA      | $2803356.84    | 0.00%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |     15604000 | PA      | $13048182.48   | 0.01%             | 2032-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      6100000 | PA      | $6061817.80    | 0.01%             | 2032-05-07      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENVOUS ENERGY                 | CUSIP: 15135UAU3<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      3002000 | PA      | $2200570.80    | 0.00%             | 2027-03-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance BV                                                              | GAS NAT FENOSA F               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $989060.33     | 0.00%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                      | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |      9800000 | PA      | $9800721.28    | 0.01%             | 2025-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |      7245000 | PA      | $10171803.01   | 0.01%             | 2034-03-27      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA POWE               | CUSIP: 66988ZBB4<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $266740.01     | 0.00%             | 2042-03-06      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |     17800000 | PA      | $15310510.63   | 0.02%             | 2032-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $7990816.62    | 0.01%             | 2026-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |       506000 | PA      | $599504.47     | 0.00%             | 2024-09-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                              | TORONTO HYDRO                  | CUSIP: 89119ZAK9<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      2497000 | PA      | $1604966.25    | 0.00%             | 2048-02-28      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 130000000000 | PA      | $92258692.97   | 0.10%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      4691000 | PA      | $3997438.98    | 0.00%             | 2171-09-04      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-15797.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Auckland Council                                                                | AUCKLAND COUNCIL               | CUSIP: N/A<br>LEI: 213800RWHTSELJS5LA96       | Long             | DBT              | NUSS              | NZ        |       200000 | PA      | $138199.45     | 0.00%             | 2026-03-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     15749000 | PA      | $15615811.61   | 0.02%             | 2027-05-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                         | ARKEA HL                       | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |        25000 | PA      | $24461.22      | 0.00%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     39795000 | PA      | $27741441.29   | 0.03%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1121500000 | PA      | $8674105.68    | 0.01%             | 2025-02-25      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1749182000 | PA      | $51266420.74   | 0.06%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      3430000 | PA      | $3760152.95    | 0.00%             | 2026-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: AM0203035<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |       199000 | PA      | $209160.13     | 0.00%             | 2024-07-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      3000000 | PA      | $2445217.41    | 0.00%             | 2033-04-12      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                  | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |      5800000 | PA      | $5761150.73    | 0.01%             | 2029-05-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                               | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      5403000 | PA      | $4867082.50    | 0.01%             | 2030-06-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                      | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      3500000 | PA      | $3203439.31    | 0.00%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     10000000 | PA      | $10217727.94   | 0.01%             | 2025-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4989950.93    | 0.01%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     11926000 | PA      | $11871998.00   | 0.01%             | 2048-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-56321.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                             | FORTISBC ENERGY                | CUSIP: 34959ZAJ1<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $385735.01     | 0.00%             | 2049-08-09      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     15994000 | PA      | $15716811.07   | 0.02%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $505087.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1219000000 | PA      | $10879066.24   | 0.01%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                   | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |    650000000 | PA      | $4976199.06    | 0.01%             | 2025-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    908230000 | PA      | $36455636.57   | 0.04%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                     | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $3737939.81    | 0.00%             | 2029-06-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                               | FORTISALBERTA                  | CUSIP: 34957EAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        18000 | PA      | $15501.81      | 0.00%             | 2034-10-31      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      6000000 | PA      | $5829750.96    | 0.01%             | 2027-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $3480360.85    | 0.00%             | 2029-07-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      4145000 | PA      | $4454552.87    | 0.00%             | 2024-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4148924.81    | 0.00%             | 2026-04-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      7700000 | PA      | $7452881.36    | 0.01%             | 2027-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      2439000 | PA      | $2538499.52    | 0.00%             | 2025-09-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: 500769CG7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    812000000 | PA      | $7577020.81    | 0.01%             | 2037-06-20      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      4494000 | PA      | $2884704.33    | 0.00%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                    | JPN HOUSING FIN                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    630000000 | PA      | $3589216.94    | 0.00%             | 2050-03-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Europe Ltd                                                     | GLENCORE FINANCE               | CUSIP: N/A<br>LEI: 213800WHKNIC1JQQG433       | Long             | DBT              | CORP              | JE        |      1476000 | PA      | $1732991.51    | 0.00%             | 2026-03-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hamburg Commercial Bank AG                                                      | HAMBURG COM BANK               | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |      2700000 | PA      | $2604959.79    | 0.00%             | 2027-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $5004523.00    | 0.01%             | 2025-02-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2696400000 | PA      | $23000239.18   | 0.02%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 026657AS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      3234000 | PA      | $3497438.18    | 0.00%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: ZS1341883<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |       977000 | PA      | $933228.86     | 0.00%             | 2028-04-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                         | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |      1280000 | PA      | $702816.50     | 0.00%             | 2030-04-24      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                   | UBS AG LONDON                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | CH        |      4600000 | PA      | $3931205.28    | 0.00%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                          | OTTAWA CITY OF                 | CUSIP: 689551FE4<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      1173000 | PA      | $743391.78     | 0.00%             | 2047-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2201000000 | PA      | $19293452.13   | 0.02%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      1004000 | PA      | $1187526.52    | 0.00%             | 2024-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                   | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |     31212000 | PA      | $30569562.88   | 0.03%             | 2026-08-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     36067000 | PA      | $9879523.34    | 0.01%             | 2024-10-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     80259000 | PA      | $17991577.67   | 0.02%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5398620.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      2736000 | PA      | $2862325.20    | 0.00%             | 2025-01-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      6231000 | PA      | $7958748.97    | 0.01%             | 2043-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: AZ3718832<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      4700000 | PA      | $4740033.77    | 0.01%             | 2171-07-08      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       763000 | PA      | $815982.38     | 0.00%             | 2025-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     10500000 | PA      | $10101135.47   | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                               | ROTHESAY LIFE                  | CUSIP: QJ0051806<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |      2200000 | PA      | $2841519.14    | 0.00%             | 2025-10-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CVBA                                                    | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      5500000 | PA      | $4623456.41    | 0.00%             | 2031-11-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Incommunities Treasury PLC                                                      | INCOMMUNITIES                  | CUSIP: N/A<br>LEI: 213800W3PLVL7K9KWD05       | Long             | DBT              | CORP              | GB        |      1499000 | PA      | $1433656.95    | 0.00%             | 2049-03-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $363452.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      2888000 | PA      | $3734713.81    | 0.00%             | 2028-12-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| York University                                                                 | YORK UNIVERSITY                | CUSIP: 987172AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       846000 | PA      | $782255.39     | 0.00%             | 2042-03-07      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      2100000 | PA      | $2137496.48    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                            | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      4900000 | PA      | $5135243.53    | 0.01%             | 2024-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     12000000 | PA      | $10478732.73   | 0.01%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LAU2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      5900000 | PA      | $6564884.99    | 0.01%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    119646000 | PA      | $104612271.12  | 0.11%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: AP4112193<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      5245000 | PA      | $5476763.11    | 0.01%             | 2026-09-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Imerys SA                                                                       | IMERYS SA                      | CUSIP: N/A<br>LEI: 54930075MZSSIB2TGC64       | Long             | DBT              | CORP              | FR        |       300000 | PA      | $317234.45     | 0.00%             | 2024-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      4924000 | PA      | $4246535.61    | 0.00%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     16400000 | PA      | $14729453.12   | 0.02%             | 2029-09-21      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                  | EURO BK RECON&DV               | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | N/A       |      4876000 | PA      | $5017534.70    | 0.01%             | 2024-10-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2753204.60    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     53835000 | PA      | $11928522.10   | 0.01%             | 2024-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      7802000 | PA      | $7905220.20    | 0.01%             | 2025-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                        | UNITED OVERSEAS                | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |     15348000 | PA      | $13835795.62   | 0.01%             | 2029-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Canada Post Corp                                                                | CANADA POST CORP               | CUSIP: 13521JAC5<br>LEI: 549300O6E8FEF6XJHA57 | Long             | DBT              | NUSS              | CA        |      4363000 | PA      | $3304999.96    | 0.00%             | 2025-07-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     20000000 | PA      | $18135808.99   | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                                             | SAMHALLSBYGG                   | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |      1200000 | PA      | $1162957.09    | 0.00%             | 2025-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     56744273 | PA      | $56204514.08   | 0.06%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      2930000 | PA      | $2697424.51    | 0.00%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                         | PANASONIC HLDG                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | DBT              | CORP              | JP        |   1000000000 | PA      | $7810515.88    | 0.01%             | 2026-09-18      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     90750000 | PA      | $80104518.17   | 0.09%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                                              | DSM NV                         | CUSIP: EK0995796<br>LEI: 724500SNT1MK246AHP04 | Long             | DBT              | CORP              | NL        |      1868000 | PA      | $2011985.93    | 0.00%             | 2024-04-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      4417000 | PA      | $3835817.96    | 0.00%             | 2029-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11002706.66  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      4243944 | PA      | $3810239.40    | 0.00%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: N/A<br>LEI: FR5LCKFTG8054YNNRU85       | Long             | DBT              | CORP              | US        |      3057000 | PA      | $2945287.28    | 0.00%             | 2027-11-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      5035000 | PA      | $4325187.09    | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      5250000 | PA      | $3782207.82    | 0.00%             | 2026-09-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Europe Ltd                                                     | GLENCORE FINANCE               | CUSIP: N/A<br>LEI: 213800WHKNIC1JQQG433       | Long             | DBT              | CORP              | JE        |       100000 | PA      | $108560.19     | 0.00%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | UNIBAIL-RODAMCO                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       953000 | PA      | $1021920.19    | 0.00%             | 2024-02-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  31000000000 | PA      | $22351533.53   | 0.02%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3203999.19    | 0.00%             | 2025-03-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      4145000 | PA      | $5409240.61    | 0.01%             | 2044-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |      2771000 | PA      | $2537867.64    | 0.00%             | 2028-02-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     10980000 | PA      | $8857902.60    | 0.01%             | 2047-06-22      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      9811000 | PA      | $9947875.06    | 0.01%             | 2026-05-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Crh Finance UK PLC                                                              | CRH FINANCE                    | CUSIP: N/A<br>LEI: 549300MQJDHXCWSM5880       | Long             | DBT              | CORP              | GB        |      2773000 | PA      | $3264101.90    | 0.00%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAJ0<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      1743000 | PA      | $959886.24     | 0.00%             | 2051-02-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                        | GRANITE REIT HLD               | CUSIP: 387427AK3<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |      2172000 | PA      | $1355226.63    | 0.00%             | 2030-12-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     47999000 | PA      | $36308846.84   | 0.04%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      5300000 | PA      | $5470226.44    | 0.01%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAE6<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      1177000 | PA      | $877307.17     | 0.00%             | 2041-11-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      4388000 | PA      | $4503157.36    | 0.00%             | 2025-05-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2750000 | PA      | $2446858.01    | 0.00%             | 2035-03-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854JA7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       140000 | PA      | $123862.81     | 0.00%             | 2033-09-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5278000000 | PA      | $30972600.74   | 0.03%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| City of Winnipeg Canada                                                         | WINNIPEG CANADA                | CUSIP: 975026HB4<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |      2537000 | PA      | $1917767.98    | 0.00%             | 2051-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |    470000000 | PA      | $2765949.19    | 0.00%             | 2049-09-13      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      1710000 | PA      | $1484178.78    | 0.00%             | 2034-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4396439.15    | 0.00%             | 2030-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      5400000 | PA      | $5518864.62    | 0.01%             | 2026-07-06      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: ZS0521865<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   1201100000 | PA      | $9023128.45    | 0.01%             | 2029-04-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bazalgette Finance Plc                                                          | BAZALGETTE FIN                 | CUSIP: N/A<br>LEI: 213800ZGSE4AQTG77U19       | Long             | DBT              | CORP              | GB        |      1392000 | PA      | $1554779.57    | 0.00%             | 2027-11-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJB0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     13955000 | PA      | $9807543.17    | 0.01%             | 2031-12-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      8900000 | PA      | $8409249.71    | 0.01%             | 2031-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $570421.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      3600000 | PA      | $3098830.57    | 0.00%             | 2038-06-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     37875000 | PA      | $8941163.56    | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                              | THAMES WATER UTC               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      2538000 | PA      | $2773900.71    | 0.00%             | 2046-06-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      6818000 | PA      | $6969192.39    | 0.01%             | 2025-06-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ASB Finance Ltd/London                                                          | ASB FINANCE LTD                | CUSIP: N/A<br>LEI: 549300A8V0FZJN79NH08       | Long             | DBT              | CORP              | NZ        |      1737000 | PA      | $1801245.71    | 0.00%             | 2024-10-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     26443000 | PA      | $6277285.22    | 0.01%             | 2024-09-30      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      1815000 | PA      | $1902646.19    | 0.00%             | 2024-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      7504000 | PA      | $5233029.15    | 0.01%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Myriad Capital Plc                                                              | MYRIAD CAPITAL P               | CUSIP: EJ9725296<br>LEI: 213800M9SF74JBO6GS73 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $569277.08     | 0.00%             | 2043-12-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      3200000 | PA      | $2661185.34    | 0.00%             | 2032-07-07      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    738415000 | PA      | $24849033.76   | 0.03%             | 2032-06-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Red Electrica Financiaciones SAU                                                | RED ELECTRICA FI               | CUSIP: N/A<br>LEI: 9598006P00EGK6U2SG18       | Long             | DBT              | CORP              | ES        |       100000 | PA      | $103632.54     | 0.00%             | 2025-04-24      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                           | PEEL REG ONTARIO               | CUSIP: 705464EQ4<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |       700000 | PA      | $545932.29     | 0.00%             | 2033-12-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     31554000 | PA      | $23154026.63   | 0.02%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANEF SA                                                                        | SAN                            | CUSIP: N/A<br>LEI: 969500U2ZH7ARB744A12       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $918820.96     | 0.00%             | 2028-10-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                           | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |      7867000 | PA      | $6801353.15    | 0.01%             | 2031-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      2516000 | PA      | $1444720.03    | 0.00%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | DENMARK - BULLET               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    492636000 | PA      | $65632956.84   | 0.07%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                                           | BAYER CAP CORPNV               | CUSIP: N/A<br>LEI: 529900KEOKKPYZLTAU90       | Long             | DBT              | CORP              | NL        |       100000 | PA      | $101655.09     | 0.00%             | 2026-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                               | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      2100000 | PA      | $1852806.94    | 0.00%             | 2029-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      4517000 | PA      | $5283017.05    | 0.01%             | 2025-07-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | BRUCE POWER LP                 | CUSIP: 116705AH7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      1795000 | PA      | $1288622.61    | 0.00%             | 2049-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  22551250000 | PA      | $146981394.99  | 0.16%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8666950000 | PA      | $64836636.29   | 0.07%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      2901000 | PA      | $2868444.97    | 0.00%             | 2026-09-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     66713000 | PA      | $43948953.69   | 0.05%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| DXC Technology Co                                                               | DXC TECH CO                    | CUSIP: 23355LAH9<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |      7863000 | PA      | $7963748.97    | 0.01%             | 2026-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     65399000 | PA      | $54310300.50   | 0.06%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                  | ALLIED PROP REIT               | CUSIP: 019456AE2<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1700107.95    | 0.00%             | 2027-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      8461000 | PA      | $8568509.73    | 0.01%             | 2025-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      8000000 | PA      | $8312352.78    | 0.01%             | 2028-03-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                    | METRO INC                      | CUSIP: 59162NAG4<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      3283000 | PA      | $2239376.11    | 0.00%             | 2047-12-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      5410000 | PA      | $5304871.43    | 0.01%             | 2027-09-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Aspire Defence Finance PLC                                                      | ASPIRE DEFENCE                 | CUSIP: EF3482512<br>LEI: 213800EQV9JHWCGV7H79 | Long             | DBT              | CORP              | GB        |      2935834 | PA      | $3542918.46    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     76535000 | PA      | $73303973.20   | 0.08%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     33254000 | PA      | $36394001.20   | 0.04%             | 2026-07-21      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CSS FSCC Partnership                                                            | CSS FSCC PART                  | CUSIP: 12644MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |         6825 | PA      | $5888.37       | 0.00%             | 2042-07-31      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     17400000 | PA      | $15575663.05   | 0.02%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 63306AHB5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      3033000 | PA      | $2111728.44    | 0.00%             | 2026-11-04      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1718580.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                         | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      2500000 | PA      | $2467685.00    | 0.00%             | 2027-04-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      7471000 | PA      | $7561726.30    | 0.01%             | 2171-06-22      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      4925000 | PA      | $5054294.67    | 0.01%             | 2025-09-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $4236377.38    | 0.00%             | 2034-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      2210000 | PA      | $1466515.35    | 0.00%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                        | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |       100000 | PA      | $99776.80      | 0.00%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                               | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      2300000 | PA      | $2226030.06    | 0.00%             | 2026-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: BG0130305<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      4913000 | PA      | $4274150.73    | 0.00%             | 2030-02-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2503527.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      7321000 | PA      | $1743202.05    | 0.00%             | 2024-05-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $4109958.73    | 0.00%             | 2031-02-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                               | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1396661.90    | 0.00%             | 2028-03-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      5060000 | PA      | $3508079.09    | 0.00%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      9800000 | PA      | $10275841.80   | 0.01%             | 2024-05-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      7314000 | PA      | $7280577.81    | 0.01%             | 2027-02-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     20000000 | PA      | $18281974.18   | 0.02%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     35000000 | PA      | $34615387.96   | 0.04%             | 2026-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Telenor ASA                                                                     | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |      1184000 | PA      | $1258551.11    | 0.00%             | 2025-05-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4905100000 | PA      | $37910331.43   | 0.04%             | 2024-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      4703000 | PA      | $4256239.64    | 0.00%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAQ4<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      3624000 | PA      | $2482782.77    | 0.00%             | 2030-02-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | KAZAKHSTAN                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |       858000 | PA      | $819372.67     | 0.00%             | 2026-09-30      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                                     | EUTELSAT SA                    | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $494650.83     | 0.00%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      5835000 | PA      | $6570298.59    | 0.01%             | 2026-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      3500000 | PA      | $827054.49     | 0.00%             | 2028-08-08      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG & Co KGaA                                             | FRESENIUS MEDICA               | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | DBT              | CORP              | DE        |      2276000 | PA      | $2050754.10    | 0.00%             | 2030-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1067863000 | PA      | $33706938.70   | 0.04%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rl Finance Bonds No 3 PLC                                                       | RL FINANCE NO3                 | CUSIP: N/A<br>LEI: 213800A838TK57XOB584       | Long             | DBT              | CORP              | GB        |      1544000 | PA      | $1902285.42    | 0.00%             | 2028-11-13      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |    106000000 | PA      | $9134071.78    | 0.01%             | 2029-02-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $102220.49     | 0.00%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     49540000 | PA      | $47292335.70   | 0.05%             | 2029-02-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $202861.42     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      2457000 | PA      | $2576009.45    | 0.00%             | 2024-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WPP Finance SA                                                                  | WPP FINANCE                    | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $103569.46     | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Europe Ltd                                                     | GLENCORE FINANCE               | CUSIP: ZR4572569<br>LEI: 213800WHKNIC1JQQG433 | Long             | DBT              | CORP              | JE        |      6000000 | PA      | $6224270.41    | 0.01%             | 2024-09-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827GA9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      4169000 | PA      | $2964770.46    | 0.00%             | 2027-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3948481.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | ILLINOIS TOOL WK               | CUSIP: 452308AZ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      2883000 | PA      | $2779873.31    | 0.00%             | 2027-12-05      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288EB4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       884000 | PA      | $665512.84     | 0.00%             | 2052-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     10232000 | PA      | $8152562.54    | 0.01%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SGD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $60478.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      3074000 | PA      | $2208750.93    | 0.00%             | 2024-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDE8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3269000 | PA      | $3428559.86    | 0.00%             | 2029-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      1767000 | PA      | $1821713.58    | 0.00%             | 2028-04-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1595046.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      5822000 | PA      | $6333419.71    | 0.01%             | 2024-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | ENEL (ENTNZENEL)               | CUSIP: EG5612957<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      1455000 | PA      | $1857723.54    | 0.00%             | 2037-06-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      1970000 | PA      | $1405957.68    | 0.00%             | 2024-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    107740000 | PA      | $4918744.96    | 0.01%             | 2024-05-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11454195.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     93000000 | PA      | $19650741.21   | 0.02%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      4094000 | PA      | $4185425.09    | 0.00%             | 2026-06-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     10700000 | PA      | $9207965.62    | 0.01%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-81836.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     58348000 | PA      | $58636100.21   | 0.06%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                             | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      4052000 | PA      | $5015922.40    | 0.01%             | 2039-01-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                                                   | PROXIMUS SADP                  | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |      1600000 | PA      | $1716485.63    | 0.00%             | 2024-04-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     29800000 | PA      | $32665430.97   | 0.04%             | 2025-02-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     73973000 | PA      | $68222455.64   | 0.07%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | COP/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $418794.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: N/A<br>LEI: 549300CUWDAUZSH43859       | Long             | DBT              | CORP              | US        |      1176000 | PA      | $1299432.24    | 0.00%             | 2027-01-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 86682ZAS5<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      3100000 | PA      | $2327798.40    | 0.00%             | 2034-08-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| OPB Finance Trust                                                               | OPB FINANCE TR                 | CUSIP: 67103MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     14201000 | PA      | $10351479.31   | 0.01%             | 2026-02-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RCJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2501000 | PA      | $2273140.84    | 0.00%             | 2035-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      7802000 | PA      | $8660455.76    | 0.01%             | 2025-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      5761000 | PA      | $5430487.62    | 0.01%             | 2030-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      5462000 | PA      | $6343374.07    | 0.01%             | 2026-07-03      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      6600000 | PA      | $7065481.98    | 0.01%             | 2024-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     20205000 | PA      | $19716782.13   | 0.02%             | 2027-03-31      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Finance SA                                                   | SANTAN CONS FIN                | CUSIP: N/A<br>LEI: 5493000LM0MZ4JPMGM90       | Long             | DBT              | CORP              | ES        |     10700000 | PA      | $10275690.30   | 0.01%             | 2027-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                | CUSIP: 171239AF3<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      3188000 | PA      | $2847072.38    | 0.00%             | 2029-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     13720000 | PA      | $13806318.36   | 0.01%             | 2028-09-06      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2047900000 | PA      | $16084837.34   | 0.02%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      3275000 | PA      | $2962569.47    | 0.00%             | 2030-02-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital Canada Ltd                                                | TOTAL CAP CANADA               | CUSIP: N/A<br>LEI: 5299005IX98ZZ9LSGK46       | Long             | DBT              | CORP              | CA        |      7700000 | PA      | $7767455.66    | 0.01%             | 2029-09-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614852PH8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      3428000 | PA      | $2520569.72    | 0.00%             | 2025-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Holding d'Infrastructures de Transport SASU                                     | HOLDING D'INFRA                | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2310109.06    | 0.00%             | 2025-03-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     51306000 | PA      | $51132755.60   | 0.05%             | 2026-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | DENMARK - BULLET               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    373185000 | PA      | $69149020.26   | 0.07%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-17785342.53  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTIS                        | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5449924.77    | 0.01%             | 2023-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                   | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2578825.09    | 0.00%             | 2048-09-27      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $330941.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1147041000 | PA      | $32383413.71   | 0.03%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $784457.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |     12160000 | PA      | $8084668.10    | 0.01%             | 2027-01-13      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: 45950KCV0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |      2400000 | PA      | $1664327.26    | 0.00%             | 2025-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |     10829000 | PA      | $9029087.67    | 0.01%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP FUNDIN               | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     12959000 | PA      | $12948204.07   | 0.01%             | 2026-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     11300000 | PA      | $11503625.45   | 0.01%             | 2025-06-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| McGill University                                                               | MCGILL UNIVERS                 | CUSIP: 78032C8Y0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        39000 | PA      | $26551.25      | 0.00%             | 2056-01-29      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | AIR PROD & CHEM                | CUSIP: 009158BE5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      1647000 | PA      | $1413537.49    | 0.00%             | 2032-05-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RDY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5613000 | PA      | $3891121.18    | 0.00%             | 2047-05-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    949900000 | PA      | $7105838.00    | 0.01%             | 2027-03-25      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty Ltd                                                           | OPTUS FINANCE                  | CUSIP: N/A<br>LEI: 254900UAM2PKZZ3FLH23       | Long             | DBT              | CORP              | AU        |       500000 | PA      | $311676.38     | 0.00%             | 2028-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     10564000 | PA      | $9560111.55    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                  | AA BOND CO LTD                 | CUSIP: EJ7337912<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |      1404000 | PA      | $1695885.34    | 0.00%             | 2043-07-02      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2171102.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                    | METRO INC                      | CUSIP: 59162NAF6<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      5198000 | PA      | $3767341.08    | 0.00%             | 2027-12-06      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      3920000 | PA      | $4275540.79    | 0.00%             | 2024-02-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                        | BHP BILLITON FIN               | CUSIP: EJ3722562<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      3000000 | PA      | $3658433.74    | 0.00%             | 2024-09-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | RABOBK 4.125 7/14/2025         | CUSIP: BVN118BQ6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      4752000 | PA      | $5291040.03    | 0.01%             | 2025-07-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                           | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1745640.53    | 0.00%             | 2029-07-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     13300000 | PA      | $13024275.10   | 0.01%             | 2026-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $6701542.01    | 0.01%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                                                          | DEUTSCHE KREDIT                | CUSIP: N/A<br>LEI: 529900K16YGKC8BES892       | Long             | DBT              | CORP              | DE        |       900000 | PA      | $884898.24     | 0.00%             | 2027-03-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK                    | CUSIP: BJ3264311<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      9913000 | PA      | $9602900.56    | 0.01%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7541900000 | PA      | $47350529.82   | 0.05%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Canadian Western Bank                                                           | CAN WESTERN BANK               | CUSIP: 136765BU7<br>LEI: 549300QG7XFGLKN6HL17 | Long             | DBT              | CORP              | CA        |      2200000 | PA      | $1678498.56    | 0.00%             | 2027-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     32356000 | PA      | $31730964.10   | 0.03%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     21896000 | PA      | $18556252.76   | 0.02%             | 2048-07-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CPI Property Group SA                                                           | CPI PROPERTY GRO               | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $1292271.23    | 0.00%             | 2030-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Affinity Sutton Capital Markets PLC                                             | AFFINITY SUTTON                | CUSIP: N/A<br>LEI: 213800CIN9MC8IN3GK94       | Long             | DBT              | CORP              | GB        |       777000 | PA      | $841028.70     | 0.00%             | 2042-10-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Edmonton Regional Airports Authority                                            | EDMONTON REGION                | CUSIP: 281204AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       189885 | PA      | $149006.60     | 0.00%             | 2030-11-01      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA POWE               | CUSIP: 66988ZBE8<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      2429000 | PA      | $1438478.25    | 0.00%             | 2049-04-05      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      2455000 | PA      | $2389687.89    | 0.00%             | 2033-04-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                    | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      5200000 | PA      | $4050627.33    | 0.00%             | 2033-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2486800000 | PA      | $19316766.60   | 0.02%             | 2025-05-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368DCV4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      5877000 | PA      | $4219958.09    | 0.00%             | 2025-02-03      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3606000 | PA      | $3478577.30    | 0.00%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5933995.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     37553000 | PA      | $38457139.44   | 0.04%             | 2025-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                          | ENBRIDGE PIPE LN               | CUSIP: 29250ZBA5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      1849000 | PA      | $1158184.11    | 0.00%             | 2051-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     75545000 | PA      | $45955803.49   | 0.05%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                   | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |     20510000 | PA      | $19110995.36   | 0.02%             | 2028-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                    | JPN HOUSING FIN                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2050000000 | PA      | $15654011.98   | 0.02%             | 2026-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUS SA                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      6200000 | PA      | $6238957.77    | 0.01%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                      | ANGLO AMERICAN                 | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |      1315000 | PA      | $1352869.03    | 0.00%             | 2026-03-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: EF0667370<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      3466000 | PA      | $4312347.20    | 0.00%             | 2029-08-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      6900000 | PA      | $5416453.79    | 0.01%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     58500000 | PA      | $14251505.27   | 0.02%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     17131000 | PA      | $9518827.63    | 0.01%             | 2032-08-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    240362000 | PA      | $253086811.88  | 0.27%             | 2025-07-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      1470000 | PA      | $953896.29     | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    145000000 | PA      | $22374332.95   | 0.02%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                           | GREAT-WEST LIFEC               | CUSIP: N/A<br>LEI: 549300X81X4VZEESFU46       | Long             | DBT              | CORP              | CA        |       100000 | PA      | $100663.12     | 0.00%             | 2026-12-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |      2457000 | PA      | $2495814.17    | 0.00%             | 2025-10-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                               | WESSEX WATER FIN               | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |      1786000 | PA      | $1397961.50    | 0.00%             | 2036-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      2258000 | PA      | $1945596.89    | 0.00%             | 2040-06-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Groupe des Assurances du Credit Mutuel SADIR                                    | GACM                           | CUSIP: N/A<br>LEI: 96950090CGKLVXEKWF10       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $2320424.55    | 0.00%             | 2042-04-21      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $715491.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      1610000 | PA      | $1818652.42    | 0.00%             | 2171-12-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      6900000 | PA      | $53643.96      | 0.00%             | 2025-07-31      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Teranet Holdings LP                                                             | TERANET HOLDINGS               | CUSIP: 880789AC6<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      1663000 | PA      | $1226237.50    | 0.00%             | 2040-12-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                              | BLACKSTONE HLDGS               | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |       502000 | PA      | $487859.14     | 0.00%             | 2026-10-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: EJ8417945<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      5455000 | PA      | $6713805.70    | 0.01%             | 2025-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     19479000 | PA      | $17792088.90   | 0.02%             | 2036-11-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     15200000 | PA      | $14006197.28   | 0.02%             | 2029-02-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                             | BANK NEW ZEALAND               | CUSIP: N/A<br>LEI: N7LGVZM7X4UQ66T7LT74       | Long             | DBT              | CORP              | NZ        |      1000000 | PA      | $580261.73     | 0.00%             | 2026-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      4876000 | PA      | $3977333.45    | 0.00%             | 2036-08-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      2008000 | PA      | $1119534.06    | 0.00%             | 2050-03-07      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                             | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |      6000000 | PA      | $6549508.83    | 0.01%             | 2024-05-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      1268000 | PA      | $1253543.67    | 0.00%             | 2028-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117FA33<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     13957000 | PA      | $9292288.53    | 0.01%             | 2028-03-08      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KM9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      5074000 | PA      | $3537056.78    | 0.00%             | 2025-09-02      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     24502000 | PA      | $27638732.60   | 0.03%             | 2044-06-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Stedin Holding NV                                                               | STEDIN HOLDING                 | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2530460.59    | 0.00%             | 2030-06-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                               | BROOKFIELD RENEW               | CUSIP: 11282ZAP3<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      1910000 | PA      | $1272201.54    | 0.00%             | 2049-11-05      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SCOTTISH & SOUTH               | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      1518000 | PA      | $2193685.34    | 0.00%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Stedin Holding NV                                                               | STEDIN HOLDING                 | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |      2457000 | PA      | $2207947.47    | 0.00%             | 2029-11-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    187412000 | PA      | $125593946.79  | 0.13%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      1104000 | PA      | $1277091.65    | 0.00%             | 2050-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     31313634 | PA      | $21233475.92   | 0.02%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $4703020.97    | 0.01%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                   | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |      8127000 | PA      | $6730395.52    | 0.01%             | 2033-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                     | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      5300000 | PA      | $5677506.79    | 0.01%             | 2171-07-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I Ltd                                                        | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |      5000000 | PA      | $5265739.76    | 0.01%             | 2029-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAP1<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      1089000 | PA      | $766188.17     | 0.00%             | 2044-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Porterbrook Rail Finance Ltd                                                    | PORTERBROOK RAIL               | CUSIP: EI2740831<br>LEI: 635400LZ2CNQFYRJYT65 | Long             | DBT              | CORP              | JE        |      1455000 | PA      | $1925841.51    | 0.00%             | 2026-10-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      6271000 | PA      | $6699326.35    | 0.01%             | 2171-11-07      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |      2669000 | PA      | $2689344.60    | 0.00%             | 2025-04-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Greater Gabbard OFTO PLC                                                        | GREATER GABBARD                | CUSIP: N/A<br>LEI: 549300YN81Q8RKMHHI03       | Long             | DBT              | CORP              | GB        |       345587 | PA      | $410797.56     | 0.00%             | 2032-11-29      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |    192131000 | PA      | $196955329.62  | 0.21%             | 2025-04-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     36890000 | PA      | $36068557.86   | 0.04%             | 2028-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $862142.38     | 0.00%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                    | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |      3234000 | PA      | $3250164.44    | 0.00%             | 2026-04-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     79830000 | PA      | $52319639.64   | 0.06%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |  10500000000 | PA      | $12820312.00   | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| de Volksbank NV                                                                 | VOLKSBANK NV                   | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |      7300000 | PA      | $6575825.96    | 0.01%             | 2028-03-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      5439000 | PA      | $5299409.79    | 0.01%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                          | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2222467.65    | 0.00%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087M84<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     32706000 | PA      | $22872200.17   | 0.02%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                      | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |      2908000 | PA      | $2146179.34    | 0.00%             | 2049-09-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                              | THAMES WATER UTL               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2099088.86    | 0.00%             | 2032-01-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-49660179.06  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | CAISS DESJARDINS               | CUSIP: 31430WHX5<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1365887.94    | 0.00%             | 2026-09-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      1317000 | PA      | $1182742.71    | 0.00%             | 2031-07-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     13225000 | PA      | $8493973.55    | 0.01%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     13000000 | PA      | $13756645.86   | 0.01%             | 2024-05-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1552086.51    | 0.00%             | 2024-10-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      3900000 | PA      | $4062570.38    | 0.00%             | 2025-04-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      9700000 | PA      | $10019316.61   | 0.01%             | 2029-02-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      1004000 | PA      | $1058487.62    | 0.00%             | 2024-02-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: N/A<br>LEI: HL3H1H2BGXWVG3BSWR90       | Long             | DBT              | CORP              | US        |      6137000 | PA      | $4475760.84    | 0.00%             | 2037-11-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-179                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     16192000 | PA      | $17071299.62   | 0.02%             | 2024-04-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     34600000 | PA      | $26908763.91   | 0.03%             | 2034-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     12500000 | PA      | $13057535.53   | 0.01%             | 2027-11-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                    | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4137801.52    | 0.00%             | 2025-02-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8676491.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                                   | DEV BANK JAPAN                 | CUSIP: N/A<br>LEI: 5493001HGBABMWFZUI25       | Long             | DBT              | NUSS              | JP        |    369100000 | PA      | $2860096.96    | 0.00%             | 2025-09-11      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: ZS2347830<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $5241493.59    | 0.01%             | 2024-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1118053.70    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      8575000 | PA      | $8562753.35    | 0.01%             | 2030-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      1720000 | PA      | $1776895.40    | 0.00%             | 2026-03-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      2587000 | PA      | $2281281.04    | 0.00%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      7700000 | PA      | $5110094.44    | 0.01%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      7400000 | PA      | $7424264.26    | 0.01%             | 2026-04-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      3400000 | PA      | $3622990.28    | 0.00%             | 2029-01-17      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      5900000 | PA      | $7059611.50    | 0.01%             | 2114-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    130000000 | PA      | $13942824.30   | 0.01%             | 2042-10-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Kering SA                                                                       | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      4700000 | PA      | $4833652.49    | 0.01%             | 2026-05-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11991585.64  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval Treasury International AB                                            | ALFA LAVAL TREAS               | CUSIP: N/A<br>LEI: 549300JCAG8ICQAUC638       | Long             | DBT              | CORP              | SE        |      1100000 | PA      | $1040656.50    | 0.00%             | 2029-02-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |   1580100000 | PA      | $11801514.59   | 0.01%             | 2029-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Regie Autonome des Transports Parisiens                                         | R.A.T.P.                       | CUSIP: N/A<br>LEI: 969500K59E47ULNCAQ69       | Long             | DBT              | NUSS              | FR        |      1500000 | PA      | $1493131.71    | 0.00%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                          | OTTAWA CITY OF                 | CUSIP: 689551FH7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      1384000 | PA      | $1023897.15    | 0.00%             | 2052-12-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     79116124 | PA      | $98655811.86   | 0.11%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  20756200000 | PA      | $136763672.58  | 0.15%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                 | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |      3910000 | PA      | $4103723.61    | 0.00%             | 2024-03-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     10773000 | PA      | $10929716.54   | 0.01%             | 2027-05-04      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     12800000 | PA      | $10889266.35   | 0.01%             | 2030-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866FZ5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      3428000 | PA      | $2723763.77    | 0.00%             | 2037-03-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBE9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1077000 | PA      | $744896.04     | 0.00%             | 2051-12-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9907600000 | PA      | $62625143.05   | 0.07%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Signify NV                                                                      | SIGNIFY NV                     | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | DBT              | CORP              | NL        |      4450000 | PA      | $4556786.14    | 0.00%             | 2027-05-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                             | SCOTTISH WIDOWS                | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2682290.24    | 0.00%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                  | ALLIED PROP REIT               | CUSIP: 019456AD4<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |       733000 | PA      | $489215.02     | 0.00%             | 2029-08-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11241843.65  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                | ASR NEDERLAND NV               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3476452.65    | 0.00%             | 2043-12-07      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                       | FIRST ABU DHABI                | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |      1498000 | PA      | $1640051.72    | 0.00%             | 2025-12-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-949924.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     35004000 | PA      | $29771510.37   | 0.03%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                             | ADIF ALTA VELOCI               | CUSIP: ZS1528380<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      7500000 | PA      | $7439699.85    | 0.01%             | 2027-04-30      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $2840625.94    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                 | FIRST NATIONS FA               | CUSIP: 32117DAC8<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |      1639000 | PA      | $1082429.33    | 0.00%             | 2030-06-16      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      2728000 | PA      | $2935023.31    | 0.00%             | 2026-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: LW0609559<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      8700000 | PA      | $9205714.29    | 0.01%             | 2024-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      8900000 | PA      | $8528322.95    | 0.01%             | 2028-05-05      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    243900000 | PA      | $1860790.89    | 0.00%             | 2025-09-19      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      3699000 | PA      | $2813401.25    | 0.00%             | 2035-09-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      5864000 | PA      | $5045531.63    | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      7516000 | PA      | $3733462.54    | 0.00%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081EH2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      1635000 | PA      | $1648039.14    | 0.00%             | 2027-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $640967.66     | 0.00%             | 2025-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117FNR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     11640000 | PA      | $8399909.71    | 0.01%             | 2024-12-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries AS                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      2000000 | PA      | $1847147.97    | 0.00%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Circle Anglia Social Housing PLC                                                | CIRCLE ANGLIA                  | CUSIP: N/A<br>LEI: 213800LLT17R5JUEIB78       | Long             | DBT              | CORP              | GB        |      2390000 | PA      | $3591220.96    | 0.00%             | 2038-11-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    190485000 | PA      | $16659705.24   | 0.02%             | 2029-11-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| International Development Association                                           | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      7760000 | PA      | $5591719.99    | 0.01%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Mohawk Capital Finance SA                                                       | MOHAWK CAPITAL                 | CUSIP: BJ9477552<br>LEI: 549300IXL8ST9Z2BTY31 | Long             | DBT              | CORP              | LU        |      1400000 | PA      | $1396970.59    | 0.00%             | 2027-06-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      5500000 | PA      | $5716509.63    | 0.01%             | 2025-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-128710009.53 | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARMACEU               | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |     14786000 | PA      | $15370213.82   | 0.02%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     81320000 | PA      | $85372376.47   | 0.09%             | 2024-04-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZBX1<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      3066000 | PA      | $2089908.23    | 0.00%             | 2047-02-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                         | VIER GAS TRANSPO               | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |      5590000 | PA      | $5973992.08    | 0.01%             | 2025-06-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709GM8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      3708000 | PA      | $2962564.78    | 0.00%             | 2053-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aegon Bank NV                                                                   | AEGON BANK                     | CUSIP: N/A<br>LEI: 549300772D1G8JPIUR96       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5158542.39    | 0.01%             | 2056-11-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10863775.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                               | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |    390000000 | PA      | $34083865.32   | 0.04%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      2194000 | PA      | $2379628.33    | 0.00%             | 2024-09-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KF7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $837630.84     | 0.00%             | 2032-02-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      3288000 | PA      | $2103490.21    | 0.00%             | 2041-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       707000 | PA      | $885583.69     | 0.00%             | 2026-02-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU               | CUSIP: 715638DX7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      5021000 | PA      | $3891986.80    | 0.00%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $257285.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                   | NN BANK NV                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $6578585.58    | 0.01%             | 2025-02-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |       878000 | PA      | $871410.96     | 0.00%             | 2026-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                      | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      2786000 | PA      | $2791943.44    | 0.00%             | 2029-09-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2167765.68    | 0.00%             | 2032-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $737056.82     | 0.00%             | 2171-07-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                | EDF ENERGY                     | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |       238000 | PA      | $302110.72     | 0.00%             | 2026-06-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | KAZAKHSTAN                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |      3713000 | PA      | $3636875.17    | 0.00%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866FR3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      1960000 | PA      | $1695478.44    | 0.00%             | 2034-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-790924.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEZ AS                                                                          | CEZ AS                         | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | DBT              | CORP              | CZ        |      6141000 | PA      | $6324027.09    | 0.01%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      7490000 | PA      | $7082516.19    | 0.01%             | 2031-12-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Hexagon Housing Association Ltd                                                 | HEXAGON HOUSING                | CUSIP: N/A<br>LEI: 213800XQ2LOOODLMCL89       | Long             | DBT              | CORP              | GB        |       900000 | PA      | $853783.42     | 0.00%             | 2048-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                           | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      5786000 | PA      | $4293393.08    | 0.00%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      6554000 | PA      | $5135660.32    | 0.01%             | 2036-07-26      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Shoko Chukin Bank Ltd/The                                                       | SHOKO CHUKIN BK                | CUSIP: N/A<br>LEI: 549300OSGFLYKC22SO39       | Long             | DBT              | CORP              | JP        |    270000000 | PA      | $2060649.38    | 0.00%             | 2026-07-27      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       552000 | PA      | $670969.67     | 0.00%             | 2024-11-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2765833.37    | 0.00%             | 2027-10-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: ZS6668488<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     90000000 | PA      | $13675252.89   | 0.01%             | 2029-05-23      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Original Wempi Inc                                                              | WEST EDMONTON MA               | CUSIP: 952637AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       926000 | PA      | $674262.60     | 0.00%             | 2024-02-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       300000 | PA      | $305535.60     | 0.00%             | 2033-03-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      7369000 | PA      | $7074976.55    | 0.01%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                           | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |      1591000 | PA      | $1437263.23    | 0.00%             | 2034-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                        | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |      2600000 | PA      | $2702254.75    | 0.00%             | 2025-02-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $266026.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      6056000 | PA      | $6128774.50    | 0.01%             | 2026-06-16      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GS0<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      2419000 | PA      | $1459709.20    | 0.00%             | 2052-08-14      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1362174.22    | 0.00%             | 2025-06-28      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-83132556.96  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                            | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |     20541000 | PA      | $18560371.73   | 0.02%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11587007.16  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $366703.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                              | GREATER TORONTO                | CUSIP: 39191ZAX7<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      1519000 | PA      | $1251883.87    | 0.00%             | 2041-02-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853ED7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      2131000 | PA      | $1475396.74    | 0.00%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     25354000 | PA      | $26581424.06   | 0.03%             | 2024-10-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Reliance LP                                                                     | RELIANCE LP                    | CUSIP: 759480AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1704000 | PA      | $1132213.27    | 0.00%             | 2028-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      3920000 | PA      | $4144018.04    | 0.00%             | 2026-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                             | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |      9000000 | PA      | $8253130.01    | 0.01%             | 2028-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZBZ6<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      6465000 | PA      | $4751421.52    | 0.01%             | 2025-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746TC5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4330000 | PA      | $3092219.11    | 0.00%             | 2026-05-01      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      4000000 | PA      | $3942494.97    | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                        | GRAND CITY PROP                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      8800000 | PA      | $8235070.34    | 0.01%             | 2026-08-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Northern Gas Networks Finance PLC                                               | NORTHERN GAS                   | CUSIP: EF1611385<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |        59000 | PA      | $74074.49      | 0.00%             | 2027-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      2356000 | PA      | $1543264.73    | 0.00%             | 2028-06-09      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      7000000 | PA      | $7461488.79    | 0.01%             | 2024-04-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      3128000 | PA      | $2937621.48    | 0.00%             | 2031-02-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |     20135000 | PA      | $18560203.86   | 0.02%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     10000000 | PA      | $9645685.75    | 0.01%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  16379700000 | PA      | $130298201.23  | 0.14%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      7995000 | PA      | $6145179.95    | 0.01%             | 2036-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      8099000 | PA      | $9529081.90    | 0.01%             | 2026-01-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                                             | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $2612962.60    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    233600000 | PA      | $1787048.52    | 0.00%             | 2028-02-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      3413000 | PA      | $2970505.80    | 0.00%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     17000000 | PA      | $15278249.06   | 0.02%             | 2029-01-14      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $4893712.03    | 0.01%             | 2026-09-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                           | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |      3413000 | PA      | $3849679.93    | 0.00%             | 2032-05-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     80000000 | PA      | $12144516.09   | 0.01%             | 2027-12-03      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |     15696000 | PA      | $14734595.34   | 0.02%             | 2028-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12806579.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTI                         | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1743959.59    | 0.00%             | 2026-11-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $78146.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZAY9<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      4199000 | PA      | $2840705.00    | 0.00%             | 2042-09-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      9255000 | PA      | $9026806.47    | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2779300000 | PA      | $21170991.33   | 0.02%             | 2028-04-25      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Derwent London PLC                                                              | DERWENT LONDON                 | CUSIP: N/A<br>LEI: 213800BXKQ9KZNUR1M61       | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1268014.46    | 0.00%             | 2031-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5164386.37    | 0.01%             | 2025-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     10250000 | PA      | $9783402.56    | 0.01%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |     16544000 | PA      | $17121177.38   | 0.02%             | 2024-10-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     19170000 | PA      | $12825379.39   | 0.01%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Robert Bosch Investment Nederland BV                                            | ROBERT BOSCH INV               | CUSIP: N/A<br>LEI: 72450009QLIV38GTKN14       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $532957.99     | 0.00%             | 2028-05-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCH1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      2530000 | PA      | $1480344.82    | 0.00%             | 2051-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 891160QY2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      5155000 | PA      | $3755796.51    | 0.00%             | 2029-07-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Bank AS                                                      | SANTANDER CONSUM               | CUSIP: N/A<br>LEI: 549300A08LH2961IPN13       | Long             | DBT              | CORP              | NO        |      5000000 | PA      | $4817402.78    | 0.01%             | 2026-04-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  63600000000 | PA      | $48151576.52   | 0.05%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                                   | DEV BANK JAPAN                 | CUSIP: N/A<br>LEI: 5493001HGBABMWFZUI25       | Long             | DBT              | NUSS              | JP        |    244300000 | PA      | $1889326.09    | 0.00%             | 2024-03-18      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2593569.94    | 0.00%             | 2024-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TriSummit Utilities Inc                                                         | ALTAGAS CANADA                 | CUSIP: 02091ZAB4<br>LEI: 5493002OUQ05FKTI7O39 | Long             | DBT              | CORP              | CA        |       890000 | PA      | $640009.16     | 0.00%             | 2026-04-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                      | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      1590000 | PA      | $1488237.24    | 0.00%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2695000 | PA      | $1946748.46    | 0.00%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                               | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1407885.88    | 0.00%             | 2024-01-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty Ltd                                                           | OPTUS FINANCE                  | CUSIP: N/A<br>LEI: 254900UAM2PKZZ3FLH23       | Long             | DBT              | CORP              | AU        |       200000 | PA      | $132135.10     | 0.00%             | 2025-07-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     13000000 | PA      | $9832752.69    | 0.01%             | 2036-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     72000000 | PA      | $60731180.78   | 0.07%             | 2031-12-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: 609207AF2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       525000 | PA      | $489429.42     | 0.00%             | 2035-03-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 56344ZPH6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      3471000 | PA      | $2652086.08    | 0.00%             | 2025-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $1655055.90    | 0.00%             | 2030-01-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1128858.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       600000 | PA      | $372959.15     | 0.00%             | 2028-03-23      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHS5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     16490000 | PA      | $10740057.03   | 0.01%             | 2031-03-15      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     52395000 | PA      | $12506675.14   | 0.01%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      6592000 | PA      | $6696036.73    | 0.01%             | 2026-10-23      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |     10425000 | PA      | $10457908.07   | 0.01%             | 2026-04-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $4837112.81    | 0.01%             | 2026-10-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| THFC Funding No 3 PLC                                                           | THFC FUNDING 3                 | CUSIP: N/A<br>LEI: 2138003VKRGBYNDTVV92       | Long             | DBT              | CORP              | GB        |      7737000 | PA      | $9600047.06    | 0.01%             | 2043-10-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     78018000 | PA      | $71563989.20   | 0.08%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power Co                                                              | ALGONQUIN PWR CO               | CUSIP: 01585PAJ4<br>LEI: 549300U14HGDC7PUZF92 | Long             | DBT              | CORP              | CA        |      1111000 | PA      | $819487.31     | 0.00%             | 2029-01-29      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |     13411000 | PA      | $15741333.80   | 0.02%             | 2024-12-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      2231000 | PA      | $2214474.56    | 0.00%             | 2027-02-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: 045167FA6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      5214000 | PA      | $3593719.77    | 0.00%             | 2026-02-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      8513000 | PA      | $8215150.14    | 0.01%             | 2027-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      7600000 | PA      | $7729327.14    | 0.01%             | 2025-07-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  95100000000 | PA      | $19931742.14   | 0.02%             | 2024-07-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      5200000 | PA      | $5226666.62    | 0.01%             | 2026-01-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                           | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |       452000 | PA      | $350261.34     | 0.00%             | 2050-04-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      6953000 | PA      | $7776718.88    | 0.01%             | 2025-09-12      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                      | ANGLO AMERICAN                 | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $104294.73     | 0.00%             | 2025-09-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBQ5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      2939000 | PA      | $2004153.48    | 0.00%             | 2028-01-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                   | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      7369000 | PA      | $7638069.33    | 0.01%             | 2025-01-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 415395000000 | PA      | $28395013.86   | 0.03%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     57819000 | PA      | $14512542.57   | 0.02%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      8575000 | PA      | $9099772.20    | 0.01%             | 2033-08-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     13800000 | PA      | $12620113.17   | 0.01%             | 2028-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: AP9082656<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1527232.21    | 0.00%             | 2027-12-17      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      3312000 | PA      | $3539397.82    | 0.00%             | 2024-10-21      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Teranet Holdings LP                                                             | TERANET HOLDINGS               | CUSIP: 880789AQ5<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      4101000 | PA      | $2972037.89    | 0.00%             | 2025-06-11      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      3918000 | PA      | $2734679.19    | 0.00%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                         | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      2302000 | PA      | $1807441.99    | 0.00%             | 2032-10-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| National Housing Finance and Investment Corp                                    | NATIONAL HOUSING               | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       400000 | PA      | $222508.45     | 0.00%             | 2032-06-29      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      9053000 | PA      | $9476866.17    | 0.01%             | 2024-07-03      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                     | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |     78500000 | PA      | $7307660.45    | 0.01%             | 2024-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    301300000 | PA      | $2305775.88    | 0.00%             | 2027-08-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                              | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      6150000 | PA      | $6028612.80    | 0.01%             | 2027-06-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2010639.72    | 0.00%             | 2026-03-24      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-525924.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                              | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      2688000 | PA      | $3235797.20    | 0.00%             | 2026-01-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                      | HYUNDAI CAP CAN                | CUSIP: 44932WAB6<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       926000 | PA      | $647815.07     | 0.00%             | 2027-02-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                            | THOMSON REUTERS                | CUSIP: 884903BW4<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |      9342000 | PA      | $6677162.82    | 0.01%             | 2025-05-14      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAF4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      6544000 | PA      | $4779204.36    | 0.01%             | 2024-09-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                               | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $3755302.03    | 0.00%             | 2031-02-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | MYLAN NV                       | CUSIP: N/A<br>LEI: 254900JOFV74IJ7H9933       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5270011.72    | 0.01%             | 2024-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                           | ICADE                          | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $4120703.59    | 0.00%             | 2031-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    831400000 | PA      | $6358068.67    | 0.01%             | 2027-05-21      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      1683000 | PA      | $1687223.26    | 0.00%             | 2026-12-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      7110000 | PA      | $7154847.36    | 0.01%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4670861.98    | 0.01%             | 2029-04-17      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      4654000 | PA      | $4413909.95    | 0.00%             | 2037-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| P3 Group Sarl                                                                   | P3 GROUP SARL                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |       300000 | PA      | $285070.35     | 0.00%             | 2026-01-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-744605.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1800000000 | PA      | $13610211.19   | 0.01%             | 2036-01-31      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP FUNDIN               | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      3675000 | PA      | $3880671.68    | 0.00%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11308450000 | PA      | $85113459.64   | 0.09%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                         | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |      2366000 | PA      | $2855373.46    | 0.00%             | 2029-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Holding d'Infrastructures des Metiers de l'Environnement                        | HOLDING D'INFRAS               | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |      5230000 | PA      | $5082983.51    | 0.01%             | 2025-09-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    181655000 | PA      | $181390210.39  | 0.19%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wales & West Utilities Finance PLC                                              | WALES & WEST                   | CUSIP: N/A<br>LEI: 213800PMB3SYMEH5NH78       | Long             | DBT              | CORP              | GB        |      2457000 | PA      | $3188966.27    | 0.00%             | 2030-03-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $8849893.35    | 0.01%             | 2030-05-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     97522000 | PA      | $98263415.97   | 0.11%             | 2029-12-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GEN ELEC CAP CRP               | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |      6585000 | PA      | $7257804.16    | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    360000000 | PA      | $3021170.39    | 0.00%             | 2027-10-20      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                                     | EUTELSAT SA                    | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $1950050.44    | 0.00%             | 2025-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      5800000 | PA      | $6085756.42    | 0.01%             | 2026-05-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746RQ6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1994000 | PA      | $1460098.95    | 0.00%             | 2025-05-21      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     32600000 | PA      | $27071478.96   | 0.03%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $3998492.34    | 0.00%             | 2027-07-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $656882.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   1974720000 | PA      | $3877055.27    | 0.00%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      1004000 | PA      | $975738.99     | 0.00%             | 2033-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     15500000 | PA      | $16183837.01   | 0.02%             | 2025-06-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       100000 | PA      | $103808.35     | 0.00%             | 2025-03-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      3566000 | PA      | $3196903.21    | 0.00%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Firmenich Productions Participations SAS                                        | FIRMENICH                      | CUSIP: N/A<br>LEI: 635400DX7HXMEAP36T24       | Long             | DBT              | CORP              | FR        |      4913000 | PA      | $4747627.24    | 0.01%             | 2030-04-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                                             | SAMHALLSBYGG                   | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |      2913000 | PA      | $2298916.25    | 0.00%             | 2027-08-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SA                                                       | SNCF SA                        | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |       300000 | PA      | $331517.26     | 0.00%             | 2025-02-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     17000000 | PA      | $4272179.41    | 0.00%             | 2035-10-31      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9461750000 | PA      | $54216310.89   | 0.06%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    134969000 | PA      | $94730769.31   | 0.10%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Newfoundland & Labrador Hydro                                                   | NEWFLD & LAB HYD               | CUSIP: 651329BA1<br>LEI: 54930010KSPD8P06YF46 | Long             | DBT              | NUSS              | CA        |       981000 | PA      | $882665.32     | 0.00%             | 2031-08-27      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                                                     | COVESTRO AG                    | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | DBT              | CORP              | DE        |       398000 | PA      | $400426.46     | 0.00%             | 2026-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                              | TORONTO HYDRO                  | CUSIP: 89119ZAR4<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      1400000 | PA      | $1133483.79    | 0.00%             | 2052-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                                                        | AEGON NV                       | CUSIP: EI0799706<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |       456000 | PA      | $651766.88     | 0.00%             | 2039-12-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                       | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |      3910000 | PA      | $4207103.58    | 0.00%             | 2028-06-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      1986000 | PA      | $1471007.91    | 0.00%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Clover LP                                                                       | CLOVER LP                      | CUSIP: 18914LAB6<br>LEI: 54930041L1MJLN5X9F27 | Long             | DBT              | CORP              | CA        |       606315 | PA      | $445706.24     | 0.00%             | 2034-06-30      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $4703137.78    | 0.01%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      6766000 | PA      | $4726438.78    | 0.01%             | 2024-02-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Europe SA                                               | CCB EUROPE SA                  | CUSIP: N/A<br>LEI: 5493007QRSX9DS2CM858       | Long             | DBT              | CORP              | LU        |       270000 | PA      | $278413.73     | 0.00%             | 2024-06-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBA0<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $265082.53     | 0.00%             | 2052-11-14      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| TriSummit Utilities Inc                                                         | ALTAGAS CANADA                 | CUSIP: 02091ZAA6<br>LEI: 5493002OUQ05FKTI7O39 | Long             | DBT              | CORP              | CA        |      1335000 | PA      | $984945.05     | 0.00%             | 2028-12-05      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBX3<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      1471000 | PA      | $972650.78     | 0.00%             | 2032-05-25      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     83573000 | PA      | $70952190.11   | 0.08%             | 2032-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     37521000 | PA      | $35728551.09   | 0.04%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Danske Hypotek AB                                                               | DANSKE HYPO                    | CUSIP: N/A<br>LEI: 549300R24NNCTGT7CW53       | Long             | DBT              | CORP              | SE        |    268000000 | PA      | $24137580.32   | 0.03%             | 2025-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       500000 | PA      | $564337.56     | 0.00%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      6300000 | PA      | $6644605.01    | 0.01%             | 2024-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    487600000 | PA      | $4036514.74    | 0.00%             | 2027-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                           | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |      4794000 | PA      | $4327191.71    | 0.00%             | 2030-04-03      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                          | OTTAWA CITY OF                 | CUSIP: 689551DF3<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       931000 | PA      | $738481.33     | 0.00%             | 2042-07-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  28000200000 | PA      | $214403015.71  | 0.23%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      4913000 | PA      | $4652121.79    | 0.00%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Vantage Towers AG                                                               | VANTAGE TOWERS                 | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2075983.76    | 0.00%             | 2025-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1272393.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $5441291.53    | 0.01%             | 2027-01-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      2853000 | PA      | $2587926.11    | 0.00%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      7600000 | PA      | $8378028.16    | 0.01%             | 2027-02-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                              | TORONTO HYDRO                  | CUSIP: 89119ZAQ6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      1103000 | PA      | $673331.53     | 0.00%             | 2051-10-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                          | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1374321.62    | 0.00%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                      | NAV CANADA                     | CUSIP: 628957AJ1<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      1420000 | PA      | $976441.33     | 0.00%             | 2026-02-09      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     70610000 | PA      | $16850964.98   | 0.02%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5951000000 | PA      | $50628327.38   | 0.05%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: 58507LAM1<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      1409000 | PA      | $1425778.36    | 0.00%             | 2025-07-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                          | DAIMLER INTL FIN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |     10240000 | PA      | $10499703.75   | 0.01%             | 2025-11-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBU3<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1907000 | PA      | $1265766.72    | 0.00%             | 2047-11-18      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      9195000 | PA      | $9908103.42    | 0.01%             | 2024-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canary Wharf Finance II PLC                                                     | CANARY WHARF II                | CUSIP: EC3985420<br>LEI: 213800O9MO3KVXP3XQ22 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $846593.09     | 0.00%             | 2037-10-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      5300000 | PA      | $4226567.87    | 0.00%             | 2036-10-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-266154.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GEN ELECTRIC CO                | CUSIP: 369604BS1<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       300000 | PA      | $307351.67     | 0.00%             | 2025-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      7400000 | PA      | $7502514.71    | 0.01%             | 2027-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      2455000 | PA      | $2639163.08    | 0.00%             | 2024-03-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     50760000 | PA      | $29085500.02   | 0.03%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 738916000000 | PA      | $50687296.14   | 0.05%             | 2024-05-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     53276000 | PA      | $48113156.44   | 0.05%             | 2032-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7430096.42    | 0.01%             | 2051-11-19      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     12485000 | PA      | $12909595.55   | 0.01%             | 2024-11-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      1575000 | PA      | $1294546.59    | 0.00%             | 2029-12-02      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      2863000 | PA      | $3087027.05    | 0.00%             | 2025-08-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1340138.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13414700000 | PA      | $103288964.57  | 0.11%             | 2025-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      9056000 | PA      | $8330600.26    | 0.01%             | 2028-07-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1557850000 | PA      | $12089181.70   | 0.01%             | 2025-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NIE Finance PLC                                                                 | NIE FINANCE                    | CUSIP: N/A<br>LEI: 2138009A8DWW2RUSXJ76       | Long             | DBT              | CORP              | GB        |      1357000 | PA      | $1583419.35    | 0.00%             | 2025-10-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |      7468000 | PA      | $6684295.00    | 0.01%             | 2030-03-03      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      5053000 | PA      | $4939606.94    | 0.01%             | 2028-09-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       760000 | PA      | $519113.02     | 0.00%             | 2024-07-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     75944000 | PA      | $56319725.48   | 0.06%             | 2038-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       982000 | PA      | $713335.85     | 0.00%             | 2026-04-24      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                           | PEEL REG ONTARIO               | CUSIP: 705464DQ5<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |      3419000 | PA      | $2820410.72    | 0.00%             | 2040-06-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                       | FIRST ABU DHABI                | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |      4170000 | PA      | $4064448.91    | 0.00%             | 2026-02-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      9800000 | PA      | $82378.12      | 0.00%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |     17450000 | PA      | $18232464.71   | 0.02%             | 2024-03-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| RMPA Services PLC                                                               | RMPA SERVS PLC                 | CUSIP: N/A<br>LEI: 894500HR4WSN0TNS0D12       | Long             | DBT              | CORP              | GB        |      1996299 | PA      | $2529228.46    | 0.00%             | 2038-09-30      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     42500000 | PA      | $41588087.71   | 0.04%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06369ZCG7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      6087000 | PA      | $4123695.80    | 0.00%             | 2031-07-22      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                             | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     58850000 | PA      | $7059246.31    | 0.01%             | 2029-01-17      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     34000000 | PA      | $33051253.05   | 0.04%             | 2027-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| 2i Rete Gas SpA                                                                 | 2I RETE GAS SPA                | CUSIP: N/A<br>LEI: 549300RV0WBR05UTDI91       | Long             | DBT              | CORP              | IT        |      2908000 | PA      | $3127021.87    | 0.00%             | 2024-07-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Isle of Man Government International Bond                                       | ISLE OF MAN                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IM        |      5732000 | PA      | $3778641.55    | 0.00%             | 2051-09-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  35000000000 | PA      | $25032640.44   | 0.03%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      3000000 | PA      | $2827905.30    | 0.00%             | 2031-05-13      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4353150000 | PA      | $38227864.04   | 0.04%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     71679000 | PA      | $44661605.26   | 0.05%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1292867.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXA Home Loan SFH SA                                                            | AXA HOME LOAN                  | CUSIP: N/A<br>LEI: 969500AIOJG7FHMDYZ30       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4447980.94    | 0.00%             | 2029-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      4529000 | PA      | $4681496.94    | 0.01%             | 2027-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      2720000 | PA      | $1843769.75    | 0.00%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1404409.66    | 0.00%             | 2171-05-11      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: BH5287488<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $7964073.60    | 0.01%             | 2028-04-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                | OESTER KONTROLBK               | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |     15000000 | PA      | $16751767.34   | 0.02%             | 2024-11-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                              | LABRADOR-ISLAND                | CUSIP: 505443AB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3311000 | PA      | $2456233.20    | 0.00%             | 2045-12-01      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1449702.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      4974000 | PA      | $4893347.35    | 0.01%             | 2028-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    265253000 | PA      | $229106469.53  | 0.25%             | 2031-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |       238000 | PA      | $208583.16     | 0.00%             | 2031-10-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087M92<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     51883000 | PA      | $37583248.95   | 0.04%             | 2024-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10919425.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    120000000 | PA      | $18733655.27   | 0.02%             | 2027-08-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $2779552.72    | 0.00%             | 2038-05-31      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                                | UNICAJA ES                     | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |       400000 | PA      | $434486.93     | 0.00%             | 2025-06-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     16800000 | PA      | $15039316.40   | 0.02%             | 2029-02-18      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3460302.54    | 0.00%             | 2028-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty Ltd                                        | NSW ELECTRICITY                | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |       760000 | PA      | $458575.37     | 0.00%             | 2029-04-23      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                              | THAMES WATER UTC               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |       829000 | PA      | $598547.72     | 0.00%             | 2024-12-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                    | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      7867000 | PA      | $8137029.89    | 0.01%             | 2025-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                         | M&G PLC                        | CUSIP: AU5739852<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      2496000 | PA      | $2867472.82    | 0.00%             | 2051-10-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      2079000 | PA      | $3205319.68    | 0.00%             | 2038-06-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      2351000 | PA      | $3193818.22    | 0.00%             | 2064-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                  | CUSIP: ZR5213932<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $3725685.01    | 0.00%             | 2029-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Student Finance PLC                                                             | STUDENT FINANCE                | CUSIP: N/A<br>LEI: 2138006VU27RQZF3WZ61       | Long             | DBT              | CORP              | GB        |       777000 | PA      | $937161.46     | 0.00%             | 2029-09-30      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      4000000 | PA      | $3419263.00    | 0.00%             | 2033-03-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      4223000 | PA      | $5633364.93    | 0.01%             | 2058-05-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                       | THALES SA                      | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2933846.03    | 0.00%             | 2026-03-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     21294000 | PA      | $10394116.44   | 0.01%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3243100.62    | 0.00%             | 2026-05-08      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      6470000 | PA      | $7378140.64    | 0.01%             | 2026-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                       | SOUTHERN GAS NET               | CUSIP: EH3443791<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |        82000 | PA      | $111237.26     | 0.00%             | 2040-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      9947000 | PA      | $9847971.86    | 0.01%             | 2027-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NE Property BV                                                                  | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |      2908000 | PA      | $2684114.90    | 0.00%             | 2026-10-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                   | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |      4258000 | PA      | $2550521.35    | 0.00%             | 2032-01-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $934625.52     | 0.00%             | 2030-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |     12000000 | PA      | $8056869.27    | 0.01%             | 2041-03-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      2130000 | PA      | $2182562.72    | 0.00%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                        | GRANITE REIT HLD               | CUSIP: 387427AH0<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |      1051000 | PA      | $737602.23     | 0.00%             | 2027-06-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                        | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      4913000 | PA      | $4751367.67    | 0.01%             | 2027-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      5500000 | PA      | $5532962.23    | 0.01%             | 2026-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUS SA                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $3017360.16    | 0.00%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1706000 | PA      | $1208079.69    | 0.00%             | 2039-01-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ottawa MacDonald-Cartier International Airport Authority                        | OTTAWA MACDONALD               | CUSIP: 689561AD0<br>LEI: 2549008095NAOCVM4L78 | Long             | DBT              | CORP              | CA        |       658430 | PA      | $451458.40     | 0.00%             | 2045-06-09      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      4000000 | PA      | $3735264.98    | 0.00%             | 2026-07-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: EG2525376<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       750000 | PA      | $949362.68     | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      4243000 | PA      | $4849617.98    | 0.01%             | 2027-03-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Covivio                                                                         | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $102851.52     | 0.00%             | 2026-05-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     64134100 | PA      | $44066406.24   | 0.05%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                            | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |      6900000 | PA      | $6833643.17    | 0.01%             | 2026-10-13      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                               | BLEND FND PLC                  | CUSIP: N/A<br>LEI: 213800Y8TMLUT9SN1E94       | Long             | DBT              | CORP              | GB        |      2545000 | PA      | $2122194.32    | 0.00%             | 2056-04-05      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1017323.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMCO - Asset Management Co SpA                                                  | AMCO SPA                       | CUSIP: N/A<br>LEI: 815600188E751D28E867       | Long             | DBT              | CORP              | IT        |      4552000 | PA      | $4070520.88    | 0.00%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |       977000 | PA      | $1063844.02    | 0.00%             | 2024-12-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    510000000 | PA      | $15205865.53   | 0.02%             | 2024-09-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117FZ44<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      5620000 | PA      | $3902427.39    | 0.00%             | 2027-01-07      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1043533.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                 | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    140000000 | PA      | $20849075.69   | 0.02%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       737000 | PA      | $1022946.78    | 0.00%             | 2038-01-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp                                                                  | KOREA GAS CORP                 | CUSIP: N/A<br>LEI: 988400TFZILHBD5M3R71       | Long             | DBT              | NUSS              | KR        |      1965000 | PA      | $2112449.48    | 0.00%             | 2023-11-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     10550000 | PA      | $13693811.01   | 0.01%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      3910000 | PA      | $3936928.97    | 0.00%             | 2026-04-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1038500000 | PA      | $7666597.70    | 0.01%             | 2030-10-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |    141182000 | PA      | $139252158.42  | 0.15%             | 2027-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | UNION GAS LTD                  | CUSIP: 90664ZAD2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      2947000 | PA      | $2074502.84    | 0.00%             | 2044-06-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11354025.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                             | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      8800000 | PA      | $11205130.53   | 0.01%             | 2028-03-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      4000000 | PA      | $3395491.37    | 0.00%             | 2032-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                        | TOYOTA CRED CAN                | CUSIP: 892329BM4<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      1770000 | PA      | $1208760.81    | 0.00%             | 2026-02-23      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| Annington Funding PLC                                                           | ANNINGTON FND PL               | CUSIP: N/A<br>LEI: 549300KK63W8VZIONZ83       | Long             | DBT              | CORP              | GB        |      3595000 | PA      | $3669349.27    | 0.00%             | 2034-07-12      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: AO2464011<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $765736.49     | 0.00%             | 2027-07-30      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                        | JOHN DEERE FINAN               | CUSIP: 47788ZAJ0<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1384681.37    | 0.00%             | 2026-04-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1389710.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                        | BERTELSMANN SE                 | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |      2900000 | PA      | $3135728.80    | 0.00%             | 2029-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      1475000 | PA      | $1633392.44    | 0.00%             | 2025-10-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: 64953BAU2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      5207000 | PA      | $3515388.52    | 0.00%             | 2028-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     31019000 | PA      | $16447849.66   | 0.02%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     30221000 | PA      | $38978481.59   | 0.04%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                      | MERCK                          | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | DBT              | CORP              | DE        |      5400000 | PA      | $5272257.25    | 0.01%             | 2080-09-09      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                        | JOHN DEERE FINAN               | CUSIP: 47788ZAC5<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1461983.24    | 0.00%             | 2024-04-04      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     67902500 | PA      | $45156299.38   | 0.05%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                     | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5154231.30    | 0.01%             | 2025-06-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $4781344.37    | 0.01%             | 2030-07-11      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $83994.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Finance Europe BV                                                         | ROCHE FINANCE EU               | CUSIP: N/A<br>LEI: 724500MMYDP2MJLGB718       | Long             | DBT              | CORP              | NL        |       316000 | PA      | $331826.38     | 0.00%             | 2025-02-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Summit Industrial Income REIT                                                   | SUMMIT INDUSTRIA               | CUSIP: 866120AC2<br>LEI: 2549002JNRHTJ9H0MR86 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $679259.55     | 0.00%             | 2027-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      3233000 | PA      | $2302800.85    | 0.00%             | 2024-03-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     60197000 | PA      | $67435199.80   | 0.07%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | CAISS DESJARDINS               | CUSIP: 31430WRG1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      4300000 | PA      | $3220152.06    | 0.00%             | 2032-08-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GELF Bond Issuer I SA                                                           | GELF BOND ISSUER               | CUSIP: QZ8081296<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $960987.07     | 0.00%             | 2026-10-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                              | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5127680.91    | 0.01%             | 2025-03-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vesteda Finance BV                                                              | VESTEDA FINANC                 | CUSIP: N/A<br>LEI: 72450072M9HBDGD2GH67       | Long             | DBT              | CORP              | NL        |      1906000 | PA      | $1881422.93    | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9138095.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                   | ENBW                           | CUSIP: BH6216486<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |     17891000 | PA      | $18306357.21   | 0.02%             | 2025-04-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                  | CHOICE PPTY REIT               | CUSIP: 17039AAK2<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      3918000 | PA      | $2859787.82    | 0.00%             | 2025-01-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |     10376000 | PA      | $10970136.83   | 0.01%             | 2028-10-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1006472.78    | 0.00%             | 2171-07-14      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       100000 | PA      | $96022.53      | 0.00%             | 2030-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                  | CUSIP: 86721ZAR0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      1948000 | PA      | $1161059.82    | 0.00%             | 2051-03-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4641627.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Statnett SF                                                                     | STATNETT SF                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXHAI017       | Long             | DBT              | CORP              | NO        |       308000 | PA      | $317209.81     | 0.00%             | 2025-03-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                          | SANOFI                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      9400000 | PA      | $9789541.07    | 0.01%             | 2025-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      5300000 | PA      | $5814833.04    | 0.01%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                            | BALDER                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |      4461000 | PA      | $4042902.62    | 0.00%             | 2026-01-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAJ0<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      2655000 | PA      | $1940354.33    | 0.00%             | 2024-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                    | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      6000000 | PA      | $6191742.66    | 0.01%             | 2024-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      5518000 | PA      | $5534926.49    | 0.01%             | 2026-05-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    419350000 | PA      | $3429846.46    | 0.00%             | 2026-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |       200000 | PA      | $225321.37     | 0.00%             | 2031-04-27      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7382796.97    | 0.01%             | 2027-05-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      4535000 | PA      | $4328503.69    | 0.00%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AG Insurance SA                                                                 | AG INSURANCE                   | CUSIP: N/A<br>LEI: G05OZ4J4E05KDATL0J93       | Long             | DBT              | CORP              | BE        |      1300000 | PA      | $1313569.90    | 0.00%             | 2047-06-30      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $5898068.18    | 0.01%             | 2025-01-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      2683000 | PA      | $2541858.08    | 0.00%             | 2028-09-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                             | ESSILORLUXOTTICA               | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5106297.21    | 0.01%             | 2025-05-27      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAU9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $987630.75     | 0.00%             | 2031-06-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     76164000 | PA      | $53469977.08   | 0.06%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mountain View Partners GP                                                       | MOUNTAIN VIEW PT               | CUSIP: N/A<br>LEI: 5493000LE2PFR6X4RR93       | Long             | DBT              | CORP              | CA        |        29942 | PA      | $20280.33      | 0.00%             | 2051-03-31      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      2728000 | PA      | $2199899.09    | 0.00%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                           | INTACT FINANCIAL               | CUSIP: 45823ZAB8<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |        25000 | PA      | $22008.03      | 0.00%             | 2039-11-23      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: N/A<br>LEI: FJSUNZKFNQ5YPJ5OT455       | Long             | DBT              | CORP              | US        |       957000 | PA      | $889903.07     | 0.00%             | 2031-03-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      8715000 | PA      | $8688669.37    | 0.01%             | 2033-07-30      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                    | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |     89000000 | PA      | $661986.94     | 0.00%             | 2029-05-25      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Hospital for Sick Children/The                                                  | HOSP SICK CHILDR               | CUSIP: 44107DAA9<br>LEI: 549300RURFL2KSCOHD12 | Long             | DBT              | CORP              | CA        |       850000 | PA      | $724723.20     | 0.00%             | 2049-12-16      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |     21318000 | PA      | $20491921.59   | 0.02%             | 2029-11-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nouvelle Autoroute 30 Financement Inc                                           | NOUVELLE AUTO                  | CUSIP: 66980CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       896170 | PA      | $598796.31     | 0.00%             | 2042-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10000000000 | PA      | $76869596.28   | 0.08%             | 2024-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-96029.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PSA Banque France SA                                                            | PSA BANQUE FRANC               | CUSIP: N/A<br>LEI: 969500JK1O192KI3E882       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3131863.72    | 0.00%             | 2024-06-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    233494000 | PA      | $226513848.47  | 0.24%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                       | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |       200000 | PA      | $203410.46     | 0.00%             | 2025-09-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                                              | HELVETIA EUROPE                | CUSIP: N/A<br>LEI: 549300KW3XYA7W477U50       | Long             | DBT              | CORP              | LU        |      6257000 | PA      | $5522561.84    | 0.01%             | 2041-09-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      4900000 | PA      | $5666691.07    | 0.01%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      7314000 | PA      | $7309386.59    | 0.01%             | 2026-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1147985.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     30605000 | PA      | $21338074.94   | 0.02%             | 2026-07-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3971850000 | PA      | $32984162.95   | 0.04%             | 2032-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      5855000 | PA      | $5886462.87    | 0.01%             | 2026-05-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                             | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |      7855000 | PA      | $8182975.68    | 0.01%             | 2024-06-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    102607000 | PA      | $91836486.54   | 0.10%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-472505.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: AX2400650<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      8600000 | PA      | $9168661.39    | 0.01%             | 2029-02-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4406610.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                   | NN BANK NV                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |      3900000 | PA      | $3968855.33    | 0.00%             | 2055-09-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $4161161.74    | 0.00%             | 2037-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     11300000 | PA      | $11518354.92   | 0.01%             | 2025-04-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                                                            | EIKA BOLIGKREDIT               | CUSIP: N/A<br>LEI: 549300T7MMTBQXCJOQ79       | Long             | DBT              | CORP              | NO        |       822000 | PA      | $842629.71     | 0.00%             | 2025-02-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     25000000 | PA      | $27114583.47   | 0.03%             | 2027-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      4876000 | PA      | $5260694.29    | 0.01%             | 2027-07-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     47014000 | PA      | $36431198.88   | 0.04%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10762545.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $190391.37     | 0.00%             | 2030-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: N/A<br>LEI: UWJKFUJFZ02DKWI3RY53       | Long             | DBT              | CORP              | US        |      5670000 | PA      | $5062809.79    | 0.01%             | 2030-05-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     10213000 | PA      | $10108613.42   | 0.01%             | 2026-02-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      5120000 | PA      | $7257174.83    | 0.01%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      4778000 | PA      | $4952018.25    | 0.01%             | 2024-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      5892000 | PA      | $5586545.25    | 0.01%             | 2027-06-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1333083.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |     26700000 | PA      | $26254970.97   | 0.03%             | 2028-07-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     29256000 | PA      | $30247328.65   | 0.03%             | 2025-04-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                      | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |      2975000 | PA      | $3133894.29    | 0.00%             | 2028-05-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      9725000 | PA      | $9637552.43    | 0.01%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      1951000 | PA      | $2201065.86    | 0.00%             | 2024-09-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      5500000 | PA      | $2660509.29    | 0.00%             | 2039-11-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                             | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       552000 | PA      | $660977.69     | 0.00%             | 2026-02-08      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                | PACIFIC NTNL FIN               | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |       200000 | PA      | $244097.57     | 0.00%             | 2023-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      4205000 | PA      | $3263342.63    | 0.00%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries AS                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      4000000 | PA      | $3810043.09    | 0.00%             | 2027-06-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     56942000 | PA      | $42773817.94   | 0.05%             | 2024-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 748148RY1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      4262000 | PA      | $3134325.19    | 0.00%             | 2024-02-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                       | EXPORT DEV CAN                 | CUSIP: 30216BHL9<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      2060000 | PA      | $1488646.68    | 0.00%             | 2024-07-31      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      6740000 | PA      | $6621510.19    | 0.01%             | 2027-04-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Iren SpA                                                                        | IREN SPA                       | CUSIP: QZ9796751<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      2277000 | PA      | $2364942.77    | 0.00%             | 2024-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      7000000 | PA      | $8355505.72    | 0.01%             | 2027-08-17      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      6900000 | PA      | $6104582.96    | 0.01%             | 2030-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                             | BRITISH COL FER                | CUSIP: 110574AK6<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |       950000 | PA      | $529824.83     | 0.00%             | 2049-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    541410000 | PA      | $19055779.35   | 0.02%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                    | METRO INC                      | CUSIP: 59162NAJ8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      1681000 | PA      | $981979.29     | 0.00%             | 2050-02-28      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      7052000 | PA      | $5672255.60    | 0.01%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                             | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |     27000000 | PA      | $24989738.17   | 0.03%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      9000000 | PA      | $7619024.70    | 0.01%             | 2031-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                       | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |      4086000 | PA      | $4148823.68    | 0.00%             | 2027-04-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051DB0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      2450000 | PA      | $1949271.23    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2121778.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      8200000 | PA      | $8234470.21    | 0.01%             | 2027-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      6882000 | PA      | $6502607.00    | 0.01%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    203714000 | PA      | $212247085.58  | 0.23%             | 2025-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| LeasePlan Corp NV                                                               | LEASEPLAN CORP                 | CUSIP: N/A<br>LEI: 724500C60L930FVHS484       | Long             | DBT              | CORP              | NL        |     10891000 | PA      | $10609188.94   | 0.01%             | 2026-02-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                 | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5204845.21    | 0.01%             | 2026-12-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Polski Koncern Naftowy ORLEN SA                                                 | PKN ORLEN                      | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |      1000000 | PA      | $896652.23     | 0.00%             | 2028-05-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $4637075.75    | 0.00%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $459565.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     22000000 | PA      | $21366535.77   | 0.02%             | 2027-03-24      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    110000000 | PA      | $5340099.41    | 0.01%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9056475.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      8000000 | PA      | $8087678.24    | 0.01%             | 2026-05-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15388650000 | PA      | $87119987.16   | 0.09%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  52000000000 | PA      | $33476863.78   | 0.04%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      3413000 | PA      | $3500004.35    | 0.00%             | 2026-03-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 56344ZPV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      3936000 | PA      | $2487943.96    | 0.00%             | 2052-09-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |      1148000 | PA      | $778077.89     | 0.00%             | 2026-12-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $179255.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-669253.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-334717.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Community Finance Co 1 PLC                                                      | COM FINANCE 1                  | CUSIP: N/A<br>LEI: 213800VZPKVQ7LLB8E76       | Long             | DBT              | CORP              | GB        |       347000 | PA      | $434495.03     | 0.00%             | 2034-07-31      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2461619.55    | 0.00%             | 2034-02-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     21814000 | PA      | $17185932.41   | 0.02%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     40577000 | PA      | $39240777.31   | 0.04%             | 2029-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      5792000 | PA      | $3820282.77    | 0.00%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Bank AG                                                      | SANTAN CONS BANK               | CUSIP: N/A<br>LEI: 5299002CRNX7K6KOL397       | Long             | DBT              | CORP              | DE        |     12300000 | PA      | $12586209.18   | 0.01%             | 2024-10-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      2439000 | PA      | $2429349.12    | 0.00%             | 2030-03-12      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     90000000 | PA      | $727271.56     | 0.00%             | 2026-03-19      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                                                         | SHAW COMMUNICAT                | CUSIP: 82028KAY7<br>LEI: 549300SCT0RG6178CI40 | Long             | DBT              | CORP              | CA        |        64000 | PA      | $47311.22      | 0.00%             | 2028-11-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Zurich Insurance Co Ltd                             | ARGENTUM NET                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      1004000 | PA      | $973588.55     | 0.00%             | 2049-02-19      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      2157700 | PA      | $1334078.65    | 0.00%             | 2037-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA POWE               | CUSIP: 66988ZBD0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $303444.44     | 0.00%             | 2045-05-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Finance Netherlands BV                                             | TOYOTA MOTOR FIN               | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4494923.50    | 0.00%             | 2025-12-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTI                         | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      3600000 | PA      | $3636589.17    | 0.00%             | 2027-09-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-24044.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                           | GREAT-WEST LIFEC               | CUSIP: 39138CAJ5<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      1400000 | PA      | $774991.83     | 0.00%             | 2050-07-08      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                    | 3I GROUP PLC                   | CUSIP: EC1986149<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |      2439000 | PA      | $3136735.03    | 0.00%             | 2032-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                                  | ABB FINANCE BV                 | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |      7151000 | PA      | $6206604.29    | 0.01%             | 2030-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827GE1<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      4700000 | PA      | $3205379.87    | 0.00%             | 2031-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                     | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |      7911000 | PA      | $7866385.18    | 0.01%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      7493000 | PA      | $8673125.16    | 0.01%             | 2028-01-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-769361.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | WL BANK                        | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2459421.84    | 0.00%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | MANULIFE FIN COR               | CUSIP: 56501RAJ5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      5296000 | PA      | $3483590.63    | 0.00%             | 2035-05-13      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      5411000 | PA      | $5739586.26    | 0.01%             | 2024-05-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                      | DWR CYMRU                      | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |       125000 | PA      | $164698.34     | 0.00%             | 2028-03-31      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| FIL Ltd/Bermuda                                                                 | FIL LTD/BERMUDA                | CUSIP: N/A<br>LEI: 549300SGJNFISS8EB433       | Long             | DBT              | CORP              | BM        |      1337000 | PA      | $1300895.88    | 0.00%             | 2026-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     20000000 | PA      | $20972605.99   | 0.02%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SP Distribution PLC                                                             | SP DISTRIBUTION                | CUSIP: N/A<br>LEI: 213800V3K259FGE7VX47       | Long             | DBT              | CORP              | GB        |       687000 | PA      | $878484.22     | 0.00%             | 2026-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Platform HG Financing PLC                                                       | PLATFORM HG FIN                | CUSIP: N/A<br>LEI: 213800UCFCI3SEDD1530       | Long             | DBT              | CORP              | GB        |      2452000 | PA      | $1503501.10    | 0.00%             | 2055-08-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       400000 | PA      | $506488.22     | 0.00%             | 2040-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: ZP3535157<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1048845.58    | 0.00%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Brisa-Concessao Rodoviaria SA                                                   | BRISA CONCESSAO                | CUSIP: N/A<br>LEI: 529900O4HQ501ZCXL896       | Long             | DBT              | CORP              | PT        |       100000 | PA      | $108558.38     | 0.00%             | 2023-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services Nederland BV                                | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 54930007FVPKN1NNHV37       | Long             | DBT              | CORP              | NL        |      5947000 | PA      | $5420806.79    | 0.01%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | BERLIN LAND                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      5833000 | PA      | $5913377.85    | 0.01%             | 2026-03-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: ZR5694701<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $2199019.40    | 0.00%             | 2049-09-30      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |      3704000 | PA      | $4078585.17    | 0.00%             | 2041-08-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      5100000 | PA      | $4665977.49    | 0.01%             | 2032-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                   | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      8200000 | PA      | $8763755.13    | 0.01%             | 2172-01-13      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Highland Holdings Sarl                                                          | HIGHLAND HOLDING               | CUSIP: N/A<br>LEI: 549300WGY8GPJM4PQR36       | Long             | DBT              | CORP              | LU        |      4000000 | PA      | $3527311.39    | 0.00%             | 2031-12-15      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     12829000 | PA      | $11464798.45   | 0.01%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 891145T79<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     16690000 | PA      | $12269693.23   | 0.01%             | 2024-07-24      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     87011000 | PA      | $102034793.77  | 0.11%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Mapfre SA                                                                       | MAPFRE                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |       600000 | PA      | $604872.54     | 0.00%             | 2026-05-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nissan Canada Inc                                                               | NISSAN CANADA                  | CUSIP: 65479EAB0<br>LEI: 2549009CAAU9H0OI9I95 | Long             | DBT              | CORP              | CA        |      4221000 | PA      | $2887157.66    | 0.00%             | 2025-09-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6752050000 | PA      | $41518791.96   | 0.04%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     13710000 | PA      | $6374243.19    | 0.01%             | 2052-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: N/A<br>LEI: D01LMJZU09ULLNCY6Z23       | Long             | DBT              | CORP              | US        |       500000 | PA      | $683555.08     | 0.00%             | 2050-02-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hella GmbH & Co KGaA                                                            | HELLA GMBH&CO KG               | CUSIP: N/A<br>LEI: 529900PLX4ADJFWIY024       | Long             | DBT              | CORP              | DE        |       316000 | PA      | $330487.51     | 0.00%             | 2024-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $998358.62     | 0.00%             | 2026-06-17      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  45000000000 | PA      | $36329495.86   | 0.04%             | 2025-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                             | LAND SECURITIES                | CUSIP: AM3605921<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              | CORP              | GB        |      2400000 | PA      | $2619283.39    | 0.00%             | 2031-02-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      4500000 | PA      | $4299499.04    | 0.00%             | 2027-02-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                    | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5246889.66    | 0.01%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                      | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $105203.50     | 0.00%             | 2024-07-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |      2818000 | PA      | $2974738.15    | 0.00%             | 2024-05-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     79047000 | PA      | $79670542.81   | 0.09%             | 2049-09-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| National Grid North America Inc                                                 | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |       200000 | PA      | $209209.36     | 0.00%             | 2024-07-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                      | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |     11800000 | PA      | $12469650.09   | 0.01%             | 2171-02-12      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $234942.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9479950000 | PA      | $73218380.90   | 0.08%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peabody Capital No 2 Plc                                                        | PEABODY CAPITAL                | CUSIP: N/A<br>LEI: 213800K1DLWVMZFBYD79       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1013048.73    | 0.00%             | 2034-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                      | FIRST CAP REALTY               | CUSIP: 31943BBW9<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |      4898000 | PA      | $3557947.25    | 0.00%             | 2025-07-31      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                      | TENN VALLEY AUTH               | CUSIP: 880591DP4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |       684000 | PA      | $932813.97     | 0.00%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5529.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                                                       | ESSITY AB                      | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | DBT              | CORP              | SE        |      5684000 | PA      | $4680796.58    | 0.01%             | 2031-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                                             | UNITE GROUP                    | CUSIP: AU7595815<br>LEI: 213800BBUUWVDH9YI827 | Long             | DBT              | CORP              | GB        |      1296000 | PA      | $1421017.58    | 0.00%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAF8<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      1475000 | PA      | $1093444.87    | 0.00%             | 2027-06-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                 | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $6194895.63    | 0.01%             | 2029-05-20      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    852018000 | PA      | $29978685.66   | 0.03%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    163530000 | PA      | $158322240.91  | 0.17%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      5275000 | PA      | $5433304.02    | 0.01%             | 2025-11-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     33133000 | PA      | $28153803.53   | 0.03%             | 2035-04-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |    102268000 | PA      | $105109633.87  | 0.11%             | 2025-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2672922.13    | 0.00%             | 2025-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  25000000000 | PA      | $19467535.31   | 0.02%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| City of Vancouver                                                               | VANCOUVER CITY                 | CUSIP: 921577RF1<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | NUSS              | CA        |       628000 | PA      | $431169.97     | 0.00%             | 2052-10-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    200000000 | PA      | $209559073.57  | 0.22%             | 2025-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                           | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |      2057000 | PA      | $2518202.42    | 0.00%             | 2047-04-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE               | CUSIP: 13638ZDC6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1237364.91    | 0.00%             | 2026-12-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                          | INTERNATIONAL FL               | CUSIP: N/A<br>LEI: BZLRL03D3GPGMOGFO832       | Long             | DBT              | CORP              | US        |      4898000 | PA      | $4942003.60    | 0.01%             | 2026-09-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Province of Newfoundland and Labrador Canada                                    | NEWFOUNDLAND                   | CUSIP: 651333GG5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      4131000 | PA      | $2720651.05    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    228090000 | PA      | $19996127.65   | 0.02%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     17042000 | PA      | $11011132.21   | 0.01%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      5000000 | PA      | $2905326.06    | 0.00%             | 2052-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVST BNK               | CUSIP: N/A<br>LEI: 213800HYL1S7VAXG6Z48       | Long             | DBT              | CORP              | N/A       |     17632000 | PA      | $18829587.57   | 0.02%             | 2026-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $464571.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euronext NV                                                                     | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2590078.34    | 0.00%             | 2031-05-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  90000000000 | PA      | $69173694.59   | 0.07%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7517480.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBE5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1808171.26    | 0.00%             | 2041-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      9461000 | PA      | $9706233.75    | 0.01%             | 2026-07-24      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $5247725.73    | 0.01%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RGB2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5233000 | PA      | $3878824.43    | 0.00%             | 2025-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      5606000 | PA      | $5170935.23    | 0.01%             | 2029-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     33282000 | PA      | $26267924.77   | 0.03%             | 2047-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CS9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1422903.76    | 0.00%             | 2029-02-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD               | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      1355000 | PA      | $970293.14     | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | LAND BADEN-WUERT               | CUSIP: AR9244922<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      4876000 | PA      | $4793094.28    | 0.01%             | 2028-04-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Government of the Northwest Territories                                         | GOVT OF THE NWT                | CUSIP: 667915AB8<br>LEI: 549300MHKRYWVMMSH566 | Long             | DBT              | NUSS              | CA        |       491000 | PA      | $242027.41     | 0.00%             | 2051-09-29      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3730000 | PA      | $2648429.79    | 0.00%             | 2027-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Telereal Secured Finance PLC                                                    | TELEREAL SECURED               | CUSIP: N/A<br>LEI: 213800OMYN4NJ6W4AD35       | Long             | DBT              | CORP              | GB        |      1199398 | PA      | $1382478.78    | 0.00%             | 2033-12-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     29486000 | PA      | $28808223.60   | 0.03%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      1786000 | PA      | $1668761.01    | 0.00%             | 2026-09-10      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7365916.57    | 0.01%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5047928.65    | 0.01%             | 2030-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     92700000 | PA      | $712093.75     | 0.00%             | 2024-03-19      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                    | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $3341641.77    | 0.00%             | 2032-11-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718EX3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      3459000 | PA      | $3358387.95    | 0.00%             | 2029-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |     10373000 | PA      | $11713338.07   | 0.01%             | 2026-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: AT5926676<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3300118.84    | 0.00%             | 2048-07-23      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      3200000 | PA      | $3184437.92    | 0.00%             | 2025-01-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     42228000 | PA      | $40197205.59   | 0.04%             | 2027-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     69874000 | PA      | $46524038.00   | 0.05%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $3036807.74    | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     19048000 | PA      | $19690251.56   | 0.02%             | 2026-03-02      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                            | MMS USA HLDGS                  | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |     12100000 | PA      | $11696454.88   | 0.01%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Services Finance Ltd                                            | YORKS WATER FIN                | CUSIP: EG4572640<br>LEI: 213800SPVHJCCUH13862 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $524711.75     | 0.00%             | 2037-05-28      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                    | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |     36000000 | PA      | $276006.45     | 0.00%             | 2024-08-23      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Shoko Chukin Bank Ltd/The                                                       | SHOKO CHUKIN BK                | CUSIP: N/A<br>LEI: 549300OSGFLYKC22SO39       | Long             | DBT              | CORP              | JP        |    430000000 | PA      | $3286950.85    | 0.00%             | 2027-04-27      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      4781000 | PA      | $3770491.67    | 0.00%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HBC5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     11680000 | PA      | $8163037.04    | 0.01%             | 2030-07-21      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW                            | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      4100000 | PA      | $3534888.07    | 0.00%             | 2031-12-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12236350000 | PA      | $97477500.63   | 0.10%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5834318.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | DONG A/S                       | CUSIP: EI2033872<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      1702000 | PA      | $2273808.96    | 0.00%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                     | ALTAGAS LTD                    | CUSIP: 02138ZAM5<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      4489000 | PA      | $3339504.60    | 0.00%             | 2025-01-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |      7311000 | PA      | $4544200.80    | 0.00%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11321165.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |   1000000000 | PA      | $7652771.48    | 0.01%             | 2024-10-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    164392000 | PA      | $39038316.51   | 0.04%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |      5916000 | PA      | $6129730.45    | 0.01%             | 2026-03-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     20000000 | PA      | $18808702.86   | 0.02%             | 2028-01-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     85819000 | PA      | $83737648.82   | 0.09%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     13771000 | PA      | $9773754.02    | 0.01%             | 2025-02-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      7781000 | PA      | $6256547.07    | 0.01%             | 2172-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |      2800000 | PA      | $2718494.64    | 0.00%             | 2032-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNP Assurances                                                                  | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3089315.44    | 0.00%             | 2051-06-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                               | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       822000 | PA      | $703389.90     | 0.00%             | 2033-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of Newfoundland and Labrador Canada                                    | NEWFOUNDLAND                   | CUSIP: 651333EE2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       491000 | PA      | $411822.52     | 0.00%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      7700000 | PA      | $7343183.68    | 0.01%             | 2029-11-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      9220000 | PA      | $6224392.17    | 0.01%             | 2029-01-26      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                                      | ASSICURAZIONI                  | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $1827426.85    | 0.00%             | 2031-07-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Dexia Credit Local SA                                                           | DEXIA CRED LOCAL               | CUSIP: ZP5175648<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4834449.84    | 0.01%             | 2027-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                           | BROOKFLD INF ULC               | CUSIP: 11291ZAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       770000 | PA      | $602354.99     | 0.00%             | 2052-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 6698278Z3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      4866000 | PA      | $3797366.71    | 0.00%             | 2042-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Holcim Sterling Finance Netherlands BV                                          | HOLCIM STRLNG                  | CUSIP: N/A<br>LEI: 529900KU5LFL22MEGK07       | Long             | DBT              | CORP              | NL        |      1282000 | PA      | $1319522.17    | 0.00%             | 2032-05-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827FL6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       981000 | PA      | $864130.31     | 0.00%             | 2033-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                  | ALLIED PROP REIT               | CUSIP: 019456AF9<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |      2035000 | PA      | $1318516.96    | 0.00%             | 2030-02-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: AN2066628<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      6100000 | PA      | $6451961.13    | 0.01%             | 2171-04-19      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                          | HYPO NOE GRUPPE                | CUSIP: N/A<br>LEI: 5493007BWYDPQZLZ0Y27       | Long             | DBT              | CORP              | AT        |      5500000 | PA      | $5714181.28    | 0.01%             | 2024-06-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CQT6<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      2135000 | PA      | $1646678.94    | 0.00%             | 2032-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Together Housing Finance PLC                                                    | TGHR HSG FIN PLC               | CUSIP: N/A<br>LEI: 213800FJW1TYLLKRV519       | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1607114.75    | 0.00%             | 2042-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | DANAHER CORP                   | CUSIP: 235851AU6<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      5590000 | PA      | $5678548.62    | 0.01%             | 2030-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    420393000 | PA      | $412704012.23  | 0.44%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8548205.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                        | UNITED OVERSEAS                | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |      6141000 | PA      | $6319092.71    | 0.01%             | 2025-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9237735.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                               | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      8100000 | PA      | $7417683.16    | 0.01%             | 2042-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9325050000 | PA      | $53598358.55   | 0.06%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                              | TORONTO HYDRO                  | CUSIP: 89119ZAL7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      2939000 | PA      | $2009921.03    | 0.00%             | 2029-12-11      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    375770000 | PA      | $367199118.98  | 0.39%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06369ZCE2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      2650000 | PA      | $1917201.86    | 0.00%             | 2029-09-17      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       491000 | PA      | $334163.55     | 0.00%             | 2027-07-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     65450000 | PA      | $66681469.20   | 0.07%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | UNIBAIL-RODAMCO                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $3156996.03    | 0.00%             | 2049-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      4876000 | PA      | $5062327.69    | 0.01%             | 2025-01-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: N/A<br>LEI: 4YV9Y5M8S0BRK1RP0397       | Long             | DBT              | CORP              | US        |      4877000 | PA      | $5054654.13    | 0.01%             | 2024-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     10500000 | PA      | $11596776.47   | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      4688000 | PA      | $5526291.47    | 0.01%             | 2029-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 580135CD1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      6899000 | PA      | $5044335.38    | 0.01%             | 2025-03-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10084675.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                                                | OVERSEA-CHINESE                | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | DBT              | CORP              | SG        |      4913000 | PA      | $5037856.78    | 0.01%             | 2025-04-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     31926000 | PA      | $20481097.07   | 0.02%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 626209JC5<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      2700000 | PA      | $2157555.58    | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                          | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |      4957000 | PA      | $4356515.66    | 0.00%             | 2026-09-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 120000000000 | PA      | $94772167.56   | 0.10%             | 2024-12-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6316650000 | PA      | $48543730.65   | 0.05%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Dexia Credit Local SA                                                           | DEXIA CRED LOCAL               | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      8400000 | PA      | $8825934.01    | 0.01%             | 2024-11-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      3633000 | PA      | $3935456.94    | 0.00%             | 2025-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10532950000 | PA      | $88258563.07   | 0.09%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      2945000 | PA      | $2786638.78    | 0.00%             | 2034-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      5515000 | PA      | $5535557.61    | 0.01%             | 2029-06-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     20455000 | PA      | $17713025.39   | 0.02%             | 2046-11-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |     22948000 | PA      | $19681006.79   | 0.02%             | 2031-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     56400000 | PA      | $12995321.29   | 0.01%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Digital Stout Holding LLC                                                       | DIGITAL STOUT HO               | CUSIP: N/A<br>LEI: 549300N335X1857YDM81       | Long             | DBT              | CORP              | US        |      4938000 | PA      | $5332737.92    | 0.01%             | 2029-07-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     10337000 | PA      | $10501331.41   | 0.01%             | 2027-01-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13878350000 | PA      | $106674223.61  | 0.11%             | 2024-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |        75000 | PA      | $58292.27      | 0.00%             | 2046-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      3200000 | PA      | $2944279.63    | 0.00%             | 2171-10-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: AW8745126<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      9133000 | PA      | $8721594.21    | 0.01%             | 2029-02-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $7339078.95    | 0.01%             | 2032-11-09      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBG7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      4701000 | PA      | $3400849.78    | 0.00%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                       | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |       217000 | PA      | $231120.13     | 0.00%             | 2026-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      2800000 | PA      | $2407305.78    | 0.00%             | 2031-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SIX Finance Luxembourg SA                                                       | SIX FINANCE LUX                | CUSIP: N/A<br>LEI: 529900VBB5T4TR8NJ082       | Long             | DBT              | CORP              | LU        |      5400000 | PA      | $5298978.51    | 0.01%             | 2025-12-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1581550000 | PA      | $14354686.79   | 0.02%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                   | DOLLARAMA INC.                 | CUSIP: 25675TAM9<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      2504000 | PA      | $1733552.76    | 0.00%             | 2026-07-08      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $8819325.40    | 0.01%             | 2029-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     16804000 | PA      | $16793934.07   | 0.02%             | 2026-03-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: 69363TAM4<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      5383000 | PA      | $3968197.67    | 0.00%             | 2025-11-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                           | INTACT FINANCIAL               | CUSIP: 45823ZAF9<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      2196000 | PA      | $1558797.23    | 0.00%             | 2027-06-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      4400000 | PA      | $4986271.04    | 0.01%             | 2027-04-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                        | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |     16904000 | PA      | $14917947.79   | 0.02%             | 2029-04-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      2900000 | PA      | $2383609.60    | 0.00%             | 2029-12-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                         | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |     22426000 | PA      | $23585808.89   | 0.03%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     10000000 | PA      | $9624921.18    | 0.01%             | 2026-11-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        | 123500000000 | PA      | $23145975.13   | 0.02%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund      | CBRE GI OPEN END               | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |      1600000 | PA      | $1280191.69    | 0.00%             | 2029-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       700000 | PA      | $459065.76     | 0.00%             | 2027-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3010300000 | PA      | $25394753.43   | 0.03%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                            | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |       282000 | PA      | $295786.32     | 0.00%             | 2042-07-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457BN7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      3956000 | PA      | $4029806.31    | 0.00%             | 2030-06-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1030127.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    251529000 | PA      | $231358027.80  | 0.25%             | 2034-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      6827000 | PA      | $6003929.67    | 0.01%             | 2036-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      3000000 | PA      | $2963468.49    | 0.00%             | 2026-09-10      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    130951000 | PA      | $159680038.07  | 0.17%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      2066000 | PA      | $1748008.59    | 0.00%             | 2032-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      8459000 | PA      | $7932143.00    | 0.01%             | 2029-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      8000000 | PA      | $9575715.82    | 0.01%             | 2024-12-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 626209AD2<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      5863000 | PA      | $4285412.57    | 0.00%             | 2025-10-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     22080000 | PA      | $19923962.06   | 0.02%             | 2028-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      8285000 | PA      | $7703022.87    | 0.01%             | 2032-11-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Next Group PLC                                                                  | NEXT GROUP PLC                 | CUSIP: N/A<br>LEI: 213800O8TRZCFJ9R5760       | Long             | DBT              | CORP              | GB        |      3459000 | PA      | $3996755.26    | 0.00%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: N/A<br>LEI: BSGEFEIOM18Y80CKCV46       | Long             | DBT              | CORP              | CA        |      4461000 | PA      | $4597832.11    | 0.00%             | 2025-03-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       952000 | PA      | $1022849.40    | 0.00%             | 2024-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086SY1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      5033000 | PA      | $3231962.58    | 0.00%             | 2033-01-28      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       495000 | PA      | $636533.07     | 0.00%             | 2036-06-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      1975000 | PA      | $1965864.00    | 0.00%             | 2027-10-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 86682ZAN6<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      5877000 | PA      | $3626751.45    | 0.00%             | 2035-10-01      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $723373.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RAZ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      4516000 | PA      | $3172151.70    | 0.00%             | 2029-03-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $1679767.13    | 0.00%             | 2029-04-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SELP Finance Sarl                                                               | SELP FINANCE SAR               | CUSIP: AZ1510454<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |      2552000 | PA      | $2441975.04    | 0.00%             | 2026-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      5000000 | PA      | $4313315.63    | 0.00%             | 2031-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      3000000 | PA      | $3746901.17    | 0.00%             | 2028-09-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Virgin Money UK PLC                                                             | VIRGIN MONEY                   | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |      3100000 | PA      | $3259417.95    | 0.00%             | 2025-06-24      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |      7821000 | PA      | $7183252.09    | 0.01%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      5365000 | PA      | $5270628.57    | 0.01%             | 2027-11-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | ENEL SPA                       | CUSIP: EG5612718<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      1060000 | PA      | $1259370.96    | 0.00%             | 2027-06-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                          | HYPO NOE GRUPPE                | CUSIP: N/A<br>LEI: 5493007BWYDPQZLZ0Y27       | Long             | DBT              | CORP              | AT        |      2500000 | PA      | $2535680.27    | 0.00%             | 2025-09-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |     10630000 | PA      | $7404432.48    | 0.01%             | 2024-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                           | DAIICHI SANKYO                 | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | DBT              | CORP              | JP        |    700000000 | PA      | $4939732.19    | 0.01%             | 2036-07-25      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    957940000 | PA      | $49689516.07   | 0.05%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $10445466.47   | 0.01%             | 2028-05-31      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      1500000 | PA      | $1545719.83    | 0.00%             | 3017-11-24      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAD8<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      2628000 | PA      | $1676597.63    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      3400000 | PA      | $3600589.19    | 0.00%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                    | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      3200000 | PA      | $3341667.34    | 0.00%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: ZS0711912<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       331000 | PA      | $288464.75     | 0.00%             | 2034-04-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $970582.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PFL2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     23515000 | PA      | $16790915.31   | 0.02%             | 2026-09-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: EJ2313116<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $3160888.71    | 0.00%             | 2042-06-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance BV                                                              | GAS NAT FENOSA F               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | NL        |      4400000 | PA      | $4447728.90    | 0.00%             | 2026-04-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEXUS Finance Pty Ltd                                                           | DEXUS FINANCE                  | CUSIP: N/A<br>LEI: 254900Q8HV90024Z7W84       | Long             | DBT              | CORP              | AU        |      2780000 | PA      | $1557026.40    | 0.00%             | 2032-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 448810AC5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       981000 | PA      | $870805.29     | 0.00%             | 2030-06-03      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: AR1691807<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    116000000 | PA      | $855562.58     | 0.00%             | 2028-03-14      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     12190000 | PA      | $12099775.26   | 0.01%             | 2028-02-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 63306AGE0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      3282000 | PA      | $2365158.36    | 0.00%             | 2025-02-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     18917000 | PA      | $17068849.76   | 0.02%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11106280.57  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |      2455000 | PA      | $2734824.14    | 0.00%             | 2024-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $620992.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       985000 | PA      | $1115962.17    | 0.00%             | 2027-02-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      4913000 | PA      | $5142147.39    | 0.01%             | 2024-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                   | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $2885458.20    | 0.00%             | 2171-10-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |       200000 | PA      | $191780.34     | 0.00%             | 2028-01-18      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      4552000 | PA      | $4849304.54    | 0.01%             | 2029-04-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                           | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |      2455000 | PA      | $2578547.24    | 0.00%             | 2026-01-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                          | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |      4388000 | PA      | $4782022.01    | 0.01%             | 2024-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       900000 | PA      | $1033931.06    | 0.00%             | 2027-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     93432000 | PA      | $99666996.05   | 0.11%             | 2024-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GK7<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4898000 | PA      | $3573286.38    | 0.00%             | 2026-08-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      2439000 | PA      | $1945928.70    | 0.00%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |      4876000 | PA      | $4789516.67    | 0.01%             | 2028-01-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DT6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2977000 | PA      | $1790272.56    | 0.00%             | 2039-09-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Arqiva Financing PLC                                                            | ARQIVA FINANCING               | CUSIP: N/A<br>LEI: 213800HHECW72RW2QH41       | Long             | DBT              | CORP              | GB        |      1318667 | PA      | $1579681.48    | 0.00%             | 2032-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      1500000 | PA      | $1743804.99    | 0.00%             | 2026-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $97865.86      | 0.00%             | 2028-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      5960000 | PA      | $6256013.41    | 0.01%             | 2024-04-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Wheatley Group Capital PLC                                                      | WHEATLEY GROUP C               | CUSIP: N/A<br>LEI: 213800H5Z7A5G7ZS2U33       | Long             | DBT              | CORP              | GB        |      1131000 | PA      | $1286401.04    | 0.00%             | 2044-11-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: EF5279825<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      2913000 | PA      | $3646002.53    | 0.00%             | 2171-07-06      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   3403180000 | PA      | $7406312.34    | 0.01%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     49682000 | PA      | $28107315.12   | 0.03%             | 2052-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Summit Industrial Income REIT                                                   | SUMMIT INDUSTRIA               | CUSIP: 866120AA6<br>LEI: 2549002JNRHTJ9H0MR86 | Long             | DBT              | CORP              | CA        |       637000 | PA      | $444395.24     | 0.00%             | 2025-09-17      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       586000 | PA      | $751588.32     | 0.00%             | 2025-12-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                  | MONDELEZ INTL                  | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |      1410000 | PA      | $1019144.84    | 0.00%             | 2041-09-09      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES                                   | JFM 2.22 1/28/2030             | CUSIP: BRS9C2CF7<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |   1710000000 | PA      | $14109857.47   | 0.02%             | 2030-01-28      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      1800000 | PA      | $1453680.87    | 0.00%             | 2033-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      2439000 | PA      | $2521642.22    | 0.00%             | 2025-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      5200000 | PA      | $5652491.40    | 0.01%             | 2025-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      4275000 | PA      | $4133374.21    | 0.00%             | 2030-09-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CAR3<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2778312.20    | 0.00%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-705839.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1097239.73    | 0.00%             | 2030-12-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $104711.88     | 0.00%             | 2026-05-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     33802000 | PA      | $34440707.12   | 0.04%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      2457000 | PA      | $2604662.91    | 0.00%             | 2025-02-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3198315.22    | 0.00%             | 2047-02-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Citizen Treasury PLC                                                            | WM TREAS 2 PLC                 | CUSIP: N/A<br>LEI: 213800U87S2B5BF1RO21       | Long             | DBT              | CORP              | GB        |      4322000 | PA      | $4109664.23    | 0.00%             | 2048-10-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                              | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |     10662000 | PA      | $9227840.94    | 0.01%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |     11976000 | PA      | $13936218.47   | 0.01%             | 2025-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      2457000 | PA      | $2470816.41    | 0.00%             | 2027-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $793696.35     | 0.00%             | 2028-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  40000000000 | PA      | $29797012.50   | 0.03%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      5283000 | PA      | $3141669.33    | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     11716000 | PA      | $10657327.99   | 0.01%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                      | MERCK                          | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | DBT              | CORP              | DE        |        75000 | PA      | $80685.20      | 0.00%             | 2074-12-12      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      6300000 | PA      | $6420172.01    | 0.01%             | 2030-03-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                   | DOLLARAMA INC.                 | CUSIP: 25675TAK3<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       981000 | PA      | $648433.29     | 0.00%             | 2027-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |     18800000 | PA      | $17620079.45   | 0.02%             | 2028-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| St Galler Kantonalbank AG                                                       | ST GALL KANTONBK               | CUSIP: N/A<br>LEI: 549300GFRG6OK00RG957       | Long             | DBT              | CORP              | CH        |       210000 | PA      | $223959.18     | 0.00%             | 2025-06-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  85000000000 | PA      | $55715064.13   | 0.06%             | 2047-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10450273.39  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $658303.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde Finance BV                                                                | LINDE FINANCE BV               | CUSIP: N/A<br>LEI: 5H8RMHHYTWIP1RKLCE38       | Long             | DBT              | CORP              | NL        |      6800000 | PA      | $5778610.19    | 0.01%             | 2032-05-19      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     59862700 | PA      | $44327774.03   | 0.05%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     29000000 | PA      | $15652786.91   | 0.02%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Redexis Gas Finance BV                                                          | REDEXIS GAS FIN                | CUSIP: N/A<br>LEI: 724500XI19XTPCL36320       | Long             | DBT              | CORP              | NL        |      7596000 | PA      | $7641196.00    | 0.01%             | 2027-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: AW4371570<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7592306.44    | 0.01%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Peabody Capital No 2 Plc                                                        | PEABODY CAPITAL                | CUSIP: N/A<br>LEI: 213800K1DLWVMZFBYD79       | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $1955500.59    | 0.00%             | 2053-12-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Bank Capital Funding Sterling 1 LP                                         | HSBC BNK CAO FND               | CUSIP: N/A<br>LEI: 2138007XGRZME1ZCTY76       | Long             | DBT              | CORP              | JE        |        62000 | PA      | $80178.86      | 0.00%             | 2171-11-05      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                 | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |      5000000 | PA      | $4342661.08    | 0.00%             | 2031-03-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      6600000 | PA      | $50320.09      | 0.00%             | 2028-10-25      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                        | GRAND CITY PROP                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      4100000 | PA      | $3705903.26    | 0.00%             | 2027-02-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | WL BANK                        | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1020354.17    | 0.00%             | 2025-06-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      6165000 | PA      | $7115297.23    | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      5500000 | PA      | $5361993.55    | 0.01%             | 2027-03-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     17760000 | PA      | $16597456.74   | 0.02%             | 2028-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                            | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1106535.76    | 0.00%             | 2032-08-26      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      5120000 | PA      | $5332500.63    | 0.01%             | 2025-09-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Repsol International Finance BV                                                 | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      3500000 | PA      | $3572769.98    | 0.00%             | 2171-06-11      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      1464000 | PA      | $1552784.67    | 0.00%             | 2025-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coventry Building Society                                                       | COVENTRY BDG SOC               | CUSIP: N/A<br>LEI: 2138004G59FXEAZ6IO10       | Long             | DBT              | CORP              | GB        |      5062000 | PA      | $4967039.25    | 0.01%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      1690000 | PA      | $1494376.63    | 0.00%             | 2038-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Telstra Corp Ltd                                                                | TELSTRA CORP LTD               | CUSIP: N/A<br>LEI: PCTXNQGRJVR3OG33JG65       | Long             | DBT              | CORP              | AU        |      1110000 | PA      | $766643.55     | 0.00%             | 2027-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614852NP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       389000 | PA      | $289052.98     | 0.00%             | 2024-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      1257000 | PA      | $1146588.01    | 0.00%             | 2033-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      7000000 | PA      | $6377949.76    | 0.01%             | 2029-02-23      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      1000000 | PA      | $825068.93     | 0.00%             | 2030-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                              | TORONTO HYDRO                  | CUSIP: 89119ZAJ2<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      2695000 | PA      | $1927459.22    | 0.00%             | 2026-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |      7600000 | PA      | $7389820.05    | 0.01%             | 2031-03-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     16800000 | PA      | $15211136.16   | 0.02%             | 2029-04-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      4200000 | PA      | $3911643.25    | 0.00%             | 2029-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      5500000 | PA      | $2671263.69    | 0.00%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NSWTC-DOMESTIC                 | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     16257300 | PA      | $11724222.92   | 0.01%             | 2024-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     44993000 | PA      | $40553174.72   | 0.04%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      4500000 | PA      | $2964295.26    | 0.00%             | 2029-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                        | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      7847000 | PA      | $8507525.53    | 0.01%             | 2027-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     20000000 | PA      | $153374.46     | 0.00%             | 2024-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1718580.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Imerys SA                                                                       | IMERYS SA                      | CUSIP: N/A<br>LEI: 54930075MZSSIB2TGC64       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $395679.72     | 0.00%             | 2031-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     43652000 | PA      | $41249544.52   | 0.04%             | 2028-03-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2816149.40    | 0.00%             | 2032-06-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     25000000 | PA      | $24844646.22   | 0.03%             | 2054-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Teranet Holdings LP                                                             | TERANET HOLDINGS               | CUSIP: 880789AN2<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |       702000 | PA      | $537740.49     | 0.00%             | 2041-06-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     28358000 | PA      | $18329563.29   | 0.02%             | 2040-10-04      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| La Mondiale SAM                                                                 | LA MONDIALE                    | CUSIP: N/A<br>LEI: 969500L0T16HX3R78P61       | Long             | DBT              | CORP              | FR        |      3369000 | PA      | $3643327.25    | 0.00%             | 2171-12-17      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | MANULIFE FIN COR               | CUSIP: 56501RAF3<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1781214.72    | 0.00%             | 2029-08-20      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                         | PRINCE EDWARD IS               | CUSIP: 741666DB4<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      1261000 | PA      | $707560.65     | 0.00%             | 2051-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: AZ0185357<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4655279.31    | 0.00%             | 2029-06-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087L44<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     87721000 | PA      | $54961190.22   | 0.06%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                              | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      3459000 | PA      | $3212797.61    | 0.00%             | 2033-03-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                           | INTACT FINANCIAL               | CUSIP: 45823ZAE2<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1165000 | PA      | $859051.68     | 0.00%             | 2026-03-02      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                       | AIMCO REALTY INV               | CUSIP: 00889YAC5<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |       924000 | PA      | $670519.55     | 0.00%             | 2027-06-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |      2550000 | PA      | $2384841.98    | 0.00%             | 2032-05-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234NM6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      6367000 | PA      | $5691349.11    | 0.01%             | 2031-06-02      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     13142000 | PA      | $8422230.78    | 0.01%             | 2050-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                   | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      7391000 | PA      | $6168943.81    | 0.01%             | 2028-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      2439000 | PA      | $2018827.50    | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     37175000 | PA      | $27235130.59   | 0.03%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      2326000 | PA      | $2273802.84    | 0.00%             | 2028-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      9752000 | PA      | $12428846.93   | 0.01%             | 2025-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      4571000 | PA      | $4084978.30    | 0.00%             | 2029-07-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVST BNK               | CUSIP: AS0407740<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    150000000 | PA      | $14764799.23   | 0.02%             | 2024-04-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    390100000 | PA      | $3013709.74    | 0.00%             | 2024-06-25      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Societe Du Grand Paris EPIC                                                     | SOCIETE PARIS                  | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      6500000 | PA      | $4908263.32    | 0.01%             | 2050-05-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     20993000 | PA      | $15916012.67   | 0.02%             | 2036-03-17      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1532924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      1006400 | PA      | $494446.29     | 0.00%             | 2041-07-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      2800000 | PA      | $2862954.00    | 0.00%             | 2031-06-16      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15423200000 | PA      | $107602049.40  | 0.12%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                               | ORBIT CAPITAL                  | CUSIP: N/A<br>LEI: 213800QIGGLJLT7WXP16       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1237023.21    | 0.00%             | 2038-11-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13634600000 | PA      | $98876770.04   | 0.11%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      6339000 | PA      | $6369383.69    | 0.01%             | 2026-05-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                         | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $72316.97      | 0.00%             | 2041-05-28      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    497600000 | PA      | $3849965.59    | 0.00%             | 2024-03-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                        | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      6455000 | PA      | $6619596.77    | 0.01%             | 2033-04-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Telstra Corp Ltd                                                                | TELSTRA CORP LTD               | CUSIP: N/A<br>LEI: PCTXNQGRJVR3OG33JG65       | Long             | DBT              | CORP              | AU        |      2457000 | PA      | $2269160.11    | 0.00%             | 2030-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Yorkshire PLC                                                | NORTHERN PWRGRID               | CUSIP: N/A<br>LEI: 213800VZL2QT3Q7NOP46       | Long             | DBT              | CORP              | GB        |       822000 | PA      | $606780.11     | 0.00%             | 2059-10-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      4480000 | PA      | $4698552.91    | 0.01%             | 2029-03-05      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: JK3685530<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1276000 | PA      | $1323008.18    | 0.00%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     11200000 | PA      | $8712617.29    | 0.01%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1193475.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    140016000 | PA      | $146277551.97  | 0.16%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 3 PLC                                                    | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 213800HCQGDQGFP75D78       | Long             | DBT              | CORP              | GB        |      2235515 | PA      | $2715852.56    | 0.00%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |      1900000 | PA      | $1292094.33    | 0.00%             | 2030-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     25611000 | PA      | $20253999.92   | 0.02%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      3700000 | PA      | $3450047.39    | 0.00%             | 2032-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      7400000 | PA      | $6290848.74    | 0.01%             | 2034-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: ZQ5980433<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $3910995.00    | 0.00%             | 2035-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      2796000 | PA      | $2197689.14    | 0.00%             | 2035-09-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     90387000 | PA      | $96924658.50   | 0.10%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     15380000 | PA      | $13143991.35   | 0.01%             | 2117-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9427100000 | PA      | $65195329.31   | 0.07%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Hospital for Sick Children/The                                                  | HOSP SICK CHILDR               | CUSIP: 44107DAB7<br>LEI: 549300RURFL2KSCOHD12 | Long             | DBT              | CORP              | CA        |      1381000 | PA      | $862879.90     | 0.00%             | 2057-12-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2925550000 | PA      | $24929563.06   | 0.03%             | 2031-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                      | NAV CANADA                     | CUSIP: 628957AH5<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      1650000 | PA      | $952629.81     | 0.00%             | 2051-09-29      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                           | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      9981000 | PA      | $9272689.24    | 0.01%             | 2027-11-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $415370.91     | 0.00%             | 2025-04-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| First National Financial Corp                                                   | FIRST NATIONAL I               | CUSIP: 33564PAD5<br>LEI: 549300L96UOMCR0MJU30 | Long             | DBT              | CORP              | CA        |       491000 | PA      | $342204.92     | 0.00%             | 2025-11-17      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                    | CUSIP: N/A<br>LEI: 549300EVUN2BTLJ3GT74       | Long             | DBT              | CORP              | US        |      2086000 | PA      | $1968209.12    | 0.00%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Skipton Building Society                                                        | SKIPTON BUILDING               | CUSIP: N/A<br>LEI: 66AGRETLUXS4YO5MUH35       | Long             | DBT              | CORP              | GB        |       300000 | PA      | $336302.25     | 0.00%             | 2026-10-02      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    177411000 | PA      | $177484580.83  | 0.19%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     42882823 | PA      | $44388558.17   | 0.05%             | 2025-07-04      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MAY9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      1727000 | PA      | $1202958.33    | 0.00%             | 2045-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-40901.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      1302000 | PA      | $1119843.34    | 0.00%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                             | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |      7500000 | PA      | $7942150.01    | 0.01%             | 2025-01-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     30718000 | PA      | $19658260.69   | 0.02%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1007350000 | PA      | $8466025.10    | 0.01%             | 2027-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      6400000 | PA      | $6095849.09    | 0.01%             | 2032-03-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $6071886.87    | 0.01%             | 2026-07-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                   | NN BANK NV                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $6777546.21    | 0.01%             | 2041-03-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2700381.92    | 0.00%             | 2031-05-18      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    300000000 | PA      | $44499009.17   | 0.05%             | 2024-09-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      1913000 | PA      | $1627785.74    | 0.00%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KBC Bank NV                                                                     | KBC BANK NV                    | CUSIP: N/A<br>LEI: 6B2PBRV1FCJDMR45RZ53       | Long             | DBT              | CORP              | BE        |      3700000 | PA      | $3626419.62    | 0.00%             | 2027-10-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                           | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |     13336000 | PA      | $11869543.96   | 0.01%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCF3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      9440000 | PA      | $6928294.51    | 0.01%             | 2027-04-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $506662.56     | 0.00%             | 2033-01-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                 | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      2592000 | PA      | $2529834.73    | 0.00%             | 2029-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCF5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1900000 | PA      | $1197791.67    | 0.00%             | 2031-01-16      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5181850000 | PA      | $39183639.71   | 0.04%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     11068000 | PA      | $11959604.53   | 0.01%             | 2024-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                  | CHOICE PPTY REIT               | CUSIP: 17039AAW6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      1600000 | PA      | $1282317.24    | 0.00%             | 2032-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | LINDE PLC                      | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | DBT              | CORP              | IE        |      8300000 | PA      | $5281258.90    | 0.01%             | 2051-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of Newfoundland and Labrador Canada                                    | NEWFOUNDLAND                   | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      9380000 | PA      | $5180988.07    | 0.01%             | 2050-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1343702.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      5140000 | PA      | $3531635.65    | 0.00%             | 2030-06-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        | 118700000000 | PA      | $18154145.31   | 0.02%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13596Z3Y9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     12683000 | PA      | $9326913.58    | 0.01%             | 2025-05-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     11158000 | PA      | $11172716.63   | 0.01%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      4669000 | PA      | $3364197.76    | 0.00%             | 2029-06-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAF3<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      2329000 | PA      | $1355452.44    | 0.00%             | 2051-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance Canada Inc                                                | DAIMLER CANADA                 | CUSIP: 23384NBS5<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |      3325000 | PA      | $2319092.73    | 0.00%             | 2025-09-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2910206.38    | 0.00%             | 2026-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     53256000 | PA      | $26017970.54   | 0.03%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  30000000000 | PA      | $22759785.68   | 0.02%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 56344ZQC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      2213000 | PA      | $1636362.94    | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5238771.91    | 0.01%             | 2024-04-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5792650000 | PA      | $49528245.58   | 0.05%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      2455000 | PA      | $2378962.79    | 0.00%             | 2035-12-03      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD               | CUSIP: 303901BG6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      3183000 | PA      | $2155591.81    | 0.00%             | 2031-03-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $765740.79     | 0.00%             | 2026-04-28      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     30296000 | PA      | $31473242.38   | 0.03%             | 2037-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827GC5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      8313000 | PA      | $5604744.50    | 0.01%             | 2030-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      3413000 | PA      | $3338262.01    | 0.00%             | 2028-01-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                 | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |      3786000 | PA      | $3545376.14    | 0.00%             | 2029-05-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ontario Electricity Financial Corp                                              | ONTARIO HYDRO                  | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |      1600000 | PA      | $897155.25     | 0.00%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: ZS0233537<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $6202324.11    | 0.01%             | 2171-04-15      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $282409.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3530200000 | PA      | $29661553.22   | 0.03%             | 2028-12-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     15230000 | PA      | $14511654.71   | 0.02%             | 2031-09-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NE Property BV                                                                  | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $1533606.64    | 0.00%             | 2030-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| China Government International Bond                                             | CHINA (PEOPLE'S)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      2700000 | PA      | $2610261.83    | 0.00%             | 2026-11-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     21290000 | PA      | $23944470.70   | 0.03%             | 2025-07-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7801350000 | PA      | $60063898.12   | 0.06%             | 2025-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      3848000 | PA      | $2994354.26    | 0.00%             | 2056-08-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                | ASR NEDERLAND NV               | CUSIP: EK4983228<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |      1443000 | PA      | $1567181.78    | 0.00%             | 2171-09-30      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ampol Ltd                                                                       | AMPOL LTD                      | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Long             | DBT              | CORP              | AU        |      6920000 | PA      | $4808645.64    | 0.01%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                      | SANDVIK AB                     | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | DBT              | CORP              | SE        |      2500000 | PA      | $2591317.09    | 0.00%             | 2027-06-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     19775000 | PA      | $13647664.49   | 0.01%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9557150000 | PA      | $73292183.82   | 0.08%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-769361.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAR2<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      1572000 | PA      | $1030228.58    | 0.00%             | 2050-05-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| de Volksbank NV                                                                 | VOLKSBANK NV                   | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |      3700000 | PA      | $3722761.07    | 0.00%             | 2026-01-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $164172.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3336341.69    | 0.00%             | 2047-07-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL               | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      2863000 | PA      | $3058920.89    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      2637000 | PA      | $2714659.17    | 0.00%             | 2026-09-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                           | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $5055175.81    | 0.01%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                            | TELEFONICA EUROP               | CUSIP: EC8511957<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      3152000 | PA      | $3998804.54    | 0.00%             | 2033-02-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      7821000 | PA      | $8257852.67    | 0.01%             | 2025-03-05      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $1898830.23    | 0.00%             | 2028-01-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     15300000 | PA      | $18018669.98   | 0.02%             | 2026-06-10      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      2926000 | PA      | $2745955.93    | 0.00%             | 2029-05-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      3050000 | PA      | $3890128.96    | 0.00%             | 2026-10-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7289200000 | PA      | $54761136.29   | 0.06%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Province of Newfoundland and Labrador Canada                                    | NEWFOUNDLAND                   | CUSIP: 651333FS0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      4150000 | PA      | $3011451.84    | 0.00%             | 2025-06-02      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |       387000 | PA      | $353576.84     | 0.00%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVST BNK               | CUSIP: N/A<br>LEI: 213800HYL1S7VAXG6Z48       | Long             | DBT              | CORP              | N/A       |      8000000 | PA      | $707130.28     | 0.00%             | 2028-01-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      8500000 | PA      | $8617329.23    | 0.01%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      1600000 | PA      | $1645228.41    | 0.00%             | 2025-04-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              | NUSS              | CA        |       491000 | PA      | $347967.55     | 0.00%             | 2025-03-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     12014000 | PA      | $9782867.57    | 0.01%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    779080000 | PA      | $27485820.72   | 0.03%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-90380.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     37631000 | PA      | $27071476.40   | 0.03%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBB8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      3471000 | PA      | $2655190.70    | 0.00%             | 2043-09-09      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| London Power Networks PLC                                                       | LONDON POWER                   | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1650800.37    | 0.00%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAC5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      1475000 | PA      | $994962.58     | 0.00%             | 2043-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   6500000000 | PA      | $5152320.67    | 0.01%             | 2052-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Edenred                                                                         | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |       300000 | PA      | $311355.59     | 0.00%             | 2025-03-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     23767000 | PA      | $25024723.26   | 0.03%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: EH0065126<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      1956000 | PA      | $2687830.62    | 0.00%             | 2031-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |      6592000 | PA      | $6723989.64    | 0.01%             | 2025-05-13      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 2 PLC                                                    | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 2138008F9VZUZWUBZD27       | Long             | DBT              | CORP              | GB        |      1517819 | PA      | $1905055.30    | 0.00%             | 2039-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    128703000 | PA      | $129245943.66  | 0.14%             | 2026-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $7726013.77    | 0.01%             | 2171-12-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: ZP3171193<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $3032941.18    | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $9508195.37    | 0.01%             | 2024-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    160000000 | PA      | $25402038.49   | 0.03%             | 2040-08-03      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | RHEINLAND-PFALZ                | CUSIP: AL4994599<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      4876000 | PA      | $4817552.31    | 0.01%             | 2027-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GELF Bond Issuer I SA                                                           | GELF BOND ISSUER               | CUSIP: N/A<br>LEI: 213800L6LMHEP8TLAY43       | Long             | DBT              | CORP              | LU        |      2096000 | PA      | $1789831.00    | 0.00%             | 2029-07-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     27091000 | PA      | $24322716.22   | 0.03%             | 2032-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      8700000 | PA      | $9193029.21    | 0.01%             | 2028-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     15018000 | PA      | $11364061.80   | 0.01%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1123877.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HeidelbergCement Finance Luxembourg SA                                          | HEIDELCEMENT FIN               | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |      3755000 | PA      | $3875234.09    | 0.00%             | 2026-04-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1104882.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco di Desio e della Brianza SpA                                              | BANCO DESIO BRIA               | CUSIP: N/A<br>LEI: 81560026D234790EB288       | Long             | DBT              | CORP              | IT        |      7821000 | PA      | $8161043.74    | 0.01%             | 2024-09-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                        | MOLSON COORS                   | CUSIP: 60871RAJ9<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      4371000 | PA      | $4592752.33    | 0.00%             | 2024-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $5080752.71    | 0.01%             | 2024-08-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                    | CUSIP: BJ1875167<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $3530157.11    | 0.00%             | 2033-05-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                    | JPN HOUSING FIN                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     20000000 | PA      | $153194.71     | 0.00%             | 2025-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  15000000000 | PA      | $12097300.29   | 0.01%             | 2024-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4032776.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEV2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     12101000 | PA      | $11829023.63   | 0.01%             | 2027-04-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     36210000 | PA      | $33330901.98   | 0.04%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    199119320 | PA      | $28442265.71   | 0.03%             | 2025-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      2455000 | PA      | $2619592.27    | 0.00%             | 2025-07-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     74500000 | PA      | $551392.15     | 0.00%             | 2030-08-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                      | CLOSE BROTHERS                 | CUSIP: N/A<br>LEI: 213800URQKPVH3SJBM16       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $4729510.97    | 0.01%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd                                                         | WESTPAC NZ LTD                 | CUSIP: N/A<br>LEI: 549300MW73M5PK1PNG73       | Long             | DBT              | CORP              | NZ        |      4000000 | PA      | $2311020.73    | 0.00%             | 2026-02-24      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     25724000 | PA      | $5834065.38    | 0.01%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607H5C2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $3847326.29    | 0.00%             | 2027-10-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBD1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      2505000 | PA      | $1843725.75    | 0.00%             | 2041-09-26      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9133325.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $4819984.76    | 0.01%             | 2029-02-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                                                  | FCC AQUALIA SA                 | CUSIP: AN6847411<br>LEI: 959800BYDMFZGPTXHN28 | Long             | DBT              | CORP              | ES        |      1893000 | PA      | $1930143.17    | 0.00%             | 2027-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                                             | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $5036827.78    | 0.01%             | 2027-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087D35<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     19814000 | PA      | $14246929.42   | 0.02%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      3686000 | PA      | $2930849.18    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1121450000 | PA      | $10098852.61   | 0.01%             | 2034-12-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      6370000 | PA      | $5970594.39    | 0.01%             | 2035-12-11      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     15000000 | PA      | $9089539.52    | 0.01%             | 2032-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1343172.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      6728000 | PA      | $7028447.06    | 0.01%             | 2026-10-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Brisa-Concessao Rodoviaria SA                                                   | BRISA CONCESSAO                | CUSIP: N/A<br>LEI: 529900O4HQ501ZCXL896       | Long             | DBT              | CORP              | PT        |      6500000 | PA      | $6833973.01    | 0.01%             | 2027-05-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       770000 | PA      | $539541.01     | 0.00%             | 2025-02-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |       954000 | PA      | $1045404.10    | 0.00%             | 2025-09-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     11500000 | PA      | $11550277.71   | 0.01%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      6200000 | PA      | $6629246.94    | 0.01%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: EH6206096<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      3184000 | PA      | $4633159.66    | 0.00%             | 2028-11-20      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                          | GM FIN CAD                     | CUSIP: 37045YAG9<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      1804000 | PA      | $1221735.02    | 0.00%             | 2026-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      1510000 | PA      | $1650098.27    | 0.00%             | 2028-08-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |     10635000 | PA      | $11310940.16   | 0.01%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     18270000 | PA      | $18583324.79   | 0.02%             | 2026-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      7355000 | PA      | $7911549.75    | 0.01%             | 2024-03-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      4300000 | PA      | $4134558.86    | 0.00%             | 2027-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  79000000000 | PA      | $14721332.29   | 0.02%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10794500000 | PA      | $82975674.94   | 0.09%             | 2024-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBB8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      2141000 | PA      | $1414610.21    | 0.00%             | 2046-01-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    975300000 | PA      | $7543787.59    | 0.01%             | 2024-02-29      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                     | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      4000000 | PA      | $3545607.26    | 0.00%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     10971000 | PA      | $10728608.59   | 0.01%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     12099000 | PA      | $10647407.01   | 0.01%             | 2029-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     55000000 | PA      | $51203282.98   | 0.05%             | 2028-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: AT3408966<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  18650000000 | PA      | $22180835.23   | 0.02%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                 | L-BANK FOERDERBK               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | CORP              | DE        |      7314000 | PA      | $7334315.87    | 0.01%             | 2026-04-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109BJ9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      5206000 | PA      | $3599819.00    | 0.00%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    536500000 | PA      | $4145308.99    | 0.00%             | 2025-09-19      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                               | IGM FINANCIAL                  | CUSIP: 449586AC0<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      2514000 | PA      | $1803813.28    | 0.00%             | 2027-01-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | DBT              | CORP              | US        |       290000 | PA      | $203651.35     | 0.00%             | 2024-01-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1211580.28    | 0.00%             | 2033-09-07      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBL6<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      2177000 | PA      | $1483928.80    | 0.00%             | 2048-11-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    110000000 | PA      | $16510033.08   | 0.02%             | 2026-03-11      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| VF Corp                                                                         | VF CORP                        | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       777000 | PA      | $710270.07     | 0.00%             | 2028-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19049.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086RA4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      4898000 | PA      | $3543824.76    | 0.00%             | 2029-07-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      7400000 | PA      | $6785997.81    | 0.01%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBR0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      4800000 | PA      | $3477716.61    | 0.00%             | 2026-02-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     34800000 | PA      | $26610035.75   | 0.03%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       981000 | PA      | $701645.25     | 0.00%             | 2024-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142DM2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       957000 | PA      | $1023423.07    | 0.00%             | 2026-04-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                               | IGM FINANCIAL                  | CUSIP: 449586AH9<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       687000 | PA      | $455589.61     | 0.00%             | 2050-03-21      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200JU6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      7235000 | PA      | $7267767.81    | 0.01%             | 2027-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 SR-Bank ASA                                                         | SPAREBANK 1 SR                 | CUSIP: N/A<br>LEI: 549300Q3OIWRHQUQM052       | Long             | DBT              | CORP              | NO        |      1906000 | PA      | $1998754.63    | 0.00%             | 2024-03-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GEN ELECTRIC CO                | CUSIP: 369604BT9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      4771000 | PA      | $4649273.72    | 0.00%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |     11277000 | PA      | $8534946.24    | 0.01%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |     13042000 | PA      | $11518675.19   | 0.01%             | 2029-09-13      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     17269000 | PA      | $15278469.88   | 0.02%             | 2030-03-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     16347000 | PA      | $15754008.15   | 0.02%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                             | BRITISH COL FER                | CUSIP: 110574AH3<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |      2746000 | PA      | $2117128.13    | 0.00%             | 2043-10-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10005100000 | PA      | $66013498.38   | 0.07%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $546582.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstgroup PLC                                                                  | FIRSTGROUP PLC                 | CUSIP: EH9697366<br>LEI: 549300DEJZCPWA4HKM93 | Long             | DBT              | CORP              | GB        |      1301000 | PA      | $1610641.37    | 0.00%             | 2024-09-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding PLC                                                           | EVERSHOLT FUNDNG               | CUSIP: N/A<br>LEI: 5493002X7O83FCJVYO69       | Long             | DBT              | CORP              | GB        |       807143 | PA      | $1052688.12    | 0.00%             | 2035-02-22      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     15800000 | PA      | $16124734.15   | 0.02%             | 2025-03-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |      1496000 | PA      | $1260158.12    | 0.00%             | 2037-06-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     14400000 | PA      | $14105030.72   | 0.02%             | 2030-09-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     18500000 | PA      | $18168887.50   | 0.02%             | 2028-02-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJA2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     14155000 | PA      | $9950284.67    | 0.01%             | 2026-12-15      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Klepierre SA                                                                    | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      5200000 | PA      | $4450254.70    | 0.00%             | 2030-07-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $1583048.41    | 0.00%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                                                 | BROOKFIELD ASSET               | CUSIP: 10549PAJ0<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $788642.07     | 0.00%             | 2035-06-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $8686791.99    | 0.01%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2930548.76    | 0.00%             | 2032-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      2196000 | PA      | $2673040.72    | 0.00%             | 2026-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172BC2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       452000 | PA      | $429998.31     | 0.00%             | 2033-06-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                   | CALGARY AIRPORT                | CUSIP: 12959CAA7<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      8099000 | PA      | $5273707.48    | 0.01%             | 2036-10-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       127000 | PA      | $87174.98      | 0.00%             | 2026-08-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      5535000 | PA      | $6051729.01    | 0.01%             | 2028-07-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3301377.26    | 0.00%             | 2028-01-14      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    284304000 | PA      | $281531912.68  | 0.30%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                           | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |      5457000 | PA      | $5971783.03    | 0.01%             | 2027-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      2638000 | PA      | $1697087.82    | 0.00%             | 2042-08-27      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                              | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |      3000000 | PA      | $2288533.39    | 0.00%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    400877000 | PA      | $377740355.51  | 0.41%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                               | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      2737000 | PA      | $2420672.55    | 0.00%             | 2036-06-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | UNION GAS LTD                  | CUSIP: 90664ZAW0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1471000 | PA      | $972980.90     | 0.00%             | 2046-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                          | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |       100000 | PA      | $84042.16      | 0.00%             | 2027-01-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNZ International Funding Ltd/London                                            | BNZ INTL FUND/LN               | CUSIP: N/A<br>LEI: 549300HVMZ89HDMELW08       | Long             | DBT              | CORP              | NZ        |     15500000 | PA      | $16165872.34   | 0.02%             | 2024-07-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: AN6324528<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | CORP              | LU        |     26655000 | PA      | $24745547.39   | 0.03%             | 2033-05-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                                             | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      9700000 | PA      | $9822010.85    | 0.01%             | 2028-09-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      4642000 | PA      | $4171281.37    | 0.00%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: EK5348413<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      5600000 | PA      | $5914480.23    | 0.01%             | 2029-10-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2810594.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                     | VANCOUVER AIRPRT               | CUSIP: 92157WAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1026000 | PA      | $583683.46     | 0.00%             | 2049-10-18      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Annington Funding PLC                                                           | ANNINGTON FND PL               | CUSIP: N/A<br>LEI: 549300KK63W8VZIONZ83       | Long             | DBT              | CORP              | GB        |      4815000 | PA      | $4993504.51    | 0.01%             | 2024-07-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                               | ROTHESAY LIFE                  | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |      3989000 | PA      | $4542323.02    | 0.00%             | 2026-07-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    125000000 | PA      | $18561888.13   | 0.02%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $8627485.77    | 0.01%             | 2030-12-06      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                              | OPTIVO FINANCE                 | CUSIP: N/A<br>LEI: 213800DU46CL9M2ZRN02       | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2469560.95    | 0.00%             | 2035-10-07      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZBY9<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      4300000 | PA      | $3129220.74    | 0.00%             | 2027-09-29      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Connect Plus M25 Issuer PLC                                                     | CONNECT PLUS                   | CUSIP: AT6477711<br>LEI: 213800B2CJAR5PQX6W68 | Long             | DBT              | CORP              | GB        |      1121658 | PA      | $1150112.30    | 0.00%             | 2039-03-31      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| H&R Real Estate Investment Trust                                                | H&R REAL ESTATE                | CUSIP: 403925BD1<br>LEI: 549300TGNP6B6GUVGW10 | Long             | DBT              | CORP              | CA        |      1452000 | PA      | $988410.03     | 0.00%             | 2027-02-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      1500000 | PA      | $1330643.78    | 0.00%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      8000000 | PA      | $7771240.09    | 0.01%             | 2028-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    100000000 | PA      | $764083.59     | 0.00%             | 2024-10-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-207924.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109BU4<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      2561000 | PA      | $1857961.56    | 0.00%             | 2025-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10825085.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                           | ALLIANZ FINANCE                | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |      6200000 | PA      | $5528531.50    | 0.01%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |   3164500000 | PA      | $24860965.01   | 0.03%             | 2025-10-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |      3430000 | PA      | $304940.21     | 0.00%             | 2028-05-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      3459000 | PA      | $3612966.10    | 0.00%             | 2024-11-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $3835064.46    | 0.00%             | 2041-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAS4<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       953000 | PA      | $574278.07     | 0.00%             | 2051-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                | CUSIP: 171239AE6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       957000 | PA      | $974090.08     | 0.00%             | 2024-12-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                       | LOWER MATTAGAMI                | CUSIP: 548243AC8<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $571489.32     | 0.00%             | 2052-04-23      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      9984000 | PA      | $9697097.69    | 0.01%             | 2029-05-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       277900 | PA      | $180812.13     | 0.00%             | 2034-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HeidelbergCement Finance Luxembourg SA                                          | HEIDELCEMENT FIN               | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |      2200000 | PA      | $2179290.96    | 0.00%             | 2028-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Telstra Corp Ltd                                                                | TELSTRA CORP LTD               | CUSIP: AX7292508<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | DBT              | CORP              | AU        |      2737000 | PA      | $2639927.49    | 0.00%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |      3847000 | PA      | $3711292.96    | 0.00%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                   | BRISBANE AIRPORT               | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |      1880000 | PA      | $1305089.16    | 0.00%             | 2025-04-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     53737000 | PA      | $54961522.37   | 0.06%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2486800000 | PA      | $18951920.66   | 0.02%             | 2025-12-25      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     19135000 | PA      | $13959599.10   | 0.01%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       800000 | PA      | $691261.31     | 0.00%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                             | BRITISH COL FER                | CUSIP: 110574AJ9<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $364509.30     | 0.00%             | 2044-04-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                              | CIE FINANC RICHE               | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      7550000 | PA      | $7713388.15    | 0.01%             | 2026-03-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      5000000 | PA      | $2837326.68    | 0.00%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $5075030.60    | 0.01%             | 2037-05-17      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      2800000 | PA      | $2411871.81    | 0.00%             | 2030-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1980762.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      3000000 | PA      | $2216431.84    | 0.00%             | 2040-06-22      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     90000000 | PA      | $13150902.11   | 0.01%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7303950000 | PA      | $38712113.37   | 0.04%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $1859715.43    | 0.00%             | 2171-03-28      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |     15409000 | PA      | $15199348.31   | 0.02%             | 2027-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                           | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |       878000 | PA      | $971777.66     | 0.00%             | 2026-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: ZS3077394<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |     18800000 | PA      | $18735551.51   | 0.02%             | 2026-05-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448EX2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      5826000 | PA      | $5539660.58    | 0.01%             | 2028-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       439000 | PA      | $465108.93     | 0.00%             | 2024-04-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     12218000 | PA      | $11930990.51   | 0.01%             | 2026-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                     | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $4688015.58    | 0.01%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: ZS5858635<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   1500000000 | PA      | $11265742.71   | 0.01%             | 2029-05-25      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: 42246QAG3<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      2493000 | PA      | $1654806.58    | 0.00%             | 2035-04-13      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1373924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Capital Markets SA                                                      | GAS NATURAL CAP                | CUSIP: N/A<br>LEI: 959800DJELPWX1LAT467       | Long             | DBT              | CORP              | ES        |      2200000 | PA      | $2324523.78    | 0.00%             | 2024-04-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    967920000 | PA      | $78983062.43   | 0.08%             | 2031-05-12      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      8823000 | PA      | $7965480.75    | 0.01%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     68798000 | PA      | $16910445.99   | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     25950669 | PA      | $21249682.50   | 0.02%             | 2035-10-12      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      4898000 | PA      | $1003528.48    | 0.00%             | 2026-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Royal Schiphol Group NV                                                         | ROYAL SCHIPHOL                 | CUSIP: QJ0110347<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2053226.23    | 0.00%             | 2026-10-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                           | ICADE                          | CUSIP: AR3869641<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $286991.57     | 0.00%             | 2028-02-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      8535000 | PA      | $5198110.87    | 0.01%             | 2028-03-02      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     29312000 | PA      | $8345593.26    | 0.01%             | 2023-07-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      2789000 | PA      | $3074353.91    | 0.00%             | 2029-07-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC SFH France SA                                                              | HSBC SFH                       | CUSIP: N/A<br>LEI: 969500HCJLWDO4YCYT40       | Long             | DBT              | CORP              | FR        |      8800000 | PA      | $9275153.66    | 0.01%             | 2028-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      2800000 | PA      | $3355607.01    | 0.00%             | 2034-01-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                           | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |      4876000 | PA      | $5388893.99    | 0.01%             | 2025-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      2322000 | PA      | $2361956.67    | 0.00%             | 2030-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |      7802000 | PA      | $7765307.10    | 0.01%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       200000 | PA      | $230022.08     | 0.00%             | 2027-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                      | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      9610000 | PA      | $10527026.13   | 0.01%             | 2028-09-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBG1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      3299000 | PA      | $2211060.19    | 0.00%             | 2044-03-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      2780000 | PA      | $2224621.80    | 0.00%             | 2038-03-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4558243.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      9000000 | PA      | $9049709.40    | 0.01%             | 2028-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $1832152.25    | 0.00%             | 2028-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                  | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |      2231000 | PA      | $2327804.59    | 0.00%             | 2027-06-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $499009.55     | 0.00%             | 2027-05-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                    | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |      7369000 | PA      | $7628949.37    | 0.01%             | 2025-03-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                       | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5536820.28    | 0.01%             | 2050-11-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Saxon Weald Capital PLC                                                         | SAXON WEALD CAPI               | CUSIP: N/A<br>LEI: 213800UEFOLHAOF85L31       | Long             | DBT              | CORP              | GB        |       281000 | PA      | $346809.36     | 0.00%             | 2042-06-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                       | MAPFRE                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |      3600000 | PA      | $3652815.55    | 0.00%             | 2048-09-07      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                                         | SCOR SE                        | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $2614137.02    | 0.00%             | 2051-09-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HV66<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      5200000 | PA      | $3972196.97    | 0.00%             | 2027-06-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                              | SMITH & NEPHEW                 | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1114726.86    | 0.00%             | 2029-10-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     11534000 | PA      | $11124466.23   | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                                      | KOJAMO OYJ                     | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | DBT              | CORP              | FI        |      3831000 | PA      | $3607462.94    | 0.00%             | 2027-05-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      7043000 | PA      | $5373422.86    | 0.01%             | 2063-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5114361.69    | 0.01%             | 2025-09-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     24380000 | PA      | $24241109.94   | 0.03%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       900000 | PA      | $599986.31     | 0.00%             | 2055-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      9826000 | PA      | $10156662.19   | 0.01%             | 2025-04-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     13165000 | PA      | $12246795.08   | 0.01%             | 2028-10-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $2547454.84    | 0.00%             | 2042-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     12891000 | PA      | $8344669.69    | 0.01%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-183                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    122000000 | PA      | $123118050.83  | 0.13%             | 2026-04-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Halifax International Airport Authority                                         | HALIFAX INTL APR               | CUSIP: 405819AA1<br>LEI: 549300HTRXRRF1Q19S90 | Long             | DBT              | CORP              | CA        |        52000 | PA      | $41813.21      | 0.00%             | 2041-07-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     28400000 | PA      | $25647290.00   | 0.03%             | 2028-11-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YDN6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      9913000 | PA      | $10481810.20   | 0.01%             | 2024-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                            | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |      1966000 | PA      | $2285326.51    | 0.00%             | 2025-04-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                               | BROOKFLD REN ENG               | CUSIP: 11282ZAL2<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      1910000 | PA      | $1385893.88    | 0.00%             | 2027-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |       552000 | PA      | $573617.23     | 0.00%             | 2025-01-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAB7<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      2939000 | PA      | $1933516.76    | 0.00%             | 2048-06-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KE7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      6898000 | PA      | $5021314.22    | 0.01%             | 2027-06-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2352152.72    | 0.00%             | 2030-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $571141.46     | 0.00%             | 2027-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8742400000 | PA      | $74397028.11   | 0.08%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |      1455000 | PA      | $1483596.48    | 0.00%             | 2025-07-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC               | CUSIP: N/A<br>LEI: FGLT0EWZSUIRRITFOA30       | Long             | DBT              | CORP              | US        |      3004000 | PA      | $3089270.67    | 0.00%             | 2025-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $132728.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2457000 | PA      | $2607283.03    | 0.00%             | 2024-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      4900000 | PA      | $3956106.39    | 0.00%             | 2042-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: EK8661168<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      9800000 | PA      | $10013077.20   | 0.01%             | 2025-04-24      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                               | GIBSON ENERGY                  | CUSIP: 37482ZAB7<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       883000 | PA      | $626667.27     | 0.00%             | 2025-07-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     30000000 | PA      | $4890669.39    | 0.01%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1343702.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                             | CRH SMW FINANCE                | CUSIP: BJ1619474<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     11216000 | PA      | $11323435.51   | 0.01%             | 2026-11-05      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      4401000 | PA      | $4432038.32    | 0.00%             | 2027-07-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      2491000 | PA      | $1638994.50    | 0.00%             | 2029-07-13      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $377212.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      4913000 | PA      | $4651718.53    | 0.00%             | 2029-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      8823000 | PA      | $10741426.46   | 0.01%             | 2026-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                      | FIRST CAP REALTY               | CUSIP: 31943BBZ2<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1372596.29    | 0.00%             | 2027-01-22      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      8500000 | PA      | $7973922.53    | 0.01%             | 2027-01-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |    213000000 | PA      | $1525279.15    | 0.00%             | 2031-09-19      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      6900000 | PA      | $6222634.50    | 0.01%             | 2026-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     36116000 | PA      | $48786234.01   | 0.05%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     10194000 | PA      | $10592635.40   | 0.01%             | 2024-08-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Great Places Housing Group Ltd                                                  | GRT PL HSE GRP                 | CUSIP: N/A<br>LEI: 213800PI2FGITU4W2A31       | Long             | DBT              | CORP              | GB        |      2955000 | PA      | $3559874.63    | 0.00%             | 2042-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |      6571000 | PA      | $5319809.27    | 0.01%             | 2033-09-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     23307000 | PA      | $4822792.34    | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      2404000 | PA      | $2104061.39    | 0.00%             | 2038-11-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                                               | ARC RESOURCES LT               | CUSIP: 00208DAA9<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | DBT              | CORP              | CA        |      2400000 | PA      | $1679097.22    | 0.00%             | 2026-03-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Raiffeisen-Landesbank Steiermark AG                                             | RAIFF LB STEIER                | CUSIP: N/A<br>LEI: 529900UNUKYZ9HND3309       | Long             | DBT              | CORP              | AT        |      2500000 | PA      | $2295962.00    | 0.00%             | 2033-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 978735000000 | PA      | $66608198.92   | 0.07%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13226800000 | PA      | $87968305.35   | 0.09%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       574000 | PA      | $820376.82     | 0.00%             | 2039-08-19      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZBV5<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      1471000 | PA      | $1053614.21    | 0.00%             | 2026-08-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAA4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1015738.15    | 0.00%             | 2029-08-09      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                                           | IG GROUP                       | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1930742.46    | 0.00%             | 2028-11-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122AY4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       835000 | PA      | $863374.09     | 0.00%             | 2025-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1435276.39    | 0.00%             | 2025-03-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| International Distributions Services PLC                                        | INT DIST SERV                  | CUSIP: N/A<br>LEI: 213800TCZZU84G8Z2M70       | Long             | DBT              | CORP              | GB        |      2457000 | PA      | $2407052.30    | 0.00%             | 2026-10-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                          | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      7185000 | PA      | $4313088.71    | 0.00%             | 2051-03-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |     11216000 | PA      | $11552836.29   | 0.01%             | 2025-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                   | CRDT AGR ASSR                  | CUSIP: AQ8047468<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $3889395.94    | 0.00%             | 2048-01-29      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     11139000 | PA      | $11915898.50   | 0.01%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Simon International Finance SCA                                                 | SIMON INTL FIN S               | CUSIP: N/A<br>LEI: 549300KMCOJGU910PF77       | Long             | DBT              | CORP              | LU        |      7179000 | PA      | $5832177.71    | 0.01%             | 2033-03-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      8485000 | PA      | $9015600.56    | 0.01%             | 2027-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      2079000 | PA      | $2062091.78    | 0.00%             | 2028-05-18      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    152085000 | PA      | $35896816.05   | 0.04%             | 2026-03-31      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Acquisitions ULC                                                  | SMURFIT KAPPA AQ               | CUSIP: N/A<br>LEI: 6354002XN4LUSDRPTR29       | Long             | DBT              | CORP              | IE        |      5286000 | PA      | $5631370.09    | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | Long             | DBT              | CORP              | US        |      7964000 | PA      | $8784386.30    | 0.01%             | 2028-12-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    664400000 | PA      | $5063404.32    | 0.01%             | 2028-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: 459058HA4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      5703000 | PA      | $4138099.46    | 0.00%             | 2024-07-26      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: 459058JK0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      2649000 | PA      | $1774584.32    | 0.00%             | 2027-09-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Fortis SA                                                           | BNP PARIBAS FORT               | CUSIP: N/A<br>LEI: KGCEPHLVVKVRZYO1T647       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $4889253.08    | 0.01%             | 2028-03-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 635731000000 | PA      | $40708684.70   | 0.04%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1047900.06    | 0.00%             | 2029-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      3147000 | PA      | $3028516.22    | 0.00%             | 2026-07-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      9725000 | PA      | $10143678.81   | 0.01%             | 2024-05-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $10611248.09   | 0.01%             | 2029-03-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |     24000000 | PA      | $23309454.29   | 0.03%             | 2032-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $587075.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      9045000 | PA      | $9447565.41    | 0.01%             | 2040-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                               | FORTIS INC                     | CUSIP: 349553AP2<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      2532000 | PA      | $1708513.60    | 0.00%             | 2028-05-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                                     | GRP BRUXELLES                  | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | DBT              | CORP              | BE        |      2000000 | PA      | $2108685.46    | 0.00%             | 2025-06-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Whirlpool Finance Luxembourg Sarl                                               | WHIRLPOOL FIN                  | CUSIP: N/A<br>LEI: 549300W5K7SGG3H6B058       | Long             | DBT              | CORP              | LU        |      5229000 | PA      | $5218477.03    | 0.01%             | 2026-11-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      4462000 | PA      | $2992065.52    | 0.00%             | 2028-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     64779000 | PA      | $70532738.85   | 0.08%             | 2033-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      1720000 | PA      | $1720397.73    | 0.00%             | 2031-05-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      1219000 | PA      | $1225844.18    | 0.00%             | 2026-06-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14311150000 | PA      | $98942298.44   | 0.11%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     19503000 | PA      | $19212124.50   | 0.02%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | SANTANDER ISSUAN               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5500000 | PA      | $5817869.98    | 0.01%             | 2026-04-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                              | CAPITAL POWER                  | CUSIP: 14046ZAN9<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      1466000 | PA      | $935482.19     | 0.00%             | 2032-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                     | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |      6200000 | PA      | $5403747.06    | 0.01%             | 2030-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       751000 | PA      | $734130.65     | 0.00%             | 2029-10-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     12300000 | PA      | $12060077.82   | 0.01%             | 2026-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $963109.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                            | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $89451.89      | 0.00%             | 2048-10-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Concordia University/Canada                                                     | CONCORDIA UNIVER               | CUSIP: 20660ECF3<br>LEI: 549300E8W5FF47NHST07 | Long             | DBT              | CORP              | CA        |      1471000 | PA      | $1369262.48    | 0.00%             | 2042-09-02      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      1691000 | PA      | $1153805.17    | 0.00%             | 2024-07-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                           | INTACT FINANCIAL               | CUSIP: 45823ZAD4<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1460000 | PA      | $1134904.95    | 0.00%             | 2042-06-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                                    | DS SMITH PLC                   | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $210297.21     | 0.00%             | 2024-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $212475.51     | 0.00%             | 2024-05-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     53786000 | PA      | $32829440.75   | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YDQ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      6341000 | PA      | $6364527.93    | 0.01%             | 2029-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZAY6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1727000 | PA      | $1442050.51    | 0.00%             | 2040-07-16      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Annington Funding PLC                                                           | ANNINGTON FND PL               | CUSIP: N/A<br>LEI: 549300KK63W8VZIONZ83       | Long             | DBT              | CORP              | GB        |      4526000 | PA      | $4814503.07    | 0.01%             | 2029-07-12      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBX0<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      4600000 | PA      | $3568570.44    | 0.00%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3766800000 | PA      | $27803220.62   | 0.03%             | 2032-04-23      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      7400000 | PA      | $6612123.92    | 0.01%             | 2031-02-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    195000000 | PA      | $1505552.21    | 0.00%             | 2025-01-31      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-402591.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $1899590.18    | 0.00%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      1455000 | PA      | $1749820.25    | 0.00%             | 2038-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |      4587000 | PA      | $4613108.67    | 0.00%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     11400000 | PA      | $10900108.87   | 0.01%             | 2028-03-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5029200000 | PA      | $40460708.96   | 0.04%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RBC7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      1535000 | PA      | $1061540.84    | 0.00%             | 2028-02-28      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                  | CUSIP: 95040QAB0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      2366000 | PA      | $2575285.65    | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                              | THAMES WATER UTC               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |       993000 | PA      | $1017651.25    | 0.00%             | 2032-01-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    131154000 | PA      | $39154840.89   | 0.04%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $856403.56     | 0.00%             | 2031-11-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                         | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |     22454000 | PA      | $19300476.45   | 0.02%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Deposit Insurance Corp of Japan                                                 | DEPOSIT INS CORP               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2000000000 | PA      | $15379369.26   | 0.02%             | 2024-08-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Paragon Treasury Plc                                                            | PARAGON TREASURY               | CUSIP: N/A<br>LEI: 213800Q65UKPKCQBC252       | Long             | DBT              | CORP              | GB        |      1004000 | PA      | $1000867.42    | 0.00%             | 2047-01-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PartnerRe Ireland Finance DAC                                                   | PARTNERRE IRELAN               | CUSIP: N/A<br>LEI: 54930031Y2QTHTYUHU14       | Long             | DBT              | CORP              | IE        |      3396000 | PA      | $3355148.44    | 0.00%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       390000 | PA      | $267972.64     | 0.00%             | 2027-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      1471000 | PA      | $1349944.22    | 0.00%             | 2026-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| University of Oxford                                                            | OXFORD UNIVERSIT               | CUSIP: N/A<br>LEI: 5493009OEHU6YS545T65       | Long             | DBT              | CORP              | GB        |      4459000 | PA      | $3178707.51    | 0.00%             | 2117-12-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-675691.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      4700000 | PA      | $5491051.66    | 0.01%             | 2024-12-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                 | L-BANK FOERDERBK               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | CORP              | DE        |      5780000 | PA      | $4098158.35    | 0.00%             | 2025-08-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1143400000 | PA      | $8759108.09    | 0.01%             | 2027-04-30      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     36308000 | PA      | $15608886.72   | 0.02%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     44000000 | PA      | $338367.22     | 0.00%             | 2026-02-16      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $441500.77     | 0.00%             | 2171-11-30      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368AAA8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      4898000 | PA      | $3489549.37    | 0.00%             | 2026-12-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      1851000 | PA      | $1812786.54    | 0.00%             | 2026-10-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11200325.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $3587728.25    | 0.00%             | 2029-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  50000000000 | PA      | $3399338.56    | 0.00%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                       | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |      5000000 | PA      | $4813587.42    | 0.01%             | 2027-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: QZ8098415<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      5100000 | PA      | $38992.34      | 0.00%             | 2026-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     41650000 | PA      | $27964077.01   | 0.03%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |      2100000 | PA      | $1757678.92    | 0.00%             | 2034-02-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      5000000 | PA      | $4566081.89    | 0.00%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    731400000 | PA      | $5613278.81    | 0.01%             | 2024-09-25      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                 | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |      4913000 | PA      | $4816194.51    | 0.01%             | 2026-06-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11164950000 | PA      | $78262872.77   | 0.08%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     42399000 | PA      | $22727374.66   | 0.02%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    115722000 | PA      | $26945151.86   | 0.03%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1484645.33    | 0.00%             | 2031-09-19      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     31187000 | PA      | $15159244.67   | 0.02%             | 2060-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     35904000 | PA      | $46769211.09   | 0.05%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     17167000 | PA      | $8219288.40    | 0.01%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $15419.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: AT9465242<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $2804641.19    | 0.00%             | 2038-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     29742000 | PA      | $32497495.89   | 0.03%             | 2033-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    975200000 | PA      | $7227354.68    | 0.01%             | 2027-11-15      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     15943000 | PA      | $8469017.22    | 0.01%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                                                         | SHAW COMMUNICAT                | CUSIP: 82028KAW1<br>LEI: 549300SCT0RG6178CI40 | Long             | DBT              | CORP              | CA        |      2800000 | PA      | $2031774.53    | 0.00%             | 2027-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      4535000 | PA      | $4443928.36    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     12000000 | PA      | $8869598.42    | 0.01%             | 2032-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    243900000 | PA      | $1889588.01    | 0.00%             | 2024-08-23      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $6534747.50    | 0.01%             | 2033-06-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      6500000 | PA      | $5668956.86    | 0.01%             | 2029-05-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9217065.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                           | GREAT-WEST LIFEC               | CUSIP: 39138CAK2<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      6136000 | PA      | $4035730.51    | 0.00%             | 2030-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hyogo Prefecture                                                                | HYOGO PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1602893.56    | 0.00%             | 2034-09-08      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     44522000 | PA      | $53095436.08   | 0.06%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     15604000 | PA      | $14087794.34   | 0.02%             | 2034-04-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Sky Ltd                                                                         | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $210652.88     | 0.00%             | 2025-11-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      1372000 | PA      | $949548.15     | 0.00%             | 2025-09-24      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                      | ENMAX CORP                     | CUSIP: 293365AD4<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |      1054000 | PA      | $752447.00     | 0.00%             | 2028-06-05      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10492600000 | PA      | $80256399.26   | 0.09%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     22287000 | PA      | $22307124.87   | 0.02%             | 2027-05-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     12162000 | PA      | $8399390.37    | 0.01%             | 2026-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5392229.16    | 0.01%             | 2024-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                          | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      4388000 | PA      | $4704523.27    | 0.01%             | 2024-04-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                    | OMNICOM FIN HOL                | CUSIP: N/A<br>LEI: 213800JBHE39OG74OJ98       | Long             | DBT              | CORP              | GB        |      6896000 | PA      | $6661138.84    | 0.01%             | 2027-07-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | BOSTON SCIENTIFC               | CUSIP: N/A<br>LEI: Y6ZDD9FP4P8JSSJMW954       | Long             | DBT              | CORP              | US        |      2434000 | PA      | $2315603.42    | 0.00%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                        | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      2457000 | PA      | $2434481.58    | 0.00%             | 2026-10-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HLDGS PLC                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      3752000 | PA      | $4556717.17    | 0.00%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051DQ7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     15183000 | PA      | $11049193.61   | 0.01%             | 2025-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      2186000 | PA      | $2203070.95    | 0.00%             | 2026-05-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| alstria office REIT-AG                                                          | ALSTRIA OFFICE                 | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |      4700000 | PA      | $3738446.66    | 0.00%             | 2027-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827FQ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      2450000 | PA      | $1934653.35    | 0.00%             | 2037-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     72569000 | PA      | $64776508.41   | 0.07%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                               | FORTISALBERTA                  | CUSIP: 34957ZAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       900000 | PA      | $591166.98     | 0.00%             | 2048-09-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: AX5195612<br>LEI: 254900QGEU61YJ8GAO70 | Long             | DBT              | NUSS              | SG        |      1250000 | PA      | $919475.19     | 0.00%             | 2026-03-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                      | HYUNDAI CAP CAN                | CUSIP: 44932WAA8<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |      3604000 | PA      | $2456557.96    | 0.00%             | 2026-05-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CQY5<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      1471000 | PA      | $1067567.01    | 0.00%             | 2026-06-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      8492000 | PA      | $7927162.85    | 0.01%             | 2036-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                 | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      3154000 | PA      | $3233604.35    | 0.00%             | 2027-06-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $9699288.79    | 0.01%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BULGARIA REP                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |       382000 | PA      | $412704.91     | 0.00%             | 2024-09-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                          | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |      2496000 | PA      | $1836314.41    | 0.00%             | 2031-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      7314000 | PA      | $7153836.18    | 0.01%             | 2027-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      3324000 | PA      | $3908347.40    | 0.00%             | 2026-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7526584.48    | 0.01%             | 2026-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     13275000 | PA      | $14671122.55   | 0.02%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | UNION GAS LTD                  | CUSIP: 90664ZAF7<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1153000 | PA      | $829604.80     | 0.00%             | 2026-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      5700000 | PA      | $5348500.74    | 0.01%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  68000000000 | PA      | $47349463.22   | 0.05%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     19587000 | PA      | $13186923.98   | 0.01%             | 2025-03-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | PENSION INS                    | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |      1428000 | PA      | $1857490.63    | 0.00%             | 2026-11-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOILHYDRO ASA               | CUSIP: EH7469180<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      3477000 | PA      | $5012772.12    | 0.01%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    182766000 | PA      | $157242628.24  | 0.17%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $120039.51     | 0.00%             | 2033-12-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                   | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      5400000 | PA      | $4415231.30    | 0.00%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $4709802.62    | 0.01%             | 2040-05-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  22466600000 | PA      | $148343663.99  | 0.16%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                       | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1044546.89    | 0.00%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                               | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1164824.23    | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZCC6<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1679166.53    | 0.00%             | 2029-09-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                 | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |      1892000 | PA      | $1644952.27    | 0.00%             | 2032-03-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      6217000 | PA      | $6618076.78    | 0.01%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8966400000 | PA      | $68352073.03   | 0.07%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAL5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      3489000 | PA      | $3547674.59    | 0.00%             | 2027-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                             | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |      1076000 | PA      | $948303.49     | 0.00%             | 2048-04-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      6000000 | PA      | $5976873.70    | 0.01%             | 2027-03-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      3171000 | PA      | $2803023.15    | 0.00%             | 2037-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    125550000 | PA      | $29581157.56   | 0.03%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      1906000 | PA      | $2053557.96    | 0.00%             | 2024-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   5341310000 | PA      | $11523447.84   | 0.01%             | 2026-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    169679000 | PA      | $172355444.04  | 0.18%             | 2026-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13826450000 | PA      | $99097008.07   | 0.11%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12662649.16  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |     25000000 | PA      | $28748830.33   | 0.03%             | 2024-12-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                            | MMS USA INV INC                | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1209682.51    | 0.00%             | 2031-06-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: N/A<br>LEI: C4BXATY60WC6XEOZDX54       | Long             | DBT              | CORP              | US        |      5113000 | PA      | $6369554.09    | 0.01%             | 2024-12-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Yorkshire Power Finance Ltd                                                     | YORKSHIRE POWER                | CUSIP: N/A<br>LEI: 213800USJR8TNU5T6T16       | Long             | DBT              | CORP              | KY        |        51000 | PA      | $69694.18      | 0.00%             | 2028-08-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      3634000 | PA      | $3633245.02    | 0.00%             | 2026-05-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                                              | SAGE GROUP                     | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | DBT              | CORP              | GB        |      5392000 | PA      | $5200822.51    | 0.01%             | 2031-02-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | PRICELINE GROUP                | CUSIP: 09857LAC2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      1906000 | PA      | $2037401.31    | 0.00%             | 2024-09-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     71781000 | PA      | $76843399.20   | 0.08%             | 2030-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 1107098Y1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     18568000 | PA      | $14533966.46   | 0.02%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      5000000 | PA      | $3606260.04    | 0.00%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     79642000 | PA      | $81022493.89   | 0.09%             | 2026-10-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     25212000 | PA      | $14412456.75   | 0.02%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBM4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      2204000 | PA      | $1255756.72    | 0.00%             | 2049-09-07      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                      | KHFC                           | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |     33821000 | PA      | $34189082.21   | 0.04%             | 2025-02-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     35964000 | PA      | $24299975.85   | 0.03%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SGSP Australia Assets Pty Ltd                                                   | SGSP AUSTRALIA                 | CUSIP: N/A<br>LEI: 254900BJJ12X7PJT5072       | Long             | DBT              | CORP              | AU        |      2000000 | PA      | $1173687.61    | 0.00%             | 2028-09-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    975300000 | PA      | $7550495.89    | 0.01%             | 2024-12-27      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                          | ENBRIDGE PIPE LN               | CUSIP: 29250ZAT5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      2571000 | PA      | $1879107.00    | 0.00%             | 2025-09-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                                      | ASSICURAZIONI                  | CUSIP: ZR7444998<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      2700000 | PA      | $2468783.90    | 0.00%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1088123.64    | 0.00%             | 2025-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1732978000 | PA      | $50220295.48   | 0.05%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     19503000 | PA      | $20377793.41   | 0.02%             | 2024-07-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAB2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1671000 | PA      | $946381.03     | 0.00%             | 2049-08-09      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      6763000 | PA      | $7396162.09    | 0.01%             | 2026-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 318879000000 | PA      | $22452217.21   | 0.02%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9867700000 | PA      | $75976476.12   | 0.08%             | 2024-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2388694.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11284856.66  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD               | CUSIP: 303901AY8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1827646.05    | 0.00%             | 2026-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                        | GRANITE REIT HLD               | CUSIP: 387427AL1<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |      2504000 | PA      | $1642654.11    | 0.00%             | 2028-08-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: 459058HF3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |       886000 | PA      | $607037.22     | 0.00%             | 2029-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $193433.26     | 0.00%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | BERLIN LAND                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     10240000 | PA      | $10586396.36   | 0.01%             | 2025-02-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                    | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $86575.47      | 0.00%             | 2031-09-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFK5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       496000 | PA      | $387957.06     | 0.00%             | 2040-05-18      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAF8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      3732000 | PA      | $2747281.84    | 0.00%             | 2028-10-23      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     72995000 | PA      | $50254114.48   | 0.05%             | 2040-09-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      2200000 | PA      | $1529817.06    | 0.00%             | 2024-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      6058000 | PA      | $7336585.89    | 0.01%             | 2054-01-16      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      3464000 | PA      | $2822143.44    | 0.00%             | 2039-03-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      8602900 | PA      | $4218154.29    | 0.00%             | 2040-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     15656000 | PA      | $16210105.05   | 0.02%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2924750.50    | 0.00%             | 2026-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $4580973.43    | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Orano SA                                                                        | ORANO SA                       | CUSIP: N/A<br>LEI: 969500161UMNDC85C891       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $8481868.51    | 0.01%             | 2026-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1108924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crosslinx Transit Solutions GP                                                  | CROSSLINX TRANSI               | CUSIP: 22766TAA2<br>LEI: 549300N3TR1FPECQEH46 | Long             | DBT              | CORP              | CA        |      1547007 | PA      | $1074320.72    | 0.00%             | 2046-09-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      3462000 | PA      | $3436526.05    | 0.00%             | 2028-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 626209JR2<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      2255000 | PA      | $1639492.71    | 0.00%             | 2026-04-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      2547000 | PA      | $2726122.30    | 0.00%             | 2026-02-27      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     49260000 | PA      | $9586092.36    | 0.01%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      3891000 | PA      | $4028143.71    | 0.00%             | 2025-08-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                                                            | EIKA BOLIGKREDIT               | CUSIP: N/A<br>LEI: 549300T7MMTBQXCJOQ79       | Long             | DBT              | CORP              | NO        |      9057000 | PA      | $8446613.80    | 0.01%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Babcock International Group PLC                                                 | BABCOCK INTL GRP               | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | DBT              | CORP              | GB        |       217000 | PA      | $202443.20     | 0.00%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      2053000 | PA      | $2112042.08    | 0.00%             | 2026-04-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 706587000000 | PA      | $46366092.81   | 0.05%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                         | PRINCE EDWARD IS               | CUSIP: 741666CY5<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      1467000 | PA      | $1003741.02    | 0.00%             | 2053-01-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |      5455000 | PA      | $5523394.77    | 0.01%             | 2026-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      9296000 | PA      | $2377051.76    | 0.00%             | 2043-09-30      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     29300000 | PA      | $242486.54     | 0.00%             | 2026-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  90000000000 | PA      | $14233147.00   | 0.02%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      1835000 | PA      | $2383714.83    | 0.00%             | 2025-08-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      4300000 | PA      | $4910943.96    | 0.01%             | 2029-05-31      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                    | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      1455000 | PA      | $2027570.37    | 0.00%             | 2033-09-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      1786000 | PA      | $1744387.90    | 0.00%             | 2026-11-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VDK7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      6823000 | PA      | $6597573.13    | 0.01%             | 2028-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                            | CROMBIE REAL EST               | CUSIP: 227107AR0<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |       319000 | PA      | $207765.85     | 0.00%             | 2030-10-09      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Ontario School Boards Financing Corp                                            | ONT SCHOOL FIN                 | CUSIP: 683244AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        17432 | PA      | $13193.99      | 0.00%             | 2029-11-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $2994622.72    | 0.00%             | 2025-01-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      3920000 | PA      | $4253903.93    | 0.00%             | 2027-03-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051EQ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     14771000 | PA      | $9244279.18    | 0.01%             | 2052-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     13652000 | PA      | $13557730.98   | 0.01%             | 2028-03-13      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Wrekin Housing Group Ltd/The                                                    | WREKIN HOUSING                 | CUSIP: ZQ0997739<br>LEI: 213800BWSUUOGZAGPM78 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $797432.59     | 0.00%             | 2048-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    104822000 | PA      | $127105523.78  | 0.14%             | 2028-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      2523004 | PA      | $2343573.27    | 0.00%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      4876000 | PA      | $4874894.75    | 0.01%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      2829000 | PA      | $2903610.34    | 0.00%             | 2026-03-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     18659000 | PA      | $13922026.80   | 0.01%             | 2035-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      4712000 | PA      | $4784033.71    | 0.01%             | 2028-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      7210000 | PA      | $9700033.05    | 0.01%             | 2032-11-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |      1600000 | PA      | $953772.82     | 0.00%             | 2031-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     52612000 | PA      | $35519306.05   | 0.04%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |       589000 | PA      | $401416.78     | 0.00%             | 2027-10-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |    113310000 | PA      | $115653397.57  | 0.12%             | 2025-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fair Hydro Trust                                                                | FAIR HYDRO                     | CUSIP: 30324RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3516000 | PA      | $2508055.25    | 0.00%             | 2035-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                              | ENERGIE BADEN-W                | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |      4500000 | PA      | $4589331.63    | 0.00%             | 2079-11-05      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     15661000 | PA      | $15832019.66   | 0.02%             | 2027-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1138125.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     21368000 | PA      | $22637343.80   | 0.02%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3831468.14    | 0.00%             | 2024-10-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    624568000 | PA      | $655075099.04  | 0.70%             | 2024-05-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     48170000 | PA      | $2113814.82    | 0.00%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |     12567000 | PA      | $11517876.92   | 0.01%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                               | OMERS REALTY CRP               | CUSIP: 68214WAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       520000 | PA      | $380305.19     | 0.00%             | 2024-11-12      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SPAREBANK1BOKR                 | CUSIP: AO0212628<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |     15000000 | PA      | $15661812.00   | 0.02%             | 2024-06-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: N/A<br>LEI: 1Z4GXXU7ZHVWFCD8TV52       | Long             | DBT              | CORP              | US        |       552000 | PA      | $594220.28     | 0.00%             | 2025-07-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                         | SCHLUMBERGER FIN               | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |      2981000 | PA      | $2835406.95    | 0.00%             | 2032-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    132987000 | PA      | $140492340.21  | 0.15%             | 2028-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Algonquin Power Co                                                              | ALGONQUIN PWR CO               | CUSIP: 01585PAG0<br>LEI: 549300U14HGDC7PUZF92 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $873058.96     | 0.00%             | 2027-02-17      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Royal Schiphol Group NV                                                         | ROYAL SCHIPHOL                 | CUSIP: N/A<br>LEI: 724500XSMG4AYQ8NDK42       | Long             | DBT              | CORP              | NL        |      7578000 | PA      | $7596232.46    | 0.01%             | 2025-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |      6684000 | PA      | $6014212.10    | 0.01%             | 2028-12-02      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $3739923.75    | 0.00%             | 2034-09-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      4593000 | PA      | $5332131.73    | 0.01%             | 2026-09-19      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2898000 | PA      | $1666825.58    | 0.00%             | 2049-11-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      5500000 | PA      | $5916942.04    | 0.01%             | 2025-09-08      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                                                                | CPUK FINANCE                   | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |      1319000 | PA      | $1639487.00    | 0.00%             | 2042-02-28      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     70000000 | PA      | $10409282.15   | 0.01%             | 2028-08-09      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: 459058JY0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      2265000 | PA      | $1574152.61    | 0.00%             | 2026-07-22      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: 69363TAH5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      9847000 | PA      | $7299312.34    | 0.01%             | 2024-04-04      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: AS1425303<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      6647000 | PA      | $6834069.81    | 0.01%             | 2025-04-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      5854000 | PA      | $5863991.12    | 0.01%             | 2027-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     10000000 | PA      | $13837911.11   | 0.01%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       600000 | PA      | $668562.66     | 0.00%             | 2054-06-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                               | SOUTHERN POWER                 | CUSIP: 843646AQ3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      5229000 | PA      | $5385609.18    | 0.01%             | 2026-06-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     86096000 | PA      | $59649145.14   | 0.06%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Covivio                                                                         | COVIVIO                        | CUSIP: AN9634006<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $1990215.86    | 0.00%             | 2027-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      4300000 | PA      | $4342334.50    | 0.00%             | 2026-10-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    268000000 | PA      | $23517912.33   | 0.03%             | 2027-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCE6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      3275000 | PA      | $2237075.94    | 0.00%             | 2029-09-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Genfinance II PLC                                                               | GENFINANCE II                  | CUSIP: N/A<br>LEI: 2138006JJ7RJD7M6KV22       | Long             | DBT              | CORP              | GB        |      2863000 | PA      | $3846674.12    | 0.00%             | 2039-12-21      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd                                                               | MDGH GMTN RSC                  | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |       225000 | PA      | $293356.42     | 0.00%             | 2026-03-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RSL Finance No 1 PLC                                                            | RSL FINANCE 1                  | CUSIP: EC6998594<br>LEI: 213800MZK854C5G27E68 | Long             | DBT              | CORP              | GB        |       281283 | PA      | $395276.32     | 0.00%             | 2038-03-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     13200000 | PA      | $13551412.21   | 0.01%             | 2029-09-26      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |     18200000 | PA      | $14330734.09   | 0.02%             | 2036-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     30199000 | PA      | $29851143.99   | 0.03%             | 2026-07-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                      | DWR CYMRU FIN UK               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |      1893000 | PA      | $2133112.55    | 0.00%             | 2026-03-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                  | CHOICE PPTY REIT               | CUSIP: 17039AAU0<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      3409000 | PA      | $2385954.12    | 0.00%             | 2027-05-21      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5645201.93    | 0.01%             | 2025-12-05      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |      3031000 | PA      | $2481099.00    | 0.00%             | 2031-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     10605000 | PA      | $10702390.86   | 0.01%             | 2026-03-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                   | TMX GROUP LTD                  | CUSIP: 87262KAE5<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |      1400000 | PA      | $1025983.72    | 0.00%             | 2028-06-05      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      8242000 | PA      | $8282584.75    | 0.01%             | 2029-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      5745000 | PA      | $6030070.26    | 0.01%             | 2024-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    183941000 | PA      | $210460302.67  | 0.23%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11806398.20  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     10700000 | PA      | $9204115.26    | 0.01%             | 2037-03-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                             | RIOCAN REIT                    | CUSIP: 766910BJ1<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $863523.26     | 0.00%             | 2029-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |      7003000 | PA      | $7225618.62    | 0.01%             | 2025-05-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                      | PHOENIX GRP                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      7234000 | PA      | $7430131.40    | 0.01%             | 2029-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      4400000 | PA      | $3941155.55    | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      6644000 | PA      | $6729467.91    | 0.01%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBN9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      2600000 | PA      | $1853735.61    | 0.00%             | 2044-06-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Australia Pacific Airports Melbourne Pty Ltd                                    | AUSTRALIA PACIFI               | CUSIP: N/A<br>LEI: 549300AO4NFQPL3JBB37       | Long             | DBT              | CORP              | AU        |      2457000 | PA      | $2656129.95    | 0.00%             | 2023-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117FMA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      8080000 | PA      | $5929911.73    | 0.01%             | 2024-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     11677000 | PA      | $6295028.96    | 0.01%             | 2052-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Essity AB                                                                       | ESSITY AB                      | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | DBT              | CORP              | SE        |       822000 | PA      | $830012.26     | 0.00%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                  | SUMITOMO TR&BK                 | CUSIP: N/A<br>LEI: 5493006GGLR4BTEL8O61       | Long             | DBT              | CORP              | JP        |      8868000 | PA      | $8189724.82    | 0.01%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                   | BERLIN HYP AG                  | CUSIP: ZS8039944<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $9301958.18    | 0.01%             | 2029-05-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                 | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |      4990000 | PA      | $6353547.03    | 0.01%             | 2024-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      5757000 | PA      | $5243056.71    | 0.01%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      4040000 | PA      | $2792982.80    | 0.00%             | 2026-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1981292.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                      | KHFC                           | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |      9600000 | PA      | $9900579.49    | 0.01%             | 2026-07-19      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Societe Du Grand Paris EPIC                                                     | SOCIETE PARIS                  | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     17400000 | PA      | $14969168.72   | 0.02%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     33146000 | PA      | $29639421.61   | 0.03%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   9755340000 | PA      | $20936035.20   | 0.02%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                       | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5277308.67    | 0.01%             | 2024-02-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $266936.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      5500000 | PA      | $5693373.22    | 0.01%             | 2025-02-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Westfield Stratford City Finance NO 2 PLC                                       | WESTFIELD STR                  | CUSIP: N/A<br>LEI: 213800CWR516YQ5EC781       | Long             | DBT              | CORP              | GB        |      1228000 | PA      | $1332259.25    | 0.00%             | 2031-08-04      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                        | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      2900000 | PA      | $2396828.71    | 0.00%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       199000 | PA      | $205256.61     | 0.00%             | 2025-02-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                      | GROUPAMA SA                    | CUSIP: EK2619147<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3314353.32    | 0.00%             | 2171-05-28      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     12500000 | PA      | $12093361.55   | 0.01%             | 2034-11-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                           | BROOKFLD INF ULC               | CUSIP: 11291ZAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2463000 | PA      | $1816040.95    | 0.00%             | 2024-02-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                    | CUSIP: 071813BS7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      7068000 | PA      | $7299907.08    | 0.01%             | 2025-05-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | UNIBAIL-RODAMCO                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      4685000 | PA      | $4236392.39    | 0.00%             | 2030-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                               | BROOKFIELD RENEW               | CUSIP: 11282ZAQ1<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      3104000 | PA      | $1736207.14    | 0.00%             | 2050-08-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      6242000 | PA      | $6457188.56    | 0.01%             | 2026-05-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      1706000 | PA      | $1729950.39    | 0.00%             | 2026-08-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12089135.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10853175.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    194362000 | PA      | $173466515.03  | 0.19%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                 | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7526188.59    | 0.01%             | 2025-10-23      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      3513000 | PA      | $3630878.72    | 0.00%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFQ2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2106000 | PA      | $1735150.85    | 0.00%             | 2038-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      1965000 | PA      | $1822240.12    | 0.00%             | 2037-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                                          | EWE AG                         | CUSIP: N/A<br>LEI: 529900L64X6KZZW19R71       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $4589074.57    | 0.00%             | 2028-06-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216CD0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2818000 | PA      | $2978630.75    | 0.00%             | 2024-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      9518000 | PA      | $8764488.05    | 0.01%             | 2029-02-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |     12500000 | PA      | $12490971.22   | 0.01%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     19797000 | PA      | $15318199.82   | 0.02%             | 2045-02-17      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ASB Finance Ltd/London                                                          | ASB FINANCE LTD                | CUSIP: N/A<br>LEI: 549300A8V0FZJN79NH08       | Long             | DBT              | CORP              | NZ        |     34362000 | PA      | $29192992.69   | 0.03%             | 2031-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     67005000 | PA      | $43188888.44   | 0.05%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    201904000 | PA      | $179630874.28  | 0.19%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                           | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      2700000 | PA      | $3412206.97    | 0.00%             | 2034-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3769050000 | PA      | $29238842.97   | 0.03%             | 2024-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |       822000 | PA      | $836113.67     | 0.00%             | 2025-09-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                              | GREATER TORONTO                | CUSIP: 39191ZBC2<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      4391000 | PA      | $3080539.54    | 0.00%             | 2029-04-03      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5205600000 | PA      | $39274167.40   | 0.04%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      4913000 | PA      | $4651364.95    | 0.00%             | 2030-05-04      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| McGill University                                                               | MCGILL UNIVERS                 | CUSIP: 78032CDA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        16000 | PA      | $14430.96      | 0.00%             | 2042-09-22      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                    | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      5567000 | PA      | $5679513.75    | 0.01%             | 2044-09-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     25000000 | PA      | $23510043.69   | 0.03%             | 2032-04-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |      2321000 | PA      | $2291592.99    | 0.00%             | 2028-10-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2650805.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                       | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |      9086000 | PA      | $9395535.20    | 0.01%             | 2025-04-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                         | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |        50000 | PA      | $65776.01      | 0.00%             | 2027-05-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |      3000000 | PA      | $2685174.75    | 0.00%             | 2030-03-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      9681000 | PA      | $9185653.83    | 0.01%             | 2027-07-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4405860.61    | 0.00%             | 2029-10-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance BV                                                              | GAS NAT FENOSA F               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | NL        |      3900000 | PA      | $3989578.62    | 0.00%             | 2025-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |      6900000 | PA      | $4684295.77    | 0.01%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |      5252000 | PA      | $6314796.93    | 0.01%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMCO - Asset Management Co SpA                                                  | AMCO                           | CUSIP: N/A<br>LEI: 815600188E751D28E867       | Long             | DBT              | CORP              | IT        |     11991000 | PA      | $12387963.73   | 0.01%             | 2025-01-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      9461000 | PA      | $6788104.49    | 0.01%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    428350000 | PA      | $3911957.18    | 0.00%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      2926000 | PA      | $3014663.11    | 0.00%             | 2026-11-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                 | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      3429000 | PA      | $3200549.86    | 0.00%             | 2033-11-05      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853EM7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      5458000 | PA      | $3567220.49    | 0.00%             | 2031-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     24924000 | PA      | $26369147.00   | 0.03%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     40825000 | PA      | $37630934.94   | 0.04%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    160212000 | PA      | $116727937.41  | 0.13%             | 2026-04-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $4435930.97    | 0.00%             | 2029-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  16614050000 | PA      | $135408177.10  | 0.15%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      6731000 | PA      | $6224031.68    | 0.01%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     10857000 | PA      | $9228899.46    | 0.01%             | 2058-05-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7169300000 | PA      | $62787354.09   | 0.07%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 180000000000 | PA      | $100034276.67  | 0.11%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank AG                                                               | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      7545000 | PA      | $6973543.99    | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     31800000 | PA      | $234374.51     | 0.00%             | 2030-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      9089000 | PA      | $8736531.94    | 0.01%             | 2171-06-22      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       766000 | PA      | $826490.97     | 0.00%             | 2034-02-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      5690000 | PA      | $5325878.37    | 0.01%             | 2028-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1032056.06    | 0.00%             | 2031-07-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    150115000 | PA      | $97774831.70   | 0.10%             | 2025-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: N/A<br>LEI: D01LMJZU09ULLNCY6Z23       | Long             | DBT              | CORP              | US        |      3639000 | PA      | $3869911.98    | 0.00%             | 2023-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                                                     | CAMECO CORP                    | CUSIP: 13321LAL2<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | DBT              | CORP              | CA        |      3078000 | PA      | $2132870.20    | 0.00%             | 2027-10-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  18138550000 | PA      | $126282448.22  | 0.14%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | BADEN-WURTTEMBRG               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |      4876000 | PA      | $4859328.00    | 0.01%             | 2027-02-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     10970000 | PA      | $7619984.64    | 0.01%             | 2024-02-27      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                               | CI FINANCIAL CO                | CUSIP: 125491AJ9<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      1471000 | PA      | $1051799.22    | 0.00%             | 2025-05-26      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Prs Finance PLC                                                                 | PRS FINANCE PLC                | CUSIP: N/A<br>LEI: 2138002JNX4ZKQI8OU17       | Long             | DBT              | CORP              | GB        |      9051505 | PA      | $10262483.53   | 0.01%             | 2026-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $6438453.81    | 0.01%             | 2032-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     50741000 | PA      | $51627559.18   | 0.06%             | 2025-05-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ryanair DAC                                                                     | RYANAIR                        | CUSIP: N/A<br>LEI: 635400WKFIPCHCKVW376       | Long             | DBT              | CORP              | IE        |       100000 | PA      | $108463.06     | 0.00%             | 2023-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    100887000 | PA      | $132515803.17  | 0.14%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FMS Wertmanagement                                                              | FMS WERTMANAGE                 | CUSIP: N/A<br>LEI: HZFDOR6TCRSIQLKQTX32       | Long             | DBT              | CORP              | DE        |      9800000 | PA      | $11436533.03   | 0.01%             | 2025-03-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      3600000 | PA      | $4111224.77    | 0.00%             | 2042-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                | ANHEUSER-BUSCH                 | CUSIP: 03524BAH9<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |      4696000 | PA      | $3141993.70    | 0.00%             | 2047-05-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $2136771.94    | 0.00%             | 2038-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     13732000 | PA      | $12873114.00   | 0.01%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556BQ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       552000 | PA      | $541305.37     | 0.00%             | 2028-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: EI5261702<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |      7038000 | PA      | $254433.27     | 0.00%             | 2061-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1112270.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    602289000 | PA      | $19969604.29   | 0.02%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                    | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |     98000000 | PA      | $759475.12     | 0.00%             | 2024-02-23      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                                    | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 5U0XI89JRFVHWIBS4F54       | Long             | DBT              | CORP              | JP        |      3459000 | PA      | $3086740.35    | 0.00%             | 2029-11-07      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      9942000 | PA      | $6276421.71    | 0.01%             | 2026-06-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Wabtec Transportation Netherlands BV                                            | WABTEC TRANSPORT               | CUSIP: N/A<br>LEI: 213800W8WKL7DR8NFE48       | Long             | DBT              | CORP              | NL        |      2757000 | PA      | $2597008.54    | 0.00%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBP7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      1677000 | PA      | $984941.53     | 0.00%             | 2051-09-05      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| North Battleford Power LP                                                       | NORTH BATTLEFORD               | CUSIP: 65746TAA6<br>LEI: 549300IV08NFYQXX8081 | Long             | DBT              | CORP              | CA        |      1817102 | PA      | $1374113.80    | 0.00%             | 2032-12-31      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      8900000 | PA      | $6442561.20    | 0.01%             | 2025-01-22      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                              | GREATER TORONTO                | CUSIP: 39191ZBB4<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      4424000 | PA      | $2873358.66    | 0.00%             | 2037-06-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      3709000 | PA      | $3264850.44    | 0.00%             | 2049-08-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200HR5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $2213458.93    | 0.00%             | 2025-11-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: BH3926186<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      9800000 | PA      | $9811742.92    | 0.01%             | 2027-04-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      5900000 | PA      | $5357330.93    | 0.01%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216BP4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      6412000 | PA      | $6410686.00    | 0.01%             | 2027-03-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    365700000 | PA      | $2813713.19    | 0.00%             | 2025-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     40000000 | PA      | $1197118.57    | 0.00%             | 2047-06-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1320924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      9400000 | PA      | $8702459.00    | 0.01%             | 2032-05-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      4388000 | PA      | $3887373.98    | 0.00%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Annington Funding PLC                                                           | ANNINGTON FND PL               | CUSIP: N/A<br>LEI: 549300KK63W8VZIONZ83       | Long             | DBT              | CORP              | GB        |      1455000 | PA      | $1682696.57    | 0.00%             | 2025-07-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      7314000 | PA      | $7521035.03    | 0.01%             | 2026-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 626209JP6<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      2948000 | PA      | $2171853.90    | 0.00%             | 2024-10-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |     10861000 | PA      | $8467133.52    | 0.01%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty Ltd                                                           | OPTUS FINANCE                  | CUSIP: N/A<br>LEI: 254900UAM2PKZZ3FLH23       | Long             | DBT              | CORP              | AU        |     10200000 | PA      | $5969074.08    | 0.01%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi SA                                                 | INMOBILIARIA COL               | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |      4200000 | PA      | $4257538.39    | 0.00%             | 2025-11-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                             | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |      3956000 | PA      | $3820229.10    | 0.00%             | 2030-08-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canadian Western Bank                                                           | CAN WESTERN BANK               | CUSIP: 136765BN3<br>LEI: 549300QG7XFGLKN6HL17 | Long             | DBT              | CORP              | CA        |      2504000 | PA      | $1642769.47    | 0.00%             | 2027-12-16      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| CT Real Estate Investment Trust                                                 | CT REIT                        | CUSIP: 126462AE0<br>LEI: 549300QXEHJXT6D53X16 | Long             | DBT              | CORP              | CA        |       654000 | PA      | $465308.89     | 0.00%             | 2027-06-16      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      1528000 | PA      | $1907294.40    | 0.00%             | 2033-11-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      4600000 | PA      | $3485246.78    | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12753828.35  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      4300000 | PA      | $3417531.30    | 0.00%             | 2033-01-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      8571000 | PA      | $5929162.51    | 0.01%             | 2024-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                            | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $423201.04     | 0.00%             | 2031-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10088600000 | PA      | $72066768.75   | 0.08%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                    | ALIMEN COUCHE                  | CUSIP: 01626PAF3<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      4146000 | PA      | $3034217.02    | 0.00%             | 2024-07-26      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $881596.18     | 0.00%             | 2029-10-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087M27<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    138244000 | PA      | $93156642.29   | 0.10%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     23988000 | PA      | $24200370.77   | 0.03%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     54760000 | PA      | $11008515.64   | 0.01%             | 2025-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                 | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     60000000 | PA      | $8951210.24    | 0.01%             | 2024-04-02      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                 | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2844212.88    | 0.00%             | 2171-03-22      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      6681000 | PA      | $6169261.82    | 0.01%             | 2029-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      2981000 | PA      | $2660985.41    | 0.00%             | 2028-09-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     30645000 | PA      | $37970498.82   | 0.04%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Urenco Finance NV                                                               | URENCO FINANCE                 | CUSIP: N/A<br>LEI: 549300424FNJMWD3CO80       | Long             | DBT              | CORP              | NL        |      1906000 | PA      | $2021819.26    | 0.00%             | 2024-12-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                                          | SKF AB                         | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | DBT              | CORP              | SE        |      2845000 | PA      | $2331194.48    | 0.00%             | 2031-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |     10449000 | PA      | $6000528.83    | 0.01%             | 2050-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      6400000 | PA      | $6500875.72    | 0.01%             | 2029-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      1499000 | PA      | $1498926.02    | 0.00%             | 2025-05-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZCE2<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      5316000 | PA      | $3497107.76    | 0.00%             | 2030-05-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAK2<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      1471000 | PA      | $1164637.32    | 0.00%             | 2043-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries AS                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |       400000 | PA      | $354686.57     | 0.00%             | 2030-03-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                     | VANCOUVER AIRPRT               | CUSIP: 92157WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1678000 | PA      | $941766.80     | 0.00%             | 2050-09-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HLDGS PLC                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      4950000 | PA      | $6649231.96    | 0.01%             | 2038-04-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4368200000 | PA      | $33828429.45   | 0.04%             | 2025-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    510000000 | PA      | $3885109.59    | 0.00%             | 2028-06-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                   | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |    370000000 | PA      | $2759437.06    | 0.00%             | 2030-01-31      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     50319000 | PA      | $55194675.41   | 0.06%             | 2024-03-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                              | THAMES WATER UTL               | CUSIP: EC2215605<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      2300000 | PA      | $3095115.12    | 0.00%             | 2032-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DN7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      3356000 | PA      | $2659505.85    | 0.00%             | 2036-05-06      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      6954000 | PA      | $7095116.45    | 0.01%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                   | DOLLARAMA INC.                 | CUSIP: 25675TAP2<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $1011115.68    | 0.00%             | 2030-04-26      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Merseylink Issuer PLC                                                           | MERSEYLINK PLC                 | CUSIP: N/A<br>LEI: 549300KCJFKMWJNEFT60       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $115018.38     | 0.00%             | 2043-03-31      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086RN6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      6150000 | PA      | $4424376.70    | 0.00%             | 2029-12-23      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      4910000 | PA      | $4306748.59    | 0.00%             | 2030-03-03      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                              | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $850316.80     | 0.00%             | 2024-09-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     34099000 | PA      | $19393372.41   | 0.02%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7223450000 | PA      | $61331444.05   | 0.07%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                 | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |      2194000 | PA      | $2257384.99    | 0.00%             | 2025-05-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QAD6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      3975000 | PA      | $4112794.17    | 0.00%             | 2027-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     40463000 | PA      | $30404163.11   | 0.03%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7701633.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      8144000 | PA      | $9539187.55    | 0.01%             | 2037-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: EJ1023658<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      5800000 | PA      | $7003625.37    | 0.01%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                    | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       100000 | PA      | $98555.34      | 0.00%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                               | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |       100000 | PA      | $106411.72     | 0.00%             | 2024-07-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: 69363TAN2<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      8828000 | PA      | $6013388.37    | 0.01%             | 2030-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448DH8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $1650895.79    | 0.00%             | 2028-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Greene King Finance PLC                                                         | GREENE KING FIN                | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |       203579 | PA      | $237408.61     | 0.00%             | 2031-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                                                | CEPSA FINANCE SA               | CUSIP: N/A<br>LEI: 959800QEUH8V5SPPCB45       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $2728833.51    | 0.00%             | 2028-02-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     10500000 | PA      | $10581914.60   | 0.01%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      5331000 | PA      | $5138687.56    | 0.01%             | 2037-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      7700000 | PA      | $8067880.35    | 0.01%             | 2026-01-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                            | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |     15000000 | PA      | $14203147.63   | 0.02%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5668422.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      4913000 | PA      | $5159292.55    | 0.01%             | 2024-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Dexia Credit Local SA                                                           | DEXIA CRED LOCAL               | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5758670.32    | 0.01%             | 2025-07-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW                            | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1647687.22    | 0.00%             | 2027-02-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $174522.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: AV4988953<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     12250000 | PA      | $12735367.61   | 0.01%             | 2027-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      8266000 | PA      | $6666206.99    | 0.01%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     16523000 | PA      | $7860489.12    | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc                                                           | EURONET WORLDWID               | CUSIP: N/A<br>LEI: YG3575C4DSHJPA5KET68       | Long             | DBT              | CORP              | US        |      3144000 | PA      | $3042755.40    | 0.00%             | 2026-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     44383000 | PA      | $45620213.35   | 0.05%             | 2026-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |     40500000 | PA      | $34597534.34   | 0.04%             | 2031-02-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368DPC2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      4015000 | PA      | $2790993.66    | 0.00%             | 2026-03-10      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| DP World Ltd/United Arab Emirates                                               | DP WORLD PLC                   | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |      1004000 | PA      | $1156509.96    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     25312003 | PA      | $24359425.06   | 0.03%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: BH4727377<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      7986000 | PA      | $7955575.73    | 0.01%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    220000000 | PA      | $32673992.56   | 0.04%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  86500000000 | PA      | $53563906.64   | 0.06%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA POWE               | CUSIP: 669816AE0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      1054000 | PA      | $590726.78     | 0.00%             | 2050-04-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      5093000 | PA      | $3507494.71    | 0.00%             | 2025-11-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448DQ8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      1576000 | PA      | $1149369.44    | 0.00%             | 2024-05-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |      2547000 | PA      | $2534601.37    | 0.00%             | 2028-05-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2486700000 | PA      | $19145270.75   | 0.02%             | 2026-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     10300000 | PA      | $10774159.94   | 0.01%             | 2024-06-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      6322000 | PA      | $3119937.16    | 0.00%             | 2035-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     11500000 | PA      | $11898721.08   | 0.01%             | 2027-09-14      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     14331000 | PA      | $12914201.30   | 0.01%             | 2029-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Communaute Francaise de Belgique                                                | COMM FRANC BELG                | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | NUSS              | BE        |     14100000 | PA      | $11060521.96   | 0.01%             | 2035-06-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HRJ3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      5789000 | PA      | $3948221.56    | 0.00%             | 2031-04-21      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |     27200000 | PA      | $25846295.56   | 0.03%             | 2027-02-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $100938.62     | 0.00%             | 2026-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     39061000 | PA      | $23399302.83   | 0.03%             | 2050-10-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Leeds Building Society                                                          | LEEDS BLDG SOC                 | CUSIP: N/A<br>LEI: O8VR8MK4M5SM9ZVEFS35       | Long             | DBT              | CORP              | GB        |      1724000 | PA      | $1896618.71    | 0.00%             | 2027-03-16      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 86682ZAP1<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1726289.88    | 0.00%             | 2031-11-18      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117FVY2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      5820000 | PA      | $4138308.47    | 0.00%             | 2025-03-13      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       800000 | PA      | $743342.77     | 0.00%             | 2042-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Finance Europe SA                                                | CNH IND FIN                    | CUSIP: N/A<br>LEI: 5493007GVB1I2FDSS786       | Long             | DBT              | CORP              | LU        |      7484000 | PA      | $7123641.36    | 0.01%             | 2029-07-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    400000000 | PA      | $3407302.42    | 0.00%             | 2029-12-28      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Suncorp-Metway Ltd                                                              | SUNCORP-METWAY                 | CUSIP: N/A<br>LEI: JEBU6C6ITPD2YZ9N7F22       | Long             | DBT              | CORP              | AU        |       600000 | PA      | $406584.52     | 0.00%             | 2026-08-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      2500000 | PA      | $2435041.95    | 0.00%             | 2028-10-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       200000 | PA      | $205677.69     | 0.00%             | 2030-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     50596000 | PA      | $44752198.20   | 0.05%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                           | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |      3048000 | PA      | $4451347.70    | 0.00%             | 2039-03-23      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    277423000 | PA      | $255016585.93  | 0.27%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                                              | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2826930.13    | 0.00%             | 2029-01-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                            | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      8381000 | PA      | $10363642.66   | 0.01%             | 2026-02-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                         | PRINCE EDWARD IS               | CUSIP: 741666CW9<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       800000 | PA      | $631290.82     | 0.00%             | 2041-05-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                                             | HEIDELBERGCEMENT               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |      5218000 | PA      | $5586666.94    | 0.01%             | 2024-06-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      2811000 | PA      | $1874889.99    | 0.00%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709GL0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      6695000 | PA      | $4881283.21    | 0.01%             | 2032-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                         | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      6500000 | PA      | $7100815.20    | 0.01%             | 2024-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd                                                                     | LG CHEM LTD                    | CUSIP: ZS0932005<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |       597000 | PA      | $645661.13     | 0.00%             | 2023-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      3234000 | PA      | $3377553.67    | 0.00%             | 2025-02-28      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                 | ELM BV FOR HELVE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      3108000 | PA      | $3106834.29    | 0.00%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |     15900000 | PA      | $14831123.80   | 0.02%             | 2027-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                     | ALTAGAS LTD                    | CUSIP: 02138ZAQ6<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      1475000 | PA      | $1075799.08    | 0.00%             | 2027-10-04      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    317297000 | PA      | $346259790.79  | 0.37%             | 2026-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vesteda Finance BV                                                              | VESTEDA FINANC                 | CUSIP: N/A<br>LEI: 72450072M9HBDGD2GH67       | Long             | DBT              | CORP              | NL        |      2786000 | PA      | $2282990.39    | 0.00%             | 2031-10-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Algonquin Power Co                                                              | ALGONQUIN PWR CO               | CUSIP: 01585PAH8<br>LEI: 549300U14HGDC7PUZF92 | Long             | DBT              | CORP              | CA        |       319000 | PA      | $232088.17     | 0.00%             | 2027-02-17      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Segro Capital Sarl                                                              | SEGRO CAPITAL                  | CUSIP: N/A<br>LEI: 549300HY425AKJLQVX75       | Long             | DBT              | CORP              | LU        |      4276000 | PA      | $3453621.36    | 0.00%             | 2031-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAE1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      1277000 | PA      | $807431.59     | 0.00%             | 2050-09-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     22515000 | PA      | $21899332.60   | 0.02%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086UA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      6985000 | PA      | $4742146.45    | 0.01%             | 2031-11-03      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ARCELORMITTAL                  | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | DBT              | CORP              | LU        |      4986000 | PA      | $5174316.86    | 0.01%             | 2025-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YDP1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1004000 | PA      | $1047728.39    | 0.00%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      5633000 | PA      | $6846044.12    | 0.01%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5080928.01    | 0.01%             | 2026-12-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS DIS               | CUSIP: 29290ZAN0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      3192000 | PA      | $2337244.27    | 0.00%             | 2024-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-930472.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5003085.88    | 0.01%             | 2025-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 784458000000 | PA      | $51215514.93   | 0.05%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                   | MERCK FIN SERVIC               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |       200000 | PA      | $180045.46     | 0.00%             | 2031-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE L               | CUSIP: 45834ZAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4814000 | PA      | $3538941.79    | 0.00%             | 2027-06-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2807533.55    | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES                 | CUSIP: N/A<br>LEI: 549300BKPEP01R3V6C59       | Long             | DBT              | CORP              | US        |      3306000 | PA      | $3374022.29    | 0.00%             | 2029-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1980232.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     39075143 | PA      | $53019605.80   | 0.06%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      8700000 | PA      | $6075091.14    | 0.01%             | 2024-01-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     35000000 | PA      | $25143733.96   | 0.03%             | 2027-11-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      3680000 | PA      | $3757526.81    | 0.00%             | 2032-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3267770.34    | 0.00%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clearstream Banking AG                                                          | CLEARSTREAM BANK               | CUSIP: N/A<br>LEI: 549300298FD7AS4PPU70       | Long             | DBT              | CORP              | DE        |      8200000 | PA      | $8114645.96    | 0.01%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $4513804.09    | 0.00%             | 2028-11-02      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     37161000 | PA      | $19691457.84   | 0.02%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8935200000 | PA      | $63795488.31   | 0.07%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    100340000 | PA      | $2846295.05    | 0.00%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                          | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      7316000 | PA      | $7698827.85    | 0.01%             | 2024-02-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      2676000 | PA      | $2876846.92    | 0.00%             | 2024-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5155258.11    | 0.01%             | 2024-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |       495000 | PA      | $348090.59     | 0.00%             | 2025-12-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1320924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit Bank AG                                                               | UNICREDIT BANK A               | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      2486000 | PA      | $2659081.86    | 0.00%             | 2024-04-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Danfoss Finance I BV                                                            | DANFOSS FIN I BV               | CUSIP: N/A<br>LEI: 549300LGLOQFR0NQEZ82       | Long             | DBT              | CORP              | NL        |      5169000 | PA      | $5004667.86    | 0.01%             | 2026-04-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CRED AG COV BOND               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1106963.52    | 0.00%             | 2025-07-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                  | LOBLAW CO LTD                  | CUSIP: 539481AQ4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $240600.99     | 0.00%             | 2052-09-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      5600000 | PA      | $5567579.96    | 0.01%             | 2032-07-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086VK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      8100000 | PA      | $6145930.32    | 0.01%             | 2027-07-26      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-664998.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |       700000 | PA      | $721799.22     | 0.00%             | 2025-02-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                  | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      4276000 | PA      | $3160742.16    | 0.00%             | 2036-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 6 PLC                                                    | TESCO PROP FIN 6               | CUSIP: N/A<br>LEI: 213800FORYFOB97FHO66       | Long             | DBT              | CORP              | GB        |      2763802 | PA      | $3247161.31    | 0.00%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     42812000 | PA      | $31788229.35   | 0.03%             | 2026-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                       | AIMCO REALTY INV               | CUSIP: 00889YAA9<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      2463000 | PA      | $1785475.17    | 0.00%             | 2024-06-26      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9297095.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BB9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      6862000 | PA      | $7222911.72    | 0.01%             | 2027-07-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UJ2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      9304000 | PA      | $6777387.28    | 0.01%             | 2026-06-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    585200000 | PA      | $4481116.45    | 0.00%             | 2027-10-29      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $150992.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |     11552000 | PA      | $10800588.01   | 0.01%             | 2027-11-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                  | CHOICE PPTY REIT               | CUSIP: 17039AAS5<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      2504000 | PA      | $1669529.93    | 0.00%             | 2030-03-04      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $4422514.23    | 0.00%             | 2029-06-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |      5365000 | PA      | $4727271.23    | 0.01%             | 2029-10-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                          | DAIMLER INTL FIN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      5439000 | PA      | $5750681.88    | 0.01%             | 2024-04-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                          | HYPO NOE GRUPPE                | CUSIP: N/A<br>LEI: 5493007BWYDPQZLZ0Y27       | Long             | DBT              | CORP              | AT        |     20800000 | PA      | $20769909.24   | 0.02%             | 2029-05-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZCF9<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      2700000 | PA      | $1808576.50    | 0.00%             | 2027-08-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      4655000 | PA      | $4644356.80    | 0.00%             | 2031-01-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-68590413.50  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 194000000000 | PA      | $13175386.40   | 0.01%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 953002000000 | PA      | $62822896.34   | 0.07%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      4300000 | PA      | $2727470.48    | 0.00%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                         | HOUSING NZ LTD                 | CUSIP: AX8465632<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |     13040000 | PA      | $7737192.54    | 0.01%             | 2026-10-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    500000000 | PA      | $2837193.18    | 0.00%             | 2049-12-28      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      5579000 | PA      | $5408287.34    | 0.01%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      3200000 | PA      | $2383626.30    | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $165000.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                  | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |      1500000 | PA      | $1462366.77    | 0.00%             | 2028-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAQ9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      1537000 | PA      | $1086813.27    | 0.00%             | 2045-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                     | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      2030000 | PA      | $1911750.62    | 0.00%             | 2028-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5050000000 | PA      | $38353854.76   | 0.04%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7335991.83    | 0.01%             | 2025-04-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Equitable Bank                                                                  | EQUITABLE BANK                 | CUSIP: 29446NAJ9<br>LEI: 5493004QI4QQE17ETY06 | Long             | DBT              | CORP              | CA        |       240000 | PA      | $171971.18     | 0.00%             | 2024-05-09      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3006234.47    | 0.00%             | 2025-07-14      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     11200000 | PA      | $11094351.78   | 0.01%             | 2026-06-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323AEE0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     36481000 | PA      | $26509950.73   | 0.03%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1167200000 | PA      | $8870757.66    | 0.01%             | 2028-07-25      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     13328000 | PA      | $12431824.88   | 0.01%             | 2028-09-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |     14638000 | PA      | $12633226.28   | 0.01%             | 2030-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      1696000 | PA      | $1406667.79    | 0.00%             | 2036-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                               | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $234371.94     | 0.00%             | 2025-09-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122AZ1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      1906000 | PA      | $1764221.98    | 0.00%             | 2035-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      4750000 | PA      | $3580441.03    | 0.00%             | 2024-07-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1691924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ethias SA                                                                       | ETHIAS                         | CUSIP: N/A<br>LEI: 549300WG3JO935L6QD56       | Long             | DBT              | CORP              | BE        |      4400000 | PA      | $4772786.15    | 0.01%             | 2026-01-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAT4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     22555000 | PA      | $15239273.76   | 0.02%             | 2031-12-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543CZ4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      8778000 | PA      | $8347897.70    | 0.01%             | 2027-03-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      2500000 | PA      | $2467907.05    | 0.00%             | 2028-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      3910000 | PA      | $4079307.26    | 0.00%             | 2024-09-19      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      2926000 | PA      | $2850914.04    | 0.00%             | 2030-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      1455000 | PA      | $1356291.49    | 0.00%             | 2029-04-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: AX3085377<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $982187.37     | 0.00%             | 2028-02-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087N67<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      1682000 | PA      | $1212151.55    | 0.00%             | 2029-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $4220251.44    | 0.00%             | 2024-05-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                                        | ACCIONA FILIALES               | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |      3200000 | PA      | $2887557.52    | 0.00%             | 2032-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12445402.15  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8103284.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |       100000 | PA      | $103355.01     | 0.00%             | 2025-02-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      2358000 | PA      | $2474676.18    | 0.00%             | 2171-03-24      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |        50000 | PA      | $51041.29      | 0.00%             | 2026-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      2500000 | PA      | $2646482.36    | 0.00%             | 2024-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | UNION GAS LTD                  | CUSIP: 90664ZAY6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1183000 | PA      | $751810.17     | 0.00%             | 2047-11-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SA                                                       | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |     10800000 | PA      | $5965136.79    | 0.01%             | 2051-02-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087ZS6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      9300000 | PA      | $7542746.98    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                            | EVONIK                         | CUSIP: BJ4186893<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |      2900000 | PA      | $2923383.84    | 0.00%             | 2025-09-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: 639832AA2<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       530000 | PA      | $406720.14     | 0.00%             | 2025-03-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: AO2641378<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      3200000 | PA      | $3389116.75    | 0.00%             | 2029-07-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |       390000 | PA      | $235559.36     | 0.00%             | 2030-05-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |      2501000 | PA      | $2279365.64    | 0.00%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                             | AMADEUS IT GROUP               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2142296.45    | 0.00%             | 2024-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      2984000 | PA      | $3201599.63    | 0.00%             | 2024-04-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642869AJ0<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      5418000 | PA      | $4037003.90    | 0.00%             | 2024-06-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |      6900000 | PA      | $6394444.38    | 0.01%             | 2029-05-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $264750.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      9400000 | PA      | $10616552.46   | 0.01%             | 2029-03-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    584200000 | PA      | $4286323.40    | 0.00%             | 2031-06-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Brambles Finance Ltd                                                            | BRAMBLES FINANCE               | CUSIP: N/A<br>LEI: 549300SKZNUFMDT18V62       | Long             | DBT              | CORP              | AU        |       200000 | PA      | $213343.88     | 0.00%             | 2024-06-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                               | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       100000 | PA      | $100765.27     | 0.00%             | 2026-06-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-930472.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT Netherlands Finance BV                                                      | BAT NETHERLANDS                | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |      8923000 | PA      | $9263704.99    | 0.01%             | 2028-04-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                                              | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $3195849.48    | 0.00%             | 2032-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      6545000 | PA      | $4442423.63    | 0.00%             | 2028-05-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBJ1<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      1535000 | PA      | $1018548.62    | 0.00%             | 2046-11-19      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2183814.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | SCHNEIDER ELEC                 | CUSIP: AT0872560<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      7200000 | PA      | $7248545.26    | 0.01%             | 2027-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                      | FIRST CAP REALTY               | CUSIP: 31943BBV1<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |      2456000 | PA      | $1811942.13    | 0.00%             | 2024-08-30      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |      1730000 | PA      | $1223551.41    | 0.00%             | 2024-11-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     14740000 | PA      | $15260839.42   | 0.02%             | 2024-09-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                         | SCHLUMBERGER FIN               | CUSIP: ZR5005791<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |      6913000 | PA      | $6521623.63    | 0.01%             | 2027-10-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      7700000 | PA      | $7612689.03    | 0.01%             | 2171-06-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-25915278.84  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |      1251000 | PA      | $1629331.07    | 0.00%             | 2030-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | DOVER CORP                     | CUSIP: 260003AQ1<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $2932226.73    | 0.00%             | 2027-11-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                     | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $2368324.46    | 0.00%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                               | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $3385198.23    | 0.00%             | 2031-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: 084670CW6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    500000000 | PA      | $3509067.72    | 0.00%             | 2031-04-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| HOWOGE Wohnungs-baugesellschaft mbH                                             | HOWOGE WOHNUNGS                | CUSIP: N/A<br>LEI: 894500BIY1Z9MG9QB745       | Long             | DBT              | CORP              | DE        |     12900000 | PA      | $11583513.82   | 0.01%             | 2028-11-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    154052000 | PA      | $93002920.41   | 0.10%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1058400000 | PA      | $8085699.51    | 0.01%             | 2025-09-25      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Whirlpool Finance Luxembourg Sarl                                               | WHIRLPOOL FIN                  | CUSIP: N/A<br>LEI: 549300W5K7SGG3H6B058       | Long             | DBT              | CORP              | LU        |      1725000 | PA      | $1662084.78    | 0.00%             | 2027-11-09      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     19795000 | PA      | $16977186.10   | 0.02%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      9800000 | PA      | $10435343.93   | 0.01%             | 2024-06-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YAL9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      1590000 | PA      | $1657619.72    | 0.00%             | 2026-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $4553275.15    | 0.00%             | 2039-06-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      8400000 | PA      | $7376450.11    | 0.01%             | 2030-02-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2649200000 | PA      | $20389386.20   | 0.02%             | 2026-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| de Volksbank NV                                                                 | VOLKSBANK NV                   | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |      6700000 | PA      | $6856459.78    | 0.01%             | 2027-05-04      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      2908000 | PA      | $3355859.01    | 0.00%             | 2027-03-28      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      3901000 | PA      | $3633594.75    | 0.00%             | 2033-10-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                              | CAPITAL POWER                  | CUSIP: 14046ZAM1<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      2739000 | PA      | $1999943.05    | 0.00%             | 2030-02-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      6739000 | PA      | $6160061.58    | 0.01%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: BJ6331554<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     16000000 | PA      | $16556518.34   | 0.02%             | 2025-05-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: N/A<br>LEI: FRDRIPF3EKNDJ2CQJL29       | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3338865.19    | 0.00%             | 2033-09-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     10593000 | PA      | $10359613.03   | 0.01%             | 2030-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     14600000 | PA      | $15486509.75   | 0.02%             | 2025-02-07      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    122000000 | PA      | $942308.73     | 0.00%             | 2024-04-25      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6961304.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6350000000 | PA      | $46690630.66   | 0.05%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     55647000 | PA      | $57465323.72   | 0.06%             | 2029-06-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      1510000 | PA      | $812333.40     | 0.00%             | 2027-09-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                     | ALTAGAS LTD                    | CUSIP: 02138ZAR4<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      1007000 | PA      | $696177.46     | 0.00%             | 2047-10-04      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: ZP3535447<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      7369000 | PA      | $6622484.94    | 0.01%             | 2030-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    353340000 | PA      | $14986214.23   | 0.02%             | 2025-09-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     39165000 | PA      | $42286202.30   | 0.05%             | 2033-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      9981000 | PA      | $10417895.24   | 0.01%             | 2027-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       297000 | PA      | $403544.53     | 0.00%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      2136000 | PA      | $2807119.89    | 0.00%             | 2033-11-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4477726.41    | 0.00%             | 2034-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      2439000 | PA      | $2109963.19    | 0.00%             | 2038-08-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DH2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2415000 | PA      | $1781278.08    | 0.00%             | 2044-03-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      9297000 | PA      | $9080162.38    | 0.01%             | 2026-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1577532.19    | 0.00%             | 2024-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES                 | CUSIP: N/A<br>LEI: 549300BKPEP01R3V6C59       | Long             | DBT              | CORP              | US        |      2695000 | PA      | $2824037.34    | 0.00%             | 2025-06-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAJ0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      2577000 | PA      | $1719845.12    | 0.00%             | 2047-01-21      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                         | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |     14800000 | PA      | $11220121.80   | 0.01%             | 2042-02-14      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| CPI Property Group SA                                                           | CPI PROPERTY GRO               | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      2981000 | PA      | $1797351.11    | 0.00%             | 2031-01-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                        | TOYOTA CRED CAN                | CUSIP: 892329BJ1<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      1600000 | PA      | $1170950.60    | 0.00%             | 2024-03-27      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $94015.49      | 0.00%             | 2031-09-23      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |       739000 | PA      | $523949.39     | 0.00%             | 2025-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     10000000 | PA      | $2542499.87    | 0.00%             | 2024-08-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 945611000000 | PA      | $63649991.11   | 0.07%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |     13535000 | PA      | $13764699.00   | 0.01%             | 2028-12-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      6502000 | PA      | $6156897.13    | 0.01%             | 2028-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      7100000 | PA      | $7348285.73    | 0.01%             | 2052-07-05      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4625550000 | PA      | $39389085.75   | 0.04%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     69534000 | PA      | $16522292.29   | 0.02%             | 2024-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LAT5<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     11594000 | PA      | $10855349.43   | 0.01%             | 2028-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cheung Kong Infrastructure Finance BVI Ltd                                      | CHEUNG KONG INFR               | CUSIP: N/A<br>LEI: 254900V1U1SAHEP7WW45       | Long             | DBT              | CORP              | VG        |       317000 | PA      | $321765.56     | 0.00%             | 2024-12-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                               | LEG IMMOBILIEN                 | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      2300000 | PA      | $1711881.91    | 0.00%             | 2033-03-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| P3 Group Sarl                                                                   | P3 GROUP SARL                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      3100000 | PA      | $2603550.62    | 0.00%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |     12815000 | PA      | $10409713.91   | 0.01%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $513130.71     | 0.00%             | 2027-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 11070TAJ7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      9486000 | PA      | $6861724.89    | 0.01%             | 2026-06-18      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                  | ALLIED PROP REIT               | CUSIP: 019456AH5<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |      2504000 | PA      | $1698940.52    | 0.00%             | 2026-02-12      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                                           | BAYER CAP CORPNV               | CUSIP: N/A<br>LEI: 529900KEOKKPYZLTAU90       | Long             | DBT              | CORP              | NL        |      5100000 | PA      | $5018582.28    | 0.01%             | 2029-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                                                    | COFINIMMO                      | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | DBT              | CORP              | BE        |      1800000 | PA      | $1462629.64    | 0.00%             | 2030-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     50869000 | PA      | $30942000.67   | 0.03%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 01306ZDF5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      4554000 | PA      | $3397545.83    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1804100000 | PA      | $16215024.60   | 0.02%             | 2034-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCJ7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1800000 | PA      | $1401623.22    | 0.00%             | 2028-01-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234LJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      8110000 | PA      | $7103624.91    | 0.01%             | 2029-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      7802000 | PA      | $10687021.82   | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     30000000 | PA      | $22859572.99   | 0.02%             | 2027-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: 500769JL9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      4905000 | PA      | $3385490.32    | 0.00%             | 2026-02-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HK27<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     18001000 | PA      | $13008727.62   | 0.01%             | 2025-03-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     13365000 | PA      | $15443197.20   | 0.02%             | 2025-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    700000000 | PA      | $4889910.73    | 0.01%             | 2036-10-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    292600000 | PA      | $2484408.57    | 0.00%             | 2028-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     35285000 | PA      | $25501037.41   | 0.03%             | 2027-06-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| National Grid Electricity Distribution South Wales PLC                          | WESTERN POWER                  | CUSIP: EI1916143<br>LEI: 549300RHOCSNK1FZ4116 | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1435228.85    | 0.00%             | 2040-03-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZEX7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     22964000 | PA      | $16720442.99   | 0.02%             | 2026-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                      | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |      8500000 | PA      | $7806472.24    | 0.01%             | 2030-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Finance 16 Ltd                                                     | CKH FIN 16                     | CUSIP: N/A<br>LEI: 254900EAR706W4E5ZN70       | Long             | DBT              | CORP              | KY        |       100000 | PA      | $97699.06      | 0.00%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                      | KHFC                           | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |      2457000 | PA      | $2483740.13    | 0.00%             | 2025-02-05      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS DIS               | CUSIP: 29290ZAL4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $147080.65     | 0.00%             | 2043-11-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      2096000 | PA      | $1848585.98    | 0.00%             | 2032-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                             | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |      1787000 | PA      | $1445319.57    | 0.00%             | 2059-09-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      2439000 | PA      | $2725624.05    | 0.00%             | 2027-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | RAYTHEON TECH                  | CUSIP: 75513EAB7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      4684000 | PA      | $4546509.77    | 0.00%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    760000000 | PA      | $6453483.38    | 0.01%             | 2028-06-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $9178145.89    | 0.01%             | 2030-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     10434000 | PA      | $13883994.33   | 0.01%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTIS                        | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       300000 | PA      | $301169.59     | 0.00%             | 2026-05-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BN3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      1254000 | PA      | $1058430.77    | 0.00%             | 2042-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 060505FS8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1471000 | PA      | $1074827.99    | 0.00%             | 2026-03-24      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     86500000 | PA      | $661914.43     | 0.00%             | 2026-09-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co V LLC                                                      | KKR GR FIN CO                  | CUSIP: 48250CAA7<br>LEI: 549300CDHTQI6RR8MR96 | Long             | DBT              | CORP              | US        |      1455000 | PA      | $1308644.71    | 0.00%             | 2029-05-22      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                        | HONDA CANADA FIN               | CUSIP: 438121AX3<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      1815000 | PA      | $1244202.93    | 0.00%             | 2026-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MAS2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      1165000 | PA      | $778022.55     | 0.00%             | 2043-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10396484.74  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: EG9398371<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |     15000000 | PA      | $17535639.51   | 0.02%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      4600000 | PA      | $3858686.85    | 0.00%             | 2031-07-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                    | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |      1323000 | PA      | $1278070.82    | 0.00%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      2731000 | PA      | $2722290.71    | 0.00%             | 2027-02-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     50000000 | PA      | $68586639.36   | 0.07%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                                              | DSM NV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |     10700000 | PA      | $10628227.42   | 0.01%             | 2026-09-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     47236000 | PA      | $43781380.04   | 0.05%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      1200000 | PA      | $1171061.52    | 0.00%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 18 Ltd                                              | CK HUTCHISON E F               | CUSIP: N/A<br>LEI: 2549003J58N9TB141B68       | Long             | DBT              | CORP              | KY        |       200000 | PA      | $188812.66     | 0.00%             | 2030-04-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368D3U6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      8767000 | PA      | $6570110.58    | 0.01%             | 2027-06-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1054000 | PA      | $773108.35     | 0.00%             | 2024-07-22      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |     14200000 | PA      | $8341579.38    | 0.01%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $9897326.05    | 0.01%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     14349000 | PA      | $16715484.94   | 0.02%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJU7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $981308.95     | 0.00%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                               | HANNOVER RUECKV                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3146417.30    | 0.00%             | 2171-06-26      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      7355000 | PA      | $7835297.97    | 0.01%             | 2024-12-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1801407.85    | 0.00%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     13784000 | PA      | $12548171.46   | 0.01%             | 2028-02-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    345670089 | PA      | $358943067.93  | 0.39%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4397350.72    | 0.00%             | 2031-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |      8272000 | PA      | $7640833.69    | 0.01%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                         | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2551717.48    | 0.00%             | 2031-01-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 748148QJ5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      7346000 | PA      | $6330006.05    | 0.01%             | 2029-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      3459000 | PA      | $3738130.14    | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      1605000 | PA      | $1055753.21    | 0.00%             | 2029-08-21      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     28300000 | PA      | $26114216.69   | 0.03%             | 2028-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312AV8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      5870000 | PA      | $6131581.29    | 0.01%             | 2025-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      5803000 | PA      | $5200470.55    | 0.01%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Wendel SE                                                                       | WENDEL SE                      | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |      3200000 | PA      | $2696983.03    | 0.00%             | 2031-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                               | CI FINANCIAL CO                | CUSIP: 125491AG5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      1706000 | PA      | $1178316.27    | 0.00%             | 2027-09-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-31866902.79  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                   | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $2973535.13    | 0.00%             | 2029-11-29      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | UNION GAS LTD                  | CUSIP: 90664ZAX8<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1212878.29    | 0.00%             | 2027-11-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      1103000 | PA      | $752832.00     | 0.00%             | 2028-02-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      4200000 | PA      | $4418180.05    | 0.00%             | 2024-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2437950000 | PA      | $20822679.57   | 0.02%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                    | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $1769435.31    | 0.00%             | 2031-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     20875000 | PA      | $11190783.60   | 0.01%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5938750000 | PA      | $50954068.94   | 0.05%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     18700000 | PA      | $15522201.89   | 0.02%             | 2036-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     24445000 | PA      | $22678866.05   | 0.02%             | 2031-04-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |       300000 | PA      | $319210.40     | 0.00%             | 2024-06-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                    | CAPGEMINI SE                   | CUSIP: BH6823505<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3015570.49    | 0.00%             | 2029-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: AS3449350<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $14699302.38   | 0.02%             | 2028-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $27422.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-381149.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                    | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |      3100000 | PA      | $2881723.11    | 0.00%             | 2032-05-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| National Housing Finance and Investment Corp                                    | NATIONAL HOUSING               | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |      1265000 | PA      | $714590.90     | 0.00%             | 2036-06-30      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                           | BROOKFLD INF ULC               | CUSIP: 11291ZAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3001000 | PA      | $2075342.11    | 0.00%             | 2029-10-09      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     18030000 | PA      | $9767252.49    | 0.01%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Capital Holdings PLC                                                    | OMNICOM CAPITAL                | CUSIP: 68217QAA6<br>LEI: 984500F16BDDD57A5502 | Long             | DBT              | CORP              | GB        |      2271000 | PA      | $2178929.65    | 0.00%             | 2033-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |   4300000000 | PA      | $32020079.74   | 0.03%             | 2030-09-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                   | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1248041.17    | 0.00%             | 2028-07-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1107469.37    | 0.00%             | 2026-05-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     85000000 | PA      | $13180396.04   | 0.01%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      1617000 | PA      | $1095398.54    | 0.00%             | 2028-08-14      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                               | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      5916000 | PA      | $3757006.28    | 0.00%             | 2040-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     80000000 | PA      | $80792323.85   | 0.09%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     18463400 | PA      | $12427079.74   | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       506000 | PA      | $458328.72     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5413413.90    | 0.01%             | 2032-04-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCN Canadian Holdings-1 LP                                                      | HCN CANADA HLDGS               | CUSIP: 40416RAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       883000 | PA      | $609469.75     | 0.00%             | 2027-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       200000 | PA      | $201343.50     | 0.00%             | 2027-01-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                    | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |      2800000 | PA      | $2530796.53    | 0.00%             | 2030-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      4300000 | PA      | $4104260.42    | 0.00%             | 2032-05-03      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051DW4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     19004000 | PA      | $13780524.47   | 0.01%             | 2027-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      1900000 | PA      | $1787072.99    | 0.00%             | 2030-04-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: QZ8133659<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      5465000 | PA      | $5796795.04    | 0.01%             | 2024-10-14      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS DIS               | CUSIP: 29290ZAS9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      2305000 | PA      | $1443667.30    | 0.00%             | 2047-11-29      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |    100671000 | PA      | $88923127.83   | 0.10%             | 2031-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109BX8<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      3780000 | PA      | $2723259.67    | 0.00%             | 2052-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      2480000 | PA      | $1688243.35    | 0.00%             | 2024-07-10      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                 | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |      8037000 | PA      | $7623022.45    | 0.01%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCG3<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1854000 | PA      | $1201112.90    | 0.00%             | 2031-09-17      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      1593000 | PA      | $1140766.77    | 0.00%             | 2024-08-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6556565.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   8000000000 | PA      | $6475809.06    | 0.01%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $85455.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      5331000 | PA      | $4653796.50    | 0.00%             | 2031-01-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                        | HONDA CANADA FIN               | CUSIP: 438121AS4<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      2111000 | PA      | $1546744.48    | 0.00%             | 2025-05-23      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1379201.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      7122000 | PA      | $7591428.12    | 0.01%             | 2024-09-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     10080000 | PA      | $10471702.96   | 0.01%             | 2027-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      5400000 | PA      | $5214924.86    | 0.01%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      2600000 | PA      | $2159682.73    | 0.00%             | 2032-12-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  15000000000 | PA      | $115280747.51  | 0.12%             | 2025-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |      2141000 | PA      | $2077116.53    | 0.00%             | 2027-06-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    197466000 | PA      | $268268383.02  | 0.29%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                           | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |      1863000 | PA      | $1609669.66    | 0.00%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAL5<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      2129000 | PA      | $1453227.99    | 0.00%             | 2031-04-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2428330.43    | 0.00%             | 2028-09-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                              | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       687000 | PA      | $731093.65     | 0.00%             | 2031-12-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: N/A<br>LEI: UWJKFUJFZ02DKWI3RY53       | Long             | DBT              | CORP              | US        |       840000 | PA      | $586078.19     | 0.00%             | 2024-06-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    975200000 | PA      | $7554094.82    | 0.01%             | 2024-07-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    350000000 | PA      | $2582822.80    | 0.00%             | 2031-03-28      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      7400000 | PA      | $7158297.04    | 0.01%             | 2028-08-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1140594.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |      3540000 | PA      | $3874963.72    | 0.00%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                                         | SCOR SE                        | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |      5200000 | PA      | $5266677.58    | 0.01%             | 2046-06-08      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |       637000 | PA      | $455141.49     | 0.00%             | 2026-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                     | NN GROUP NV                    | CUSIP: EK1437988<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2169048.18    | 0.00%             | 2044-04-08      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     71598000 | PA      | $74252385.35   | 0.08%             | 2039-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      2522000 | PA      | $2578536.60    | 0.00%             | 2026-05-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                          | PHILIPS NV                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |      4913000 | PA      | $4664988.67    | 0.01%             | 2030-03-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                                    | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 5U0XI89JRFVHWIBS4F54       | Long             | DBT              | CORP              | JP        |     40533000 | PA      | $40208669.37   | 0.04%             | 2025-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                            | VOLKSWAGEN BANK                | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |       634000 | PA      | $645751.35     | 0.00%             | 2025-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      1333000 | PA      | $850503.49     | 0.00%             | 2047-11-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |       990000 | PA      | $673908.88     | 0.00%             | 2026-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFM0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     15300000 | PA      | $10325054.74   | 0.01%             | 2031-05-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CRH Funding BV                                                                  | CRH FUNDING                    | CUSIP: N/A<br>LEI: 549300XYDB6706OPOS81       | Long             | DBT              | CORP              | NL        |      5603000 | PA      | $5371640.12    | 0.01%             | 2030-05-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      3279000 | PA      | $3363119.91    | 0.00%             | 2026-03-17      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CA0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      5003000 | PA      | $5287267.84    | 0.01%             | 2024-05-20      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBT9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      2272000 | PA      | $1413285.60    | 0.00%             | 2051-04-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                          | OTTAWA CITY OF                 | CUSIP: 689551FC8<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      1841000 | PA      | $1132088.47    | 0.00%             | 2048-07-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: BH8299977<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $9187662.91    | 0.01%             | 2026-04-21      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                      | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $5652832.90    | 0.01%             | 2171-02-09      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     59597000 | PA      | $54934316.58   | 0.06%             | 2038-09-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     59534000 | PA      | $60026932.32   | 0.06%             | 2028-04-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Canton of Vaud                                                                  | CANTON OF WAADT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      4365000 | PA      | $4954463.81    | 0.01%             | 2033-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                   | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      2962000 | PA      | $2170083.07    | 0.00%             | 2031-10-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      5500000 | PA      | $5624732.94    | 0.01%             | 2025-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00912XBH6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      4037000 | PA      | $2882255.68    | 0.00%             | 2024-12-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                          | CAN TIRE CORP                  | CUSIP: 13668ZAL2<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |       425000 | PA      | $345958.91     | 0.00%             | 2034-02-24      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Chancellor Masters & Scholars of The University of Cambridge/The                | UNI OF CAMBRIDGE               | CUSIP: N/A<br>LEI: 549300BHKNQHVK7MQW57       | Long             | DBT              | CORP              | GB        |      1452000 | PA      | $1107320.66    | 0.00%             | 2078-06-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank AG                                                               | UNICREDIT                      | CUSIP: BK1434475<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      6242000 | PA      | $5486002.46    | 0.01%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1223850000 | PA      | $10929278.08   | 0.01%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: 31620MBH8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      2858000 | PA      | $3186519.42    | 0.00%             | 2031-05-21      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      2194000 | PA      | $1698881.67    | 0.00%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HLDS               | CUSIP: N/A<br>LEI: CD30XVRLT4QO00B1C706       | Long             | DBT              | CORP              | US        |      1510000 | PA      | $1258843.54    | 0.00%             | 2028-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      9500000 | PA      | $7385518.95    | 0.01%             | 2029-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                 | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |      9275000 | PA      | $9528796.13    | 0.01%             | 2026-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     55498000 | PA      | $55053936.84   | 0.06%             | 2028-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      4913000 | PA      | $5413557.32    | 0.01%             | 2027-03-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    213883000 | PA      | $44111915.86   | 0.05%             | 2025-04-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                      | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |      1100000 | PA      | $1080173.87    | 0.00%             | 2029-02-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hamburg Commercial Bank AG                                                      | HAMBURG COM BANK               | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |     10100000 | PA      | $9629249.50    | 0.01%             | 2026-09-22      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |    300000000 | PA      | $25286968.33   | 0.03%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      4900000 | PA      | $5069648.65    | 0.01%             | 2026-11-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $9254124.65    | 0.01%             | 2028-12-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      2818000 | PA      | $2966795.79    | 0.00%             | 2028-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    125011000 | PA      | $133549468.92  | 0.14%             | 2024-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NewRiver REIT PLC                                                               | NEWRIVER REIT PL               | CUSIP: N/A<br>LEI: 2138004GX1VAUMH66L31       | Long             | DBT              | CORP              | GB        |       913000 | PA      | $960433.78     | 0.00%             | 2028-03-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      7314000 | PA      | $7495987.27    | 0.01%             | 2025-03-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      1500000 | PA      | $1274350.97    | 0.00%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                     | TELIASONERA AB                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       954000 | PA      | $1049582.44    | 0.00%             | 2025-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: AX6137829<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      1004000 | PA      | $992760.39     | 0.00%             | 2027-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    390050000 | PA      | $3528890.96    | 0.00%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     63606276 | PA      | $48269859.63   | 0.05%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      4420000 | PA      | $3029220.24    | 0.00%             | 2026-09-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  40000000000 | PA      | $30846322.45   | 0.03%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                   | NN BANK NV                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |      9000000 | PA      | $8105808.97    | 0.01%             | 2028-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                             | RIOCAN REIT                    | CUSIP: 766910AZ6<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      1912000 | PA      | $1407800.91    | 0.00%             | 2024-02-12      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      4876000 | PA      | $4748680.84    | 0.01%             | 2029-03-14      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     44834000 | PA      | $46568025.27   | 0.05%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     22300000 | PA      | $24139777.40   | 0.03%             | 2028-10-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     12083000 | PA      | $10837498.74   | 0.01%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      1500000 | PA      | $1192451.37    | 0.00%             | 2048-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-915297.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                    | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |      7324000 | PA      | $8640346.00    | 0.01%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                             | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     14750000 | PA      | $1843584.18    | 0.00%             | 2024-08-07      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: N/A<br>LEI: D01LMJZU09ULLNCY6Z23       | Long             | DBT              | CORP              | US        |      1590000 | PA      | $1453204.85    | 0.00%             | 2032-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Northern Gas Networks Finance PLC                                               | NORTHERN GAS                   | CUSIP: EF1611344<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |      1465000 | PA      | $1759326.06    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Swiss Life AG                                       | ARGENTUM NETH                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      7461000 | PA      | $7943837.91    | 0.01%             | 2171-06-16      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |       977000 | PA      | $847775.51     | 0.00%             | 2034-04-11      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       600000 | PA      | $626368.11     | 0.00%             | 2024-05-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                     | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |     20800000 | PA      | $18604693.18   | 0.02%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      5017000 | PA      | $4376556.31    | 0.00%             | 2030-02-28      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     39490000 | PA      | $34960105.86   | 0.04%             | 2030-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DEUT GENOS-HYPBK               | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      3023000 | PA      | $3021973.31    | 0.00%             | 2026-03-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBU0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5010000 | PA      | $3185952.97    | 0.00%             | 2033-09-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PGS6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     31080000 | PA      | $22631234.11   | 0.02%             | 2028-12-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Covestro AG                                                                     | COVESTRO AG                    | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $1805489.89    | 0.00%             | 2030-06-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                    | METRO INC                      | CUSIP: 59162ZAB8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      2473000 | PA      | $2044450.13    | 0.00%             | 2035-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      3000000 | PA      | $3013864.75    | 0.00%             | 2026-04-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     26700000 | PA      | $19008088.53   | 0.02%             | 2037-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $4477623.19    | 0.00%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      2455000 | PA      | $2509779.34    | 0.00%             | 2028-07-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   1842120000 | PA      | $3997286.80    | 0.00%             | 2025-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     11573000 | PA      | $8266356.68    | 0.01%             | 2041-06-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      5000000 | PA      | $2218954.71    | 0.00%             | 2037-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Westminster Bank PLC                                                   | NATL WESTMSTR BK               | CUSIP: N/A<br>LEI: 213800IBT39XQ9C4CP71       | Long             | DBT              | CORP              | GB        |      4913000 | PA      | $5151281.86    | 0.01%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                     | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      6591000 | PA      | $7043435.31    | 0.01%             | 2048-01-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | UNIBAIL-RODAMCO                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       687000 | PA      | $589808.17     | 0.00%             | 2036-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    130000000 | PA      | $19202889.03   | 0.02%             | 2029-03-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Societe Du Grand Paris EPIC                                                     | SOCIETE PARIS                  | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     22200000 | PA      | $13218163.48   | 0.01%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |     10483000 | PA      | $11525972.09   | 0.01%             | 2024-05-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP               | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     11771000 | PA      | $12255850.76   | 0.01%             | 2024-06-26      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                          | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       831000 | PA      | $830414.94     | 0.00%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      7369000 | PA      | $7212915.98    | 0.01%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                | CUSIP: N/A<br>LEI: 5493002CONDB4N2HKI23       | Long             | DBT              | CORP              | US        |      6545000 | PA      | $6787883.43    | 0.01%             | 2025-03-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                 | FIRST NATIONS FA               | CUSIP: 32117DAB0<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       507000 | PA      | $372939.42     | 0.00%             | 2028-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-175318.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                         | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |      9280000 | PA      | $4129550.51    | 0.00%             | 2035-09-10      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBG7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      1471000 | PA      | $1010745.77    | 0.00%             | 2045-07-27      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  55000000000 | PA      | $42594012.83   | 0.05%             | 2026-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Iren SpA                                                                        | IREN SPA                       | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | DBT              | CORP              | IT        |      2908000 | PA      | $3037824.88    | 0.00%             | 2025-09-19      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-400289.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corp                                                                 | BROOKFIELD ASSET               | CUSIP: 11257ZAD1<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |       739000 | PA      | $554646.23     | 0.00%             | 2024-03-08      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     91579000 | PA      | $101446518.73  | 0.11%             | 2026-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      8300000 | PA      | $7694986.35    | 0.01%             | 2028-02-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 795898000000 | PA      | $52506877.73   | 0.06%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5069713.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                     | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      2100000 | PA      | $2029855.26    | 0.00%             | 2081-05-11      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |     25100000 | PA      | $22959035.78   | 0.02%             | 2029-02-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| University of Toronto                                                           | UNIV OF TORONTO                | CUSIP: 383660AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1225000 | PA      | $886365.74     | 0.00%             | 2051-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Luxembourg Government Bond                                                      | LUXEMBOURG GOVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |      1464000 | PA      | $1553108.88    | 0.00%             | 2028-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     60479000 | PA      | $35409517.01   | 0.04%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: N/A<br>LEI: 549300CRGMZK3K53BF92       | Long             | DBT              | CORP              | US        |      1210000 | PA      | $840212.90     | 0.00%             | 2027-09-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                                          | CASTELLUM HELSIN               | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |      2900000 | PA      | $2854560.56    | 0.00%             | 2025-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBL6<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $926071.91     | 0.00%             | 2026-07-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      4600000 | PA      | $5401360.42    | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      7500000 | PA      | $5352238.16    | 0.01%             | 2029-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |     10450000 | PA      | $10752201.99   | 0.01%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $9720850.24    | 0.01%             | 2030-11-24      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    853400000 | PA      | $6604971.14    | 0.01%             | 2025-03-25      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| DBNGP Finance Co Pty Ltd                                                        | DBNGP FINANCE CO               | CUSIP: N/A<br>LEI: 213800Q5H1Q4B99WAX06       | Long             | DBT              | CORP              | AU        |      1430000 | PA      | $995025.67     | 0.00%             | 2025-05-28      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank AG                                                               | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $6308079.59    | 0.01%             | 2029-11-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                           | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |     28454000 | PA      | $26924507.33   | 0.03%             | 2028-04-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      7908000 | PA      | $8071197.78    | 0.01%             | 2025-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     12000000 | PA      | $12433986.93   | 0.01%             | 2024-09-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTI                         | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      1800000 | PA      | $1782946.85    | 0.00%             | 2031-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      7314000 | PA      | $7430640.93    | 0.01%             | 2025-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    195050000 | PA      | $1771180.62    | 0.00%             | 2034-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     12456000 | PA      | $12586904.75   | 0.01%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |     19760000 | PA      | $20541784.82   | 0.02%             | 2025-12-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     41430000 | PA      | $31643543.06   | 0.03%             | 2032-09-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4810000000 | PA      | $37267783.18   | 0.04%             | 2025-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |      1048000 | PA      | $1064704.34    | 0.00%             | 2030-11-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                  | MONDELEZ INTL                  | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |      4688000 | PA      | $4477252.12    | 0.00%             | 2026-09-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                           | NOVA SCOTIA PWR                | CUSIP: 66988ZAZ2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      2107000 | PA      | $1671997.89    | 0.00%             | 2040-06-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      2500000 | PA      | $2725260.54    | 0.00%             | 2034-09-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: EH6986903<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       932000 | PA      | $1236514.45    | 0.00%             | 2024-07-30      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1762150000 | PA      | $15916991.32   | 0.02%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      3013000 | PA      | $3745935.37    | 0.00%             | 2036-03-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      7800000 | PA      | $8190057.66    | 0.01%             | 2026-02-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Province of Newfoundland and Labrador Canada                                    | NEWFOUNDLAND                   | CUSIP: 651333FP6<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       491000 | PA      | $411781.04     | 0.00%             | 2035-10-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                               | FORTISALBERTA                  | CUSIP: 34957ZAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       300000 | PA      | $232638.79     | 0.00%             | 2043-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    112704000 | PA      | $21608057.77   | 0.02%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                             | HK GOVT BOND PRO               | CUSIP: AO0406964<br>LEI: N/A                  | Long             | DBT              | NUSS              | HK        |      3000000 | PA      | $353376.67     | 0.00%             | 2027-06-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                              | JOHNSON CONTROLS               | CUSIP: 478375AT5<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      7805000 | PA      | $8151394.21    | 0.01%             | 2025-02-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086TY0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      5242000 | PA      | $3454993.90    | 0.00%             | 2028-07-31      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Goodman Australia Finance Pty Ltd                                               | GOODMAN AUST FIN               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      1906000 | PA      | $1913940.32    | 0.00%             | 2025-09-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3610900000 | PA      | $30139917.24   | 0.03%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4864255.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     24778000 | PA      | $17377768.31   | 0.02%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |      7660000 | PA      | $8406854.08    | 0.01%             | 2027-03-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: BJ5968141<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      1522000 | PA      | $1404546.83    | 0.00%             | 2030-05-26      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Adecco International Financial Services BV                                      | ADECCO INT FIN                 | CUSIP: N/A<br>LEI: 549300PDNGPM4PIAUK57       | Long             | DBT              | CORP              | NL        |       552000 | PA      | $575401.59     | 0.00%             | 2024-12-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                 | WPC EUROBOND                   | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |      4461000 | PA      | $4163515.13    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: AN6306376<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3185432.63    | 0.00%             | 2029-05-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                     | INFORMA PLC                    | CUSIP: AT2167274<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |       919000 | PA      | $1058780.44    | 0.00%             | 2026-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      1700000 | PA      | $1476272.64    | 0.00%             | 2038-04-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     75000000 | PA      | $73322464.55   | 0.08%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    256200000 | PA      | $1984234.11    | 0.00%             | 2025-03-31      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 475210000000 | PA      | $32102388.33   | 0.03%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-929850.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Euroclear Bank SA                                                               | EUROCLEAR BANK                 | CUSIP: N/A<br>LEI: 549300OZ46BRLZ8Y6F65       | Long             | DBT              | CORP              | BE        |     13040000 | PA      | $13131680.45   | 0.01%             | 2025-07-07      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     10000000 | PA      | $5797393.58    | 0.01%             | 2032-07-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Experian Europe DAC                                                             | EXPERIAN EUROPE                | CUSIP: N/A<br>LEI: 635400QBLELMETXQLA08       | Long             | DBT              | CORP              | IE        |      1800000 | PA      | $1668638.61    | 0.00%             | 2031-05-16      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                               | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      7700000 | PA      | $5985469.31    | 0.01%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     18000000 | PA      | $16062750.97   | 0.02%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |      3188000 | PA      | $3250871.63    | 0.00%             | 2025-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    292500000 | PA      | $2235149.20    | 0.00%             | 2027-11-30      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      2498000 | PA      | $2575085.69    | 0.00%             | 2028-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                 | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |     15000000 | PA      | $14244548.48   | 0.02%             | 2029-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      8100000 | PA      | $7122152.17    | 0.01%             | 2032-12-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     69361000 | PA      | $73836939.44   | 0.08%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    130000000 | PA      | $19485897.48   | 0.02%             | 2028-05-13      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      3901000 | PA      | $4555891.54    | 0.00%             | 2026-03-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $2812955.46    | 0.00%             | 2028-03-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      2457000 | PA      | $2550447.56    | 0.00%             | 2024-06-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LiveWest Treasury PLC                                                           | LIVEWEST TREA                  | CUSIP: N/A<br>LEI: 2138003KE7A61PG6CK49       | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $727310.92     | 0.00%             | 2056-02-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $104507.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caisse Centrale du Credit Immobilier de France SA                               | CAISSE CENT IMMO               | CUSIP: N/A<br>LEI: 969500JMEZ4VXSTUMV07       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5114164.37    | 0.01%             | 2025-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-748879.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      9241000 | PA      | $7205920.70    | 0.01%             | 2029-09-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                           | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      2552000 | PA      | $2650633.80    | 0.00%             | 2024-07-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Red Electrica Financiaciones SAU                                                | RED ELECTRICA FI               | CUSIP: N/A<br>LEI: 9598006P00EGK6U2SG18       | Long             | DBT              | CORP              | ES        |       200000 | PA      | $203143.67     | 0.00%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      6000000 | PA      | $4240553.61    | 0.00%             | 2032-08-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     50000000 | PA      | $467318.13     | 0.00%             | 2046-12-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZAX1<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       218000 | PA      | $160656.83     | 0.00%             | 2061-10-24      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Southern Electric Power Distribution PLC                                        | SOUTHERN ELECTR                | CUSIP: N/A<br>LEI: 549300SR1GYYNBZQGX56       | Long             | DBT              | CORP              | GB        |      3736000 | PA      | $4381624.60    | 0.00%             | 2037-02-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     91283000 | PA      | $100303056.61  | 0.11%             | 2026-05-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      5700000 | PA      | $5707379.72    | 0.01%             | 2026-06-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     58472000 | PA      | $57652737.51   | 0.06%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                                   | DEV BANK JAPAN                 | CUSIP: N/A<br>LEI: 5493001HGBABMWFZUI25       | Long             | DBT              | NUSS              | JP        |     15005000 | PA      | $17382584.98   | 0.02%             | 2025-01-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property AB                                                 | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 213800REBFN6T3PU8L97       | Long             | DBT              | CORP              | SE        |       777000 | PA      | $786655.36     | 0.00%             | 2025-02-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                  | CUSIP: 95040QAA2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      3595000 | PA      | $4261273.60    | 0.00%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |    373000000 | PA      | $2707494.57    | 0.00%             | 2030-12-20      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                      | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      4377000 | PA      | $4351298.14    | 0.00%             | 2025-09-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZBW3<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      9912000 | PA      | $7306362.38    | 0.01%             | 2024-02-27      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |       382000 | PA      | $379605.77     | 0.00%             | 2027-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                      | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      3300000 | PA      | $2988956.14    | 0.00%             | 2171-04-28      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                      | PHOENIX GRP                    | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      5981000 | PA      | $7033870.54    | 0.01%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Guinness Partnership Ltd/The                                                    | GUINNESS PARTNER               | CUSIP: N/A<br>LEI: 213800OE2SS4VDHBR129       | Long             | DBT              | CORP              | GB        |      2242000 | PA      | $2402229.41    | 0.00%             | 2044-10-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                                              | DSM NV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |      1544000 | PA      | $1596769.73    | 0.00%             | 2025-04-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  65000000000 | PA      | $51862855.17   | 0.06%             | 2024-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    662100000 | PA      | $5089467.81    | 0.01%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                  | NORTHUMBRIAN WTR               | CUSIP: EC7912669<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      1266000 | PA      | $1644818.26    | 0.00%             | 2033-04-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     22317000 | PA      | $19397122.38   | 0.02%             | 2030-03-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     31318000 | PA      | $5272407.75    | 0.01%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cedulas TDA 6 Fondo de Titulizacion de Activos                                  | CEDULAS TDA 6                  | CUSIP: N/A<br>LEI: 959800SDE531X188YH68       | Long             | DBT              | CORP              | ES        |       500000 | PA      | $548002.96     | 0.00%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-575852.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9270800000 | PA      | $53113774.64   | 0.06%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| University of Leeds                                                             | UNIV OF LEEDS                  | CUSIP: N/A<br>LEI: 213800S82DDTUZA6T344       | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $2024606.71    | 0.00%             | 2050-12-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                               | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $385777.14     | 0.00%             | 2032-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Dream Industrial Real Estate Investment Trust                                   | DREAM IND REIT                 | CUSIP: 26153WAF6<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              | CORP              | CA        |      2305000 | PA      | $1537728.20    | 0.00%             | 2027-06-17      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     32130000 | PA      | $28096162.67   | 0.03%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                            | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      1360000 | PA      | $1670615.85    | 0.00%             | 2027-10-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $2758497.38    | 0.00%             | 2028-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |   1207900000 | PA      | $9214875.29    | 0.01%             | 2025-03-19      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Dali Capital PLC                                                                | DALI CAPITAL 29                | CUSIP: EG0502237<br>LEI: 549300CUYQI7648PE528 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $244562.63     | 0.00%             | 2037-12-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      6572000 | PA      | $7030962.43    | 0.01%             | 2024-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $424145.99     | 0.00%             | 2032-01-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1479924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Imerys SA                                                                       | IMERYS SA                      | CUSIP: N/A<br>LEI: 54930075MZSSIB2TGC64       | Long             | DBT              | CORP              | FR        |      5500000 | PA      | $5505597.85    | 0.01%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       200000 | PA      | $184150.81     | 0.00%             | 2081-03-11      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                  | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |      2806000 | PA      | $2908572.40    | 0.00%             | 2028-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9911006.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      4913000 | PA      | $4327416.07    | 0.00%             | 2030-04-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     37454000 | PA      | $32702552.78   | 0.04%             | 2031-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Auckland Council                                                                | AUCKLAND COUNCIL               | CUSIP: N/A<br>LEI: 213800RWHTSELJS5LA96       | Long             | DBT              | NUSS              | NZ        |      1599000 | PA      | $1436272.04    | 0.00%             | 2029-09-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: AQ9457575<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     65270000 | PA      | $5797773.65    | 0.01%             | 2028-02-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      1146000 | PA      | $1463889.96    | 0.00%             | 2027-01-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      6470000 | PA      | $4286096.65    | 0.00%             | 2030-09-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                     | ALTAGAS LTD                    | CUSIP: 02138ZAL7<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      1515000 | PA      | $973243.38     | 0.00%             | 2044-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                      | FIRST CAP REALTY               | CUSIP: 31943BBX7<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1195597.08    | 0.00%             | 2026-05-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: BH6826250<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2608834.89    | 0.00%             | 2027-04-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                         | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |      5260000 | PA      | $3275016.84    | 0.00%             | 2025-06-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      4535000 | PA      | $4773143.26    | 0.01%             | 2024-03-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    829000000 | PA      | $6215288.10    | 0.01%             | 2027-02-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                           | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $5012450.57    | 0.01%             | 2025-03-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EMH Treasury PLC                                                                | EMH TREASURY PLC               | CUSIP: EK0435702<br>LEI: 213800WLIFOOG58XDG67 | Long             | DBT              | CORP              | GB        |       449000 | PA      | $520055.76     | 0.00%             | 2044-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  40000000000 | PA      | $26173401.53   | 0.03%             | 2036-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      3910000 | PA      | $4103934.45    | 0.00%             | 2025-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    502200000 | PA      | $4301604.49    | 0.00%             | 2028-06-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     14141000 | PA      | $14580382.32   | 0.02%             | 2025-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3398091.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      2500000 | PA      | $2729440.63    | 0.00%             | 3022-12-08      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: N/A<br>LEI: 51M0QTTNCGUN7KFCFZ59       | Long             | DBT              | CORP              | US        |      6118000 | PA      | $5394490.68    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      1364000 | PA      | $1215196.81    | 0.00%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AXA Logistics Europe Master SCA                                                 | AXA LEM                        | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $827215.83     | 0.00%             | 2029-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     29171000 | PA      | $27405944.49   | 0.03%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Fortis SA                                                           | BNP PARIBAS FORT               | CUSIP: N/A<br>LEI: KGCEPHLVVKVRZYO1T647       | Long             | DBT              | CORP              | BE        |       200000 | PA      | $203375.04     | 0.00%             | 2025-10-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4312593.55    | 0.00%             | 2025-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     67195000 | PA      | $88885757.97   | 0.10%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      2501000 | PA      | $2658086.72    | 0.00%             | 2033-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |     10953000 | PA      | $9494432.57    | 0.01%             | 2031-06-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     11263000 | PA      | $11540114.30   | 0.01%             | 2025-07-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                     | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |      9400000 | PA      | $7473816.31    | 0.01%             | 2039-05-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1302973.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     85693000 | PA      | $8364893.14    | 0.01%             | 2025-03-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAK3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     39298000 | PA      | $28128607.88   | 0.03%             | 2025-09-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| de Volksbank NV                                                                 | VOLKSBANK NV                   | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2471950.98    | 0.00%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     37662000 | PA      | $25987623.23   | 0.03%             | 2025-10-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      1374000 | PA      | $992454.49     | 0.00%             | 2025-02-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2737267.19    | 0.00%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854JT6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      3250000 | PA      | $2239180.51    | 0.00%             | 2042-02-03      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448EN4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      4868000 | PA      | $3642587.97    | 0.00%             | 2039-10-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2727000 | PA      | $1793706.46    | 0.00%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                          | DBS GROUP HLDGS                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | DBT              | CORP              | SG        |      1250000 | PA      | $925407.98     | 0.00%             | 2171-03-12      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                       | SMART REIT                     | CUSIP: 83179XAC2<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       107000 | PA      | $75968.20      | 0.00%             | 2026-08-28      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      6276000 | PA      | $5465586.42    | 0.01%             | 2171-05-11      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| China Government International Bond                                             | CHINA (PEOPLE'S)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     10447000 | PA      | $9079125.77    | 0.01%             | 2031-11-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBC6<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      3376000 | PA      | $2482587.16    | 0.00%             | 2026-03-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087XW9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     25930000 | PA      | $23929927.92   | 0.03%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      3728000 | PA      | $3124498.60    | 0.00%             | 2028-09-21      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3098000 | PA      | $1995883.32    | 0.00%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Electricity North West Ltd                                                      | UNITED UTIL ELEC               | CUSIP: TT3217177<br>LEI: 549300ZM2QCFG22BOJ03 | Long             | DBT              | CORP              | GB        |       977000 | PA      | $1348606.99    | 0.00%             | 2026-03-25      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $595736.57     | 0.00%             | 2027-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      4913000 | PA      | $4702706.94    | 0.01%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1200000000 | PA      | $9590376.21    | 0.01%             | 2033-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |      3397000 | PA      | $2859865.88    | 0.00%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     73100000 | PA      | $548749.88     | 0.00%             | 2026-03-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      7552000 | PA      | $8558541.98    | 0.01%             | 2026-04-28      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                  | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |      6100000 | PA      | $5822968.18    | 0.01%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                  | CUSIP: 581557BG9<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      6186000 | PA      | $6366789.17    | 0.01%             | 2025-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 21 Ltd                                              | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |      3100000 | PA      | $2456975.70    | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      2296000 | PA      | $2403943.22    | 0.00%             | 2025-04-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                          | FRESENIUS SE & C               | CUSIP: BH4726650<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $4797182.37    | 0.01%             | 2027-10-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                           | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |       805000 | PA      | $838976.89     | 0.00%             | 2026-05-13      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      6856000 | PA      | $5005352.03    | 0.01%             | 2024-12-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital BV                                                               | DIAGEO CAPITAL                 | CUSIP: N/A<br>LEI: 213800YHFC48VOL6JY40       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $645351.00     | 0.00%             | 2028-09-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Nouvelle Autoroute 30 Financement Inc                                           | NOUVELLE AUTO                  | CUSIP: 66980CAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2876477 | PA      | $1923647.57    | 0.00%             | 2042-03-31      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |       977000 | PA      | $913587.77     | 0.00%             | 2033-06-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                             | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |      2900000 | PA      | $2585468.69    | 0.00%             | 2032-11-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      3413000 | PA      | $2286578.57    | 0.00%             | 2040-12-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RL Finance Bonds NO 4 PLC                                                       | RL FINANCE NO 4                | CUSIP: N/A<br>LEI: 21380094SBEIOBDS8O41       | Long             | DBT              | CORP              | GB        |      5229000 | PA      | $5162860.77    | 0.01%             | 2049-10-07      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Network Rail Infrastructure Finance PLC                                         | NETWRK RAIL INFR               | CUSIP: N/A<br>LEI: 213800H88F5EE4B1D697       | Long             | DBT              | CORP              | GB        |      2046000 | PA      | $2676449.42    | 0.00%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                            | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |     17349000 | PA      | $12938592.06   | 0.01%             | 2035-12-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                                          | EWE AG                         | CUSIP: N/A<br>LEI: 529900L64X6KZZW19R71       | Long             | DBT              | CORP              | DE        |      9038000 | PA      | $6956426.08    | 0.01%             | 2032-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       317000 | PA      | $336896.50     | 0.00%             | 2024-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    135559000 | PA      | $101338651.20  | 0.11%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-205227.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                       | MAPFRE                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |      2300000 | PA      | $2408721.13    | 0.00%             | 2047-03-31      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     20000000 | PA      | $14397307.78   | 0.02%             | 2036-04-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |        25000 | PA      | $27401.24      | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                             | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       996000 | PA      | $943853.02     | 0.00%             | 2039-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      6896000 | PA      | $7298405.36    | 0.01%             | 2032-12-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                                              | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      9300000 | PA      | $9646597.98    | 0.01%             | 2026-10-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     12046000 | PA      | $10261931.24   | 0.01%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FCA Bank SpA/Ireland                                                            | FCA BANK IE                    | CUSIP: N/A<br>LEI: 549300V1VN70Q7PQ7234       | Long             | DBT              | CORP              | IT        |      6000000 | PA      | $6228352.45    | 0.01%             | 2024-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     11224000 | PA      | $11026761.60   | 0.01%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      2457000 | PA      | $2477196.66    | 0.00%             | 2026-01-29      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      6200000 | PA      | $5334055.40    | 0.01%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dexia Credit Local SA                                                           | DEXIA CRED LOCAL               | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      5950000 | PA      | $5916563.45    | 0.01%             | 2027-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HeidelbergCement AG                                                             | HEIDELBERGCEMENT               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |      6827000 | PA      | $7147655.31    | 0.01%             | 2025-02-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     10142000 | PA      | $9680955.09    | 0.01%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8182400000 | PA      | $69002836.42   | 0.07%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      4200000 | PA      | $4272098.09    | 0.00%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Penarian Housing Finance PLC                                                    | PENARIAN HOUSING               | CUSIP: N/A<br>LEI: 213800ITDRPW2XEQ8T51       | Long             | DBT              | CORP              | GB        |       777000 | PA      | $715951.31     | 0.00%             | 2052-06-07      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |   1275800000 | PA      | $9416044.03    | 0.01%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      2758000 | PA      | $2858342.53    | 0.00%             | 2034-05-23      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      2545000 | PA      | $2056850.86    | 0.00%             | 2033-01-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| GE Capital UK Funding Unlimited Co                                              | GE CAPITAL UK                  | CUSIP: N/A<br>LEI: BR7Z6BPTFF652NNO9651       | Long             | DBT              | CORP              | IE        |      4959000 | PA      | $6450928.24    | 0.01%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sparebanken Vest Boligkreditt AS                                                | SPAREBANKEN V BO               | CUSIP: N/A<br>LEI: 5967007LIEEXZX6AO004       | Long             | DBT              | CORP              | NO        |     24057000 | PA      | $25382413.50   | 0.03%             | 2024-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Scotland Gas Networks PLC                                                       | SCOTLAND GAS NET               | CUSIP: EF1253238<br>LEI: 549300Y7M5CC1U5DBX07 | Long             | DBT              | CORP              | GB        |       502000 | PA      | $598253.87     | 0.00%             | 2034-12-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                             | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |      7369000 | PA      | $7440226.88    | 0.01%             | 2026-01-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |    101500000 | PA      | $24693743.62   | 0.03%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     13262000 | PA      | $12736258.26   | 0.01%             | 2027-05-20      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     66312000 | PA      | $69794714.41   | 0.07%             | 2024-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10965650000 | PA      | $66020053.63   | 0.07%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      1400000 | PA      | $1197527.43    | 0.00%             | 2038-08-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                             | RIOCAN REIT                    | CUSIP: 766910BF9<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      1583000 | PA      | $1063101.54    | 0.00%             | 2027-03-10      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      1365000 | PA      | $1397475.37    | 0.00%             | 2028-02-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      7314000 | PA      | $7124545.55    | 0.01%             | 2026-12-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                                             | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3529122.13    | 0.00%             | 2025-03-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUND FUTURE  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -640 | NC      | $194604.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     18479000 | PA      | $21667595.61   | 0.02%             | 2040-09-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    115415000 | PA      | $78301455.41   | 0.08%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 86682ZAM8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      3495000 | PA      | $2409788.25    | 0.00%             | 2032-05-10      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     16466000 | PA      | $15961268.29   | 0.02%             | 2028-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZCD4<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      6543000 | PA      | $3754007.09    | 0.00%             | 2050-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    100000000 | PA      | $14786644.86   | 0.02%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                              | LABRADOR-ISLAND                | CUSIP: 505443AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      4412000 | PA      | $3340774.49    | 0.00%             | 2033-06-01      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Abanca Corp Bancaria SA                                                         | ABANCA CORP                    | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |      2500000 | PA      | $2740021.32    | 0.00%             | 2028-09-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     17243000 | PA      | $11890191.19   | 0.01%             | 2026-08-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                 | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | CORP              | GB        |       780000 | PA      | $994015.17     | 0.00%             | 2038-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      9300000 | PA      | $9066419.19    | 0.01%             | 2027-02-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      4440000 | PA      | $2750054.51    | 0.00%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                             | LSEG NTHRLND BV                | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |      6062000 | PA      | $5153365.62    | 0.01%             | 2033-04-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       125000 | PA      | $131936.51     | 0.00%             | 2024-05-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Babcock International Group PLC                                                 | BABCOCK INTL GRP               | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | DBT              | CORP              | GB        |      1906000 | PA      | $2047386.49    | 0.00%             | 2026-10-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087N59<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    113972000 | PA      | $79282299.83   | 0.09%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      9315000 | PA      | $10133690.44   | 0.01%             | 2028-01-14      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $217242.46     | 0.00%             | 2024-01-09      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $8216623.37    | 0.01%             | 2026-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    465190000 | PA      | $915689.29     | 0.00%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2426000 | PA      | $1815657.20    | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                     | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |      6614000 | PA      | $6258096.17    | 0.01%             | 2029-05-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     39395000 | PA      | $38842814.90   | 0.04%             | 2026-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    123742000 | PA      | $107452362.32  | 0.12%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Manulife Finance Delaware LP                                                    | MANULIFE FIN                   | CUSIP: 56502FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1857000 | PA      | $1360989.45    | 0.00%             | 2041-12-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $5066943.24    | 0.01%             | 2024-07-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                        | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |      1296000 | PA      | $991824.44     | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAK1<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      1463000 | PA      | $1094819.01    | 0.00%             | 2042-02-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06415GDE7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     15103000 | PA      | $10745384.66   | 0.01%             | 2027-03-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      4411000 | PA      | $2712108.50    | 0.00%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                               | OMERS REALTY CRP               | CUSIP: 68214WAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3312000 | PA      | $2376407.23    | 0.00%             | 2027-10-04      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                               | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      1700000 | PA      | $1317399.28    | 0.00%             | 2032-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     69695000 | PA      | $72111347.32   | 0.08%             | 2025-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11279500000 | PA      | $82617759.93   | 0.09%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-53829798.99  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1844315.22    | 0.00%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11065900000 | PA      | $85164446.72   | 0.09%             | 2024-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      1634000 | PA      | $2073619.52    | 0.00%             | 2025-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      2455000 | PA      | $2604979.18    | 0.00%             | 2025-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SGD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5249712.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  70000000000 | PA      | $50110498.46   | 0.05%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |       784000 | PA      | $526153.27     | 0.00%             | 2027-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5234702.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1956924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7751900000 | PA      | $62432646.65   | 0.07%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      8901000 | PA      | $11169273.62   | 0.01%             | 2032-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3432300000 | PA      | $31366863.23   | 0.03%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      1527000 | PA      | $2017037.08    | 0.00%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                   | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |   1440000000 | PA      | $11016026.00   | 0.01%             | 2026-08-28      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10731873.39  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GT8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      6250000 | PA      | $4319139.64    | 0.00%             | 2031-08-14      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $2966771.03    | 0.00%             | 2031-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      1000000 | PA      | $1267884.64    | 0.00%             | 2034-09-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-13757690.76  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      4337000 | PA      | $4530564.64    | 0.00%             | 2024-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                                            | POWER CORP                     | CUSIP: 739239AE1<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |      1664000 | PA      | $1169841.09    | 0.00%             | 2048-07-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2169900000 | PA      | $16017242.75   | 0.02%             | 2031-04-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Luzerner Kantonalbank AG                                                        | LUZERN KANTONBK                | CUSIP: N/A<br>LEI: 549300C2XKS86VQDGV41       | Long             | DBT              | CORP              | CH        |       700000 | PA      | $646838.92     | 0.00%             | 2032-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      1600000 | PA      | $1034316.55    | 0.00%             | 2040-11-26      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                          | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      6684000 | PA      | $5626499.32    | 0.01%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Euroclear Bank SA                                                               | EUROCLEAR BANK                 | CUSIP: N/A<br>LEI: 549300OZ46BRLZ8Y6F65       | Long             | DBT              | CORP              | BE        |       200000 | PA      | $233567.88     | 0.00%             | 2024-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FIL Ltd/Bermuda                                                                 | FIL LTD/BERMUDA                | CUSIP: N/A<br>LEI: 549300SGJNFISS8EB433       | Long             | DBT              | CORP              | BM        |       687000 | PA      | $859846.95     | 0.00%             | 2024-02-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      4991000 | PA      | $3123958.26    | 0.00%             | 2048-07-03      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                     | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |      3200000 | PA      | $2343665.78    | 0.00%             | 2041-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      7310000 | PA      | $8109281.31    | 0.01%             | 2026-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      8695000 | PA      | $7993126.00    | 0.01%             | 2028-11-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                         | AURIZON NETWORK                | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |       570000 | PA      | $398781.25     | 0.00%             | 2024-06-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| O2 Telefonica Deutschland Finanzierungs GmbH                                    | TELFONICA DEUTSC               | CUSIP: N/A<br>LEI: 391200FDN4TJLX3JE169       | Long             | DBT              | CORP              | DE        |      3400000 | PA      | $3520017.74    | 0.00%             | 2025-07-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      7279000 | PA      | $7203580.87    | 0.01%             | 2027-06-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      4100000 | PA      | $3761112.82    | 0.00%             | 2031-07-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3377870.84    | 0.00%             | 2032-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                                                             | TOURMALINE OIL                 | CUSIP: 89156VAB2<br>LEI: 549300LCHLN94A7Y1572 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1136226.44    | 0.00%             | 2029-02-12      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     14200000 | PA      | $14577744.12   | 0.02%             | 2027-01-23      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Wales & West Utilities Finance PLC                                              | WALES & WEST                   | CUSIP: N/A<br>LEI: 213800PMB3SYMEH5NH78       | Long             | DBT              | CORP              | GB        |       777000 | PA      | $756406.17     | 0.00%             | 2038-08-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     50000000 | PA      | $10578798.70   | 0.01%             | 2025-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank AG                                                               | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $9458908.98    | 0.01%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       466000 | PA      | $490076.42     | 0.00%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Housing Finance PLC                                                   | YORKSHIRE HOUSIN               | CUSIP: EK5496501<br>LEI: 213800Y8UNLWBP74TZ18 | Long             | DBT              | CORP              | GB        |      1791000 | PA      | $1916818.61    | 0.00%             | 2044-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: BVN0ZA3Y8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      3475000 | PA      | $4074859.07    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 523168000000 | PA      | $39503312.80   | 0.04%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | DENMARK - BULLET               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    608388000 | PA      | $71790139.64   | 0.08%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      9175000 | PA      | $9171419.12    | 0.01%             | 2032-07-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368AAD2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      6912000 | PA      | $5033316.79    | 0.01%             | 2024-09-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Hongkong & Shanghai Banking Corp Ltd/The                                        | HONG & SHAN BANK               | CUSIP: N/A<br>LEI: 2HI3YI5320L3RW6NJ957       | Long             | DBT              | CORP              | HK        |    400000000 | PA      | $3021304.34    | 0.00%             | 2024-06-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    116249000 | PA      | $95355125.12   | 0.10%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBL9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      4898000 | PA      | $3297208.96    | 0.00%             | 2046-05-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      4300000 | PA      | $3616877.44    | 0.00%             | 2031-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Elenia Verkko Oyj                                                               | ELENIA FINANCE                 | CUSIP: N/A<br>LEI: 743700XGU4ZB5G4RPK50       | Long             | DBT              | CORP              | FI        |      4913000 | PA      | $4598706.89    | 0.00%             | 2027-02-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CVBA                                                    | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      3300000 | PA      | $2781109.12    | 0.00%             | 2030-12-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                   | ZURICH FINANCE                 | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |      2000000 | PA      | $2324871.14    | 0.00%             | 2052-11-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |      3185000 | PA      | $3653783.99    | 0.00%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Solvay SA                                                                       | SOLVAY SA                      | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | DBT              | CORP              | BE        |       600000 | PA      | $632646.15     | 0.00%             | 2027-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank Canada                                                                | HSBC BANK CANADA               | CUSIP: N/A<br>LEI: DMB80L5QKUQ124HSYW98       | Long             | DBT              | CORP              | CA        |     10300000 | PA      | $10380765.28   | 0.01%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    307911000 | PA      | $291349497.80  | 0.31%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Places For People Treasury PLC                                                  | PLACES FOR PPL                 | CUSIP: N/A<br>LEI: 213800B9U45TFBXW5K67       | Long             | DBT              | CORP              | GB        |      4263000 | PA      | $4907458.89    | 0.01%             | 2026-08-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14111550000 | PA      | $87089626.24   | 0.09%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    636300000 | PA      | $5057662.31    | 0.01%             | 2024-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                     | AUTOSTRADE PER L               | CUSIP: AP0972533<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      4000000 | PA      | $3643791.28    | 0.00%             | 2029-09-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | BRUCE POWER LP                 | CUSIP: 116705AG9<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      3855000 | PA      | $2743483.74    | 0.00%             | 2033-06-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |     20228000 | PA      | $19885254.60   | 0.02%             | 2026-08-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                        | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |      3276000 | PA      | $2721693.86    | 0.00%             | 2033-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     14212000 | PA      | $13434356.84   | 0.01%             | 2028-02-24      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       100000 | PA      | $91041.98      | 0.00%             | 2034-01-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Statnett SF                                                                     | STATNETT SF                    | CUSIP: AP4912220<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |      1847000 | PA      | $1716775.73    | 0.00%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    120000000 | PA      | $17812307.03   | 0.02%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $4379931.21    | 0.00%             | 2031-11-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Basler Kantonalbank                                                             | BASLER KANTNALBK               | CUSIP: N/A<br>LEI: HV5W8PGLJ127N2SFSM23       | Long             | DBT              | CORP              | CH        |      2210000 | PA      | $2281219.69    | 0.00%             | 2027-06-22      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   7000000000 | PA      | $6104403.47    | 0.01%             | 2072-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     97934000 | PA      | $9407832.46    | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-282444.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: JV9378664<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |      7000000 | PA      | $53871.11      | 0.00%             | 2026-02-27      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      3409000 | PA      | $2772079.25    | 0.00%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                               | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      5300000 | PA      | $5348559.54    | 0.01%             | 2026-05-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      3200000 | PA      | $3412301.82    | 0.00%             | 2028-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      2457000 | PA      | $2951174.36    | 0.00%             | 2026-12-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10922075.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   2847290000 | PA      | $4860229.51    | 0.01%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |     17997000 | PA      | $18151050.48   | 0.02%             | 2026-04-02      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                               | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |      7749000 | PA      | $7156105.08    | 0.01%             | 2030-04-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |      7369000 | PA      | $7578950.60    | 0.01%             | 2025-02-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: 05565QDS4<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      1351000 | PA      | $995307.10     | 0.00%             | 2025-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                              | COUNCIL OF EUROP               | CUSIP: 222213AZ3<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |      1070000 | PA      | $759751.95     | 0.00%             | 2024-10-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    450778000 | PA      | $13931943.42   | 0.01%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                                              | BURBERRY GROUP                 | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | DBT              | CORP              | GB        |      2457000 | PA      | $2775290.23    | 0.00%             | 2025-09-21      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Holding d'Infrastructures des Metiers de l'Environnement                        | HOLDING D'INFRAS               | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |     15155000 | PA      | $13324773.38   | 0.01%             | 2028-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      4007000 | PA      | $2995857.14    | 0.00%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      2047000 | PA      | $1375030.61    | 0.00%             | 2026-11-27      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      4913000 | PA      | $4382620.80    | 0.00%             | 2029-11-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      3519000 | PA      | $2688501.45    | 0.00%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      4950000 | PA      | $4357114.59    | 0.00%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      2750000 | PA      | $1951289.69    | 0.00%             | 2023-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4237952.48    | 0.00%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITE USAF II PLC                                                               | UNITE USAF II                  | CUSIP: N/A<br>LEI: 213800FRHC61OX6TZL02       | Long             | DBT              | CORP              | GB        |      1859000 | PA      | $2215062.44    | 0.00%             | 2030-06-30      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      2144000 | PA      | $2319415.36    | 0.00%             | 2024-10-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-154924.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117FWS4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     12214000 | PA      | $8801033.60    | 0.01%             | 2030-04-22      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216CZ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $4157712.16    | 0.00%             | 2029-03-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1714172.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | BRUCE POWER LP                 | CUSIP: 116705AB0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1816879.34    | 0.00%             | 2026-06-23      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      6339000 | PA      | $6543735.21    | 0.01%             | 2025-03-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                             | CITYCON TREASURY               | CUSIP: QZ3841587<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |       900000 | PA      | $782720.44     | 0.00%             | 2026-09-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5847666.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     98754000 | PA      | $95160442.00   | 0.10%             | 2027-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  25000000000 | PA      | $22383187.21   | 0.02%             | 2028-03-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                         | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      3000000 | PA      | $2759679.99    | 0.00%             | 2033-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                    | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |    600000000 | PA      | $4415574.08    | 0.00%             | 2029-11-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| National Housing Finance and Investment Corp                                    | NATIONAL HOUSING               | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |      4500000 | PA      | $2699125.88    | 0.00%             | 2030-05-27      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| NIE Finance PLC                                                                 | NIE FINANCE                    | CUSIP: EI6942755<br>LEI: 2138009A8DWW2RUSXJ76 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2598134.45    | 0.00%             | 2026-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                                   | DEV BANK JAPAN                 | CUSIP: AU7679833<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     28731000 | PA      | $29273756.64   | 0.03%             | 2025-10-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       977000 | PA      | $714464.52     | 0.00%             | 2041-08-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                           | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |       850000 | PA      | $1107092.71    | 0.00%             | 2040-03-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCC2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $999108.90     | 0.00%             | 2030-02-28      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: N/A<br>LEI: FRDRIPF3EKNDJ2CQJL29       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $1775786.66    | 0.00%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $4598012.31    | 0.00%             | 2028-10-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14497000000 | PA      | $96569510.45   | 0.10%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VW Credit Canada Inc                                                            | VW CREDIT CANADA               | CUSIP: 918423AW4<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       835000 | PA      | $605661.64     | 0.00%             | 2024-09-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     22989000 | PA      | $14945941.20   | 0.02%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     12700000 | PA      | $13118752.23   | 0.01%             | 2026-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | CAISS DESJARDINS               | CUSIP: 31430WDW1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      4495000 | PA      | $3210876.93    | 0.00%             | 2030-05-26      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087D50<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2620000 | PA      | $1914428.32    | 0.00%             | 2025-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Finance Corp                                                              | JAPAN FIN CORP                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $7681533.44    | 0.01%             | 2024-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5320956.13    | 0.01%             | 2024-06-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Newfoundland and Labrador Canada                                    | NEWFOUNDLAND                   | CUSIP: 651333FR2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      2550000 | PA      | $1996892.15    | 0.00%             | 2040-10-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     25243000 | PA      | $23096724.61   | 0.02%             | 2045-06-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854JX7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1859000 | PA      | $1351868.21    | 0.00%             | 2054-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                                     | JCDECAUX SE                    | CUSIP: BH9906505<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2508079.70    | 0.00%             | 2028-04-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     19800000 | PA      | $18139687.10   | 0.02%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                         | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |      1700000 | PA      | $1536631.18    | 0.00%             | 2029-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    122000000 | PA      | $934592.83     | 0.00%             | 2027-04-16      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $1806008.68    | 0.00%             | 2034-02-02      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Shoko Chukin Bank Ltd/The                                                       | SHOKO CHUKIN BK                | CUSIP: N/A<br>LEI: 549300OSGFLYKC22SO39       | Long             | DBT              | CORP              | JP        |   2250000000 | PA      | $17164380.79   | 0.02%             | 2026-09-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 138087000000 | PA      | $9465881.35    | 0.01%             | 2026-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     63625000 | PA      | $43820680.49   | 0.05%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     13023000 | PA      | $12276988.84   | 0.01%             | 2171-03-10      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      3920000 | PA      | $2645146.96    | 0.00%             | 2028-07-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DP World Ltd/United Arab Emirates                                               | DP WORLD PLC                   | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |       100000 | PA      | $103323.55     | 0.00%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    652300000 | PA      | $30497509.60   | 0.03%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                               | CI FINANCIAL CO                | CUSIP: 125491AL4<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      2512000 | PA      | $1815079.01    | 0.00%             | 2024-07-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      7369000 | PA      | $7444346.24    | 0.01%             | 2030-03-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      5295000 | PA      | $3593153.23    | 0.00%             | 2028-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     10565000 | PA      | $10243029.36   | 0.01%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      2491000 | PA      | $2540009.31    | 0.00%             | 2032-12-09      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     61293000 | PA      | $78207578.08   | 0.08%             | 2025-03-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                               | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |    643100000 | PA      | $59424024.14   | 0.06%             | 2024-09-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687FU5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      7275000 | PA      | $5181357.19    | 0.01%             | 2027-03-30      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14209900000 | PA      | $87161538.64   | 0.09%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Futures Treasury PLC                                                            | FUTURES TREASURY               | CUSIP: N/A<br>LEI: 213800T6FYNSD2IGHT50       | Long             | DBT              | CORP              | GB        |       806000 | PA      | $792482.52     | 0.00%             | 2044-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |      2186000 | PA      | $2790762.46    | 0.00%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7270250000 | PA      | $59764376.17   | 0.06%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     23361000 | PA      | $17541237.55   | 0.02%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     13848000 | PA      | $14431208.63   | 0.02%             | 2025-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      4971000 | PA      | $3447820.63    | 0.00%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     20000000 | PA      | $21409672.20   | 0.02%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federated Co-Operatives Ltd                                                     | FEDERATED CO-O                 | CUSIP: 31421TAA0<br>LEI: 54930079BR6HSPNCST09 | Long             | DBT              | CORP              | CA        |      1051000 | PA      | $768837.68     | 0.00%             | 2025-06-17      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| McGill University Health Centre                                                 | MCGILL UNIV HEAL               | CUSIP: 580563AA2<br>LEI: 549300PTBTWUDQPGRE86 | Long             | DBT              | CORP              | CA        |       306000 | PA      | $255080.55     | 0.00%             | 2043-12-31      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     10400000 | PA      | $9278250.47    | 0.01%             | 2028-07-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      2196000 | PA      | $2197455.59    | 0.00%             | 2026-09-18      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |      4091000 | PA      | $4128274.32    | 0.00%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     59956000 | PA      | $56616760.16   | 0.06%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2589165.13    | 0.00%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $495117.34     | 0.00%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469FQ3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1960000 | PA      | $1573450.23    | 0.00%             | 2040-03-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| easyJet FinCo BV                                                                | EASYJET FINCO                  | CUSIP: N/A<br>LEI: 2138005GUMKABRAKJU30       | Long             | DBT              | CORP              | NL        |     10474000 | PA      | $9738013.37    | 0.01%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                                                         | BRITISH LAND                   | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | DBT              | CORP              | GB        |       913000 | PA      | $915990.92     | 0.00%             | 2029-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                      | KHFC                           | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |     38458000 | PA      | $37208414.77   | 0.04%             | 2026-06-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2969197.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     24607400 | PA      | $16931768.53   | 0.02%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZBE7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      2211000 | PA      | $1766296.29    | 0.00%             | 2028-05-26      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP FUNDIN               | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     15277000 | PA      | $16058401.75   | 0.02%             | 2025-04-17      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Guinness Partnership Ltd/The                                                    | GUINNESS PARTNER               | CUSIP: BH8302466<br>LEI: 213800OE2SS4VDHBR129 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $66584.97      | 0.00%             | 2055-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     35000000 | PA      | $35565974.80   | 0.04%             | 2025-03-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  27604000000 | PA      | $210822456.44  | 0.23%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Dexia Credit Local SA                                                           | DEXIA CRED LOCAL               | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      6100000 | PA      | $5729630.16    | 0.01%             | 2028-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                     | RENTOKIL FINANCE               | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3354526.57    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FMS Wertmanagement                                                              | FMS WERTMANAGE                 | CUSIP: N/A<br>LEI: HZFDOR6TCRSIQLKQTX32       | Long             | DBT              | CORP              | DE        |      5400000 | PA      | $4925021.72    | 0.01%             | 2030-04-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ren Finance BV                                                                  | REN FINANCE BV                 | CUSIP: N/A<br>LEI: 54930019D5P01WQQZF17       | Long             | DBT              | CORP              | NL        |      1296000 | PA      | $1284909.61    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12189650000 | PA      | $102723767.41  | 0.11%             | 2031-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| New Brunswick F-M Project Co Inc                                                | NEW BRUNSWICK FM               | CUSIP: 642904AA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       155344 | PA      | $119971.16     | 0.00%             | 2027-11-30      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     77289072 | PA      | $105030626.14  | 0.11%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     20126000 | PA      | $22538099.45   | 0.02%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                 | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |      3999000 | PA      | $2737895.71    | 0.00%             | 2040-03-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |     13989000 | PA      | $10016322.35   | 0.01%             | 2024-08-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      4765000 | PA      | $4219896.63    | 0.00%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-178203.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2818000 | PA      | $2948042.34    | 0.00%             | 2024-07-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                                           | IA FINANCIAL COR               | CUSIP: 45075EAC8<br>LEI: 549300ZXLJVHQAIXV215 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1196367.77    | 0.00%             | 2032-02-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     30363000 | PA      | $31400952.77   | 0.03%             | 2025-02-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $4392284.54    | 0.00%             | 2029-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      3538000 | PA      | $2627221.44    | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3548902.70    | 0.00%             | 2026-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Storebrand Livsforsikring AS                                                    | STOREBRAND LIVSF               | CUSIP: N/A<br>LEI: 5967007LIEEXZX9TZC13       | Long             | DBT              | CORP              | NO        |      4321000 | PA      | $3435002.77    | 0.00%             | 2051-09-30      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  30000000000 | PA      | $25674732.10   | 0.03%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-49338.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Continental Europe SA                                                      | HSBC FRANCE                    | CUSIP: N/A<br>LEI: F0HUI1NY1AZMJMD8LP67       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1568571.68    | 0.00%             | 2024-05-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1063480.66    | 0.00%             | 2029-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     80212000 | PA      | $91731267.30   | 0.10%             | 2044-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      2439000 | PA      | $2213668.87    | 0.00%             | 2030-09-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      2547000 | PA      | $1989561.93    | 0.00%             | 2034-10-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HLDS               | CUSIP: N/A<br>LEI: CD30XVRLT4QO00B1C706       | Long             | DBT              | CORP              | US        |      3866000 | PA      | $3691674.52    | 0.00%             | 2027-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    975200000 | PA      | $7486806.65    | 0.01%             | 2027-03-19      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| Catalyst Housing Ltd                                                            | CATALYST HOUSING               | CUSIP: AP7098381<br>LEI: 213800TNFSTCW6BFWE04 | Long             | DBT              | CORP              | GB        |      1491000 | PA      | $1319545.55    | 0.00%             | 2047-10-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | DENMARK - BULLET               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    331651000 | PA      | $47331008.76   | 0.05%             | 2025-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |     17458000 | PA      | $17574013.91   | 0.02%             | 2026-05-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     49856000 | PA      | $45043696.75   | 0.05%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     70000000 | PA      | $71912634.43   | 0.08%             | 2025-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     71491000 | PA      | $62313944.94   | 0.07%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      6487000 | PA      | $5559860.05    | 0.01%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | EXP-IMP BK KOREA               | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |     12200000 | PA      | $12509224.34   | 0.01%             | 2024-10-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      8632000 | PA      | $8421717.96    | 0.01%             | 2044-07-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      1455000 | PA      | $1790086.67    | 0.00%             | 2024-06-18      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| AYT Cedulas Cajas Global FTA                                                    | AYT CEDULAS CAJA               | CUSIP: N/A<br>LEI: 959800XDZEM9FGN2F384       | Long             | DBT              | CORP              | ES        |     17300000 | PA      | $19781783.29   | 0.02%             | 2027-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1426924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $2376591.89    | 0.00%             | 2032-08-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                         | DXC CAPITAL FUND               | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |      4171000 | PA      | $3528787.73    | 0.00%             | 2031-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11926871.66  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |       347000 | PA      | $346139.14     | 0.00%             | 2027-10-03      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      6000000 | PA      | $5833702.90    | 0.01%             | 2033-04-28      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     12079000 | PA      | $8812854.02    | 0.01%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $2665796.84    | 0.00%             | 2032-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     60000000 | PA      | $9089665.90    | 0.01%             | 2028-02-04      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                        | GAIF BOND ISSUER               | CUSIP: N/A<br>LEI: 2138007UNQRHCRSBNZ86       | Long             | DBT              | CORP              | AU        |      2260000 | PA      | $1314837.57    | 0.00%             | 2028-12-14      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       868000 | PA      | $734575.59     | 0.00%             | 2053-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7417700000 | PA      | $59594616.14   | 0.06%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $20965.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     28010000 | PA      | $17555254.61   | 0.02%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $853173.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dream Industrial Real Estate Investment Trust                                   | DREAM IND REIT                 | CUSIP: 26153WAC3<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              | CORP              | CA        |      4504000 | PA      | $3067723.13    | 0.00%             | 2025-12-22      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TR               | CUSIP: 682142AC8<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      1525000 | PA      | $1076580.77    | 0.00%             | 2029-05-14      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5391227.89    | 0.01%             | 2024-03-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                                              | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2083290.50    | 0.00%             | 2025-04-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5383600000 | PA      | $46413973.37   | 0.05%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2986900000 | PA      | $25290115.46   | 0.03%             | 2028-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11257565.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                             | SOUTHERN WATER                 | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |        50000 | PA      | $61828.39      | 0.00%             | 2056-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |       316000 | PA      | $320067.02     | 0.00%             | 2026-04-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      3828000 | PA      | $3819215.25    | 0.00%             | 2026-01-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |     11900000 | PA      | $10968307.09   | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: AQ8691604<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      6300000 | PA      | $6133802.40    | 0.01%             | 2028-01-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3765034.78    | 0.00%             | 2027-11-29      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     13194000 | PA      | $11753834.73   | 0.01%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |      2818000 | PA      | $2322535.07    | 0.00%             | 2038-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cloverie PLC for Zurich Insurance Co Ltd                                        | CLOVERIE PLC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      2637000 | PA      | $2779758.23    | 0.00%             | 2024-09-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1919555.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     13007000 | PA      | $13375981.06   | 0.01%             | 2047-07-06      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | Long             | DBT              | CORP              | US        |      2906000 | PA      | $3074663.04    | 0.00%             | 2033-05-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     79667900 | PA      | $54293299.45   | 0.06%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAQ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     11564000 | PA      | $8080534.36    | 0.01%             | 2026-09-08      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        | 131000000000 | PA      | $21710066.48   | 0.02%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UF0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      8155000 | PA      | $4955305.42    | 0.01%             | 2046-09-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     27000000 | PA      | $25568087.35   | 0.03%             | 2029-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827GD3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      5287000 | PA      | $3530041.15    | 0.00%             | 2028-06-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     35904000 | PA      | $32165227.58   | 0.03%             | 2030-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Australia Pacific Airports Melbourne Pty Ltd                                    | AUSTRALIA PACI                 | CUSIP: N/A<br>LEI: 549300AO4NFQPL3JBB37       | Long             | DBT              | CORP              | AU        |      6818000 | PA      | $7101030.06    | 0.01%             | 2024-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-843924.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      5400000 | PA      | $5069071.27    | 0.01%             | 2028-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      2102000 | PA      | $1671363.26    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                             | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      2100000 | PA      | $1799769.51    | 0.00%             | 2048-02-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      8500000 | PA      | $9239115.17    | 0.01%             | 2028-07-12      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109AT8<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      1698000 | PA      | $1411387.86    | 0.00%             | 2041-03-22      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1284310000 | PA      | $65916616.53   | 0.07%             | 2024-09-05      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                           | BG ENERGY CAP                  | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |      2962000 | PA      | $3745798.76    | 0.00%             | 2025-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-580816.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                            | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      2046000 | PA      | $1508624.60    | 0.00%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1127849.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      2500000 | PA      | $2014154.97    | 0.00%             | 2048-02-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     13500000 | PA      | $12823677.64   | 0.01%             | 2171-06-17      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                            | NORDDEUTSCHE L/B               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $4789109.56    | 0.01%             | 2026-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087YQ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     42401000 | PA      | $36175409.56   | 0.04%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YBB4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      9681000 | PA      | $9804889.43    | 0.01%             | 2028-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6209963.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     77283000 | PA      | $73075694.31   | 0.08%             | 2029-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $492250.96     | 0.00%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     32522000 | PA      | $41235058.73   | 0.04%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: AS2798773<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1087675.05    | 0.00%             | 2028-04-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      7300000 | PA      | $6066680.02    | 0.01%             | 2033-06-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  17410900000 | PA      | $133655091.86  | 0.14%             | 2026-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1718580.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                         | PRINCE EDWARD IS               | CUSIP: 741666CX7<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      1284000 | PA      | $890994.09     | 0.00%             | 2042-06-27      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      6200000 | PA      | $5655625.85    | 0.01%             | 2028-04-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSWAGEN FIN                 | CUSIP: BH4497385<br>LEI: 529900USFSZYPS075O24 | Long             | DBT              | CORP              | DE        |     15838000 | PA      | $16659360.48   | 0.02%             | 2028-04-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                             | MONTE DEI PASCHI               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      4461000 | PA      | $4642224.55    | 0.00%             | 2025-11-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      7018000 | PA      | $4965301.43    | 0.01%             | 2025-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                                                 | DIRECT LINE INS                | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $984861.59     | 0.00%             | 2032-06-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |      2444000 | PA      | $1762611.14    | 0.00%             | 2049-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     10000000 | PA      | $8337410.15    | 0.01%             | 2047-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5901000000 | PA      | $47483036.97   | 0.05%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $760153.73     | 0.00%             | 2027-12-20      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                              | THAMES WATER UTC               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |       687000 | PA      | $794601.06     | 0.00%             | 2028-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                               | FORTISALBERTA                  | CUSIP: 34957ZAW4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2052000 | PA      | $1335299.19    | 0.00%             | 2047-09-09      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |      4173000 | PA      | $4518342.84    | 0.00%             | 2023-04-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      6700000 | PA      | $6818856.61    | 0.01%             | 2025-09-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1635618000 | PA      | $48930907.28   | 0.05%             | 2024-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      3901000 | PA      | $3724870.26    | 0.00%             | 2030-05-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323ACX0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     56589000 | PA      | $41419090.59   | 0.04%             | 2025-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                        | TELE2 AB                       | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | CORP              | SE        |      4046000 | PA      | $4249598.03    | 0.00%             | 2024-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBJ1<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      3707000 | PA      | $2604690.79    | 0.00%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516BX3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5238262.58    | 0.01%             | 2024-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: BH5289245<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      7317000 | PA      | $7205062.55    | 0.01%             | 2032-04-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Artesian Finance II PLC                                                         | ARTESIAN FIN II                | CUSIP: EC9615823<br>LEI: 213800SC4ON8GU2Q2Q62 | Long             | DBT              | CORP              | GB        |      1495000 | PA      | $1997323.61    | 0.00%             | 2033-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      5500000 | PA      | $4521492.74    | 0.00%             | 2032-09-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      5490000 | PA      | $3042171.36    | 0.00%             | 2031-01-27      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Aktia Bank Oyj                                                                  | AKTIA BANK                     | CUSIP: N/A<br>LEI: 743700GC62JLHFBUND16       | Long             | DBT              | CORP              | FI        |      5000000 | PA      | $5004098.01    | 0.01%             | 2026-03-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                              | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |      4136000 | PA      | $3545727.59    | 0.00%             | 2031-09-12      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                        | ASIAN INFRASTRUC               | CUSIP: N/A<br>LEI: 25490065OSV2524LCR32       | Long             | DBT              | CORP              | N/A       |      6258000 | PA      | $3998905.08    | 0.00%             | 2026-05-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     12426000 | PA      | $12909577.82   | 0.01%             | 2024-07-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      7997000 | PA      | $7836226.43    | 0.01%             | 2028-09-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      2366000 | PA      | $2496090.44    | 0.00%             | 2026-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                                         | BUNDESSCHATZANW                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    345330000 | PA      | $363245723.52  | 0.39%             | 2024-06-14      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    160000000 | PA      | $23451617.67   | 0.03%             | 2025-04-09      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution PLC                                      | NAT GRD ELCT DIS               | CUSIP: AU9046478<br>LEI: 549300HFCD0G1TPU4N09 | Long             | DBT              | CORP              | GB        |     19097000 | PA      | $22495932.57   | 0.02%             | 2026-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     10800000 | PA      | $9458910.41    | 0.01%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |      4900000 | PA      | $4162748.79    | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     21175000 | PA      | $21228211.67   | 0.02%             | 2027-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312BD7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      5448000 | PA      | $3964588.89    | 0.00%             | 2024-05-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     32389000 | PA      | $41489516.17   | 0.04%             | 2040-07-30      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                           | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |      5852000 | PA      | $6121946.81    | 0.01%             | 2024-11-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      1004000 | PA      | $867502.49     | 0.00%             | 2036-11-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      6611000 | PA      | $4638838.63    | 0.00%             | 2024-03-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1092200000 | PA      | $9564593.38    | 0.01%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      7491000 | PA      | $6317124.48    | 0.01%             | 2031-06-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    393950000 | PA      | $3519163.69    | 0.00%             | 2036-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     57263000 | PA      | $58739590.50   | 0.06%             | 2024-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 186019000000 | PA      | $12071510.04   | 0.01%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Finance SA                                                   | SANTAN CONS FIN                | CUSIP: N/A<br>LEI: 5493000LM0MZ4JPMGM90       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $1944148.74    | 0.00%             | 2026-02-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1956924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854HN1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       259000 | PA      | $234454.42     | 0.00%             | 2031-09-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $167572.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                           | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |     19182000 | PA      | $14813381.85   | 0.02%             | 2035-01-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Energir Inc                                                                     | ENERGIR INC                    | CUSIP: 29279YAA6<br>LEI: 549300SULPFDEWWFVD15 | Long             | DBT              | CORP              | CA        |       963000 | PA      | $669424.22     | 0.00%             | 2027-04-16      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                     | NOVARTIS AG                    | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | DBT              | CORP              | CH        |      1355000 | PA      | $1378706.22    | 0.00%             | 2029-11-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     18000000 | PA      | $17322811.24   | 0.02%             | 2027-04-13      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| WestConnex Finance Co Pty Ltd                                                   | WESTCONNEX FINAN               | CUSIP: N/A<br>LEI: 254900CGI0XY1HBTHF74       | Long             | DBT              | CORP              | AU        |      1140000 | PA      | $656393.74     | 0.00%             | 2031-03-31      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     10400000 | PA      | $10047604.40   | 0.01%             | 2028-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     42168000 | PA      | $45855171.76   | 0.05%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     12176000 | PA      | $10263998.05   | 0.01%             | 2031-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Southern Housing Group Ltd                                                      | SOUTHERN HOUSING               | CUSIP: N/A<br>LEI: 2138005CTZT3OQXJW945       | Long             | DBT              | CORP              | GB        |       777000 | PA      | $729349.70     | 0.00%             | 2047-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      5400000 | PA      | $5498762.48    | 0.01%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      3000000 | PA      | $3077955.20    | 0.00%             | 2032-08-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      9794000 | PA      | $6181901.04    | 0.01%             | 2024-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                   | TRANSURBAN FIN                 | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |      1455000 | PA      | $1547194.79    | 0.00%             | 2024-09-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      9000000 | PA      | $8293742.91    | 0.01%             | 2028-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UE3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     11435000 | PA      | $8337753.49    | 0.01%             | 2025-06-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Channel Link Enterprises Finance PLC                                            | CHANNEL LINK ENT               | CUSIP: N/A<br>LEI: 213800BYHTDDUJYTT475       | Long             | DBT              | CORP              | GB        |      3336000 | PA      | $3522938.05    | 0.00%             | 2050-06-30      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709FQ0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      1471000 | PA      | $1263069.78    | 0.00%             | 2048-06-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5542850000 | PA      | $34813441.49   | 0.04%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                      | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      4900000 | PA      | $4210172.20    | 0.00%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      4876000 | PA      | $3242110.41    | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      5455000 | PA      | $6071405.74    | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2150000000 | PA      | $15889133.45   | 0.02%             | 2031-03-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      7314000 | PA      | $7191692.10    | 0.01%             | 2028-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CTRL Section 1 Finance PLC                                                      | CTRL SECTION 1                 | CUSIP: ED2136700<br>LEI: 213800T8KP4APS3KNZ67 | Long             | DBT              | CORP              | GB        |       114890 | PA      | $152732.93     | 0.00%             | 2035-05-02      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                   | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      9000000 | PA      | $9640933.82    | 0.01%             | 2026-07-04      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      4400000 | PA      | $4746231.24    | 0.01%             | 2171-06-02      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Maritime Link Financing Trust                                                   | ML FINANCING TR                | CUSIP: 570344AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3775385 | PA      | $2712386.36    | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       537000 | PA      | $525992.22     | 0.00%             | 2027-08-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                          | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |      1700000 | PA      | $1270025.50    | 0.00%             | 2030-01-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      2457000 | PA      | $2532359.47    | 0.00%             | 2024-11-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     20095000 | PA      | $22605728.08   | 0.02%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                        | LONSDALE FINANCE               | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |      2480000 | PA      | $1718790.06    | 0.00%             | 2025-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                        | SCOTTISH HYDRO                 | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $186314.88     | 0.00%             | 2035-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $882882.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: ZP3884209<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $7004666.34    | 0.01%             | 2024-12-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      8546000 | PA      | $9432558.59    | 0.01%             | 2025-07-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                      | CUSIP: 23291KAA3<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      7504000 | PA      | $7408713.21    | 0.01%             | 2026-03-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                        | JOHN DEERE FINAN               | CUSIP: 47788ZAF8<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       931000 | PA      | $659943.08     | 0.00%             | 2026-10-16      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      1500000 | PA      | $1048692.94    | 0.00%             | 2026-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5202350000 | PA      | $34518980.12   | 0.04%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $102139.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| La Poste SA                                                                     | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |      9700000 | PA      | $9191686.32    | 0.01%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06415FFT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      8694000 | PA      | $5967214.51    | 0.01%             | 2026-11-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |    200000000 | PA      | $1511652.29    | 0.00%             | 2028-05-31      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      1857000 | PA      | $1747438.46    | 0.00%             | 2027-02-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAH4<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      1686000 | PA      | $1195172.97    | 0.00%             | 2029-10-09      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Clover LP                                                                       | CLOVER LP                      | CUSIP: 18914LAA8<br>LEI: 54930041L1MJLN5X9F27 | Long             | DBT              | CORP              | CA        |       429589 | PA      | $313770.53     | 0.00%             | 2034-03-31      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1106839000 | PA      | $32254907.98   | 0.03%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                          | SANOFI                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      5200000 | PA      | $5139084.71    | 0.01%             | 2028-04-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      1567000 | PA      | $1081710.06    | 0.00%             | 2024-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      2500000 | PA      | $2574389.62    | 0.00%             | 2026-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      5500000 | PA      | $6150189.00    | 0.01%             | 2028-04-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      1464000 | PA      | $1420653.74    | 0.00%             | 2029-11-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Givaudan Finance Europe BV                                                      | GIVAUDAN FIN EUR               | CUSIP: BH8302235<br>LEI: 213800MGRS1DZVKTKA03 | Long             | DBT              | CORP              | NL        |      4913000 | PA      | $4885394.17    | 0.01%             | 2027-04-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                       | SOUTHERN GAS NET               | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |      2265000 | PA      | $2683794.44    | 0.00%             | 2025-02-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      4876000 | PA      | $3759771.54    | 0.00%             | 2035-06-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   4500000000 | PA      | $9795241.19    | 0.01%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Cardif SA                                                           | BNP PARIBAS                    | CUSIP: N/A<br>LEI: 969500VRSFWX7S1P2M29       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $528616.19     | 0.00%             | 2171-11-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     43860000 | PA      | $42344643.38   | 0.05%             | 2027-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      4876000 | PA      | $5439237.06    | 0.01%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      1499000 | PA      | $1818170.06    | 0.00%             | 2023-08-12      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                         | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |     14500000 | PA      | $13804178.57   | 0.01%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |     20000000 | PA      | $18769593.71   | 0.02%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                   | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |      5635000 | PA      | $5019626.71    | 0.01%             | 2028-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12335409.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $5696461.50    | 0.01%             | 2032-08-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                      | LANXESS                        | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | DBT              | CORP              | DE        |      2600000 | PA      | $2252202.70    | 0.00%             | 2029-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     15000000 | PA      | $109855.50     | 0.00%             | 2031-03-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     60000000 | PA      | $475982.74     | 0.00%             | 2035-06-20      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                  | EDP FINANCE BV                 | CUSIP: AQ0259806<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      1398000 | PA      | $1384472.85    | 0.00%             | 2027-11-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     23500000 | PA      | $20340495.26   | 0.02%             | 2030-12-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: ZR4792498<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $2798619.43    | 0.00%             | 2029-09-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      1280000 | PA      | $865641.36     | 0.00%             | 2028-08-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087M68<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    112485000 | PA      | $63777147.80   | 0.07%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4863369.12    | 0.01%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     68400000 | PA      | $522470.64     | 0.00%             | 2024-12-20      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     13168000 | PA      | $11848349.76   | 0.01%             | 2034-03-13      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10125485.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $399786.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       957000 | PA      | $931998.60     | 0.00%             | 2027-04-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      4900000 | PA      | $3777073.48    | 0.00%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       687000 | PA      | $808525.12     | 0.00%             | 2025-02-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                      | NAV CANADA                     | CUSIP: 628957AK8<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |       224000 | PA      | $161639.25     | 0.00%             | 2024-02-09      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      2470000 | PA      | $1751938.91    | 0.00%             | 2024-05-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi SA                                                 | INMOBILIARIA COL               | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |      2300000 | PA      | $2403054.87    | 0.00%             | 2024-10-28      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Province of Newfoundland and Labrador Canada                                    | NEWFOUNDLAND                   | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      5940000 | PA      | $4006805.56    | 0.00%             | 2048-10-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7208950000 | PA      | $42777903.21   | 0.05%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $4722464.09    | 0.01%             | 2028-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Red Electrica Financiaciones SAU                                                | RED ELECTRICA FI               | CUSIP: N/A<br>LEI: 9598006P00EGK6U2SG18       | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1214237.93    | 0.00%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $936368.77     | 0.00%             | 2028-05-30      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-476311.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    135032000 | PA      | $152853662.04  | 0.16%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109BA8<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      4088000 | PA      | $3035325.94    | 0.00%             | 2024-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      2900000 | PA      | $2473940.21    | 0.00%             | 2032-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     10087000 | PA      | $10191450.87   | 0.01%             | 2026-01-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      1004000 | PA      | $1086354.47    | 0.00%             | 2025-03-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                     | VANCOUVER AIRPRT               | CUSIP: 92157WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       626000 | PA      | $431021.62     | 0.00%             | 2045-11-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      8100000 | PA      | $8465428.85    | 0.01%             | 2171-06-27      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    585150000 | PA      | $4979460.84    | 0.01%             | 2028-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: 632525AT8<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      4102000 | PA      | $2901341.16    | 0.00%             | 2030-06-12      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| BCI QuadReal Realty                                                             | BCI QUADREAL REA               | CUSIP: 05554PAB9<br>LEI: 254900YMIAXSA3CWDD24 | Long             | DBT              | CORP              | CA        |       981000 | PA      | $694532.44     | 0.00%             | 2025-03-03      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property AB                                                 | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 213800REBFN6T3PU8L97       | Long             | DBT              | CORP              | SE        |      1455000 | PA      | $1658291.44    | 0.00%             | 2025-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      5913000 | PA      | $5842105.92    | 0.01%             | 2027-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Longstone Finance PLC                                                           | LONGSTONE FINANC               | CUSIP: EF3330257<br>LEI: 2138006D9C2Q3525AT86 | Long             | DBT              | CORP              | GB        |        68825 | PA      | $84279.53      | 0.00%             | 2036-04-19      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     74719000 | PA      | $73210560.58   | 0.08%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     90545356 | PA      | $77450468.31   | 0.08%             | 2031-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2996738.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse AG/London                                                         | CREDIT SUISSE LD               | CUSIP: N/A<br>LEI: ANGGYXNX0JLX3X63JN86       | Long             | DBT              | CORP              | CH        |     10800000 | PA      | $10162099.33   | 0.01%             | 2026-01-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10803553.39  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                   | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |      3809000 | PA      | $3997873.53    | 0.00%             | 2024-05-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      3040000 | PA      | $2997036.15    | 0.00%             | 2027-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      1210000 | PA      | $1289245.71    | 0.00%             | 2044-07-03      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      5400000 | PA      | $5574232.71    | 0.01%             | 2026-03-29      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1600000000 | PA      | $12790447.82   | 0.01%             | 2034-10-31      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: 459058JP9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      3052000 | PA      | $2100487.30    | 0.00%             | 2026-01-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2130750000 | PA      | $18092633.44   | 0.02%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                            | DASSAULT SYSTEME               | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4556634.55    | 0.00%             | 2029-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1555172.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     47673000 | PA      | $29445797.87   | 0.03%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5002598.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |       127000 | PA      | $30156.68      | 0.00%             | 2027-03-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                          | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |      1093000 | PA      | $1307416.54    | 0.00%             | 2059-05-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    255056000 | PA      | $54106199.78   | 0.06%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      3324000 | PA      | $3490185.54    | 0.00%             | 2024-09-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPHA Finance PLC                                                                | BPHA FINANCE                   | CUSIP: N/A<br>LEI: 213800T2EIKFAUKDRH27       | Long             | DBT              | CORP              | GB        |       987000 | PA      | $1191003.45    | 0.00%             | 2044-04-11      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-79263.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     12300000 | PA      | $95264.56      | 0.00%             | 2024-09-30      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      7100000 | PA      | $6021736.07    | 0.01%             | 2042-07-10      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: AQ0498693<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1954890.87    | 0.00%             | 2029-11-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank Canada                                                                | HSBC BANK CANADA               | CUSIP: 40427HTP8<br>LEI: DMB80L5QKUQ124HSYW98 | Long             | DBT              | CORP              | CA        |      5608000 | PA      | $4115139.06    | 0.00%             | 2025-03-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                                                 | BROOKFIELD ASSET               | CUSIP: 11257ZAF6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |      2075000 | PA      | $1511276.36    | 0.00%             | 2027-03-16      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                            | NORDDEUTSCHE L/B               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |       537000 | PA      | $556309.01     | 0.00%             | 2024-10-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     40892000 | PA      | $31325358.04   | 0.03%             | 2035-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      6500000 | PA      | $6305318.56    | 0.01%             | 2027-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      7509000 | PA      | $9413886.41    | 0.01%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7568144.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                   | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |       125000 | PA      | $127291.39     | 0.00%             | 2025-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ISS Global A/S                                                                  | ISS GLOBAL A/S                 | CUSIP: N/A<br>LEI: 213800W6DPUGWBGTD766       | Long             | DBT              | CORP              | DK        |       200000 | PA      | $211228.26     | 0.00%             | 2024-12-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      4696000 | PA      | $6054227.90    | 0.01%             | 2029-02-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      8688000 | PA      | $5429782.24    | 0.01%             | 2050-08-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    451239000 | PA      | $17048790.91   | 0.02%             | 2044-06-29      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBZ2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      4461000 | PA      | $3177444.36    | 0.00%             | 2029-04-05      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: 42246QAH1<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      2232000 | PA      | $1539774.03    | 0.00%             | 2029-10-13      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                            | MANCHESTER AGF                 | CUSIP: EK0567348<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |      1004000 | PA      | $1199595.26    | 0.00%             | 2034-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     62276000 | PA      | $48551208.90   | 0.05%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      1209000 | PA      | $1182217.45    | 0.00%             | 2028-05-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      4300000 | PA      | $4269896.31    | 0.00%             | 2028-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642869AE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4641000 | PA      | $3222776.60    | 0.00%             | 2043-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1577178.00    | 0.00%             | 2032-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    755750000 | PA      | $6376603.54    | 0.01%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $8803925.92    | 0.01%             | 2029-05-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | UNIBAIL-RODAMCO                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $92260.54      | 0.00%             | 2029-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEE1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3891000 | PA      | $2649660.61    | 0.00%             | 2027-08-04      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      3635000 | PA      | $2322478.88    | 0.00%             | 2040-11-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    110000000 | PA      | $16613076.02   | 0.02%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                          | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |       300000 | PA      | $234400.64     | 0.00%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |   1100000000 | PA      | $8184222.26    | 0.01%             | 2027-07-06      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    213405000 | PA      | $225717833.46  | 0.24%             | 2035-04-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6796450000 | PA      | $44284856.79   | 0.05%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South Wales PLC                          | WESTERN POWER                  | CUSIP: N/A<br>LEI: 549300RHOCSNK1FZ4116       | Long             | DBT              | CORP              | GB        |      2486000 | PA      | $2109769.57    | 0.00%             | 2035-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: EC2373701<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    120358000 | PA      | $150494212.47  | 0.16%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CT Real Estate Investment Trust                                                 | CT REIT                        | CUSIP: 126462AD2<br>LEI: 549300QXEHJXT6D53X16 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1430666.42    | 0.00%             | 2026-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | HKD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $163588.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     10418000 | PA      | $9999856.78    | 0.01%             | 2029-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    153442000 | PA      | $200777154.49  | 0.22%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12693059.35  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     34277000 | PA      | $8249521.51    | 0.01%             | 2026-04-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738AZ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       100000 | PA      | $117018.07     | 0.00%             | 2025-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      2500000 | PA      | $2497236.46    | 0.00%             | 2026-06-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                   | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |       265000 | PA      | $163552.35     | 0.00%             | 2030-01-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    340209000 | PA      | $353818269.85  | 0.38%             | 2025-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                               | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     12190000 | PA      | $12841724.68   | 0.01%             | 2024-03-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                           | INTACT FINANCIAL               | CUSIP: 45823TAB2<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      3624000 | PA      | $2274038.69    | 0.00%             | 2030-12-16      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                      | SAPUTO INC                     | CUSIP: 80310ZAG4<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      2610000 | PA      | $1787133.13    | 0.00%             | 2027-06-16      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      1007000 | PA      | $570621.07     | 0.00%             | 2026-06-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Compass Group Finance Netherlands BV                                            | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 213800YZZX39WY5G7M06       | Long             | DBT              | CORP              | NL        |       868000 | PA      | $908966.72     | 0.00%             | 2024-07-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Holding d'Infrastructures de Transport SASU                                     | HOLDING D'INFRA                | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $7290057.14    | 0.01%             | 2027-11-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     10546000 | PA      | $10481468.76   | 0.01%             | 2028-02-14      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   1093628649 | NS      | $1093519285.86 | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     20478000 | PA      | $19449738.75   | 0.02%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2485345.21    | 0.00%             | 2028-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |       300000 | PA      | $345089.30     | 0.00%             | 2028-04-26      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2037849.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     19550000 | PA      | $164757.20     | 0.00%             | 2030-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     43137000 | PA      | $28105829.08   | 0.03%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10735650000 | PA      | $64593180.78   | 0.07%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $4415854.64    | 0.00%             | 2030-04-17      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     59726000 | PA      | $65209188.03   | 0.07%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      1000000 | PA      | $819387.59     | 0.00%             | 2033-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |       957000 | PA      | $983737.73     | 0.00%             | 2027-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     30000000 | PA      | $31505550.99   | 0.03%             | 2030-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     38149000 | PA      | $39933563.44   | 0.04%             | 2024-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                               | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     17551000 | PA      | $15466181.94   | 0.02%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |      7189000 | PA      | $5827544.38    | 0.01%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614852NQ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      1566000 | PA      | $1178821.43    | 0.00%             | 2034-12-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |      1274000 | PA      | $1326325.86    | 0.00%             | 2026-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-166114.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: EJ8189833<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      3000000 | PA      | $3303887.00    | 0.00%             | 2031-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virgin Money UK PLC                                                             | VIRGIN MONEY                   | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |      7658000 | PA      | $8964029.88    | 0.01%             | 2026-04-24      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                     | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |      7700000 | PA      | $7542874.41    | 0.01%             | 2028-04-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469TM7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      3250000 | PA      | $2424570.35    | 0.00%             | 2041-03-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |      3100000 | PA      | $2151815.29    | 0.00%             | 2024-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | UNION GAS LTD                  | CUSIP: 90664ZAT7<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $558876.10     | 0.00%             | 2040-07-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2511951.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | UNIBAIL-RODAMCO                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      5700000 | PA      | $5832939.02    | 0.01%             | 2025-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8820450000 | PA      | $57270792.55   | 0.06%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      7802000 | PA      | $8333161.48    | 0.01%             | 2026-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       885000 | PA      | $617073.81     | 0.00%             | 2024-01-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      7400000 | PA      | $7614580.34    | 0.01%             | 2025-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      4913000 | PA      | $5594261.74    | 0.01%             | 2171-06-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2734990.80    | 0.00%             | 2030-02-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                              | TORONTO HYDRO                  | CUSIP: 89119ZAH6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       684000 | PA      | $447274.47     | 0.00%             | 2045-07-28      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06415GAZ3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      6436000 | PA      | $4588182.34    | 0.00%             | 2025-01-10      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      2571000 | PA      | $2144014.92    | 0.00%             | 2033-04-29      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087N91<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    157417000 | PA      | $116055921.35  | 0.12%             | 2024-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      5000000 | PA      | $5530291.73    | 0.01%             | 2025-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: EC1243194<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      1650000 | PA      | $2154563.60    | 0.00%             | 2028-12-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBG4<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       981000 | PA      | $632116.57     | 0.00%             | 2062-07-31      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1502172.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| High Speed Rail Finance 1 PLC                                                   | HIGH SPEED RAIL                | CUSIP: N/A<br>LEI: 21380087GQQTIHCRLU65       | Long             | DBT              | CORP              | GB        |      3324000 | PA      | $3821369.57    | 0.00%             | 2038-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     21455000 | PA      | $21511730.60   | 0.02%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |    570000000 | PA      | $51741731.47   | 0.06%             | 2025-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 4 PLC                                                    | TESCO PROP FIN 4               | CUSIP: N/A<br>LEI: 213800UCE6O94DGHWT77       | Long             | DBT              | CORP              | GB        |      2824919 | PA      | $3446313.90    | 0.00%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    104760209 | PA      | $90789333.88   | 0.10%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: AX7760868<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $4157839.01    | 0.00%             | 2039-03-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: 045167BM4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      1368000 | PA      | $1073443.81    | 0.00%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      3559000 | PA      | $3288146.57    | 0.00%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                             | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      2141000 | PA      | $1935874.40    | 0.00%             | 2041-09-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       488000 | PA      | $274872.19     | 0.00%             | 2049-10-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     96318000 | PA      | $99087531.51   | 0.11%             | 2025-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                           | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2097579.79    | 0.00%             | 2028-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $1860248.78    | 0.00%             | 2171-05-11      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |   1901590000 | PA      | $89232316.92   | 0.10%             | 2026-02-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    234591000 | PA      | $242305013.21  | 0.26%             | 2026-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: AV6454772<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5108409.54    | 0.01%             | 2030-11-20      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS DIS               | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       984000 | PA      | $672459.41     | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4178698.81    | 0.00%             | 2025-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     17332000 | PA      | $20340995.58   | 0.02%             | 2024-12-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                             | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |    846900000 | PA      | $77960394.08   | 0.08%             | 2024-09-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                   | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2188399.24    | 0.00%             | 2028-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Terega SASU                                                                     | TEREGA SAS                     | CUSIP: N/A<br>LEI: 969500D9BIKJL7H9TB80       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $915953.50     | 0.00%             | 2028-02-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    110000000 | PA      | $16349113.14   | 0.02%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     11464000 | PA      | $11725939.28   | 0.01%             | 2025-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     63700000 | PA      | $59758386.08   | 0.06%             | 2028-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                  | AIR LIQUIDE SA                 | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1300586.93    | 0.00%             | 2023-09-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                      | ENMAX CORP                     | CUSIP: 293365AG7<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |      2557000 | PA      | $1796658.07    | 0.00%             | 2029-10-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $82829.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KF4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      6693000 | PA      | $4918766.21    | 0.01%             | 2028-12-02      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   9000000000 | PA      | $5204911.59    | 0.01%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      7645000 | PA      | $9455407.19    | 0.01%             | 2027-09-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                        | HONDA CANADA FIN               | CUSIP: 438121BA2<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      1706000 | PA      | $1164067.96    | 0.00%             | 2026-09-28      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469TH8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       990000 | PA      | $817757.41     | 0.00%             | 2050-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     19503000 | PA      | $22533757.41   | 0.02%             | 2030-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 938101000000 | PA      | $61303486.00   | 0.07%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                     | ING-DIBA AG                    | CUSIP: AU7731543<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $5476628.44    | 0.01%             | 2033-10-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     16092000 | PA      | $16924176.46   | 0.02%             | 2024-09-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     11031000 | PA      | $12628943.23   | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Repsol Europe Finance Sarl                                                      | REPSOL EUROPE                  | CUSIP: N/A<br>LEI: 222100TAWUOMRM7NNG09       | Long             | DBT              | CORP              | LU        |      2900000 | PA      | $2360387.81    | 0.00%             | 2033-07-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      4400000 | PA      | $4463570.77    | 0.00%             | 2025-06-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      1475000 | PA      | $1563163.43    | 0.00%             | 2032-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       857000 | PA      | $711553.66     | 0.00%             | 2032-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Development Association                                           | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |     10662000 | PA      | $9096623.95    | 0.01%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     35752000 | PA      | $10364712.84   | 0.01%             | 2023-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      7042000 | PA      | $4729858.44    | 0.01%             | 2050-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                             | TERASEN GAS INC                | CUSIP: 88100BAA7<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      4898000 | PA      | $4241780.28    | 0.00%             | 2038-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      1730000 | PA      | $1841381.08    | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    527935000 | PA      | $52794446.75   | 0.06%             | 2024-03-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06369ZCH5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      2700000 | PA      | $2155466.48    | 0.00%             | 2032-10-27      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |    121403000 | PA      | $104810084.66  | 0.11%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13087600000 | PA      | $86798523.68   | 0.09%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-48924.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3391300000 | PA      | $26084897.89   | 0.03%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCA4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      2575000 | PA      | $1834646.52    | 0.00%             | 2028-03-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                             | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |     18800000 | PA      | $19051901.56   | 0.02%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SOCIMI SA                                                 | COLSM 2 4/17/2026              | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2035415.66    | 0.00%             | 2026-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      1186000 | PA      | $969075.78     | 0.00%             | 2039-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| University of Liverpool                                                         | UNI OF LIVERPOOL               | CUSIP: N/A<br>LEI: 213800FEIAW5YCVLG823       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $100966.55     | 0.00%             | 2055-06-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                            | CROMBIE REAL EST               | CUSIP: 227107AS8<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1268339.56    | 0.00%             | 2031-08-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMP TOBACCO FIN                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      3730000 | PA      | $4046808.28    | 0.00%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                           | BG ENERGY CAP                  | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |      3101000 | PA      | $3088957.88    | 0.00%             | 2029-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                              | ENERGIE BADEN-W                | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |      5300000 | PA      | $5178414.18    | 0.01%             | 2080-06-29      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 8911457R9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      4130000 | PA      | $3090014.45    | 0.00%             | 2031-03-04      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1200000000 | PA      | $10220165.79   | 0.01%             | 2032-11-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAP6<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      4226000 | PA      | $3078195.78    | 0.00%             | 2032-04-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                           | GREAT-WEST LIFEC               | CUSIP: 39138CAD8<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       975000 | PA      | $851032.00     | 0.00%             | 2033-03-21      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |      1184000 | PA      | $1088095.51    | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $209150.59     | 0.00%             | 2025-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: AX4514284<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      1951000 | PA      | $2000338.34    | 0.00%             | 2025-03-07      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      5800000 | PA      | $6035612.78    | 0.01%             | 2024-10-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     80000000 | PA      | $11956634.87   | 0.01%             | 2028-08-12      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                             | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     45500000 | PA      | $5439447.35    | 0.01%             | 2030-07-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Laurentian Bank of Canada                                                       | LAURENTIAN BANK                | CUSIP: 51925DCB0<br>LEI: HO0K6ZULL3QE6S6SFW60 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1409305.48    | 0.00%             | 2025-03-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                 | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |      7460000 | PA      | $9307066.20    | 0.01%             | 2025-03-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cordelio Amalco GP I                                                            | CORDELIO AMALCO                | CUSIP: 218493AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1477006 | PA      | $1067692.81    | 0.00%             | 2034-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2229000 | PA      | $1909839.71    | 0.00%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                              | GREATER TORONTO                | CUSIP: 39191ZAY5<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1845380.03    | 0.00%             | 2041-12-02      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: EK2783257<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      7576000 | PA      | $8019748.61    | 0.01%             | 2171-10-08      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      4590000 | PA      | $3106017.22    | 0.00%             | 2027-12-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAV7<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      2400000 | PA      | $1858758.20    | 0.00%             | 2052-09-02      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                              | TORONTO HYDRO                  | CUSIP: 89119ZAM5<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       815000 | PA      | $474619.85     | 0.00%             | 2049-12-10      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $10288429.27   | 0.01%             | 2027-10-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |      5365000 | PA      | $5525086.90    | 0.01%             | 2025-01-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Prosegur Cash SA                                                                | PROSEGUR CASH                  | CUSIP: N/A<br>LEI: 9598005HY5DEFPU2SM35       | Long             | DBT              | CORP              | ES        |       500000 | PA      | $507312.17     | 0.00%             | 2026-02-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                              | TORONTO HYDRO                  | CUSIP: 89119ZAC7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       652000 | PA      | $553026.55     | 0.00%             | 2040-05-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      4876000 | PA      | $4733266.76    | 0.01%             | 2028-08-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     26807000 | PA      | $20500848.42   | 0.02%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                    | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |       890000 | PA      | $533972.99     | 0.00%             | 2029-11-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      1475000 | PA      | $1684239.91    | 0.00%             | 2026-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVST BNK               | CUSIP: N/A<br>LEI: 213800HYL1S7VAXG6Z48       | Long             | DBT              | CORP              | N/A       |     12043000 | PA      | $12557477.04   | 0.01%             | 2024-06-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                    | HYDE HOUSING                   | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |        54000 | PA      | $68612.61      | 0.00%             | 2040-07-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     27796000 | PA      | $21517462.35   | 0.02%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1341270000 | PA      | $67731503.10   | 0.07%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $344162.45     | 0.00%             | 2032-03-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       235000 | PA      | $187965.70     | 0.00%             | 2042-06-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 063679EC4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1853850.03    | 0.00%             | 2025-09-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      1235000 | PA      | $1358992.39    | 0.00%             | 2025-02-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  94950000000 | PA      | $68381204.77   | 0.07%             | 2048-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJE4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     20450000 | PA      | $15680736.63   | 0.02%             | 2027-06-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     12300000 | PA      | $10578876.40   | 0.01%             | 2031-05-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 754470000000 | PA      | $51704820.63   | 0.06%             | 2024-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    175603000 | PA      | $112516094.08  | 0.12%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CQ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $129729.12     | 0.00%             | 2048-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                           | INTACT FINANCIAL               | CUSIP: 45823TAF3<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1014865.47    | 0.00%             | 2028-05-18      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                               | GIBSON ENERGY                  | CUSIP: 37482ZAC5<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      1886000 | PA      | $1316998.24    | 0.00%             | 2027-07-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sirius Real Estate Ltd                                                          | SIRIUS REAL ESTA               | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | DBT              | CORP              | GG        |       100000 | PA      | $86916.75      | 0.00%             | 2026-06-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: 42246QAF5<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      2100000 | PA      | $1440184.59    | 0.00%             | 2033-01-13      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPER                | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      4181000 | PA      | $5187465.93    | 0.01%             | 2027-02-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  17981350000 | PA      | $119038540.07  | 0.13%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    137560000 | PA      | $18693896.80   | 0.02%             | 2026-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       502000 | PA      | $404209.43     | 0.00%             | 2046-09-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CG5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1379607.53    | 0.00%             | 2045-09-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | KAZAKHSTAN                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |      2366000 | PA      | $1883604.13    | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 187925000000 | PA      | $14173569.28   | 0.02%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-513768.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $916061.88     | 0.00%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      8545000 | PA      | $6779415.52    | 0.01%             | 2033-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                     | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      3100000 | PA      | $3088621.98    | 0.00%             | 2027-06-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     11569000 | PA      | $9959933.05    | 0.01%             | 2056-02-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      5120000 | PA      | $5294815.72    | 0.01%             | 2025-02-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $9615490.15    | 0.01%             | 2032-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                 | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |      9369000 | PA      | $8811327.98    | 0.01%             | 2028-03-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                            | NORDEA KREDIT                  | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |        56961 | PA      | $8189.07       | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-111403.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10871950000 | PA      | $65320753.69   | 0.07%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      8521000 | PA      | $8515367.16    | 0.01%             | 2028-06-09      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                       | AIMCO REALTY INV               | CUSIP: 00889YAD3<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      5486000 | PA      | $3739539.70    | 0.00%             | 2029-06-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    175508000 | PA      | $131586542.76  | 0.14%             | 2041-03-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |     20000000 | PA      | $14104650.70   | 0.02%             | 2025-06-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                            | BALDER                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |       100000 | PA      | $95097.21      | 0.00%             | 2025-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1709190.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | DBT              | CORP              | US        |       940000 | PA      | $653058.19     | 0.00%             | 2026-06-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      8156000 | PA      | $5680394.15    | 0.01%             | 2024-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      8000000 | PA      | $8137382.83    | 0.01%             | 2029-12-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                 | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |      1491000 | PA      | $1865736.79    | 0.00%             | 2027-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: 58507LAJ8<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      3956000 | PA      | $3773485.35    | 0.00%             | 2031-03-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    868300000 | PA      | $6412606.13    | 0.01%             | 2030-12-20      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    220000000 | PA      | $1709759.08    | 0.00%             | 2035-09-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     28252000 | PA      | $29833985.58   | 0.03%             | 2024-11-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      5795000 | PA      | $3445657.32    | 0.00%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vantage Towers AG                                                               | VANTAGE TOWERS                 | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | DBT              | CORP              | DE        |      4200000 | PA      | $4233901.87    | 0.00%             | 2030-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     15500000 | PA      | $15663808.60   | 0.02%             | 2030-06-05      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      9752000 | PA      | $9137051.16    | 0.01%             | 2030-02-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                | CUSIP: N/A<br>LEI: YMEGZFW4SBUSS5BQXF88       | Long             | DBT              | CORP              | US        |      1274000 | PA      | $1164246.94    | 0.00%             | 2034-03-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  25679600000 | PA      | $190988713.08  | 0.20%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  55000000000 | PA      | $43179018.51   | 0.05%             | 2028-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                   | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |       200000 | PA      | $207524.69     | 0.00%             | 2025-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ferrovial Emisiones SA                                                          | FERROVIAL EMISIO               | CUSIP: N/A<br>LEI: 95980020140005209562       | Long             | DBT              | CORP              | ES        |      2500000 | PA      | $2665638.49    | 0.00%             | 2024-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                     | INVESTOR AB                    | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |      4500000 | PA      | $3346463.45    | 0.00%             | 2035-10-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     46688000 | PA      | $36586960.78   | 0.04%             | 2040-01-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| iA Financial Corp Inc                                                           | IA FINANCIAL COR               | CUSIP: 45075EAA2<br>LEI: 549300ZXLJVHQAIXV215 | Long             | DBT              | CORP              | CA        |      1471000 | PA      | $1036277.19    | 0.00%             | 2031-09-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      2350000 | PA      | $2726393.54    | 0.00%             | 2036-03-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                          | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |      2141000 | PA      | $1554532.67    | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: ZS7766299<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     13300000 | PA      | $12338192.29   | 0.01%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                        | JOHN DEERE FINAN               | CUSIP: 47788ZAH4<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      3870000 | PA      | $2570091.56    | 0.00%             | 2027-09-08      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |     12277000 | PA      | $12565673.05   | 0.01%             | 2025-11-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | WL BANK                        | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      6100000 | PA      | $5787102.41    | 0.01%             | 2030-01-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7436688.89    | 0.01%             | 2026-08-11      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      7314000 | PA      | $6380294.48    | 0.01%             | 2038-11-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: AX3516959<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3156465.17    | 0.00%             | 2024-08-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: BVN1ANDT5<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     10000000 | PA      | $84805.04      | 0.00%             | 2031-06-27      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Terega SA                                                                       | TEREGA SA                      | CUSIP: N/A<br>LEI: 969500Y0L922VYT3UI51       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2118509.17    | 0.00%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      1730000 | PA      | $1203922.51    | 0.00%             | 2025-07-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  34400000000 | PA      | $22515288.72   | 0.02%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                              | CAPITAL POWER                  | CUSIP: 14046ZAL3<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       823000 | PA      | $618219.38     | 0.00%             | 2026-01-23      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD               | CUSIP: 303901AW2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      1989000 | PA      | $1495987.06    | 0.00%             | 2025-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State Grid Europe Development 2014 PLC                                          | STATE GRID EUR                 | CUSIP: N/A<br>LEI: 529900B2DHSUP1S0V619       | Long             | DBT              | CORP              | GB        |      1112000 | PA      | $1111342.11    | 0.00%             | 2027-01-26      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |      1815000 | PA      | $1761223.90    | 0.00%             | 2049-10-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BULGARIA REP                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      1455000 | PA      | $1527120.13    | 0.00%             | 2027-03-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |      3776000 | PA      | $3329671.53    | 0.00%             | 2081-09-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank AG                                                               | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      9508000 | PA      | $8185037.04    | 0.01%             | 2032-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: AL0887862<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      6953000 | PA      | $6909714.39    | 0.01%             | 2026-11-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Societe Du Grand Paris EPIC                                                     | SOCIETE PARIS                  | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     11000000 | PA      | $5234888.61    | 0.01%             | 2070-02-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |      3459000 | PA      | $3386487.94    | 0.00%             | 2027-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    471170000 | PA      | $23324029.71   | 0.03%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      8081000 | PA      | $5537233.73    | 0.01%             | 2026-10-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                              | GREATER TORONTO                | CUSIP: 391906AH7<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      3144000 | PA      | $2098562.99    | 0.00%             | 2028-05-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: QZ9977062<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      4500000 | PA      | $3701636.43    | 0.00%             | 2036-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                             | SWEDBANK HYPOTEK               | CUSIP: ZS7519300<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $2022172.87    | 0.00%             | 2025-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CVBA                                                    | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      2900000 | PA      | $2924213.96    | 0.00%             | 2026-12-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $5911692.95    | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |       500000 | PA      | $481074.56     | 0.00%             | 2032-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                    | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      6500000 | PA      | $6535260.31    | 0.01%             | 2028-04-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 748148PZ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      4898000 | PA      | $4218743.42    | 0.00%             | 2026-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1131335.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | DENMARK - BULLET               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |    561753000 | PA      | $72148346.38   | 0.08%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2431834.59    | 0.00%             | 2027-09-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      4900000 | PA      | $5588844.19    | 0.01%             | 2038-07-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |      3132000 | PA      | $2560315.24    | 0.00%             | 2037-03-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-309488.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                            | VOLKSWAGEN BANK                | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      2700000 | PA      | $2796601.50    | 0.00%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9579450000 | PA      | $54717341.51   | 0.06%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5285545.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    150000000 | PA      | $26839929.27   | 0.03%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                            | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |     10600000 | PA      | $10741103.09   | 0.01%             | 2025-10-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14625200000 | PA      | $89876502.85   | 0.10%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Global Switch Finance BV                                                        | GLOBAL SWITCH                  | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |      2800000 | PA      | $2550756.79    | 0.00%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Funding PLC                                                        | METROPOLITAN FNG               | CUSIP: N/A<br>LEI: 213800LCRSEF1I4UB827       | Long             | DBT              | CORP              | GB        |      1004000 | PA      | $1036289.12    | 0.00%             | 2048-04-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      1073000 | PA      | $1090616.32    | 0.00%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP FUNDIN               | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       600000 | PA      | $644224.30     | 0.00%             | 2024-03-04      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | BRUCE POWER LP                 | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1368869.57    | 0.00%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      5400000 | PA      | $5573679.11    | 0.01%             | 2024-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Libra Longhurst Group Treasury NO 2 PLC                                         | LIBRA LONGHURST                | CUSIP: AS4423412<br>LEI: 213800V39AD5P9CS4E77 | Long             | DBT              | CORP              | GB        |      2603000 | PA      | $2471107.62    | 0.00%             | 2043-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4047000000 | PA      | $31379004.38   | 0.03%             | 2025-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |    119000000 | PA      | $907626.75     | 0.00%             | 2027-07-23      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $5442456.03    | 0.01%             | 2028-01-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Western Bank                                                           | CAN WESTERN BANK               | CUSIP: 136765BG8<br>LEI: 549300QG7XFGLKN6HL17 | Long             | DBT              | CORP              | CA        |      1971000 | PA      | $1423624.17    | 0.00%             | 2024-09-06      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      6300000 | PA      | $5868616.88    | 0.01%             | 2031-07-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                         | M&G PLC                        | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |      2590000 | PA      | $2918919.20    | 0.00%             | 2063-12-19      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance BV                                                              | NATURGY FINANCE                | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | NL        |      3200000 | PA      | $2873791.24    | 0.00%             | 2029-11-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                    | HYDE HOUSING                   | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |      1920000 | PA      | $1220610.98    | 0.00%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                         | MANULIFE BK CAN                | CUSIP: 565018DG0<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      1504000 | PA      | $1022241.29    | 0.00%             | 2026-09-14      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     75899000 | PA      | $15223243.45   | 0.02%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: 25470DAU3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      3685000 | PA      | $4364882.50    | 0.00%             | 2024-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     35805000 | PA      | $24244254.26   | 0.03%             | 2030-06-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| China Government International Bond                                             | CHINA (PEOPLE'S)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      5000000 | PA      | $4512248.38    | 0.00%             | 2028-11-17      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709FJ6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2593378.75    | 0.00%             | 2035-06-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10790846.66  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     44799000 | PA      | $30498093.89   | 0.03%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| University College London                                                       | UNIVERSITY COLLE               | CUSIP: N/A<br>LEI: 549300LJ07V1C502IZ32       | Long             | DBT              | CORP              | GB        |      2200000 | PA      | $1439329.80    | 0.00%             | 2061-06-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                             | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      3200000 | PA      | $369740.74     | 0.00%             | 2032-03-02      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1054234.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967JS1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1599000 | PA      | $1175795.27    | 0.00%             | 2025-06-09      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                      | FORTUM OYJ                     | CUSIP: AX3096820<br>LEI: 635400IUIZZIUJSAMF76 | Long             | DBT              | CORP              | FI        |       700000 | PA      | $710933.89     | 0.00%             | 2026-02-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      5200000 | PA      | $4251065.41    | 0.00%             | 2036-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     63176000 | PA      | $15642081.40   | 0.02%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117F7H6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      7400000 | PA      | $5779484.81    | 0.01%             | 2027-10-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |     12348000 | PA      | $12082080.02   | 0.01%             | 2027-07-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      8000000 | PA      | $8276734.55    | 0.01%             | 2026-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     45200000 | PA      | $38742014.05   | 0.04%             | 2031-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank of China Ltd/Luxembourg                                                    | BANK OF CHINA/LX               | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | DBT              | CORP              | CN        |      3200000 | PA      | $3322216.92    | 0.00%             | 2024-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $7083943.44    | 0.01%             | 2027-04-08      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     19016000 | PA      | $17594523.84   | 0.02%             | 2033-05-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                      | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |       200000 | PA      | $212690.72     | 0.00%             | 2024-10-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sagen MI Canada Inc                                                             | GENWORTH MI CAN                | CUSIP: 37252BAD4<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |       908000 | PA      | $619081.71     | 0.00%             | 2027-03-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     12089000 | PA      | $12117156.62   | 0.01%             | 2027-01-22      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      8600000 | PA      | $7761656.23    | 0.01%             | 2029-01-21      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     10600000 | PA      | $10982644.10   | 0.01%             | 2025-07-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: EJ7591906<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |       125000 | PA      | $149660.55     | 0.00%             | 2026-07-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      4742000 | PA      | $3940046.51    | 0.00%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     10432000 | PA      | $6541499.42    | 0.01%             | 2051-10-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     27500000 | PA      | $7373733.42    | 0.01%             | 2026-08-12      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                | NORDEA MORTGAGE                | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |     13411000 | PA      | $13367880.32   | 0.01%             | 2026-03-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $558408.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                           | ICELAND (REP OF)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IS        |      2265000 | PA      | $2236553.92    | 0.00%             | 2026-06-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                   | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |      7299000 | PA      | $6876912.45    | 0.01%             | 2028-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8240600000 | PA      | $62461038.38   | 0.07%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     87560000 | PA      | $87813274.38   | 0.09%             | 2027-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital NL BV                                           | GSK CONSUMER HEA               | CUSIP: N/A<br>LEI: 549300RXQZBOJONY3Q97       | Long             | DBT              | CORP              | NL        |      4500000 | PA      | $4550782.26    | 0.00%             | 2026-03-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                               | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |     33400000 | PA      | $33430751.63   | 0.04%             | 2027-04-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                   | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      9700000 | PA      | $10183255.80   | 0.01%             | 2025-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $4970761.22    | 0.01%             | 2024-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                     | KEYERA CORP                    | CUSIP: 49327ZAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1679000 | PA      | $1212398.64    | 0.00%             | 2028-06-21      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      6900000 | PA      | $6373588.41    | 0.01%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                             | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $2655327.08    | 0.00%             | 2035-01-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854JL3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      3624000 | PA      | $2975882.37    | 0.00%             | 2040-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                     | TELIASONERA AB                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      1100000 | PA      | $965503.77     | 0.00%             | 2035-02-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| John Deere Cash Management SARL                                                 | JOHN DEERE CASH                | CUSIP: N/A<br>LEI: 54930045CRYTH0OUOH72       | Long             | DBT              | CORP              | LU        |      4913000 | PA      | $4942902.54    | 0.01%             | 2032-04-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      2434000 | PA      | $2533393.44    | 0.00%             | 2024-10-16      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| SBB Treasury Oyj                                                                | SBB TREASURY OYJ               | CUSIP: N/A<br>LEI: 5493003HHOCW6FIMH724       | Long             | DBT              | CORP              | FI        |      1200000 | PA      | $859458.47     | 0.00%             | 2029-11-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4899000 | PA      | $3261090.38    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $89622.74      | 0.00%             | 2036-04-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |    542457000 | PA      | $48838667.36   | 0.05%             | 2030-08-19      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     22235000 | PA      | $13832440.02   | 0.01%             | 2050-01-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBV4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      3100000 | PA      | $2020015.96    | 0.00%             | 2031-11-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      4913000 | PA      | $4519541.68    | 0.00%             | 2032-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                      | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      3685000 | PA      | $3189806.35    | 0.00%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      2536000 | PA      | $2755289.52    | 0.00%             | 2024-04-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 060505GF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      7098000 | PA      | $5125742.91    | 0.01%             | 2028-03-16      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6288400000 | PA      | $53565413.94   | 0.06%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6402004.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                   | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |      4700000 | PA      | $3279792.07    | 0.00%             | 2026-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      3640000 | PA      | $2522982.47    | 0.00%             | 2032-05-03      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    450000000 | PA      | $3441552.57    | 0.00%             | 2025-10-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                             | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       552000 | PA      | $683094.80     | 0.00%             | 2026-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                                              | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $3139153.36    | 0.00%             | 2038-10-11      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     10600000 | PA      | $11181533.25   | 0.01%             | 2024-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     37714000 | PA      | $26238286.41   | 0.03%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                        | REP OF KOREA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |      6092000 | PA      | $6056634.93    | 0.01%             | 2025-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |       500000 | PA      | $522023.65     | 0.00%             | 2024-12-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      3076000 | PA      | $3755077.33    | 0.00%             | 2171-03-04      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                       | SAMPO OYJ                      | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | DBT              | CORP              | FI        |     10873000 | PA      | $9308965.15    | 0.01%             | 2052-09-03      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5213425.70    | 0.01%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     48452000 | PA      | $37810553.40   | 0.04%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     36740000 | PA      | $3281082.68    | 0.00%             | 2028-05-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bridging North America GP                                                       | BRIDGING NA GP                 | CUSIP: 108780AB3<br>LEI: 5493009WN5XYV6UQLC09 | Long             | DBT              | CORP              | CA        |      1133000 | PA      | $719961.11     | 0.00%             | 2053-08-31      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                   | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |      1000000 | PA      | $807538.41     | 0.00%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    118143000 | PA      | $134000031.93  | 0.14%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      4500000 | PA      | $2435488.34    | 0.00%             | 2051-01-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    105285000 | PA      | $25541147.57   | 0.03%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      7900000 | PA      | $7311350.22    | 0.01%             | 2032-05-21      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Broadgate Financing PLC                                                         | BROADGATE FINANC               | CUSIP: N/A<br>LEI: 213800FFPA11956QDF26       | Long             | DBT              | CORP              | GB        |      3170000 | PA      | $3812858.57    | 0.00%             | 2033-10-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Yorkshire PLC                                                | NORTHERN PWRGRID               | CUSIP: ED9245900<br>LEI: 213800VZL2QT3Q7NOP46 | Long             | DBT              | CORP              | GB        |       742000 | PA      | $930837.60     | 0.00%             | 2035-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | WL BANK                        | CUSIP: AR7645518<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |     10755000 | PA      | $10552426.19   | 0.01%             | 2028-03-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      3623000 | PA      | $3684185.66    | 0.00%             | 2031-02-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2965024.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAT8<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      2406000 | PA      | $1525486.64    | 0.00%             | 2051-12-10      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                                     | JCDECAUX SE                    | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $982079.54     | 0.00%             | 2030-02-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Sagax Euro Mtn NL BV                                                            | SAGAX EURO MTN                 | CUSIP: N/A<br>LEI: 549300M3FFATWSV78G84       | Long             | DBT              | CORP              | NL        |       100000 | PA      | $80490.10      | 0.00%             | 2029-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     13200000 | PA      | $12144743.06   | 0.01%             | 2028-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      7314000 | PA      | $6458334.45    | 0.01%             | 2030-01-14      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: ZS7516140<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      5200000 | PA      | $4642804.33    | 0.00%             | 2031-05-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Vivendi SE                                                                      | VIVENDI SA                     | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $2544567.34    | 0.00%             | 2028-12-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                         | ARKEA HL                       | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4656924.71    | 0.00%             | 2033-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-870910.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newfoundland & Labrador Hydro                                                   | NFLAB HYDRO                    | CUSIP: 651329BE3<br>LEI: 54930010KSPD8P06YF46 | Long             | DBT              | NUSS              | CA        |      1771000 | PA      | $1172772.42    | 0.00%             | 2045-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     11759000 | PA      | $10652610.64   | 0.01%             | 2028-01-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |      1004000 | PA      | $771208.69     | 0.00%             | 2057-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      5400000 | PA      | $5345592.34    | 0.01%             | 2029-04-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |    346410000 | PA      | $30986406.96   | 0.03%             | 2026-02-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      5388000 | PA      | $3736542.09    | 0.00%             | 2025-04-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $918907.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    122558000 | PA      | $96491834.34   | 0.10%             | 2050-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9765615.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: 045167FD0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      2600000 | PA      | $1781926.33    | 0.00%             | 2028-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 060505FU3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2499000 | PA      | $1701092.24    | 0.00%             | 2029-04-04      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     14634315 | PA      | $10643877.41   | 0.01%             | 2042-04-11      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                 | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |      5072000 | PA      | $6746973.90    | 0.01%             | 2029-02-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |      6256000 | PA      | $5897981.46    | 0.01%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    102657000 | PA      | $62285294.07   | 0.07%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3679275.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercialys SA                                                                    | MERCIALYS                      | CUSIP: N/A<br>LEI: 969500081CGAXB7YS433       | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1373404.13    | 0.00%             | 2029-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOILHYDRO                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      4302000 | PA      | $5774759.40    | 0.01%             | 2028-11-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PFD0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     10645000 | PA      | $7715274.07    | 0.01%             | 2025-12-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                             | RIOCAN REIT                    | CUSIP: 766910BE2<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      2107000 | PA      | $1501100.72    | 0.00%             | 2025-02-12      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| ISS Global A/S                                                                  | ISS GLOBAL A/S                 | CUSIP: N/A<br>LEI: 213800W6DPUGWBGTD766       | Long             | DBT              | CORP              | DK        |      9771000 | PA      | $9465825.94    | 0.01%             | 2027-08-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087K37<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     75031000 | PA      | $50327245.55   | 0.05%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      2155000 | PA      | $2430613.87    | 0.00%             | 2029-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      9900000 | PA      | $6740136.88    | 0.01%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      7000000 | PA      | $7165018.66    | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAP0<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       528000 | PA      | $309483.60     | 0.00%             | 2049-07-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                          | GM FIN CAD                     | CUSIP: 37045YAH7<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1384099.36    | 0.00%             | 2025-07-09      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      9200000 | PA      | $9781298.62    | 0.01%             | 2024-03-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CF7<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      2446000 | PA      | $1777892.44    | 0.00%             | 2025-09-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4781989.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     45542000 | PA      | $44511136.42   | 0.05%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                                                   | EDP SA                         | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      8200000 | PA      | $8249842.60    | 0.01%             | 2027-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1714540000 | PA      | $86084712.93   | 0.09%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    487600000 | PA      | $3784467.51    | 0.00%             | 2025-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2016                                                                | WPP FIN 2016                   | CUSIP: N/A<br>LEI: 54930075XV07BV32MP65       | Long             | DBT              | CORP              | GB        |      6908000 | PA      | $7145241.24    | 0.01%             | 2025-03-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                              | THAMES WATER UTC               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      3910000 | PA      | $4754512.45    | 0.01%             | 2025-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBP0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1397479.09    | 0.00%             | 2033-06-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                   | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |      7400000 | PA      | $7013186.94    | 0.01%             | 2030-04-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Dell Bank International DAC                                                     | DELL BANK INTERN               | CUSIP: N/A<br>LEI: 9P9HXM53DT5S724JQ665       | Long             | DBT              | CORP              | IE        |     12500000 | PA      | $11934221.15   | 0.01%             | 2026-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                              | GREATER TORONTO                | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      4546000 | PA      | $2715751.12    | 0.00%             | 2039-10-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORD/LB Luxembourg SA Covered Bond Bank                                         | NORDLB LX COV                  | CUSIP: N/A<br>LEI: CAF7KSNT1N0CTA93RI98       | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2627094.94    | 0.00%             | 2024-03-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     20700000 | PA      | $21754976.81   | 0.02%             | 2024-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      4501000 | PA      | $4012457.06    | 0.00%             | 2035-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $104507.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     20400000 | PA      | $19040554.45   | 0.02%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117F7G8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     10396000 | PA      | $7762253.43    | 0.01%             | 2027-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                                                         | SHAW COMMUNICAT                | CUSIP: 82028KAZ4<br>LEI: 549300SCT0RG6178CI40 | Long             | DBT              | CORP              | CA        |      2700000 | PA      | $1851221.91    | 0.00%             | 2029-12-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sagen MI Canada Inc                                                             | SAGEN MI CANADA                | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $444473.35     | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $4787305.96    | 0.01%             | 2051-06-18      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     33963000 | PA      | $29968789.24   | 0.03%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     97500000 | PA      | $790055.39     | 0.00%             | 2025-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2016214.19    | 0.00%             | 2028-12-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     12190000 | PA      | $10684917.28   | 0.01%             | 2030-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2378424.25    | 0.00%             | 2031-06-30      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| H&R Real Estate Investment Trust                                                | H&R REAL ESTATE                | CUSIP: 403925BC3<br>LEI: 549300TGNP6B6GUVGW10 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1712033.78    | 0.00%             | 2026-06-02      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| 55 Ontario School Board Trust/The                                               | 55 SCHOOL BRD TR               | CUSIP: 31680PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2520000 | PA      | $2175730.37    | 0.00%             | 2033-06-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      1228000 | PA      | $1281137.42    | 0.00%             | 2025-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBS8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1567000 | PA      | $1072224.53    | 0.00%             | 2046-02-23      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     21170000 | PA      | $11051642.37   | 0.01%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |       110000 | PA      | $74741.88      | 0.00%             | 2028-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8498300000 | PA      | $62726372.43   | 0.07%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                         | ARKEA HL                       | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $526642.41     | 0.00%             | 2024-03-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6356900000 | PA      | $54466025.67   | 0.06%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     10136000 | PA      | $10255469.65   | 0.01%             | 2030-02-12      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     55669000 | PA      | $33193271.72   | 0.04%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      3500000 | PA      | $3589680.66    | 0.00%             | 2028-04-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-764424.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      7533000 | PA      | $6399462.18    | 0.01%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Criteria Caixa SA                                                               | CRITERIA CAIXA                 | CUSIP: N/A<br>LEI: 959800DQQUAMV0K08004       | Long             | DBT              | CORP              | ES        |      3300000 | PA      | $3151761.97    | 0.00%             | 2027-10-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      4876000 | PA      | $4415139.02    | 0.00%             | 2030-01-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Algonquin Power Co                                                              | ALGONQUIN PWR CO               | CUSIP: 01585PAK1<br>LEI: 549300U14HGDC7PUZF92 | Long             | DBT              | CORP              | CA        |      1804000 | PA      | $1142721.57    | 0.00%             | 2031-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                     | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1071397.41    | 0.00%             | 2028-11-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      8900000 | PA      | $9123929.09    | 0.01%             | 2025-03-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                                                     | STANTEC INC                    | CUSIP: 85472NAC3<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $805483.06     | 0.00%             | 2027-10-08      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | DBT              | CORP              | US        |      4420000 | PA      | $4435103.24    | 0.00%             | 2025-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      2500000 | PA      | $2689366.91    | 0.00%             | 2025-12-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                    | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      3771000 | PA      | $2956623.79    | 0.00%             | 2033-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |      3000000 | PA      | $2640287.07    | 0.00%             | 2030-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                          | SANOFI                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $98507.67      | 0.00%             | 2027-01-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                           | ICADE                          | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |      5600000 | PA      | $5653975.36    | 0.01%             | 2025-11-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3542000 | PA      | $3213035.90    | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      1800000 | PA      | $1705345.39    | 0.00%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |      4408000 | PA      | $3838401.63    | 0.00%             | 2035-03-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    128925000 | PA      | $25616397.76   | 0.03%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | UNIBAIL-RODAMCO                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $103405.69     | 0.00%             | 2026-06-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sunderland SHG Finance PLC                                                      | SUNDERLAND FINAN               | CUSIP: N/A<br>LEI: 213800Z4JT6R9UTTK872       | Long             | DBT              | CORP              | GB        |        65345 | PA      | $88069.80      | 0.00%             | 2042-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-989254.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                              | BLACKSTONE HLDGS               | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1901745.75    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4747171.23    | 0.01%             | 2028-02-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Northern Courier Pipeline LP                                                    | NORTHERN COUR                  | CUSIP: 66509CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1354545 | PA      | $917836.63     | 0.00%             | 2042-06-30      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2850000 | PA      | $2040312.12    | 0.00%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14850050000 | PA      | $78795062.37   | 0.08%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                | RELX CAPITAL                   | CUSIP: 74949LAA0<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |      1004000 | PA      | $1040834.16    | 0.00%             | 2025-05-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      3535000 | PA      | $3302860.89    | 0.00%             | 2029-05-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAD8<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      2501000 | PA      | $1955103.81    | 0.00%             | 2040-11-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Dexia Credit Local SA                                                           | DEXIA CRED LOCAL               | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |     12300000 | PA      | $12696117.24   | 0.01%             | 2025-01-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                      | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |     18000000 | PA      | $17597749.60   | 0.02%             | 2026-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XBB6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       822000 | PA      | $869968.14     | 0.00%             | 2026-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Region Stockholm                                                                | REGION STOCKHOLM               | CUSIP: N/A<br>LEI: 549300D8Z03IV5KIG791       | Long             | DBT              | NUSS              | SE        |      2457000 | PA      | $2529840.86    | 0.00%             | 2025-02-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      6097000 | PA      | $4878028.86    | 0.01%             | 2039-05-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Borealis AG                                                                     | BOREALIS AG                    | CUSIP: N/A<br>LEI: 549300TAT2TADBW0WR70       | Long             | DBT              | CORP              | AT        |        75000 | PA      | $78842.54      | 0.00%             | 2025-12-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      7302000 | PA      | $7194273.12    | 0.01%             | 2030-05-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     49998000 | PA      | $37945220.56   | 0.04%             | 2054-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |    180000000 | PA      | $15801666.35   | 0.02%             | 2026-12-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      1907000 | PA      | $2217798.38    | 0.00%             | 2026-02-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Finance SA                                                   | SANTAN CONS FIN                | CUSIP: N/A<br>LEI: 5493000LM0MZ4JPMGM90       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5203382.45    | 0.01%             | 2024-06-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                   | DOLLARAMA INC.                 | CUSIP: 25675TAL1<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      2356000 | PA      | $1567926.10    | 0.00%             | 2029-07-09      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     17899000 | PA      | $15969069.83   | 0.02%             | 2049-05-23      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $3574727.23    | 0.00%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      5338000 | PA      | $3663859.85    | 0.00%             | 2025-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $288533.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      1906000 | PA      | $1916743.26    | 0.00%             | 2026-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      5500000 | PA      | $4786913.86    | 0.01%             | 2030-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11400000000 | PA      | $87627871.55   | 0.09%             | 2024-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |      8520000 | PA      | $4769120.29    | 0.01%             | 2030-12-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DJ8<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      1300000 | PA      | $965039.77     | 0.00%             | 2024-05-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    780000000 | PA      | $5884398.14    | 0.01%             | 2029-02-22      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     75000000 | PA      | $75624690.16   | 0.08%             | 2026-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bayerische Landesbodenkreditanstalt                                             | BAYERNLABO                     | CUSIP: N/A<br>LEI: 5299005GH66DVCCLC652       | Long             | DBT              | CORP              | DE        |      1464000 | PA      | $1564163.09    | 0.00%             | 2024-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    117522000 | PA      | $31811292.75   | 0.03%             | 2025-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                          | SES                            | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      1810000 | PA      | $1692904.59    | 0.00%             | 2027-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| University of Technology Sydney                                                 | UNI OF TECH/SYD                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |        80000 | PA      | $54714.98      | 0.00%             | 2027-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |      1100000 | PA      | $764514.57     | 0.00%             | 2028-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087N83<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     46740000 | PA      | $34699413.48   | 0.04%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1797924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      7369000 | PA      | $6117723.40    | 0.01%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                     | KEYERA CORP                    | CUSIP: 49327ZAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1812000 | PA      | $1350625.49    | 0.00%             | 2032-03-28      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DEUT GENOS-HYPBK               | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |        25000 | PA      | $26238.96      | 0.00%             | 2024-06-05      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      3900000 | PA      | $3462590.44    | 0.00%             | 2171-10-18      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  16900000000 | PA      | $129896880.88  | 0.14%             | 2024-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Cardiff University                                                              | CARDIFF UNI                    | CUSIP: N/A<br>LEI: 549300OORZW54UVPSL54       | Long             | DBT              | CORP              | GB        |      1004000 | PA      | $920675.93     | 0.00%             | 2055-12-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8765300000 | PA      | $74672039.52   | 0.08%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nerval SAS                                                                      | NERVAL SAS                     | CUSIP: N/A<br>LEI: 969500J6JIKQCN6GP325       | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $2793761.11    | 0.00%             | 2032-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     17645000 | PA      | $14510407.29   | 0.02%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      9047000 | PA      | $8846518.14    | 0.01%             | 2028-04-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     39230800 | PA      | $22002905.92   | 0.02%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                 | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     80000000 | PA      | $12393250.80   | 0.01%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2012220.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     11800000 | PA      | $11757302.04   | 0.01%             | 2027-02-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     12696000 | PA      | $8526385.27    | 0.01%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-217082.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     12190000 | PA      | $12442971.69   | 0.01%             | 2025-06-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      7269000 | PA      | $6418745.99    | 0.01%             | 2030-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | BRUCE POWER LP                 | CUSIP: 116705AD6<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       987000 | PA      | $721997.01     | 0.00%             | 2024-06-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: EK0518127<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      2375000 | PA      | $2595061.98    | 0.00%             | 2024-08-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     22026000 | PA      | $23187216.61   | 0.02%             | 2038-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     14563000 | PA      | $15374192.90   | 0.02%             | 2024-02-16      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     11500000 | PA      | $11079457.53   | 0.01%             | 2027-01-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-182                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    582277000 | PA      | $593244750.01  | 0.64%             | 2025-10-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     74900000 | PA      | $13155120.29   | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                            | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      6900000 | PA      | $6486269.00    | 0.01%             | 2029-03-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13117350000 | PA      | $111462949.56  | 0.12%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |     17725000 | PA      | $15192753.91   | 0.02%             | 2028-01-14      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      1100000 | PA      | $954323.39     | 0.00%             | 2028-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |    206590000 | PA      | $13525967.41   | 0.01%             | 2071-06-23      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      8913000 | PA      | $9194342.49    | 0.01%             | 2027-12-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $854732.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087WL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     19776000 | PA      | $17283470.44   | 0.02%             | 2029-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHN6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     41045000 | PA      | $28925497.82   | 0.03%             | 2025-06-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      7200000 | PA      | $7521472.35    | 0.01%             | 2024-11-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7766723.15    | 0.01%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                       | SMARTCENTRS REIT               | CUSIP: 83179XAH1<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1735085.38    | 0.00%             | 2027-12-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Reliance LP                                                                     | RELIANCE LP                    | CUSIP: 759480AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1460076.36    | 0.00%             | 2025-03-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA                    | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |      3200000 | PA      | $2893045.11    | 0.00%             | 2029-05-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      6500000 | PA      | $6695831.87    | 0.01%             | 2025-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 150000000000 | PA      | $117387092.06  | 0.13%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    682650000 | PA      | $5758057.43    | 0.01%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |       368000 | PA      | $261418.05     | 0.00%             | 2025-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: AX3104962<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     12315000 | PA      | $12404060.79   | 0.01%             | 2029-04-09      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10674565.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                            | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     14425000 | PA      | $16412210.57   | 0.02%             | 2027-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     31350000 | PA      | $8498935.58    | 0.01%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-90032.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1131085.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3088058.20    | 0.00%             | 2026-10-27      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     13500000 | PA      | $12754008.16   | 0.01%             | 2029-02-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                      | LANXESS                        | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | DBT              | CORP              | DE        |      2501000 | PA      | $2583470.77    | 0.00%             | 2025-05-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| bcIMC Realty Corp                                                               | BCIMC REALTY                   | CUSIP: 07329VAP5<br>LEI: 254900UNUB2L2QPXR184 | Long             | DBT              | CORP              | CA        |      3428000 | PA      | $2473225.16    | 0.00%             | 2025-06-03      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      1219000 | PA      | $1274747.52    | 0.00%             | 2025-10-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                  | ING BELGIUM SA                 | CUSIP: AS7501776<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |     11300000 | PA      | $11577442.35   | 0.01%             | 2025-05-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2810594.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2150000 | PA      | $1375148.76    | 0.00%             | 2043-02-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 330525000000 | PA      | $23533353.54   | 0.03%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      3579000 | PA      | $4758342.25    | 0.01%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                        | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      3200000 | PA      | $2676127.83    | 0.00%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $3565262.12    | 0.00%             | 2027-06-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     19212000 | PA      | $11157215.83   | 0.01%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                | ASR NEDERLAND NV               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |      4075000 | PA      | $3877102.66    | 0.00%             | 2049-05-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BULGARIA REP                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      4457000 | PA      | $4235559.06    | 0.00%             | 2035-03-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                 | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     70000000 | PA      | $10481637.43   | 0.01%             | 2026-05-14      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                         | AUSGRID FINANCE                | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |       990000 | PA      | $616868.43     | 0.00%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      6339000 | PA      | $6254370.97    | 0.01%             | 2027-05-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Vantage Towers AG                                                               | VANTAGE TOWERS                 | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | DBT              | CORP              | DE        |      2700000 | PA      | $2729873.19    | 0.00%             | 2027-03-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZBY3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      3849000 | PA      | $2806450.53    | 0.00%             | 2025-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Equitable Bank                                                                  | EQUITABLE BANK                 | CUSIP: 29446NAH3<br>LEI: 5493004QI4QQE17ETY06 | Long             | DBT              | CORP              | CA        |       504000 | PA      | $352412.46     | 0.00%             | 2025-03-10      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                        | TOYOTA CRED CAN                | CUSIP: 892329BR3<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1439938.52    | 0.00%             | 2025-08-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Nederlandse Gasunie NV                                                          | NEDERLANDSE GASU               | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |      8293000 | PA      | $8344185.95    | 0.01%             | 2026-05-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     13977000 | PA      | $14696644.50   | 0.02%             | 2024-02-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    241600000 | PA      | $1849758.02    | 0.00%             | 2027-06-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     27236000 | PA      | $19040878.66   | 0.02%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      9767000 | PA      | $9421876.74    | 0.01%             | 2026-11-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10707809.39  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087L51<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     73365000 | PA      | $50222672.28   | 0.05%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    707050000 | PA      | $6451003.83    | 0.01%             | 2036-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KP2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      7585000 | PA      | $5109465.33    | 0.01%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     63320000 | PA      | $6055022.23    | 0.01%             | 2025-05-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |     18500000 | PA      | $18201390.95   | 0.02%             | 2027-03-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9104643.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                  | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |     20500000 | PA      | $20617303.19   | 0.02%             | 2027-04-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      4913000 | PA      | $4843080.89    | 0.01%             | 2026-05-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd                                          | STATE GRID OSEAS               | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |     13455000 | PA      | $13003325.81   | 0.01%             | 2026-08-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 674148000000 | PA      | $50159426.52   | 0.05%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     14488000 | PA      | $15477642.74   | 0.02%             | 2028-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                    | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     13000000 | PA      | $12674823.92   | 0.01%             | 2030-06-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-251950.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXA Bank Europe SCF                                                             | AXA BANK EUROPE                | CUSIP: N/A<br>LEI: CVRWQDHDBEPUUVU2FD09       | Long             | DBT              | CORP              | FR        |      7700000 | PA      | $7104549.94    | 0.01%             | 2033-04-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                         | AURIZON NETWORK                | CUSIP: LW0777554<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |     19081000 | PA      | $20237983.58   | 0.02%             | 2026-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                   | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      3300000 | PA      | $3792273.43    | 0.00%             | 2029-02-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Zurich Insurance Co Ltd                             | ARGENTUM NET                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     17657000 | PA      | $18401782.20   | 0.02%             | 2046-10-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       100000 | PA      | $97408.63      | 0.00%             | 2027-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      2457000 | PA      | $2306852.67    | 0.00%             | 2027-11-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      2500000 | PA      | $2488824.91    | 0.00%             | 2029-05-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Switch Holdings Ltd                                                      | SWITCH HOLDINGS                | CUSIP: N/A<br>LEI: 635400NTV7KC9RQ3ZL20       | Long             | DBT              | CORP              | VG        |       100000 | PA      | $102082.45     | 0.00%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAS5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      2232000 | PA      | $1484517.28    | 0.00%             | 2046-12-03      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      4778000 | PA      | $4305611.65    | 0.00%             | 2035-10-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                    | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |      4169000 | PA      | $3903296.25    | 0.00%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1340138.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                            | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |     12020000 | PA      | $7442201.52    | 0.01%             | 2027-11-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                   | BATSLN 5.75 7/5/2040           | CUSIP: BVN110671<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      1414000 | PA      | $1509884.99    | 0.00%             | 2040-07-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Athora Netherlands NV                                                           | ATHORA NL                      | CUSIP: N/A<br>LEI: 724500MKKXKEVWMN9E13       | Long             | DBT              | CORP              | NL        |      3260000 | PA      | $3070602.40    | 0.00%             | 2031-07-15      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      8079000 | PA      | $8021446.18    | 0.01%             | 2027-04-05      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Brussels Airport Co SA                                                          | BRUSSELS AIRPORT               | CUSIP: N/A<br>LEI: 549300R9I8GUZLNIV408       | Long             | DBT              | CORP              | BE        |      4600000 | PA      | $4814895.31    | 0.01%             | 2024-05-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2526015.78    | 0.00%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | DOVER CORP                     | CUSIP: 260003AN8<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     10890000 | PA      | $10829069.06   | 0.01%             | 2026-11-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10302000000 | PA      | $81614942.63   | 0.09%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $667238.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06415EV93<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      5388000 | PA      | $3852353.39    | 0.00%             | 2025-02-03      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1956924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                      | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |       597000 | PA      | $712762.63     | 0.00%             | 2026-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     25059000 | PA      | $21876350.95   | 0.02%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bausparkasse Schwaebisch Hall AG                                                | BAUSPARK SCHWAEB               | CUSIP: N/A<br>LEI: 529900JZXXU699FCKK89       | Long             | DBT              | CORP              | DE        |     23100000 | PA      | $22737923.30   | 0.02%             | 2034-05-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd                                          | STATE GRID OSEAS               | CUSIP: AS3615984<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |      3415000 | PA      | $3121775.91    | 0.00%             | 2030-05-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                             | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |      2457000 | PA      | $2528994.39    | 0.00%             | 2026-11-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |     20000000 | PA      | $21552820.29   | 0.02%             | 2025-09-19      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Acquirente Unico SpA                                                            | ACQUIRENTE UNI                 | CUSIP: AX0482460<br>LEI: 8156001A076EBE46C757 | Long             | DBT              | NUSS              | IT        |      4000000 | PA      | $4184399.83    | 0.00%             | 2026-02-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     36600000 | PA      | $293149.59     | 0.00%             | 2025-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1373979.94    | 0.00%             | 2025-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                          | GM FIN CAD                     | CUSIP: 37045YAJ3<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      1840000 | PA      | $1276845.64    | 0.00%             | 2027-02-08      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBN5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      1054000 | PA      | $747219.98     | 0.00%             | 2027-05-04      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                | CUSIP: 171239AB2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      6175000 | PA      | $5438311.99    | 0.01%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      4974000 | PA      | $5537254.85    | 0.01%             | 2025-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |     17800000 | PA      | $17661342.30   | 0.02%             | 2028-03-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Experian Finance PLC                                                            | EXPERIAN FINANCE               | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |      3128000 | PA      | $3511942.39    | 0.00%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1200000000 | PA      | $10627056.74   | 0.01%             | 2032-05-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                       | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |      4005000 | PA      | $3429657.55    | 0.00%             | 2029-01-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     24900000 | PA      | $25875923.77   | 0.03%             | 2025-01-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      5139000 | PA      | $5455931.14    | 0.01%             | 2024-04-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     50000000 | PA      | $406700.34     | 0.00%             | 2027-04-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: AU4570282<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1531141.05    | 0.00%             | 2033-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CR1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      1347000 | PA      | $974196.51     | 0.00%             | 2028-07-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      4900000 | PA      | $4793115.24    | 0.01%             | 2033-02-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     14628000 | PA      | $13446704.03   | 0.01%             | 2033-04-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Societe Du Grand Paris EPIC                                                     | SOCIETE PARIS                  | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     23000000 | PA      | $19905498.37   | 0.02%             | 2034-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |     13952000 | PA      | $13889417.16   | 0.01%             | 2027-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      2439000 | PA      | $1974505.62    | 0.00%             | 2047-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      4876000 | PA      | $5333278.63    | 0.01%             | 2026-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |     16000000 | PA      | $14935302.38   | 0.02%             | 2027-02-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      6367000 | PA      | $6698285.62    | 0.01%             | 2024-04-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                         | MANULIFE BK CAN                | CUSIP: 565018DH8<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      2782000 | PA      | $1967656.50    | 0.00%             | 2027-02-16      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 748148SA2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      3112000 | PA      | $2205270.48    | 0.00%             | 2027-02-13      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                            | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |     11200000 | PA      | $11815163.75   | 0.01%             | 2024-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Westcoast Energy Inc                                                            | WESTCOAST ENERGY               | CUSIP: 95751ZAR4<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |      1828000 | PA      | $1338665.60    | 0.00%             | 2025-12-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-28887.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | ILLINOIS TOOL WK               | CUSIP: 452308AY5<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      2321000 | PA      | $2389988.38    | 0.00%             | 2024-12-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9403095.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAM3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      2071000 | PA      | $1461492.82    | 0.00%             | 2029-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1110518000 | PA      | $33438655.77   | 0.04%             | 2024-12-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     19503000 | PA      | $20244392.44   | 0.02%             | 2025-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: EC3941787<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      4876000 | PA      | $6679349.76    | 0.01%             | 2032-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aegon Bank NV                                                                   | AEGON BANK                     | CUSIP: N/A<br>LEI: 549300772D1G8JPIUR96       | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1278785.73    | 0.00%             | 2059-06-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBW9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |        62000 | PA      | $45268.32      | 0.00%             | 2025-06-26      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     26373000 | PA      | $21890832.05   | 0.02%             | 2047-02-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBS1<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      1104000 | PA      | $691935.81     | 0.00%             | 2030-10-07      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     14627000 | PA      | $15860420.65   | 0.02%             | 2030-09-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      2200000 | PA      | $2203355.36    | 0.00%             | 2049-05-26      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     25800000 | PA      | $22449300.74   | 0.02%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     47576000 | PA      | $11835766.73   | 0.01%             | 2033-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      1560000 | PA      | $1738454.46    | 0.00%             | 2026-09-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: EH6872624<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $566877.13     | 0.00%             | 2039-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       498000 | PA      | $735820.73     | 0.00%             | 2030-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      4789000 | PA      | $5591832.89    | 0.01%             | 2025-03-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      3381000 | PA      | $3280569.70    | 0.00%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DP4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      1960000 | PA      | $1235137.63    | 0.00%             | 2046-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    160500000 | PA      | $22669839.82   | 0.02%             | 2026-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     44570000 | PA      | $2000945.08    | 0.00%             | 2057-11-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: AR4086880<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     32000000 | PA      | $32697574.79   | 0.04%             | 2025-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $866172.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | UNIBAIL-RODAMCO                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      4913000 | PA      | $5034912.72    | 0.01%             | 2025-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    612082000 | PA      | $19586064.02   | 0.02%             | 2025-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      1547000 | PA      | $1626137.78    | 0.00%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $10246411.32   | 0.01%             | 2028-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBT2<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      2681000 | PA      | $1908359.80    | 0.00%             | 2030-03-06      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                           | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |        38000 | PA      | $41657.81      | 0.00%             | 2033-10-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Cash Management SARL                                                 | JOHN DEERE CASH                | CUSIP: N/A<br>LEI: 54930045CRYTH0OUOH72       | Long             | DBT              | CORP              | LU        |      2457000 | PA      | $2125142.49    | 0.00%             | 2039-06-13      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                           | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      5000000 | PA      | $4510594.28    | 0.00%             | 2028-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                              | LABRADOR-ISLAND                | CUSIP: 505443AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      3339000 | PA      | $2526507.16    | 0.00%             | 2053-12-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                   | NN BANK NV                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |      5400000 | PA      | $5682732.18    | 0.01%             | 2056-02-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                               | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      5300000 | PA      | $3775656.81    | 0.00%             | 2041-06-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746SZ5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3596000 | PA      | $2501896.83    | 0.00%             | 2027-02-18      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1054234.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     26000000 | PA      | $2392356.03    | 0.00%             | 2024-12-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     16789000 | PA      | $15641373.11   | 0.02%             | 2028-08-24      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    217737000 | PA      | $4459840.81    | 0.00%             | 2071-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVA               | CUSIP: N/A<br>LEI: 549300ORP3TTCNXSYO43       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4515813.14    | 0.00%             | 2026-11-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank AG                                                               | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |     27000000 | PA      | $26590821.30   | 0.03%             | 2027-02-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      9771000 | PA      | $10028197.33   | 0.01%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                             | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |      1400000 | PA      | $1111929.69    | 0.00%             | 2029-09-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |   1000000000 | PA      | $7637870.40    | 0.01%             | 2024-12-05      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAH4<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      1900000 | PA      | $1295038.74    | 0.00%             | 2026-04-22      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      9752000 | PA      | $9619499.70    | 0.01%             | 2029-04-30      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd                                                               | CIMIC FINANCE LT               | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |      3200000 | PA      | $2734569.21    | 0.00%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      4065000 | PA      | $3394690.12    | 0.00%             | 2033-03-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     72561000 | PA      | $83522133.60   | 0.09%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Keyera Corp                                                                     | KEYERA CORP                    | CUSIP: 49327ZAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1378000 | PA      | $969313.71     | 0.00%             | 2030-05-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc                                                               | MANPOWERGROUP                  | CUSIP: N/A<br>LEI: ERO1WSFOSR0JJ6CRQ987       | Long             | DBT              | CORP              | US        |       100000 | PA      | $102438.92     | 0.00%             | 2026-06-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      5365000 | PA      | $4672125.53    | 0.01%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     15500000 | PA      | $17925209.43   | 0.02%             | 2025-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087VW1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2497000 | PA      | $2255472.89    | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06369ZCF9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      5616000 | PA      | $3943709.64    | 0.00%             | 2030-06-17      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |     10000000 | PA      | $5927027.13    | 0.01%             | 2028-05-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                       | LOWER MATTAGAMI                | CUSIP: 548243AJ3<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      3241000 | PA      | $2157083.23    | 0.00%             | 2031-05-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      8875000 | PA      | $9519800.74    | 0.01%             | 2024-07-26      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: EJ8924148<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      3600000 | PA      | $3941765.49    | 0.00%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      7376000 | PA      | $6042066.76    | 0.01%             | 2040-11-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                                                | ELIA SYSTEM OP                 | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | DBT              | CORP              | BE        |      1300000 | PA      | $1261028.94    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of Scotland PLC                                                            | BANK OF SCOTLAND               | CUSIP: N/A<br>LEI: OQ3T05P7YR8P5YJEVI93       | Long             | DBT              | CORP              | GB        |       684000 | PA      | $847456.74     | 0.00%             | 2024-12-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      8733000 | PA      | $4499968.78    | 0.00%             | 2050-10-20      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      7091000 | PA      | $4088419.43    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  60000000000 | PA      | $46364037.99   | 0.05%             | 2027-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     10454000 | PA      | $6943306.29    | 0.01%             | 2027-02-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     41200000 | PA      | $40255469.41   | 0.04%             | 2026-11-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642869AA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      3765000 | PA      | $3078170.40    | 0.00%             | 2041-06-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     13552000 | PA      | $11935599.03   | 0.01%             | 2029-08-09      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      8409000 | PA      | $4127258.92    | 0.00%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      8913000 | PA      | $7794359.57    | 0.01%             | 2036-05-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank AG                                                               | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       125000 | PA      | $125223.31     | 0.00%             | 2026-05-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    160000000 | PA      | $23759221.54   | 0.03%             | 2024-11-11      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $7665378.56    | 0.01%             | 2035-01-31      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     13198000 | PA      | $11672527.24   | 0.01%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     18540000 | PA      | $13049183.68   | 0.01%             | 2029-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-567477.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 11070TAL2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     14234000 | PA      | $10328357.50   | 0.01%             | 2027-06-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      2457000 | PA      | $2621706.04    | 0.00%             | 2024-05-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     60000000 | PA      | $9013101.18    | 0.01%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $3924678.75    | 0.00%             | 2026-11-17      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CB8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       642000 | PA      | $630090.39     | 0.00%             | 2028-11-20      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Energir Inc                                                                     | GAZ METRO INC                  | CUSIP: 368271BB7<br>LEI: 549300SULPFDEWWFVD15 | Long             | DBT              | CORP              | CA        |      1227000 | PA      | $784455.30     | 0.00%             | 2047-05-16      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DK5<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2690000 | PA      | $1966036.71    | 0.00%             | 2025-02-06      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     10700000 | PA      | $10217143.88   | 0.01%             | 2027-10-14      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: 609207AK1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      1576000 | PA      | $1152605.65    | 0.00%             | 2025-03-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      6895000 | PA      | $4998372.08    | 0.01%             | 2024-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      6700000 | PA      | $6997060.31    | 0.01%             | 2025-03-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDC2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2127459.13    | 0.00%             | 2032-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                      | SAPUTO INC                     | CUSIP: 80310ZAJ8<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      1600000 | PA      | $1073754.34    | 0.00%             | 2028-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      6700000 | PA      | $5668783.76    | 0.01%             | 2041-05-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                 | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |       687000 | PA      | $659514.05     | 0.00%             | 2030-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6989625.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: EK0407552<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      5400000 | PA      | $5878756.02    | 0.01%             | 2029-01-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |      3948000 | PA      | $4477985.16    | 0.00%             | 2038-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |      5852000 | PA      | $5405937.01    | 0.01%             | 2033-05-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     10600000 | PA      | $10845141.05   | 0.01%             | 2171-06-17      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9210500000 | PA      | $71273525.86   | 0.08%             | 2024-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                          | DAIMLER INTL FIN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      7314000 | PA      | $7155127.50    | 0.01%             | 2027-05-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                               | WESSEX WATER FIN               | CUSIP: ED8391200<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |       316000 | PA      | $397513.82     | 0.00%             | 2028-03-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    183866000 | PA      | $190038262.78  | 0.20%             | 2025-08-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZAP5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       491000 | PA      | $397796.46     | 0.00%             | 2036-05-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11043445.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-269223.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | PERUSAHAAN LISTR               | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | CORP              | ID        |      1100000 | PA      | $878377.69     | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      5300000 | PA      | $5420230.62    | 0.01%             | 2026-01-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: AR6895379<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    145000000 | PA      | $151882832.37  | 0.16%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |      1906000 | PA      | $1471102.97    | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd                                                         | TOROMONT INDS                  | CUSIP: 891102AE5<br>LEI: 5493008W5EPRSLQ0B737 | Long             | DBT              | CORP              | CA        |      1077000 | PA      | $792723.16     | 0.00%             | 2027-10-27      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      1804000 | PA      | $1803136.62    | 0.00%             | 2055-06-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      3465000 | PA      | $3388940.70    | 0.00%             | 2028-06-09      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2171102.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     18725000 | PA      | $19123773.98   | 0.02%             | 2027-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109BK6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      6092000 | PA      | $4426300.55    | 0.00%             | 2027-03-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                       | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |       200000 | PA      | $206501.12     | 0.00%             | 2025-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1054234.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                    | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      1470000 | PA      | $1255409.38    | 0.00%             | 2046-07-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       100000 | PA      | $87784.87      | 0.00%             | 2035-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    792350000 | PA      | $6909385.14    | 0.01%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     31540000 | PA      | $18447860.72   | 0.02%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      4481000 | PA      | $3036386.96    | 0.00%             | 2033-11-21      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      4900000 | PA      | $4087395.73    | 0.00%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALD SA                                                                          | ALD SA                         | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $5058717.27    | 0.01%             | 2027-07-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $2182469.21    | 0.00%             | 2030-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBK2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      7088000 | PA      | $5057886.10    | 0.01%             | 2027-06-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KG5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      2637000 | PA      | $1935418.61    | 0.00%             | 2040-02-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 577006000000 | PA      | $40629371.31   | 0.04%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                            | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |     20257000 | PA      | $20014037.83   | 0.02%             | 2027-08-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     70352000 | PA      | $70557999.85   | 0.08%             | 2026-03-13      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   2000000000 | PA      | $4920690.60    | 0.01%             | 2024-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      2633000 | PA      | $1126130.79    | 0.00%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DH0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1157618.18    | 0.00%             | 2041-03-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086VV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      7000000 | PA      | $5421664.27    | 0.01%             | 2026-11-02      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     14880000 | PA      | $12651812.87   | 0.01%             | 2031-02-07      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-107306.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      2439000 | PA      | $2659164.57    | 0.00%             | 2026-07-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     10635000 | PA      | $11097567.39   | 0.01%             | 2024-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    318476000 | PA      | $291380251.26  | 0.31%             | 2029-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Beyond Housing Ltd                                                              | BEYOND HOUSING                 | CUSIP: N/A<br>LEI: 213800UATCLLVNUS9C51       | Long             | DBT              | CORP              | GB        |      1981000 | PA      | $1455293.73    | 0.00%             | 2051-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |      8083000 | PA      | $7499734.81    | 0.01%             | 2028-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $3509587.49    | 0.00%             | 2028-06-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     17076040 | PA      | $2121185.20    | 0.00%             | 2047-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      5275000 | PA      | $5387727.92    | 0.01%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                                                    | ALLIANDER                      | CUSIP: N/A<br>LEI: 724500XBZ9QOPTI11U82       | Long             | DBT              | CORP              | NL        |       200000 | PA      | $216304.52     | 0.00%             | 2024-06-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                      | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $4328112.88    | 0.00%             | 2035-04-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                      | DWR CYMRU                      | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |      1217000 | PA      | $1189762.74    | 0.00%             | 2036-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |     17477000 | PA      | $16468752.60   | 0.02%             | 2029-03-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                                 | NORSK HYDRO ASA                | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | DBT              | CORP              | NO        |       642000 | PA      | $657487.03     | 0.00%             | 2025-04-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $2826650.29    | 0.00%             | 2027-07-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9707692.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    487600000 | PA      | $3698656.06    | 0.00%             | 2026-01-19      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| LeasePlan Corp NV                                                               | LEASEPLAN CORP                 | CUSIP: N/A<br>LEI: 724500C60L930FVHS484       | Long             | DBT              | CORP              | NL        |      3276000 | PA      | $3539606.18    | 0.00%             | 2025-04-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     22350000 | PA      | $16238019.56   | 0.02%             | 2028-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |   1000000000 | PA      | $8404699.42    | 0.01%             | 2028-12-20      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |     21400000 | PA      | $22323134.93   | 0.02%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1433550.80    | 0.00%             | 2027-04-04      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       800000 | PA      | $682371.99     | 0.00%             | 2031-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      7314000 | PA      | $7416479.46    | 0.01%             | 2026-02-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     10214000 | PA      | $8712847.28    | 0.01%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: AP5375799<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      5463000 | PA      | $5464339.86    | 0.01%             | 2027-10-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank Canada                                                                | HSBC BANK CANADA               | CUSIP: N/A<br>LEI: DMB80L5QKUQ124HSYW98       | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $1261178.89    | 0.00%             | 2026-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN               | CUSIP: N/A<br>LEI: 2TGYMUGI08PO8X8L6150       | Long             | DBT              | CORP              | US        |      1590000 | PA      | $1584272.73    | 0.00%             | 2026-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KA5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     10666000 | PA      | $6429948.66    | 0.01%             | 2046-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      3073000 | PA      | $4180982.80    | 0.00%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Independent Order Of Foresters/The                                              | FORESTERS FINL                 | CUSIP: 454015AA6<br>LEI: 54930076M746H2DBTP84 | Long             | DBT              | CORP              | CA        |       557000 | PA      | $354161.87     | 0.00%             | 2035-10-15      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                  | MONDELEZ INTL                  | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |      4637000 | PA      | $4102820.15    | 0.00%             | 2029-09-09      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| CT Real Estate Investment Trust                                                 | CT REIT                        | CUSIP: 126462AG5<br>LEI: 549300QXEHJXT6D53X16 | Long             | DBT              | CORP              | CA        |       981000 | PA      | $604379.98     | 0.00%             | 2031-01-06      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     16200000 | PA      | $15402352.94   | 0.02%             | 2030-04-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |    341000000 | PA      | $2586421.54    | 0.00%             | 2027-12-20      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      7607000 | PA      | $6871882.27    | 0.01%             | 2057-06-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      4950000 | PA      | $4379813.86    | 0.00%             | 2031-07-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4727650000 | PA      | $39935398.25   | 0.04%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |      4876000 | PA      | $5774391.42    | 0.01%             | 2042-04-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAQ8<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       924000 | PA      | $517440.42     | 0.00%             | 2050-05-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                  | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |       511000 | PA      | $571202.99     | 0.00%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     25969000 | PA      | $24054071.54   | 0.03%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     69921000 | PA      | $16548384.15   | 0.02%             | 2025-03-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN  GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     19661000 | PA      | $23375616.52   | 0.03%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                               | LEG IMMOBILIEN                 | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      4500000 | PA      | $4140803.20    | 0.00%             | 2027-11-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     21678000 | PA      | $23584995.44   | 0.03%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      6683000 | PA      | $6615547.06    | 0.01%             | 2027-10-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2415574.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      4300000 | PA      | $4266473.19    | 0.00%             | 2029-03-12      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      2800000 | PA      | $2431772.71    | 0.00%             | 2035-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHT3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     45845000 | PA      | $32089411.99   | 0.03%             | 2026-06-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PFA6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     66280000 | PA      | $47634814.07   | 0.05%             | 2025-12-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                    | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2497103.56    | 0.00%             | 2038-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAE6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      2100000 | PA      | $1363202.01    | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: 459058JD6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      7990000 | PA      | $5582262.40    | 0.01%             | 2025-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: EJ7155512<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |      2192000 | PA      | $2354644.41    | 0.00%             | 2033-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                              | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $4404996.87    | 0.00%             | 2028-02-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     33057000 | PA      | $43191809.50   | 0.05%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 2i Rete Gas SpA                                                                 | 2I RETE GAS SPA                | CUSIP: N/A<br>LEI: 549300RV0WBR05UTDI91       | Long             | DBT              | CORP              | IT        |      3234000 | PA      | $3176344.02    | 0.00%             | 2027-10-31      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      3000000 | PA      | $2871205.95    | 0.00%             | 2031-06-18      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 63306AFX9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      8045000 | PA      | $5911679.19    | 0.01%             | 2024-03-04      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      5900000 | PA      | $5321194.04    | 0.01%             | 2030-02-03      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6860188.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      4700000 | PA      | $5297943.52    | 0.01%             | 2032-12-20      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 730214000000 | PA      | $49872973.18   | 0.05%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      4276000 | PA      | $3604397.23    | 0.00%             | 2041-10-07      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     70520000 | PA      | $52689411.49   | 0.06%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      4262000 | PA      | $3437020.66    | 0.00%             | 2053-07-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                           | ALLIANZ FINANCE                | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1529166.03    | 0.00%             | 2028-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HR79<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      5752000 | PA      | $4180770.88    | 0.00%             | 2032-04-07      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     19947000 | PA      | $18824484.11   | 0.02%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                               | FORTIS INC                     | CUSIP: 349553AQ0<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      3300000 | PA      | $2472791.15    | 0.00%             | 2029-05-31      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance France SAS                                                 | SCHLUMBERGER FIN               | CUSIP: N/A<br>LEI: 9695001SZIOZQ9ZXF834       | Long             | DBT              | CORP              | FR        |      1635000 | PA      | $1656937.26    | 0.00%             | 2026-02-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    127314000 | PA      | $29936122.85   | 0.03%             | 2024-06-14      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHQ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     21815000 | PA      | $13860377.61   | 0.01%             | 2031-03-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1161304.72    | 0.00%             | 2024-03-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     45691000 | PA      | $27625227.95   | 0.03%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     30453000 | PA      | $39803170.93   | 0.04%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 2i Rete Gas SpA                                                                 | 2I RETE GAS SPA                | CUSIP: AM5176327<br>LEI: 549300RV0WBR05UTDI91 | Long             | DBT              | CORP              | IT        |       465000 | PA      | $469438.76     | 0.00%             | 2026-08-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NDD0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3702000 | PA      | $2813309.27    | 0.00%             | 2040-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     39860000 | PA      | $39551684.27   | 0.04%             | 2026-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833CW8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      4260000 | PA      | $4191013.67    | 0.00%             | 2029-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     35396000 | PA      | $24081195.27   | 0.03%             | 2030-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      2457000 | PA      | $2552141.06    | 0.00%             | 2025-01-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8723850000 | PA      | $66270249.16   | 0.07%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: ZS3077402<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      2900000 | PA      | $2528394.58    | 0.00%             | 2034-05-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                              | BLACKSTONE HLDGS               | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |      4938000 | PA      | $4525291.58    | 0.00%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                             | FORTISBC ENERGY                | CUSIP: 34959ZAK8<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $416102.57     | 0.00%             | 2050-07-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Alfa Laval Treasury International AB                                            | ALFA LAVAL TREAS               | CUSIP: N/A<br>LEI: 549300JCAG8ICQAUC638       | Long             | DBT              | CORP              | SE        |      3125000 | PA      | $3141876.31    | 0.00%             | 2026-02-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6234583.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                    | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |     20400000 | PA      | $21438762.48   | 0.02%             | 2028-03-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                    | TOYOTA FIN AUSTR               | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |      7369000 | PA      | $7679066.70    | 0.01%             | 2027-10-21      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      3000000 | PA      | $2951883.49    | 0.00%             | 2026-02-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                         | AURIZON NETWORK                | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |      1455000 | PA      | $1533772.09    | 0.00%             | 2024-09-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RON/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1638648.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: N/A<br>LEI: 6WQI0GK1PRFVBA061U48       | Long             | DBT              | CORP              | US        |      1986000 | PA      | $1926523.80    | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      3051000 | PA      | $3111928.06    | 0.00%             | 2027-01-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     94976000 | PA      | $65170187.06   | 0.07%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      4700000 | PA      | $4765250.70    | 0.01%             | 2171-06-27      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4217.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westcoast Energy Inc                                                            | WESTCOAST ENERGY               | CUSIP: 95751ZAN3<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |      1385000 | PA      | $974226.52     | 0.00%             | 2041-10-28      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                                                          | VICINITY CNTRS T               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |       669000 | PA      | $783083.15     | 0.00%             | 2026-04-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | KAZAKHSTAN                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |      3144000 | PA      | $3002456.49    | 0.00%             | 2026-09-30      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                            | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4594721.23    | 0.00%             | 2028-09-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      3462000 | PA      | $3623761.06    | 0.00%             | 2035-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    561080000 | PA      | $23170414.81   | 0.02%             | 2024-12-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GTA Finance Co Pty Ltd                                                          | GTA FINANCE                    | CUSIP: N/A<br>LEI: 213800FMNBVIYOR3SP94       | Long             | DBT              | CORP              | AU        |      1190000 | PA      | $731091.62     | 0.00%             | 2027-08-26      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CVBA                                                    | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      3900000 | PA      | $3554223.29    | 0.00%             | 2028-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    243900000 | PA      | $1864432.95    | 0.00%             | 2025-06-20      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     11216000 | PA      | $9897049.78    | 0.01%             | 2036-07-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |     12443000 | PA      | $12372303.04   | 0.01%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     12889000 | PA      | $12733372.61   | 0.01%             | 2026-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $27422.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     11974000 | PA      | $8774493.74    | 0.01%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |     19692000 | PA      | $21717438.30   | 0.02%             | 2026-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |      6500000 | PA      | $6466304.92    | 0.01%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2810594.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     16900000 | PA      | $15167255.59   | 0.02%             | 2029-06-12      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      8700000 | PA      | $8037705.08    | 0.01%             | 2028-02-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                        | UNIVERSAL MUSIC                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | DBT              | CORP              | NL        |      4028000 | PA      | $4266145.85    | 0.00%             | 2027-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                          | ENBRIDGE PIPE LN               | CUSIP: 29250ZAW8<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      2452000 | PA      | $1537038.65    | 0.00%             | 2046-08-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                    | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      2455000 | PA      | $2252670.45    | 0.00%             | 2036-04-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                      | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      1900000 | PA      | $1888695.88    | 0.00%             | 2025-09-25      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: EI4061228<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       150000 | PA      | $168191.75     | 0.00%             | 2050-09-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5738007.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |    780000000 | PA      | $5946388.86    | 0.01%             | 2024-09-13      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Hospital Infrastructure Partners NOH Partnership                                | HOSPITAL INFRAST               | CUSIP: 44107EAA7<br>LEI: 549300ZF3VY59ROCXE25 | Long             | DBT              | CORP              | CA        |      2183448 | PA      | $1695647.03    | 0.00%             | 2045-01-31      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9722593.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1085000000 | PA      | $8201418.85    | 0.01%             | 2029-01-25      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBN2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      3100000 | PA      | $2128109.29    | 0.00%             | 2030-02-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                                      | ASSICURAZIONI                  | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      6100000 | PA      | $7460467.95    | 0.01%             | 2171-06-16      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 064151S95<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      8723000 | PA      | $6236488.38    | 0.01%             | 2028-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      9500000 | PA      | $7620795.28    | 0.01%             | 2033-12-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DEUT GENOS-HYPBK               | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $4844510.79    | 0.01%             | 2026-09-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                           | TRANSLINK                      | CUSIP: 83740TAH0<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       486000 | PA      | $270859.77     | 0.00%             | 2050-10-29      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                                                        | AEGON NV                       | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | DBT              | CORP              | NL        |      7004000 | PA      | $7501903.38    | 0.01%             | 2044-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT Netherlands Finance BV                                                      | BAT NETHERLANDS                | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |     14913000 | PA      | $15845750.73   | 0.02%             | 2024-10-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBQ9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      1479000 | PA      | $1091247.78    | 0.00%             | 2024-11-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     90014000 | PA      | $20916238.19   | 0.02%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     50851000 | PA      | $44281747.99   | 0.05%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                   | CUSIP: 874060BA3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      5000000 | PA      | $4840095.41    | 0.01%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     30131000 | PA      | $17612095.80   | 0.02%             | 2031-10-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      5139000 | PA      | $5270969.02    | 0.01%             | 2025-11-12      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-878295.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 060505FZ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4404000 | PA      | $3016830.86    | 0.00%             | 2027-09-15      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $1657543.95    | 0.00%             | 2172-01-17      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       597000 | PA      | $583248.06     | 0.00%             | 2027-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS DIS               | CUSIP: 29290ZAR1<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       984000 | PA      | $698305.51     | 0.00%             | 2026-08-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1487408.15    | 0.00%             | 2024-03-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     49131000 | PA      | $51767647.22   | 0.06%             | 2024-11-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4304940.88    | 0.00%             | 2027-09-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                          | EUROFINS SCIEN                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |      9400000 | PA      | $10369984.19   | 0.01%             | 2026-07-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      4900000 | PA      | $4786337.02    | 0.01%             | 2027-02-17      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      5260000 | PA      | $3044512.58    | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 592179KA2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      3152000 | PA      | $2102278.46    | 0.00%             | 2028-03-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      2908000 | PA      | $3415866.86    | 0.00%             | 2025-07-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: 045167FJ7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      5536000 | PA      | $3969253.54    | 0.00%             | 2025-01-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      7821000 | PA      | $7274507.97    | 0.01%             | 2032-06-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                            | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |     18700000 | PA      | $16442039.99   | 0.02%             | 2028-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      8300000 | PA      | $6679333.67    | 0.01%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $602031.43     | 0.00%             | 2026-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Royal Schiphol Group NV                                                         | ROYAL SCHIPHOL                 | CUSIP: N/A<br>LEI: 724500XSMG4AYQ8NDK42       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $4175668.81    | 0.00%             | 2032-09-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1026810000 | PA      | $54058922.29   | 0.06%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     10098000 | PA      | $8456762.67    | 0.01%             | 2032-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      4160000 | PA      | $2414891.38    | 0.00%             | 2031-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBY5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1159000 | PA      | $848413.87     | 0.00%             | 2024-04-05      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $97893.99      | 0.00%             | 2030-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      4700000 | PA      | $4422454.35    | 0.00%             | 2032-01-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      4062000 | PA      | $3894241.29    | 0.00%             | 2026-09-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| City of Winnipeg Canada                                                         | WINNIPEG CANADA                | CUSIP: 975026HC2<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |      1240000 | PA      | $893032.71     | 0.00%             | 2045-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                               | IGM FINANCIAL                  | CUSIP: 449586AD8<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      1041000 | PA      | $732087.64     | 0.00%             | 2047-01-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: BJ5968117<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |      1814000 | PA      | $1876749.56    | 0.00%             | 2026-02-26      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4771850000 | PA      | $41234818.24   | 0.04%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    269096000 | PA      | $283671228.83  | 0.30%             | 2024-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      1080000 | PA      | $1165429.83    | 0.00%             | 2024-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5228548.35    | 0.01%             | 2025-01-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12713150000 | PA      | $94808971.73   | 0.10%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |       552000 | PA      | $596292.82     | 0.00%             | 2024-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     11925000 | PA      | $12272526.64   | 0.01%             | 2026-04-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DB3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      3013000 | PA      | $2141410.69    | 0.00%             | 2040-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      1400000 | PA      | $825540.41     | 0.00%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: AP9090220<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      4740000 | PA      | $4697727.12    | 0.01%             | 2027-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     80000000 | PA      | $11954399.54   | 0.01%             | 2024-10-17      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     23506600 | PA      | $16343716.55   | 0.02%             | 2024-07-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      8400000 | PA      | $7719100.62    | 0.01%             | 2028-12-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1506700000 | PA      | $11562927.31   | 0.01%             | 2027-01-25      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      1679000 | PA      | $1796379.01    | 0.00%             | 2030-03-18      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |      3415000 | PA      | $3600734.13    | 0.00%             | 2024-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      4594000 | PA      | $3660366.73    | 0.00%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                                           | FAST RETAILING                 | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | DBT              | CORP              | JP        |    800000000 | PA      | $6096456.04    | 0.01%             | 2028-06-06      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH MOET HENNES               | CUSIP: ZP9016590<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      9300000 | PA      | $9280126.81    | 0.01%             | 2026-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Finance SA                                                   | SANTAN CONS FIN                | CUSIP: N/A<br>LEI: 5493000LM0MZ4JPMGM90       | Long             | DBT              | CORP              | ES        |      5400000 | PA      | $5720570.62    | 0.01%             | 2024-02-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen-Landesbank Steiermark AG                                             | RAIFF LB STEIER                | CUSIP: N/A<br>LEI: 529900UNUKYZ9HND3309       | Long             | DBT              | CORP              | AT        |       100000 | PA      | $104598.81     | 0.00%             | 2028-06-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alberta Powerline LP                                                            | ALBERTA POWER                  | CUSIP: 013047AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       801009 | PA      | $531419.71     | 0.00%             | 2054-03-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                           | ALLIANZ FINANCE                | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1019300.40    | 0.00%             | 2026-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                             | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     75200000 | PA      | $9228099.69    | 0.01%             | 2024-04-15      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: EJ8148557<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $2466785.51    | 0.00%             | 2026-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    560800000 | PA      | $4501761.95    | 0.00%             | 2025-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1720778.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     25257000 | PA      | $22108771.44   | 0.02%             | 2033-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     22516000 | PA      | $12965736.53   | 0.01%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| InPower BC General Partnership                                                  | INPOWER BC GP                  | CUSIP: 45780MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1701640 | PA      | $1245858.86    | 0.00%             | 2033-03-31      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: 12593CAF8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      4097000 | PA      | $3006243.46    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SA                                                       | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |     17000000 | PA      | $12313234.64   | 0.01%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                               | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |      2683000 | PA      | $2826000.52    | 0.00%             | 2024-09-30      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                         | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $4637046.01    | 0.00%             | 2025-01-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3171906.19    | 0.00%             | 2024-02-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1744500000 | PA      | $13178379.06   | 0.01%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $4564489.21    | 0.00%             | 2050-07-08      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: BJ8145234<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      4800000 | PA      | $4630466.65    | 0.00%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     22600000 | PA      | $21619036.72   | 0.02%             | 2027-06-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN MUNI ENT               | CUSIP: EH3004213<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     10000000 | PA      | $84313.56      | 0.00%             | 2028-04-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZCG7<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      5300000 | PA      | $3559787.59    | 0.00%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10758845.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BOBL FUTURE  Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -3325 | NC      | $-3336656.73   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      2300000 | PA      | $1776517.93    | 0.00%             | 2033-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                             | RIOCAN REIT                    | CUSIP: 766910BG7<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      1471000 | PA      | $996545.86     | 0.00%             | 2026-06-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      6998000 | PA      | $6220935.92    | 0.01%             | 2030-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     90000000 | PA      | $13531470.26   | 0.01%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     25552000 | PA      | $19169013.94   | 0.02%             | 2028-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |      4876000 | PA      | $4192157.96    | 0.00%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      7523000 | PA      | $8153803.16    | 0.01%             | 2028-03-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    487600000 | PA      | $3734723.44    | 0.00%             | 2027-10-15      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    210705000 | PA      | $186901237.62  | 0.20%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                              | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |     23409000 | PA      | $24133691.17   | 0.03%             | 2025-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Central 1 Credit Union                                                          | CENTRAL 1 CREDIT               | CUSIP: 154728AS8<br>LEI: 549300XXHOD8SXSZKY72 | Long             | DBT              | CORP              | CA        |      2104000 | PA      | $1416822.10    | 0.00%             | 2031-06-30      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                       | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $210166.36     | 0.00%             | 2025-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    184193808 | PA      | $150981327.70  | 0.16%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                   | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |   1000000000 | PA      | $7631934.85    | 0.01%             | 2026-03-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAG1<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1300000 | PA      | $961983.68     | 0.00%             | 2032-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      2116000 | PA      | $2784848.35    | 0.00%             | 2042-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     21400000 | PA      | $5114946.40    | 0.01%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS DIS               | CUSIP: 29290ZAK6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1323000 | PA      | $1043123.58    | 0.00%             | 2050-11-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  22000000000 | PA      | $169142148.81  | 0.18%             | 2024-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                              | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $2373143.58    | 0.00%             | 2036-02-12      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     17200000 | PA      | $18279589.67   | 0.02%             | 2024-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      7314000 | PA      | $7135489.88    | 0.01%             | 2027-11-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      5861000 | PA      | $4784493.42    | 0.01%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087J96<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     31649000 | PA      | $22897744.06   | 0.02%             | 2024-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     12604000 | PA      | $11435987.35   | 0.01%             | 2028-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                       | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |      2098000 | PA      | $2406894.95    | 0.00%             | 2064-06-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     18635000 | PA      | $16929330.13   | 0.02%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    115380000 | PA      | $116338840.77  | 0.12%             | 2027-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $598403.06     | 0.00%             | 2038-03-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                              | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5747241.19    | 0.01%             | 2029-03-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                | CUSIP: N/A<br>LEI: CZCBJZWDMLTHWJDXU843       | Long             | DBT              | CORP              | US        |      2366000 | PA      | $2117394.79    | 0.00%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: EK9859522<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  10755000000 | PA      | $13021489.72   | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     92008000 | PA      | $87620438.17   | 0.09%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       567000 | PA      | $831617.78     | 0.00%             | 2039-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                             | SOUTHERN WATER S               | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |      1500000 | PA      | $1391885.51    | 0.00%             | 2037-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086RQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      8698000 | PA      | $6050625.72    | 0.01%             | 2027-01-28      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance Canada Inc                                                | DAIMLER TRCK FI                | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |      1504000 | PA      | $1037316.67    | 0.00%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                          | SES                            | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      2100000 | PA      | $2010361.04    | 0.00%             | 2028-07-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                | ACEF HOLDING                   | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |      1393000 | PA      | $1178924.67    | 0.00%             | 2028-06-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     23306000 | PA      | $24148578.50   | 0.03%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    137581000 | PA      | $80653789.13   | 0.09%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                           | TRANSLINK                      | CUSIP: 83740TAG2<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      1300000 | PA      | $963620.71     | 0.00%             | 2028-11-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     32324000 | PA      | $11915292.52   | 0.01%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5138813.33    | 0.01%             | 2025-01-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-181                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    335476000 | PA      | $345316390.08  | 0.37%             | 2025-04-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     14000000 | PA      | $16354702.36   | 0.02%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                 | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | CORP              | GB        |      3267000 | PA      | $4593367.87    | 0.00%             | 2051-03-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Moat Homes Finance PLC                                                          | MOAT HOMES FIN P               | CUSIP: N/A<br>LEI: 213800OEBSZ4X3VVE789       | Long             | DBT              | CORP              | GB        |      1035000 | PA      | $1264484.90    | 0.00%             | 2041-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     17315000 | PA      | $11535472.80   | 0.01%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | WL BANK                        | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $4896162.47    | 0.01%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      6875000 | PA      | $6035373.97    | 0.01%             | 2038-11-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       127000 | PA      | $85177.27      | 0.00%             | 2028-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |       100000 | PA      | $117311.80     | 0.00%             | 2026-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |     20000000 | PA      | $17969483.69   | 0.02%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                | NORDEA MORTGAGE                | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |     11180000 | PA      | $11033886.60   | 0.01%             | 2027-03-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746SY8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2467000 | PA      | $1817968.10    | 0.00%             | 2024-02-08      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                           | TRANSLINK                      | CUSIP: 83740TAF4<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      4601000 | PA      | $2840990.85    | 0.00%             | 2048-11-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: ZP5131047<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2388831.81    | 0.00%             | 2027-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                   | ENBW                           | CUSIP: EH8901157<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      2090000 | PA      | $2814111.44    | 0.00%             | 2039-07-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                              | THAMES WATER UTL               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      5400000 | PA      | $5032102.85    | 0.01%             | 2028-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      2377000 | PA      | $1812689.78    | 0.00%             | 2042-05-29      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Greene King Finance PLC                                                         | GREENE KING FIN                | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |       420396 | PA      | $450186.06     | 0.00%             | 2035-03-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: EJ5299593<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  15590000000 | PA      | $21105529.75   | 0.02%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     52164000 | PA      | $33303802.06   | 0.04%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      1512000 | PA      | $1937398.50    | 0.00%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund      | CBRE GI OPEN END               | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |      4658000 | PA      | $3956270.24    | 0.00%             | 2028-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     14141000 | PA      | $15240040.77   | 0.02%             | 2024-04-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    136375000 | PA      | $84697969.87   | 0.09%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     32949000 | PA      | $22440704.20   | 0.02%             | 2029-08-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: AU9536874<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     13000000 | PA      | $11796019.29   | 0.01%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      1093000 | PA      | $1347584.56    | 0.00%             | 2023-02-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ORLEN Capital AB                                                                | ORLEN CAPITAL                  | CUSIP: N/A<br>LEI: 259400MOAC94K67KZ966       | Long             | DBT              | CORP              | SE        |      2773000 | PA      | $3000438.00    | 0.00%             | 2023-06-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                                                 | BROOKFIELD ASSET               | CUSIP: 11257ZAE9<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |      7215000 | PA      | $5431354.18    | 0.01%             | 2026-01-28      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9996400000 | PA      | $76962810.82   | 0.08%             | 2025-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   6879200000 | PA      | $13710596.61   | 0.01%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                                              | DSM NV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $3717085.65    | 0.00%             | 2028-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZAS9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1902586.16    | 0.00%             | 2037-03-13      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      6847000 | PA      | $5934406.84    | 0.01%             | 2045-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853EK1<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      3449000 | PA      | $2259803.83    | 0.00%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBY8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      2700000 | PA      | $2128838.65    | 0.00%             | 2052-09-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                            | MANCHESTER AGF                 | CUSIP: N/A<br>LEI: 2138006NA5VAMMBK3892       | Long             | DBT              | CORP              | GB        |      1906000 | PA      | $1611177.17    | 0.00%             | 2044-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      6827000 | PA      | $6952163.45    | 0.01%             | 2027-03-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                   | CALGARY AIRPORT                | CUSIP: 12959CAB5<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      3048000 | PA      | $1981828.36    | 0.00%             | 2038-10-07      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      6400000 | PA      | $5821305.54    | 0.01%             | 2030-04-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      8286000 | PA      | $8791374.88    | 0.01%             | 2028-10-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      4876000 | PA      | $3964678.51    | 0.00%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DC3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       599000 | PA      | $500096.82     | 0.00%             | 2040-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                                              | SR-BOLIGKREDITT                | CUSIP: N/A<br>LEI: 5493005EFLOPQ4K0ZF42       | Long             | DBT              | CORP              | NO        |     12264000 | PA      | $12715884.98   | 0.01%             | 2024-10-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |     13500000 | PA      | $13154655.40   | 0.01%             | 2029-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                 | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      3500000 | PA      | $3464144.86    | 0.00%             | 2171-12-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                     | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |      3908000 | PA      | $3417877.05    | 0.00%             | 2030-04-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Newfoundland and Labrador Canada                                    | NEWFOUNDLAND                   | CUSIP: 651333GF7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      1700000 | PA      | $1159859.83    | 0.00%             | 2027-06-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: N/A<br>LEI: UMI46YPGBLUE4VGNNT48       | Long             | DBT              | CORP              | US        |      2210000 | PA      | $1419908.45    | 0.00%             | 2026-12-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC Finance BV                                                        | COCA-COLA HBC BV               | CUSIP: ZS5623393<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $4925967.78    | 0.01%             | 2027-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Adecco International Financial Services BV                                      | ADECCO INT FIN                 | CUSIP: N/A<br>LEI: 549300PDNGPM4PIAUK57       | Long             | DBT              | CORP              | NL        |      7500000 | PA      | $6760645.38    | 0.01%             | 2028-09-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: AV0298134<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     25000000 | PA      | $4197161.07    | 0.00%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      2251000 | PA      | $2356021.51    | 0.00%             | 2026-08-25      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     56000000 | PA      | $40043194.62   | 0.04%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEW0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1213000 | PA      | $1121187.89    | 0.00%             | 2030-04-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                          | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |      5786000 | PA      | $4983521.14    | 0.01%             | 2027-02-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    112383000 | PA      | $31104349.36   | 0.03%             | 2025-08-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVST BNK               | CUSIP: N/A<br>LEI: 213800HYL1S7VAXG6Z48       | Long             | DBT              | CORP              | N/A       |      2568000 | PA      | $1830176.63    | 0.00%             | 2024-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       900000 | PA      | $615253.72     | 0.00%             | 2026-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      2376000 | PA      | $1610870.86    | 0.00%             | 2045-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     10000000 | PA      | $7116053.71    | 0.01%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3549567.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |     18459000 | PA      | $18450812.37   | 0.02%             | 2025-07-17      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     11900000 | PA      | $12097815.85   | 0.01%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      2585000 | PA      | $3368284.67    | 0.00%             | 2037-06-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1224.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carmila SA                                                                      | CARMILA SA                     | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $998643.24     | 0.00%             | 2029-04-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |      1815000 | PA      | $1864481.58    | 0.00%             | 2024-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      3840000 | PA      | $3478018.40    | 0.00%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ISS Global A/S                                                                  | ISS GLOBAL A/S                 | CUSIP: N/A<br>LEI: 213800W6DPUGWBGTD766       | Long             | DBT              | CORP              | DK        |       100000 | PA      | $97385.83      | 0.00%             | 2026-06-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      9866000 | PA      | $11644182.27   | 0.01%             | 2026-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    124680000 | PA      | $85990417.80   | 0.09%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      3455000 | PA      | $3448874.85    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     10088000 | PA      | $13342948.57   | 0.01%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      2455000 | PA      | $2594001.27    | 0.00%             | 2028-09-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     25000000 | PA      | $28197607.90   | 0.03%             | 2026-01-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      7000000 | PA      | $4876800.76    | 0.01%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     67417000 | PA      | $89616377.72   | 0.10%             | 2060-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                    | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |       100000 | PA      | $107381.91     | 0.00%             | 2028-04-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: ZP3884035<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $200650.24     | 0.00%             | 2045-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 1 PLC                                                    | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 2138005QTX8CMPSEOS15       | Long             | DBT              | CORP              | GB        |       923236 | PA      | $1286410.94    | 0.00%             | 2039-07-13      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1143850.20    | 0.00%             | 2027-12-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | SANTANDER ISSUAN               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      4800000 | PA      | $5091590.94    | 0.01%             | 2025-03-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                 | ERICSSON LM                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | DBT              | CORP              | SE        |      1300000 | PA      | $1106578.23    | 0.00%             | 2029-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6805700000 | PA      | $52368315.17   | 0.06%             | 2024-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                                               | ARC RESOURCES LT               | CUSIP: 00208DAB7<br>LEI: FIR47I6FEYKYNJBYW622 | Long             | DBT              | CORP              | CA        |      2147000 | PA      | $1447130.28    | 0.00%             | 2031-03-10      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1344000 | PA      | $1561402.42    | 0.00%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $91894.69      | 0.00%             | 2033-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCB4<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $713109.47     | 0.00%             | 2025-02-28      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1672226000 | PA      | $49719716.64   | 0.05%             | 2025-06-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KE0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      3685000 | PA      | $3444589.00    | 0.00%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     17256000 | PA      | $17496523.99   | 0.02%             | 2026-05-09      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                         | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      1906000 | PA      | $2017659.71    | 0.00%             | 2024-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Jersey International Bond                                                       | STATES OF JERSEY               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JE        |       782000 | PA      | $835029.87     | 0.00%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |     11925000 | PA      | $12139570.29   | 0.01%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: 69363TAP7<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      2450000 | PA      | $1687199.21    | 0.00%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZES8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     21833000 | PA      | $16309739.17   | 0.02%             | 2024-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $652582.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    564000000 | PA      | $18214348.39   | 0.02%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      6504000 | PA      | $5943468.07    | 0.01%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    314700000 | PA      | $2340118.77    | 0.00%             | 2030-02-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     12867000 | PA      | $12858015.28   | 0.01%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                        | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      4707000 | PA      | $4130634.08    | 0.00%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZBH6<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      3114000 | PA      | $2215347.88    | 0.00%             | 2044-09-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      7355000 | PA      | $6572412.74    | 0.01%             | 2035-07-13      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GEN ELEC CAP CRP               | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |       465000 | PA      | $525577.92     | 0.00%             | 2037-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 48124BAG0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      7350000 | PA      | $4998228.69    | 0.01%             | 2028-03-05      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | CAISS DESJARDINS               | CUSIP: 31430WGC2<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      3559000 | PA      | $2422590.21    | 0.00%             | 2031-05-28      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      1700000 | PA      | $1754806.68    | 0.00%             | 2025-09-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 160000000000 | PA      | $121941821.72  | 0.13%             | 2026-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1628550000 | PA      | $13223652.09   | 0.01%             | 2025-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                  | WSP GLOBAL INC                 | CUSIP: 92938WAA1<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      2079000 | PA      | $1403921.33    | 0.00%             | 2028-04-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 SMN                                                                 | SPAREBANK 1 SMN                | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | DBT              | CORP              | NO        |      4947000 | PA      | $4422948.84    | 0.00%             | 2028-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                         | RECKITT BEN TSY                | CUSIP: BJ4447733<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      2141000 | PA      | $2139149.69    | 0.00%             | 2032-05-19      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     60000000 | PA      | $490188.78     | 0.00%             | 2027-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $5966597.95    | 0.01%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAW7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     16100000 | PA      | $12237295.94   | 0.01%             | 2028-03-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: AW7792137<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     10000000 | PA      | $10175789.19   | 0.01%             | 2029-02-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                                  | ATLAS COPCO                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | DBT              | CORP              | SE        |       100000 | PA      | $99564.62      | 0.00%             | 2026-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      1185000 | PA      | $1682620.36    | 0.00%             | 2033-01-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      3900000 | PA      | $3079080.43    | 0.00%             | 2040-07-13      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     10051000 | PA      | $10413969.16   | 0.01%             | 2025-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SEC LP & Arci Ltd                                                               | SEC LP AND ARCI                | CUSIP: 784103AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1017077 | PA      | $755954.72     | 0.00%             | 2033-08-29      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    487600000 | PA      | $4442030.94    | 0.00%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     14185000 | PA      | $11402372.16   | 0.01%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $7491501.31    | 0.01%             | 2024-05-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087C93<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     27930000 | PA      | $19865974.75   | 0.02%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      4314000 | PA      | $3059849.23    | 0.00%             | 2025-04-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     38750000 | PA      | $33723469.05   | 0.04%             | 2031-09-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                      | DWR CYMRU FIN UK               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |      1182000 | PA      | $1104168.42    | 0.00%             | 2034-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     50000000 | PA      | $9632042.88    | 0.01%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      1951000 | PA      | $2074480.23    | 0.00%             | 2024-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06415EUC7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      7124000 | PA      | $5167718.70    | 0.01%             | 2029-07-03      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                          | ENBRIDGE PIPE LN               | CUSIP: 29250ZAY4<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      2621000 | PA      | $1686525.00    | 0.00%             | 2049-02-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     60330000 | PA      | $73069498.53   | 0.08%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      5331000 | PA      | $5991120.61    | 0.01%             | 2028-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | PENSION INS                    | CUSIP: BJ2189485<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2143133.09    | 0.00%             | 2031-05-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6003.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE               | CUSIP: 13638ZCR4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      4925000 | PA      | $3647109.17    | 0.00%             | 2024-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |       300000 | PA      | $292060.42     | 0.00%             | 2026-02-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      6373000 | PA      | $5357782.13    | 0.01%             | 2040-06-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                      | EASTERN POWER                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1826719.55    | 0.00%             | 2035-06-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHJ5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     36235000 | PA      | $26024842.74   | 0.03%             | 2024-12-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    755800000 | PA      | $5813881.39    | 0.01%             | 2024-04-12      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      5300000 | PA      | $5241195.23    | 0.01%             | 2026-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deposit Insurance Corp of Japan                                                 | DEPOSIT INS CORP               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1500000000 | PA      | $11531348.67   | 0.01%             | 2024-12-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                           | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |      1073000 | PA      | $1378712.18    | 0.00%             | 2027-03-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      3988000 | PA      | $3573952.28    | 0.00%             | 2027-06-24      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     10869000 | PA      | $10429500.62   | 0.01%             | 2035-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  27895650000 | PA      | $206505497.34  | 0.22%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7640757.29    | 0.01%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SGD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-46656.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $2943035.19    | 0.00%             | 2025-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                          | ENBRIDGE PIPE LN               | CUSIP: 29250ZAU2<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      2744000 | PA      | $1837822.33    | 0.00%             | 2045-09-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     17140000 | PA      | $4245882.27    | 0.00%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556BJ0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      2908000 | PA      | $3077038.04    | 0.00%             | 2025-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       429000 | PA      | $339177.78     | 0.00%             | 2051-08-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    196901000 | PA      | $5296539.67    | 0.01%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      8685000 | PA      | $5786360.77    | 0.01%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      5185000 | PA      | $5838307.17    | 0.01%             | 2025-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Apotheker-und Aerztebank eG                                            | DEUTSCHE APO ARZ               | CUSIP: N/A<br>LEI: 5299007S3UH5RKUYDA52       | Long             | DBT              | CORP              | DE        |       300000 | PA      | $295177.55     | 0.00%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      2926000 | PA      | $3183517.37    | 0.00%             | 2024-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     21996000 | PA      | $14637081.19   | 0.02%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: AP9353636<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |       746000 | PA      | $615753.81     | 0.00%             | 2037-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    781200000 | PA      | $5749397.34    | 0.01%             | 2031-02-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | MUNI FINANCE PLC               | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      4913000 | PA      | $4573227.38    | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: AZ8065734<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $11038469.84   | 0.01%             | 2026-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                   | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |      2455000 | PA      | $1960216.99    | 0.00%             | 2048-11-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       400000 | PA      | $278262.85     | 0.00%             | 2024-04-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZAB6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       557000 | PA      | $496953.64     | 0.00%             | 2032-06-01      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |      6200000 | PA      | $5673836.88    | 0.01%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      6125000 | PA      | $5336435.86    | 0.01%             | 2039-07-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                  | CUSIP: N/A<br>LEI: 549300WZWOM80UCFSF54       | Long             | DBT              | CORP              | US        |      5003000 | PA      | $5081379.99    | 0.01%             | 2026-10-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                      | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      6981000 | PA      | $6294961.07    | 0.01%             | 2028-07-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833CV0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     16289000 | PA      | $16884449.62   | 0.02%             | 2025-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: AM2651611<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2563759.46    | 0.00%             | 2025-04-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     21095000 | PA      | $20676866.13   | 0.02%             | 2027-03-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Stockland Trust                                                                 | STOCKLAND TRUST                | CUSIP: AR8329708<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      5615000 | PA      | $5486673.16    | 0.01%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Luminor Bank AS/Estonia                                                         | LUMINOR BANK                   | CUSIP: N/A<br>LEI: 213800JD2L89GGG7LF07       | Long             | DBT              | CORP              | EE        |     16985000 | PA      | $15875517.41   | 0.02%             | 2026-09-23      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                     | ALTAGAS LTD                    | CUSIP: 02138ZAT0<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |      1100000 | PA      | $780403.60     | 0.00%             | 2025-06-10      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Royal Office Finance LP                                                         | ROYAL OFFICE FIN               | CUSIP: 780632AA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2436747 | PA      | $1930883.60    | 0.00%             | 2037-11-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMXLMM 5.75 6/28/2030          | CUSIP: BVN10TFG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      3410000 | PA      | $4411234.54    | 0.00%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    606500000 | PA      | $4642229.70    | 0.00%             | 2025-07-25      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709EK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      6649000 | PA      | $5637436.02    | 0.01%             | 2029-06-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                               | ORBIT CAPITAL                  | CUSIP: AT0021507<br>LEI: 213800QIGGLJLT7WXP16 | Long             | DBT              | CORP              | GB        |       126000 | PA      | $116311.02     | 0.00%             | 2048-06-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                   | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |       710000 | PA      | $680979.90     | 0.00%             | 2032-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: 04269KAA1<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       850000 | PA      | $610998.82     | 0.00%             | 2025-09-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     47300000 | PA      | $28937184.42   | 0.03%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                               | BROOKFLD REN ENG               | CUSIP: 11282ZAA6<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      2597000 | PA      | $1911742.16    | 0.00%             | 2025-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     10525000 | PA      | $6718076.13    | 0.01%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-72395.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: 45950KCY4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |      2212000 | PA      | $1565325.94    | 0.00%             | 2027-01-28      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Province of Newfoundland and Labrador Canada                                    | NEWFOUNDLAND                   | CUSIP: 651333GH3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      3729000 | PA      | $2247227.04    | 0.00%             | 2052-12-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Paccar Financial Ltd/Canada                                                     | PACCAR FINL LTD                | CUSIP: 69371JAB0<br>LEI: O29GGLRMPBH5IZRCGE80 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1427326.89    | 0.00%             | 2024-05-14      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     44938000 | PA      | $38637966.33   | 0.04%             | 2031-10-17      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $6080982.48    | 0.01%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      7750000 | PA      | $5654620.15    | 0.01%             | 2030-05-31      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                          | CAN TIRE CORP                  | CUSIP: 13668ZAN8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |       984000 | PA      | $739211.37     | 0.00%             | 2035-09-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-53924806.42  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |     16016000 | PA      | $17227260.53   | 0.02%             | 2025-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AGCO International Holdings BV                                                  | AGCO INTERNATION               | CUSIP: N/A<br>LEI: 549300GSUO6P11G11583       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2266956.01    | 0.00%             | 2028-10-06      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd/London                                                | ANZ NZ INTL/LDN                | CUSIP: N/A<br>LEI: 213800VD256NU2D97H12       | Long             | DBT              | CORP              | NZ        |     16876000 | PA      | $15576850.21   | 0.02%             | 2027-09-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: 636273AC8<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      2764000 | PA      | $1821058.77    | 0.00%             | 2029-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                           | AEROPORTS DE MON               | CUSIP: 007863AM5<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1255073.32    | 0.00%             | 2051-04-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems Finance BV                                                  | VESTAS WIND SYST               | CUSIP: N/A<br>LEI: 635400M3RVFQU3M7HW17       | Long             | DBT              | CORP              | NL        |      1915000 | PA      | $1752424.78    | 0.00%             | 2034-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1043533.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    103348000 | PA      | $113914621.68  | 0.12%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Westpac Securities NZ Ltd/London                                                | WESTPAC SEC NZ                 | CUSIP: N/A<br>LEI: 549300W0N3O6Q4RCKE25       | Long             | DBT              | CORP              | NZ        |      2850000 | PA      | $3063791.72    | 0.00%             | 2024-02-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      7500000 | PA      | $6656942.65    | 0.01%             | 2029-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBT3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      2504000 | PA      | $1793897.93    | 0.00%             | 2025-06-02      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      5250000 | PA      | $4450566.68    | 0.00%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9722155.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                    | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $107885.11     | 0.00%             | 2023-06-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                    | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       586000 | PA      | $584674.26     | 0.00%             | 2026-10-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13188200000 | PA      | $94467391.20   | 0.10%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     50000000 | PA      | $58160773.44   | 0.06%             | 2026-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW                            | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      9200000 | PA      | $7423142.26    | 0.01%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE               | CUSIP: 13638ZDX0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      2464000 | PA      | $1703700.95    | 0.00%             | 2028-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     10794000 | PA      | $8771601.81    | 0.01%             | 2032-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VW Credit Canada Inc                                                            | VW CREDIT CANADA               | CUSIP: 918423AZ7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      1785000 | PA      | $1234812.57    | 0.00%             | 2026-12-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                | CUSIP: AM7528541<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      1530000 | PA      | $1628378.58    | 0.00%             | 2024-07-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     10959000 | PA      | $10061253.79   | 0.01%             | 2028-11-05      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Cia de Seguros Fidelidade SA                                                    | FIDEL CIA SEGURO               | CUSIP: N/A<br>LEI: 529900FNLE8ZOPUOT704       | Long             | DBT              | CORP              | PT        |      7300000 | PA      | $6893827.01    | 0.01%             | 2031-09-04      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117FYZ6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      5093000 | PA      | $3487198.98    | 0.00%             | 2025-12-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Affinity Sutton Capital Markets PLC                                             | AFFINITY SUTTON                | CUSIP: EH5480601<br>LEI: 213800CIN9MC8IN3GK94 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1334583.52    | 0.00%             | 2038-09-17      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                           | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |       981000 | PA      | $695518.95     | 0.00%             | 2041-09-21      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     19000000 | PA      | $16998769.74   | 0.02%             | 2035-06-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Covivio Hotels SACA                                                             | COVIVIO HOTELS                 | CUSIP: AU3675330<br>LEI: 969500N2QX5LGFFZ0I67 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $509979.99     | 0.00%             | 2025-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      6400000 | PA      | $5134552.16    | 0.01%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-479059.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     80774000 | PA      | $52388495.53   | 0.06%             | 2025-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1054234.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      5113000 | PA      | $5098180.22    | 0.01%             | 2027-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      3100000 | PA      | $2335263.84    | 0.00%             | 2034-09-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    195000000 | PA      | $1506223.65    | 0.00%             | 2024-05-24      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  20000000000 | PA      | $17839287.22   | 0.02%             | 2030-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                           | BROOKFLD INF ULC               | CUSIP: 11291ZAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2398000 | PA      | $1846912.73    | 0.00%             | 2034-04-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SELP Finance Sarl                                                               | SELP FINANCE SAR               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $850070.77     | 0.00%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      1786000 | PA      | $1812078.31    | 0.00%             | 2025-05-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3482719.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    553090000 | PA      | $15866796.60   | 0.02%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |     17600000 | PA      | $17357690.89   | 0.02%             | 2027-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                | CUSIP: AO3138408<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4154308.38    | 0.00%             | 2025-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                               | IGM FINANCIAL                  | CUSIP: 449586AE6<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      2981000 | PA      | $1954160.83    | 0.00%             | 2047-12-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      1580000 | PA      | $1512082.93    | 0.00%             | 2027-07-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 56344ZQE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1762000 | PA      | $1203868.11    | 0.00%             | 2063-03-05      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |      9274000 | PA      | $9668019.68    | 0.01%             | 2024-09-07      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109BT7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      3938000 | PA      | $2805387.93    | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $4499239.43    | 0.00%             | 2036-10-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6066800000 | PA      | $51156475.01   | 0.05%             | 2031-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     24407000 | PA      | $29114469.13   | 0.03%             | 2027-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    105000000 | PA      | $25731324.74   | 0.03%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2273420.48    | 0.00%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     22623000 | PA      | $16461904.76   | 0.02%             | 2024-07-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZBU1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |        24000 | PA      | $23044.55      | 0.00%             | 2039-02-17      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     42257000 | PA      | $53323224.03   | 0.06%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854JJ8<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |        61000 | PA      | $50995.14      | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                              | THAMES WATER UTL               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      3401000 | PA      | $2806887.38    | 0.00%             | 2040-04-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: QZ7966521<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     13856000 | PA      | $12819243.31   | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                     | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |     18400000 | PA      | $15660519.66   | 0.02%             | 2032-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      9388000 | PA      | $8591016.74    | 0.01%             | 2030-02-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Coentreprise de Transport d'Electricite SA                                      | CTE CO TRANSP EL               | CUSIP: N/A<br>LEI: 969500BH61SHYYBTJQ29       | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $7547806.35    | 0.01%             | 2032-07-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      3188000 | PA      | $3704330.24    | 0.00%             | 2029-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4461000 | PA      | $3586415.36    | 0.00%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      4897100 | PA      | $3354850.11    | 0.00%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                           | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      3326000 | PA      | $3410802.79    | 0.00%             | 2028-09-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Hammerson PLC                                                                   | HAMMERSON PLC                  | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | DBT              | CORP              | GB        |      1951000 | PA      | $2317521.37    | 0.00%             | 2028-04-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     79080000 | PA      | $16285775.40   | 0.02%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: AZ3211200<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $5404115.95    | 0.01%             | 2029-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  19946750000 | PA      | $133332067.04  | 0.14%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     43700000 | PA      | $39602413.56   | 0.04%             | 2029-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital NL BV                                           | GSK CONSUMER HEA               | CUSIP: N/A<br>LEI: 549300RXQZBOJONY3Q97       | Long             | DBT              | CORP              | NL        |      3200000 | PA      | $2962933.74    | 0.00%             | 2034-03-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     16050000 | PA      | $3950995.48    | 0.00%             | 2033-08-30      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Hamburg Commercial Bank AG                                                      | HAMBURG COM BANK               | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |      3300000 | PA      | $3108281.02    | 0.00%             | 2026-03-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    309491000 | PA      | $308990948.33  | 0.33%             | 2026-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7875600000 | PA      | $66504200.78   | 0.07%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      1339000 | PA      | $781569.34     | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: 42246QAB4<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      2000000 | PA      | $1447771.97    | 0.00%             | 2027-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      2457000 | PA      | $1579981.11    | 0.00%             | 2052-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $6195757.50    | 0.01%             | 2029-10-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     24484000 | PA      | $5316376.98    | 0.01%             | 2024-10-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                          | DAIMLER INTL FIN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |     16072000 | PA      | $16811396.64   | 0.02%             | 2026-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     18134000 | PA      | $9505236.96    | 0.01%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1400000000 | PA      | $9860658.24    | 0.01%             | 2038-01-29      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON               | CUSIP: 075887CN7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      2623000 | PA      | $2611755.02    | 0.00%             | 2025-08-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-153590.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      1906000 | PA      | $2066362.55    | 0.00%             | 2024-02-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lendlease Europe Finance PLC                                                    | LENDLEASE EUR                  | CUSIP: N/A<br>LEI: 5493002DM420BXGOTQ52       | Long             | DBT              | CORP              | GB        |      1896000 | PA      | $1596436.16    | 0.00%             | 2033-12-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      4300000 | PA      | $2953286.93    | 0.00%             | 2027-09-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      6437000 | PA      | $5991827.28    | 0.01%             | 2171-10-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      9518000 | PA      | $7723869.28    | 0.01%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                                              | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1204193.74    | 0.00%             | 2034-06-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                            | JYSKE REALKREDIT               | CUSIP: N/A<br>LEI: 529900R9HQNZRT2OXB26       | Long             | DBT              | CORP              | DK        |      3459000 | PA      | $3534596.77    | 0.00%             | 2025-04-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      2200000 | PA      | $2247862.87    | 0.00%             | 2033-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    210867000 | PA      | $212459013.62  | 0.23%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      6951000 | PA      | $9036686.15    | 0.01%             | 2055-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      2453000 | PA      | $2758047.22    | 0.00%             | 2049-09-12      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                            | CROMBIE REAL EST               | CUSIP: 227107AN9<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |      1471000 | PA      | $1056273.41    | 0.00%             | 2026-08-26      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2062313.28    | 0.00%             | 2028-05-24      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                          | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |      8895000 | PA      | $1029181.08    | 0.00%             | 2039-03-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    156013000 | PA      | $36776770.86   | 0.04%             | 2024-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $986438.41     | 0.00%             | 2039-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Altarea SCA                                                                     | ALTAREA                        | CUSIP: N/A<br>LEI: 969500ICGCY1PD6OT783       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1217402.29    | 0.00%             | 2030-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                 | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      8635000 | PA      | $5161694.52    | 0.01%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     22993000 | PA      | $19703807.35   | 0.02%             | 2037-03-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      4100000 | PA      | $3435124.86    | 0.00%             | 2037-09-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      3850000 | PA      | $4235178.73    | 0.00%             | 2033-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                       | SEGRO PLC                      | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |      1600000 | PA      | $1536225.98    | 0.00%             | 2037-10-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| In'li SA                                                                        | IN'LI                          | CUSIP: AZ2976761<br>LEI: 969500X711HT6Q60P382 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $817898.22     | 0.00%             | 2029-07-02      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                   | AHOLD DELHAIZE                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $3534477.45    | 0.00%             | 2030-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                        | ELO SACA                       | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4147397.58    | 0.00%             | 2025-04-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $180614.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7250676.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5295990.26    | 0.01%             | 2029-02-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      8598000 | PA      | $7028331.92    | 0.01%             | 2033-04-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      4855000 | PA      | $5088025.16    | 0.01%             | 2025-10-31      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Finance SA                                                   | SANTAN CONS FIN                | CUSIP: N/A<br>LEI: 5493000LM0MZ4JPMGM90       | Long             | DBT              | CORP              | ES        |      9600000 | PA      | $9812107.03    | 0.01%             | 2025-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1342642.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288EA6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      3000000 | PA      | $2173493.74    | 0.00%             | 2032-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBZ5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1155146.56    | 0.00%             | 2029-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                             | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |      4913000 | PA      | $4940482.46    | 0.01%             | 2026-02-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |      2130000 | PA      | $1409084.58    | 0.00%             | 2029-05-21      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: EK4572963<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |     22159000 | PA      | $23836651.06   | 0.03%             | 2024-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |     10700000 | PA      | $9787606.53    | 0.01%             | 2028-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                    | TOYOTA FIN AUSTR               | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1048704.44    | 0.00%             | 2024-04-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Redexis Gas Finance BV                                                          | REDEXIS GAS FIN                | CUSIP: N/A<br>LEI: 724500XI19XTPCL36320       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4164079.68    | 0.00%             | 2025-05-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |     11956000 | PA      | $13686089.71   | 0.01%             | 2025-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     55886000 | PA      | $56952008.95   | 0.06%             | 2025-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     80268000 | PA      | $36805693.71   | 0.04%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                         | BADEN-WURTTEMBRG               | CUSIP: EK6919022<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      4000000 | PA      | $4151920.56    | 0.00%             | 2025-01-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614852PQ8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      2795000 | PA      | $2055496.63    | 0.00%             | 2028-09-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Province of Newfoundland and Labrador Canada                                    | NEWFOUNDLAND                   | CUSIP: 651333FZ4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      7346000 | PA      | $5341761.32    | 0.01%             | 2028-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | CAISS DESJARDINS               | CUSIP: 31430WFL3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      1975000 | PA      | $1344628.03    | 0.00%             | 2026-01-21      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-147212.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      6827000 | PA      | $7210811.12    | 0.01%             | 2025-04-30      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      7700000 | PA      | $7170182.38    | 0.01%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      3132000 | PA      | $2912207.78    | 0.00%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Summit Industrial Income REIT                                                   | SUMMIT INDUSTRIA               | CUSIP: 866120AD0<br>LEI: 2549002JNRHTJ9H0MR86 | Long             | DBT              | CORP              | CA        |      2504000 | PA      | $1654722.73    | 0.00%             | 2028-07-14      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Vattenfall AB                                                                   | VATTENFALL AB                  | CUSIP: N/A<br>LEI: 549300T5RZ1HA5HZ3109       | Long             | DBT              | CORP              | SE        |      2863000 | PA      | $2845038.32    | 0.00%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    277950000 | PA      | $2312318.93    | 0.00%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                              | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |      1071000 | PA      | $790153.65     | 0.00%             | 2030-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  81900000000 | PA      | $6717247.32    | 0.01%             | 2041-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14341600000 | PA      | $88302288.38   | 0.09%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      9179000 | PA      | $8404664.20    | 0.01%             | 2029-09-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1312575.36    | 0.00%             | 2025-09-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    278500000 | PA      | $9992603.10    | 0.01%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      1152000 | PA      | $939542.21     | 0.00%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     19138964 | PA      | $23650886.00   | 0.03%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     41136000 | PA      | $33400292.58   | 0.04%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827EW3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |        12000 | PA      | $11021.58      | 0.00%             | 2031-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      5384000 | PA      | $4633065.58    | 0.00%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                         | AUSGRID FINANCE                | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |      1590000 | PA      | $1627890.75    | 0.00%             | 2025-07-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  62500000000 | PA      | $8175963.59    | 0.01%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |      5000000 | PA      | $5916191.15    | 0.01%             | 2030-02-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                    | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |       640000 | PA      | $356360.45     | 0.00%             | 2030-08-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     67700000 | PA      | $53268129.67   | 0.06%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      3920000 | PA      | $4052597.48    | 0.00%             | 2028-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      1500000 | PA      | $1344798.15    | 0.00%             | 2030-01-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      6100000 | PA      | $6033218.95    | 0.01%             | 2026-07-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CPI Property Group SA                                                           | CPI PROPERTY GRO               | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      6094000 | PA      | $4641976.16    | 0.00%             | 2027-04-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2016025.03    | 0.00%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      8749000 | PA      | $5659474.71    | 0.01%             | 2047-02-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                                   | DEV BANK JAPAN                 | CUSIP: N/A<br>LEI: 5493001HGBABMWFZUI25       | Long             | DBT              | NUSS              | JP        |    195000000 | PA      | $1509695.05    | 0.00%             | 2025-03-13      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      1762000 | PA      | $1128080.00    | 0.00%             | 2032-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     28316000 | PA      | $13742253.16   | 0.01%             | 2120-06-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                        | HONDA CANADA FIN               | CUSIP: 438121AZ8<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      2047000 | PA      | $1346856.62    | 0.00%             | 2028-02-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323AER1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     16212000 | PA      | $11899710.35   | 0.01%             | 2025-02-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $2634984.39    | 0.00%             | 2024-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                            | NORDEA KREDIT                  | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |    214000000 | PA      | $28853581.19   | 0.03%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SBB Treasury Oyj                                                                | SBB TREASURY OYJ               | CUSIP: N/A<br>LEI: 5493003HHOCW6FIMH724       | Long             | DBT              | CORP              | FI        |      6713000 | PA      | $4870910.46    | 0.01%             | 2028-12-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4000550000 | PA      | $32854991.34   | 0.04%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |      1590000 | PA      | $1223897.55    | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ILS/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $621241.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     10581000 | PA      | $9993038.98    | 0.01%             | 2029-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd                                          | STATE GRID OSEAS               | CUSIP: N/A<br>LEI: 3003006V8BHG5158QO96       | Long             | DBT              | CORP              | VG        |      3459000 | PA      | $3536734.20    | 0.00%             | 2025-05-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      8436000 | PA      | $7113276.33    | 0.01%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      6827000 | PA      | $6243913.30    | 0.01%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Bank AS                                                      | SANTANDER CONSUM               | CUSIP: N/A<br>LEI: 549300A08LH2961IPN13       | Long             | DBT              | CORP              | NO        |       400000 | PA      | $398505.60     | 0.00%             | 2025-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | UNION GAS LTD                  | CUSIP: 90664ZAU4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      1691000 | PA      | $1301845.18    | 0.00%             | 2041-06-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      1400000 | PA      | $1375861.37    | 0.00%             | 2028-02-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    487600000 | PA      | $3777487.19    | 0.00%             | 2024-10-31      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     20116000 | PA      | $10652134.87   | 0.01%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     50000000 | PA      | $4484728.81    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VDJ0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2412000 | PA      | $2488116.89    | 0.00%             | 2025-04-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     12265000 | PA      | $6816061.10    | 0.01%             | 2028-05-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |       984000 | PA      | $630476.77     | 0.00%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     26035000 | PA      | $24620311.54   | 0.03%             | 2031-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |   4600000000 | PA      | $35085431.41   | 0.04%             | 2026-05-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11241000000 | PA      | $86533427.85   | 0.09%             | 2024-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE L               | CUSIP: 45834ZAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1943000 | PA      | $1232393.11    | 0.00%             | 2044-05-30      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   9871900000 | PA      | $61672614.35   | 0.07%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      1249000 | PA      | $1060059.01    | 0.00%             | 2030-09-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6689800000 | PA      | $50909103.04   | 0.05%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                  | CHOICE PPTY REIT               | CUSIP: 17039AAM8<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      1986000 | PA      | $1455328.20    | 0.00%             | 2024-09-09      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-330656.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      2908000 | PA      | $2299922.37    | 0.00%             | 2034-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2347743.95    | 0.00%             | 2024-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                            | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      4500000 | PA      | $4429024.79    | 0.00%             | 2028-06-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      9029000 | PA      | $9891100.08    | 0.01%             | 2027-07-24      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                                              | SR-BOLIGKREDITT                | CUSIP: N/A<br>LEI: 5493005EFLOPQ4K0ZF42       | Long             | DBT              | CORP              | NO        |     14075000 | PA      | $14357303.03   | 0.02%             | 2025-10-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1745550000 | PA      | $15586510.99   | 0.02%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      8047000 | PA      | $8302082.89    | 0.01%             | 2026-01-24      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $7696138.88    | 0.01%             | 2026-07-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     96489000 | PA      | $127024244.00  | 0.14%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3133683.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |      2926000 | PA      | $3030529.63    | 0.00%             | 2025-01-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  51968000000 | PA      | $25976444.01   | 0.03%             | 2070-09-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1770623.46    | 0.00%             | 2027-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2271000 | PA      | $1699046.29    | 0.00%             | 2037-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      2786000 | PA      | $2180428.24    | 0.00%             | 2033-07-13      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| Arkema SA                                                                       | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $3626002.11    | 0.00%             | 2027-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     60000000 | PA      | $82104777.37   | 0.09%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                     | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $1931167.08    | 0.00%             | 2083-06-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                                            | MOLNLYCKE HLD                  | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |      2457000 | PA      | $2569627.86    | 0.00%             | 2025-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       796000 | PA      | $727193.61     | 0.00%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                        | BERTELSMANN SE                 | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |      2900000 | PA      | $3069263.14    | 0.00%             | 2024-10-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9722155.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     80429000 | PA      | $83953887.26   | 0.09%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     18832000 | PA      | $13278866.34   | 0.01%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                          | EQT                            | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | DBT              | CORP              | SE        |      3500000 | PA      | $3393084.09    | 0.00%             | 2028-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |     11548000 | PA      | $11859254.00   | 0.01%             | 2025-02-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     56167000 | PA      | $46402406.98   | 0.05%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1590841.19    | 0.00%             | 2024-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                                      | ASSICURAZIONI                  | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      3536000 | PA      | $3955420.15    | 0.00%             | 2024-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                           | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |      1464000 | PA      | $1537492.86    | 0.00%             | 2029-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                        | NAT GRD ELCT EM                | CUSIP: N/A<br>LEI: 549300KXFU5Q7NZE9L79       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2149527.52    | 0.00%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |      2501000 | PA      | $2536346.79    | 0.00%             | 2026-01-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Annington Funding PLC                                                           | ANNINGTON FND PL               | CUSIP: N/A<br>LEI: 549300KK63W8VZIONZ83       | Long             | DBT              | CORP              | GB        |      3513000 | PA      | $3273351.02    | 0.00%             | 2047-07-12      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     12336000 | PA      | $13703296.46   | 0.01%             | 2025-10-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial  | EUROFIMA                       | CUSIP: 298713AK4<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | CORP              | N/A       |      1330000 | PA      | $1033289.70    | 0.00%             | 2027-03-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Canadian Western Bank                                                           | CAN WESTERN BANK               | CUSIP: 136765BJ2<br>LEI: 549300QG7XFGLKN6HL17 | Long             | DBT              | CORP              | CA        |      3233000 | PA      | $2316441.64    | 0.00%             | 2025-01-30      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| UNIQA Insurance Group AG                                                        | UNIQA INSURANCE                | CUSIP: N/A<br>LEI: 529900OOW8ELHOXWZP82       | Long             | DBT              | CORP              | AT        |       900000 | PA      | $984702.36     | 0.00%             | 2046-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     23000000 | PA      | $17571334.49   | 0.02%             | 2027-12-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     45283000 | PA      | $27643948.46   | 0.03%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW                            | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $663276.76     | 0.00%             | 2033-05-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     53409000 | PA      | $52806473.90   | 0.06%             | 2026-07-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      8062000 | PA      | $7346458.46    | 0.01%             | 2028-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    129175000 | PA      | $134570155.30  | 0.14%             | 2026-07-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     24480000 | PA      | $18387250.72   | 0.02%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Bank PLC                                                             | CLYDESDALE BANK                | CUSIP: N/A<br>LEI: NHXOBHMY8K53VRC7MZ54       | Long             | DBT              | CORP              | GB        |      6367000 | PA      | $7917728.64    | 0.01%             | 2026-06-08      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WPP Finance Deutschland GmbH                                                    | WPP FINANCE                    | CUSIP: N/A<br>LEI: 549300187TP95ZWG8155       | Long             | DBT              | CORP              | DE        |      3769000 | PA      | $3606784.05    | 0.00%             | 2030-03-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      8684000 | PA      | $7857395.43    | 0.01%             | 2172-01-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      8200000 | PA      | $7825916.16    | 0.01%             | 2027-06-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  85000000000 | PA      | $14243328.36   | 0.02%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                        | JOHN DEERE FINAN               | CUSIP: 47788ZAK7<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       512000 | PA      | $365342.89     | 0.00%             | 2024-07-17      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1697439.10    | 0.00%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2017                                                                | WPP FINANCE 2017               | CUSIP: N/A<br>LEI: 549300IYY97T872E8L21       | Long             | DBT              | CORP              | GB        |      2067000 | PA      | $2271245.23    | 0.00%             | 2032-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      7314000 | PA      | $8293011.11    | 0.01%             | 2025-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109AP6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      1891000 | PA      | $1584075.73    | 0.00%             | 2039-11-04      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                              | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |      4530000 | PA      | $4376989.70    | 0.00%             | 2027-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     96075000 | PA      | $95188623.22   | 0.10%             | 2035-03-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Carrefour SA                                                                    | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      4507000 | PA      | $4742827.70    | 0.01%             | 2024-04-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       500000 | PA      | $313736.97     | 0.00%             | 2042-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Cambridge II Inc                                                        | IVANHOE CAMB II                | CUSIP: 46578WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2512000 | PA      | $1802760.20    | 0.00%             | 2024-12-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      3680000 | PA      | $3579963.50    | 0.00%             | 2031-06-06      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       969000 | PA      | $1310906.91    | 0.00%             | 2037-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      3012000 | PA      | $1954514.04    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Capgemini SE                                                                    | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4633111.77    | 0.00%             | 2030-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |     10800000 | PA      | $9978126.10    | 0.01%             | 2028-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     38316000 | PA      | $8238574.60    | 0.01%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     22771000 | PA      | $23090687.58   | 0.02%             | 2026-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      4642000 | PA      | $4404238.28    | 0.00%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      3608000 | PA      | $3969032.63    | 0.00%             | 2026-09-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFH2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2880000 | PA      | $1688209.66    | 0.00%             | 2050-05-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $3576058.34    | 0.00%             | 2030-11-09      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                                                    | COFINIMMO                      | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | DBT              | CORP              | BE        |      2100000 | PA      | $1908526.44    | 0.00%             | 2028-01-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PER0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     25785000 | PA      | $18888472.26   | 0.02%             | 2025-03-15      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SGD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5249712.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    230000000 | PA      | $34722094.44   | 0.04%             | 2028-01-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi SA                                                 | INMOBILIARIA COL               | CUSIP: AQ1249962<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $954405.35     | 0.00%             | 2029-11-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $4713596.52    | 0.01%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     26184000 | PA      | $26083771.41   | 0.03%             | 2027-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| de Volksbank NV                                                                 | VOLKSBANK NV                   | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $6707111.92    | 0.01%             | 2026-06-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $5804990.67    | 0.01%             | 2027-05-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     11142000 | PA      | $11516763.79   | 0.01%             | 2171-02-26      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Programa Cedulas TDA Fondo de Titulizacion de Activos                           | PROGRAMA CEDULAS               | CUSIP: N/A<br>LEI: 959800B2SA7684UFA098       | Long             | DBT              | CORP              | ES        |      4200000 | PA      | $4734561.73    | 0.01%             | 2027-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     12658000 | PA      | $2916010.81    | 0.00%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                               | BROWN-FORMAN                   | CUSIP: 115637AR1<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |      4607000 | PA      | $5241465.33    | 0.01%             | 2028-07-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     16557000 | PA      | $16849349.75   | 0.02%             | 2025-05-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7537237.22    | 0.01%             | 2025-09-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                     | ALECTRA INC                    | CUSIP: 014443AK1<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      1193000 | PA      | $756006.49     | 0.00%             | 2049-04-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       495000 | PA      | $350530.24     | 0.00%             | 2024-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      9680000 | PA      | $8932991.71    | 0.01%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      1073000 | PA      | $1084535.41    | 0.00%             | 2028-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     27603000 | PA      | $8764563.99    | 0.01%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $6501650.60    | 0.01%             | 2071-03-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  60000000000 | PA      | $47166312.71   | 0.05%             | 2024-09-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PEF6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     65290000 | PA      | $48200041.34   | 0.05%             | 2024-06-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Prudential PLC                                                                  | PRUDENTIAL PLC                 | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | DBT              | CORP              | GB        |      1541000 | PA      | $2003583.65    | 0.00%             | 2029-05-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     32693000 | PA      | $21734794.30   | 0.02%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      8530000 | PA      | $4911884.02    | 0.01%             | 2052-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      3416000 | PA      | $4684096.33    | 0.01%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                        | TOYOTA CRED CAN                | CUSIP: 892329BP7<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      2592000 | PA      | $1849111.43    | 0.00%             | 2024-07-22      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      6800000 | PA      | $8791528.15    | 0.01%             | 2033-11-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       316000 | PA      | $430946.64     | 0.00%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBE2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      2293000 | PA      | $1580570.91    | 0.00%             | 2048-03-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/London                                                         | CREDIT SUISSE LD               | CUSIP: N/A<br>LEI: ANGGYXNX0JLX3X63JN86       | Long             | DBT              | CORP              | CH        |      3000000 | PA      | $3197377.11    | 0.00%             | 2025-12-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      2457000 | PA      | $2125973.74    | 0.00%             | 2029-09-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    103063000 | PA      | $130162263.34  | 0.14%             | 2027-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                 | WP CAREY INC                   | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |      8339000 | PA      | $8359938.25    | 0.01%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                               | OMERS REALTY CRP               | CUSIP: 68214WAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3563000 | PA      | $2610817.67    | 0.00%             | 2025-06-05      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     15939000 | PA      | $10334281.62   | 0.01%             | 2041-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      7400000 | PA      | $7433758.06    | 0.01%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| London Power Networks PLC                                                       | LONDON POWER                   | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |       238000 | PA      | $310500.97     | 0.00%             | 2027-06-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $724515.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                               | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      4408000 | PA      | $2995607.83    | 0.00%             | 2026-12-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: AR0736298<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |      7500000 | PA      | $57308.89      | 0.00%             | 2028-02-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     11111000 | PA      | $11638301.28   | 0.01%             | 2024-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |   1491100000 | PA      | $11468402.76   | 0.01%             | 2024-05-21      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 18 Ltd                                              | CK HUTCHISON E F               | CUSIP: N/A<br>LEI: 2549003J58N9TB141B68       | Long             | DBT              | CORP              | KY        |      7956000 | PA      | $8156970.66    | 0.01%             | 2025-04-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      5900000 | PA      | $5888108.74    | 0.01%             | 2029-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Finance PLC                                                     | LEGAL & GENL FIN               | CUSIP: EC3157236<br>LEI: 213800AJC8I72ZCD2E71 | Long             | DBT              | CORP              | GB        |      3413000 | PA      | $4620255.41    | 0.00%             | 2031-12-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                  | CUSIP: 86721ZAN9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      1113000 | PA      | $719528.76     | 0.00%             | 2046-09-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      2310000 | PA      | $1546959.03    | 0.00%             | 2027-03-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     35500000 | PA      | $7986490.86    | 0.01%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Affordable Housing Finance PLC                                                  | AFFORDABLE HSG                 | CUSIP: N/A<br>LEI: 213800CUPSEPGZJDL997       | Long             | DBT              | CORP              | GB        |      1307000 | PA      | $1321941.42    | 0.00%             | 2045-08-11      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     36883000 | PA      | $25244704.27   | 0.03%             | 2030-08-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     51634000 | PA      | $38803924.70   | 0.04%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       700000 | PA      | $521715.50     | 0.00%             | 2036-11-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2984543.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     46000000 | PA      | $353337.99     | 0.00%             | 2024-04-25      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      7030000 | PA      | $7420133.90    | 0.01%             | 2025-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                         | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      2800000 | PA      | $1637342.61    | 0.00%             | 2071-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2736111.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2171102.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |      3005000 | PA      | $2121393.59    | 0.00%             | 2029-05-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $3087987.04    | 0.00%             | 2028-01-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $195081.47     | 0.00%             | 2028-07-24      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                             | ESSILORLUXOTTICA               | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | DBT              | CORP              | FR        |      9800000 | PA      | $9426722.83    | 0.01%             | 2028-06-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      4500000 | PA      | $4789533.68    | 0.01%             | 2024-02-05      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                           | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |      4459000 | PA      | $2949135.43    | 0.00%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    434000000 | PA      | $40175793.68   | 0.04%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      2073000 | PA      | $1867667.67    | 0.00%             | 2039-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    179705000 | PA      | $148494678.90  | 0.16%             | 2031-08-01      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                      | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |     17800000 | PA      | $18872505.75   | 0.02%             | 2171-09-18      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                          | EQT                            | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | DBT              | CORP              | SE        |      5400000 | PA      | $4883259.36    | 0.01%             | 2032-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |     17067000 | PA      | $16786945.53   | 0.02%             | 2028-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |      2501000 | PA      | $2531972.80    | 0.00%             | 2028-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      8500000 | PA      | $8682417.57    | 0.01%             | 2030-08-24      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |      1516000 | PA      | $1370008.06    | 0.00%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     35629000 | PA      | $8077108.29    | 0.01%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |     16591000 | PA      | $17344401.77   | 0.02%             | 2024-06-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     11200000 | PA      | $11267565.09   | 0.01%             | 2026-07-10      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Canal de Isabel II Gestion SA                                                   | CANAL DE ISABEL                | CUSIP: N/A<br>LEI: 959800T25J8CA6LUCP08       | Long             | DBT              | CORP              | ES        |      1700000 | PA      | $1769348.34    | 0.00%             | 2025-02-26      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      1951000 | PA      | $2180715.64    | 0.00%             | 2024-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |      1139000 | PA      | $1416031.94    | 0.00%             | 2026-10-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                                       | ALSTOM S                       | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3002144.97    | 0.00%             | 2029-01-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                     | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |     17500000 | PA      | $16862591.54   | 0.02%             | 2027-05-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2253575.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     56369000 | PA      | $45393580.00   | 0.05%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $8341463.04    | 0.01%             | 2031-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  20000000000 | PA      | $15753032.96   | 0.02%             | 2025-12-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                        | TOYOTA CRED CAN                | CUSIP: 892329BN2<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       592000 | PA      | $406881.37     | 0.00%             | 2026-07-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Carmila SA                                                                      | CARMILA SA                     | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1455461.19    | 0.00%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      4913000 | PA      | $4635123.52    | 0.00%             | 2028-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    123329000 | PA      | $87008596.36   | 0.09%             | 2052-09-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CLP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2991466.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     20000000 | PA      | $5018986.11    | 0.01%             | 2037-08-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                                                     | CAMECO CORP                    | CUSIP: 13321LAK4<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | DBT              | CORP              | CA        |      1356000 | PA      | $1001630.54    | 0.00%             | 2024-06-24      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Brenntag Finance BV                                                             | BRENNTAG FINANCE               | CUSIP: N/A<br>LEI: 724500LOJA6NM43PH951       | Long             | DBT              | CORP              | NL        |      1725000 | PA      | $1769904.14    | 0.00%             | 2025-09-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                   | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     10000000 | PA      | $72850.00      | 0.00%             | 2031-07-15      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZCA0<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      3771000 | PA      | $2752507.19    | 0.00%             | 2028-08-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      7821000 | PA      | $7796921.48    | 0.01%             | 2026-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     10800000 | PA      | $10517971.12   | 0.01%             | 2027-03-24      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $5245974.72    | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                   | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |      1725000 | PA      | $1840358.94    | 0.00%             | 2024-11-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                                    | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 5U0XI89JRFVHWIBS4F54       | Long             | DBT              | CORP              | JP        |      4913000 | PA      | $4809697.51    | 0.01%             | 2026-06-18      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      7500000 | PA      | $7038312.26    | 0.01%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |      1455000 | PA      | $1487288.57    | 0.00%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                      | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |      5275000 | PA      | $4025409.55    | 0.00%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      4184000 | PA      | $2704018.64    | 0.00%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                    | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |      7700000 | PA      | $7044193.78    | 0.01%             | 2028-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Aspire Defence Finance PLC                                                      | ASPIRE DEFENCE                 | CUSIP: N/A<br>LEI: 213800EQV9JHWCGV7H79       | Long             | DBT              | CORP              | GB        |      1387640 | PA      | $1673621.29    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                     | HOCHTIEF AKTIENG               | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | DBT              | CORP              | DE        |      1498000 | PA      | $1311044.45    | 0.00%             | 2029-04-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD               | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      3208000 | PA      | $2345235.70    | 0.00%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |      1100000 | PA      | $1345756.79    | 0.00%             | 2033-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      5818000 | PA      | $3779457.14    | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368B5B0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      7012000 | PA      | $5075322.02    | 0.01%             | 2024-07-29      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      5040000 | PA      | $5124755.04    | 0.01%             | 2025-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| China Government International Bond                                             | CHINA (PEOPLE'S)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      4913000 | PA      | $3931420.17    | 0.00%             | 2035-11-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |    150000000 | PA      | $22385819.79   | 0.02%             | 2024-03-03      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      4939000 | PA      | $3469549.22    | 0.00%             | 2030-04-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     19044000 | PA      | $21249230.91   | 0.02%             | 2028-07-22      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $592088.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| University of Manchester                                                        | UNIV OF MANCHEST               | CUSIP: EJ7285376<br>LEI: 213800L6WZJ6FSGIEJ60 | Long             | DBT              | CORP              | GB        |       957000 | PA      | $1129847.07    | 0.00%             | 2053-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     28000000 | PA      | $32360222.04   | 0.03%             | 2032-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | FRANCE TELECOM                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       238000 | PA      | $353735.74     | 0.00%             | 2033-01-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5680600000 | PA      | $37199243.15   | 0.04%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: ZP3538151<br>LEI: N/A                  | Long             | DBT              | NUSS              | PT        |     36570000 | PA      | $32980145.74   | 0.04%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                   | SCENTRE GROUP TR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      6461000 | PA      | $6103408.39    | 0.01%             | 2028-04-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      3700000 | PA      | $2816915.07    | 0.00%             | 2032-08-16      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087J54<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      8940000 | PA      | $6571341.78    | 0.01%             | 2024-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      4913000 | PA      | $5038155.89    | 0.01%             | 2025-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                           | AEROPORTS DE MON               | CUSIP: 007863AF0<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      1054000 | PA      | $882816.87     | 0.00%             | 2037-10-16      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10660750000 | PA      | $76739651.88   | 0.08%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     61370000 | PA      | $83180796.11   | 0.09%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KG2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      1872000 | PA      | $1149278.14    | 0.00%             | 2058-06-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     67299000 | PA      | $48788636.26   | 0.05%             | 2053-06-22      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: AX7282384<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      5500000 | PA      | $5240846.41    | 0.01%             | 2029-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sagen MI Canada Inc                                                             | GENWORTH MI CAN                | CUSIP: 37252BAC6<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |       506000 | PA      | $373702.12     | 0.00%             | 2024-04-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                    | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      7930000 | PA      | $7373812.19    | 0.01%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: N/A<br>LEI: 549300E707U7WNPZN687       | Long             | DBT              | CORP              | US        |      1139000 | PA      | $1015273.14    | 0.00%             | 2031-08-05      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      1004000 | PA      | $1037727.09    | 0.00%             | 2030-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      7552000 | PA      | $8859439.93    | 0.01%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10178485.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freshwater Finance PLC                                                          | FRESHWATER FIN                 | CUSIP: EF7379946<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |      2108000 | PA      | $2232876.67    | 0.00%             | 2036-10-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     14000000 | PA      | $14813389.78   | 0.02%             | 2043-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAK7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      2254000 | PA      | $1646576.35    | 0.00%             | 2028-03-27      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      1228000 | PA      | $1286489.53    | 0.00%             | 2024-05-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                           | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      4327000 | PA      | $4293501.64    | 0.00%             | 2025-11-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     44000000 | PA      | $45285980.98   | 0.05%             | 2024-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $2812080.85    | 0.00%             | 2041-01-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     46150000 | PA      | $33768602.40   | 0.04%             | 2028-03-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8224550000 | PA      | $69394237.03   | 0.07%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                                                         | TRITAX BIG BOX                 | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1294722.97    | 0.00%             | 2033-11-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051DT1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     15094000 | PA      | $10877987.32   | 0.01%             | 2026-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06415EXV2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     11267000 | PA      | $8157703.45    | 0.01%             | 2024-09-23      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      1500000 | PA      | $1273990.76    | 0.00%             | 2031-04-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $807016.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: EJ3468919<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |    148395000 | PA      | $162717477.08  | 0.17%             | 2027-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZAL8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $2197649.91    | 0.00%             | 2031-04-02      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     58468000 | PA      | $46370339.52   | 0.05%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBK5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      2695000 | PA      | $2033633.37    | 0.00%             | 2043-10-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      4876000 | PA      | $4920064.63    | 0.01%             | 2026-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     70000000 | PA      | $64688609.71   | 0.07%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                   | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      6200000 | PA      | $5177103.40    | 0.01%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       931000 | PA      | $954954.95     | 0.00%             | 2026-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     12019000 | PA      | $6824980.37    | 0.01%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: EK8775448<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  20945000000 | PA      | $25097829.56   | 0.03%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      1853000 | PA      | $2274154.41    | 0.00%             | 2027-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: AU2694738<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1002686.78    | 0.00%             | 2027-09-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                      | CAISSE NA REA MU               | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2146819.17    | 0.00%             | 2028-09-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Finance Europe SA                                                | CNH IND FIN                    | CUSIP: N/A<br>LEI: 5493007GVB1I2FDSS786       | Long             | DBT              | CORP              | LU        |      2200000 | PA      | $2228742.15    | 0.00%             | 2027-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      4217000 | PA      | $4108242.98    | 0.00%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: AT5926718<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1246540.16    | 0.00%             | 2048-07-31      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     24867000 | PA      | $24597893.79   | 0.03%             | 2027-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 446806000000 | PA      | $31193571.62   | 0.03%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |      2900000 | PA      | $2903261.51    | 0.00%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1009882000 | PA      | $26160477.71   | 0.03%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     64147000 | PA      | $13908497.75   | 0.01%             | 2025-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      3918000 | PA      | $2811073.16    | 0.00%             | 2024-05-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2075512.59    | 0.00%             | 2025-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     68554000 | PA      | $15289247.91   | 0.02%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      4000000 | PA      | $3842057.93    | 0.00%             | 2026-10-13      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAK7<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      2939000 | PA      | $2074285.92    | 0.00%             | 2025-06-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368B2H0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     10548000 | PA      | $7741272.77    | 0.01%             | 2024-03-06      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     59750000 | PA      | $80415071.41   | 0.09%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DA5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      8413000 | PA      | $6833430.07    | 0.01%             | 2033-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $4013461.10    | 0.00%             | 2034-11-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property AB                                                 | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 213800REBFN6T3PU8L97       | Long             | DBT              | CORP              | SE        |      5870000 | PA      | $6118488.22    | 0.01%             | 2024-03-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                | CUSIP: 194162AG8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      4957000 | PA      | $4984861.69    | 0.01%             | 2026-03-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      9508000 | PA      | $10248285.32   | 0.01%             | 2024-02-19      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      3800000 | PA      | $3266648.45    | 0.00%             | 2032-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10537900000 | PA      | $89027691.16   | 0.10%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Network Rail Infrastructure Finance PLC                                         | NETWRK RAIL INFR               | CUSIP: N/A<br>LEI: 213800H88F5EE4B1D697       | Long             | DBT              | CORP              | GB        |      4367000 | PA      | $5608285.74    | 0.01%             | 2030-12-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/London                                                         | CREDIT SUISSE LD               | CUSIP: N/A<br>LEI: ANGGYXNX0JLX3X63JN86       | Long             | DBT              | CORP              | CH        |       382000 | PA      | $367276.18     | 0.00%             | 2026-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      9947000 | PA      | $9974647.86    | 0.01%             | 2025-07-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      3139000 | PA      | $3276331.51    | 0.00%             | 2024-06-10      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       502000 | PA      | $587068.28     | 0.00%             | 2031-03-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                              | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |     52357000 | PA      | $52353157.90   | 0.06%             | 2026-06-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      2924000 | PA      | $1685454.43    | 0.00%             | 2041-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  15000000000 | PA      | $11870809.79   | 0.01%             | 2025-06-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: N/A<br>LEI: FJSUNZKFNQ5YPJ5OT455       | Long             | DBT              | CORP              | US        |      6172000 | PA      | $5153386.09    | 0.01%             | 2032-10-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                            | CROMBIE REAL EST               | CUSIP: 227107AM1<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1486097.18    | 0.00%             | 2025-01-31      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5075157.42    | 0.01%             | 2025-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OPB Finance Trust                                                               | OPB FINANCE TR                 | CUSIP: 67103MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $707769.12     | 0.00%             | 2042-07-04      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| de Volksbank NV                                                                 | SNS BANK                       | CUSIP: QZ8314606<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      2457000 | PA      | $2212186.01    | 0.00%             | 2031-10-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |     23000000 | PA      | $19685466.65   | 0.02%             | 2031-04-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | DAIMLER AG                     | CUSIP: AO1139366<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      1818000 | PA      | $1664917.27    | 0.00%             | 2037-07-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      1219000 | PA      | $975722.54     | 0.00%             | 2036-08-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     13642000 | PA      | $14271091.38   | 0.02%             | 2024-09-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $7066568.39    | 0.01%             | 2030-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      3910000 | PA      | $3921944.21    | 0.00%             | 2172-01-13      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | WESTLAKE CHEM                  | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $2815062.58    | 0.00%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    434000000 | PA      | $3307323.07    | 0.00%             | 2028-05-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      4887000 | PA      | $4946935.93    | 0.01%             | 2027-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     16502000 | PA      | $16440867.13   | 0.02%             | 2026-10-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    487600000 | PA      | $3771647.15    | 0.00%             | 2024-02-16      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      1559000 | PA      | $830819.65     | 0.00%             | 2052-09-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1293100000 | PA      | $9940071.07    | 0.01%             | 2024-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |      4136000 | PA      | $3321452.12    | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      4549000 | PA      | $4900132.00    | 0.01%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                  | JYSKE BANK A/S                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |      5410000 | PA      | $5671508.39    | 0.01%             | 2029-04-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                               | FORTISALBERTA                  | CUSIP: 34957ZAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       652000 | PA      | $341453.61     | 0.00%             | 2051-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      1324000 | PA      | $1354634.62    | 0.00%             | 2026-07-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: N/A<br>LEI: HL3H1H2BGXWVG3BSWR90       | Long             | DBT              | CORP              | US        |      1228000 | PA      | $1246953.42    | 0.00%             | 2029-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     14640000 | PA      | $14103477.18   | 0.02%             | 2030-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                 | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |      2028000 | PA      | $2262802.80    | 0.00%             | 2028-02-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      4669000 | PA      | $3781319.67    | 0.00%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     26840000 | PA      | $7635330.98    | 0.01%             | 2023-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CPIF Finance Pty Ltd                                                            | CPIF FINANCE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      3800000 | PA      | $2074175.65    | 0.00%             | 2030-10-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      6000000 | PA      | $4576834.99    | 0.00%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                  | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |       100000 | PA      | $102906.91     | 0.00%             | 2025-03-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |      4265000 | PA      | $4428965.14    | 0.00%             | 2026-02-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    280880000 | PA      | $16453291.25   | 0.02%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     27831000 | PA      | $21142817.53   | 0.02%             | 2024-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                          | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $689319.82     | 0.00%             | 2025-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $273931.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $6455584.25    | 0.01%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance Luxembourg SA                                                  | SWISS RE FIN                   | CUSIP: N/A<br>LEI: 549300CLQZ6TM98LW631       | Long             | DBT              | CORP              | LU        |      3900000 | PA      | $3609810.31    | 0.00%             | 2050-04-30      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Northwestern Hydro Acquisition Co II LP                                         | NORTHWESTERN HYD               | CUSIP: 66815PAA8<br>LEI: 5493009PMN30L0XHJ570 | Long             | DBT              | CORP              | CA        |      2040000 | PA      | $1348773.39    | 0.00%             | 2036-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                                      | ASSICURAZIONI                  | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3513877.47    | 0.00%             | 2032-07-06      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746TH4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5400000 | PA      | $3992805.98    | 0.00%             | 2026-04-28      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10296675.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | CAISS DESJARDINS               | CUSIP: N/A<br>LEI: 549300B2Q47IR0CR5B54       | Long             | DBT              | CORP              | CA        |     20587000 | PA      | $20566440.66   | 0.02%             | 2025-09-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     94095324 | PA      | $66009726.63   | 0.07%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance BV                                                              | GAS NAT FENOSA F               | CUSIP: EK0996935<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2157393.06    | 0.00%             | 2024-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GR2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      5400000 | PA      | $3866021.75    | 0.00%             | 2025-08-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: BG7387338<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1091366.80    | 0.00%             | 2050-03-31      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2417831.00    | 0.00%             | 2027-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    326700000 | PA      | $2488307.73    | 0.00%             | 2025-12-19      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                     | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      4913000 | PA      | $4736782.00    | 0.01%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7424612.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1731289.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                       | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |      5262000 | PA      | $4201221.05    | 0.00%             | 2030-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     54610000 | PA      | $61018064.68   | 0.07%             | 2026-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $5275451.87    | 0.01%             | 2025-04-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      5700000 | PA      | $5393442.10    | 0.01%             | 2034-11-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      3000000 | PA      | $2881650.42    | 0.00%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                              | THAMES WATER UTC               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |       497000 | PA      | $819695.08     | 0.00%             | 2058-04-09      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    113902000 | PA      | $26246192.94   | 0.03%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBS4<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |         9000 | PA      | $5949.89       | 0.00%             | 2048-05-11      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Highland Holdings Sarl                                                          | HIGHLAND HOLDING               | CUSIP: N/A<br>LEI: 549300WGY8GPJM4PQR36       | Long             | DBT              | CORP              | LU        |      8700000 | PA      | $8374998.96    | 0.01%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                  | BORGWARNER INC                 | CUSIP: N/A<br>LEI: 549300DSFX2IE88NSX47       | Long             | DBT              | CORP              | US        |      4629000 | PA      | $3944348.98    | 0.00%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                      | NAV CANADA                     | CUSIP: 62895ZAP5<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      3428000 | PA      | $2145738.90    | 0.00%             | 2048-03-30      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     68082000 | PA      | $85525349.80   | 0.09%             | 2028-01-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       488000 | PA      | $541948.47     | 0.00%             | 2025-06-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 21 Ltd                                              | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |      3200000 | PA      | $2794873.17    | 0.00%             | 2029-11-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                   | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |       735000 | PA      | $505403.36     | 0.00%             | 2028-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UX1<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     10481000 | PA      | $6992376.84    | 0.01%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    129364000 | PA      | $128535894.66  | 0.14%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CPI Property Group SA                                                           | CPI PROPERTY GRO               | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      2293000 | PA      | $1979924.96    | 0.00%             | 2028-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                    | UNILEVER PLC                   | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $113896.42     | 0.00%             | 2026-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CQX7<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      2450000 | PA      | $1782680.06    | 0.00%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                       | APTIV PLC                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JE        |      5925000 | PA      | $6163842.62    | 0.01%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: ZR4755156<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |     24400000 | PA      | $181827.17     | 0.00%             | 2029-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAF3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      2334000 | PA      | $1634348.53    | 0.00%             | 2042-06-30      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  18035850000 | PA      | $138375893.62  | 0.15%             | 2026-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO POP ESPAN                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     21100000 | PA      | $21823274.09   | 0.02%             | 2025-04-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117F3M9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      9369000 | PA      | $6722438.29    | 0.01%             | 2025-09-09      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 01306ZDC2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      7402000 | PA      | $5642158.16    | 0.01%             | 2033-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5645562.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                           | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |       977000 | PA      | $961635.85     | 0.00%             | 2027-07-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     90351000 | PA      | $40066915.90   | 0.04%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $643147.58     | 0.00%             | 2030-12-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: ZP2939566<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       277000 | PA      | $325871.46     | 0.00%             | 2024-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        | 115250000000 | PA      | $17186599.29   | 0.02%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FortisBC Inc                                                                    | FORTISBC INC                   | CUSIP: 34958ZAC7<br>LEI: 894500C61ICFDNRMGI86 | Long             | DBT              | CORP              | CA        |      1029000 | PA      | $689039.76     | 0.00%             | 2044-10-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      1970000 | PA      | $1336125.97    | 0.00%             | 2028-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                     | ALECTRA INC                    | CUSIP: 014443AG0<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      5415000 | PA      | $3819486.76    | 0.00%             | 2027-05-17      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     34508000 | PA      | $31112441.40   | 0.03%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZAW3<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      2381000 | PA      | $1780257.89    | 0.00%             | 2041-10-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $8902175.06    | 0.01%             | 2027-03-17      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                            | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      4663000 | PA      | $4030172.32    | 0.00%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                                    | WALGREENS BOOTS                | CUSIP: 931427AL2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |       699000 | PA      | $829294.69     | 0.00%             | 2025-11-20      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                             | EASTMAN CHEMICAL               | CUSIP: 277432AT7<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      4913000 | PA      | $5309359.11    | 0.01%             | 2023-05-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     85000000 | PA      | $13520741.98   | 0.01%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      6515000 | PA      | $6006621.50    | 0.01%             | 2033-05-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                              | MACQUARIE BK LTD               | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      3000000 | PA      | $1999813.66    | 0.00%             | 2025-02-12      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1605498.32    | 0.00%             | 2024-06-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     37296000 | PA      | $28193629.88   | 0.03%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Schweiz AG                                                        | CREDIT SUISSE S                | CUSIP: N/A<br>LEI: 549300CWR0W0BCS9Q144       | Long             | DBT              | CORP              | CH        |      5590000 | PA      | $5787342.57    | 0.01%             | 2025-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                               | GIBSON ENERGY                  | CUSIP: 37482ZAA9<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      1747000 | PA      | $1214411.51    | 0.00%             | 2029-09-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $91604.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087H23<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     64557000 | PA      | $46359936.49   | 0.05%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPER                | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      1004000 | PA      | $1352225.03    | 0.00%             | 2030-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEZ3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2345000 | PA      | $1756907.32    | 0.00%             | 2039-09-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 200000000000 | PA      | $13298398.93   | 0.01%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bevco Lux Sarl                                                                  | BEVCO LUX SARL                 | CUSIP: N/A<br>LEI: 529900A04GL02604LJ24       | Long             | DBT              | CORP              | LU        |      2786000 | PA      | $2334601.77    | 0.00%             | 2030-01-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4428947.66    | 0.00%             | 2029-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1320924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | LIBERTY MUTUAL                 | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |      6818000 | PA      | $7122653.65    | 0.01%             | 2026-05-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                 | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |      2565000 | PA      | $2687988.02    | 0.00%             | 2024-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                               | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      5149000 | PA      | $4914658.02    | 0.01%             | 2029-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     11400000 | PA      | $7674581.69    | 0.01%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: AS3795851<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    102850000 | PA      | $24917181.32   | 0.03%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                                                                | CPUK FINANCE                   | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |      1455000 | PA      | $1691563.49    | 0.00%             | 2042-02-28      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    274660000 | PA      | $62585772.82   | 0.07%             | 2030-10-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GXT6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4799000 | PA      | $3165404.24    | 0.00%             | 2029-02-28      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      2000000 | PA      | $1870303.62    | 0.00%             | 3019-12-09      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      9950000 | PA      | $9914643.08    | 0.01%             | 2028-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     42435000 | PA      | $23084571.54   | 0.02%             | 2071-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5206784.14    | 0.01%             | 2025-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                       | NESTLE SA                      | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | DBT              | CORP              | CH        |      4900000 | PA      | $5664997.85    | 0.01%             | 2034-07-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     11166000 | PA      | $11420496.66   | 0.01%             | 2028-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117FPG8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      9700000 | PA      | $6803231.02    | 0.01%             | 2032-01-26      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                     | ALECTRA INC                    | CUSIP: 014443AL9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $567088.47     | 0.00%             | 2031-02-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-166159.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      9455000 | PA      | $9822721.17    | 0.01%             | 2024-07-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      3052000 | PA      | $2191451.52    | 0.00%             | 2026-06-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dexia Credit Local SA                                                           | DEXIA CRED LOCAL               | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |     30250000 | PA      | $32067283.62   | 0.03%             | 2024-02-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      4876000 | PA      | $3713361.24    | 0.00%             | 2042-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Riverside Finance Plc                                                           | RIVERSIDE FINANC               | CUSIP: EK6192778<br>LEI: 213800JXNDC257C21Q43 | Long             | DBT              | CORP              | GB        |      1093000 | PA      | $1159267.03    | 0.00%             | 2044-12-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $680998.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2357943.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DekaBank Deutsche Girozentrale                                                  | DEKABANK                       | CUSIP: ZQ6159698<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2415257.18    | 0.00%             | 2026-11-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6007600000 | PA      | $39446691.29   | 0.04%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $813702.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SCOTTISH & SOUTH               | CUSIP: EH5062086<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      3272000 | PA      | $4423719.77    | 0.00%             | 2038-08-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      7802000 | PA      | $7997904.14    | 0.01%             | 2025-04-28      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Essity AB                                                                       | ESSITY AB                      | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | DBT              | CORP              | SE        |      4868000 | PA      | $5152552.52    | 0.01%             | 2024-03-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     17863000 | PA      | $15474578.50   | 0.02%             | 2031-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                               | UPJOHN FINANCE                 | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |      5210000 | PA      | $4442984.68    | 0.00%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9186325.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Laurentian Bank of Canada                                                       | LAURENTIAN BANK                | CUSIP: 51925DCE4<br>LEI: HO0K6ZULL3QE6S6SFW60 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1488587.88    | 0.00%             | 2025-09-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      6100000 | PA      | $6703089.86    | 0.01%             | 2025-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/Australia                                              | RABOBANK NED AU                | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $349643.86     | 0.00%             | 2026-05-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                 | LLOYDS BANK PLC                | CUSIP: ZR6339934<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     19550000 | PA      | $17416211.01   | 0.02%             | 2029-09-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    135000000 | PA      | $20244685.47   | 0.02%             | 2025-10-22      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Cloverie PLC for Zurich Insurance Co Ltd                                        | CLOVERIE PLC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      3000000 | PA      | $2913106.14    | 0.00%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $2748642.19    | 0.00%             | 2026-09-14      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  45000000000 | PA      | $34118574.04   | 0.04%             | 2035-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                         | PANASONIC HLDG                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | DBT              | CORP              | JP        |    700000000 | PA      | $5451737.56    | 0.01%             | 2025-03-19      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |   1957870000 | PA      | $79532843.03   | 0.09%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $2582040.98    | 0.00%             | 2025-07-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    150587000 | PA      | $105715872.44  | 0.11%             | 2024-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       985000 | PA      | $1057226.91    | 0.00%             | 2029-09-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  14248200000 | PA      | $93536015.03   | 0.10%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                            | MANCHESTER AGF                 | CUSIP: N/A<br>LEI: 2138006NA5VAMMBK3892       | Long             | DBT              | CORP              | GB        |      1004000 | PA      | $1226714.05    | 0.00%             | 2024-04-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                              | THAMES WATER UTC               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      2674000 | PA      | $3296774.46    | 0.00%             | 2041-02-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $1197335.39    | 0.00%             | 2041-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1043533.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     24628000 | PA      | $23665939.13   | 0.03%             | 2029-01-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                        | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |      1093000 | PA      | $912392.92     | 0.00%             | 2030-07-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     10000000 | PA      | $7287987.21    | 0.01%             | 2041-10-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AXA Logistics Europe Master SCA                                                 | AXA LEM                        | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $2749834.64    | 0.00%             | 2026-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      4913000 | PA      | $5105416.16    | 0.01%             | 2025-03-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4709175.73    | 0.01%             | 2033-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      2161000 | PA      | $2825710.32    | 0.00%             | 2035-03-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    118276000 | PA      | $133322695.21  | 0.14%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                              | BECTON DICKINSON               | CUSIP: 07589LAC1<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |     13956000 | PA      | $14051432.06   | 0.02%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZBR4<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      3137000 | PA      | $2108793.00    | 0.00%             | 2045-12-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      4786000 | PA      | $4008177.45    | 0.00%             | 2031-05-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAN1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      3244000 | PA      | $2086165.68    | 0.00%             | 2049-04-03      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Ventas Canada Finance Ltd                                                       | VENTAS CANADA FI               | CUSIP: 92277LAF3<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              | CORP              | CA        |      4137000 | PA      | $3011797.87    | 0.00%             | 2024-04-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                     | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |      4764000 | PA      | $4908119.09    | 0.01%             | 2025-05-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     25500000 | PA      | $24690729.65   | 0.03%             | 2026-05-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      7346000 | PA      | $3661612.85    | 0.00%             | 2040-04-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DS8<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2630000 | PA      | $1866645.74    | 0.00%             | 2029-11-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     49557000 | PA      | $41980774.81   | 0.05%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE               | CUSIP: 13638ZDD4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      1069000 | PA      | $731710.03     | 0.00%             | 2047-05-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Waste Management of Canada Corp                                                 | WASTE MNGMT                    | CUSIP: 94107TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1897000 | PA      | $1336509.11    | 0.00%             | 2026-09-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    145000000 | PA      | $21602022.51   | 0.02%             | 2028-10-14      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    602000000 | PA      | $55673636.51   | 0.06%             | 2024-12-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                           | INTACT FINANCIAL               | CUSIP: 45823TAG1<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       359000 | PA      | $257143.35     | 0.00%             | 2024-05-21      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    487600000 | PA      | $3724425.27    | 0.00%             | 2025-03-19      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       985000 | PA      | $1070966.24    | 0.00%             | 2030-07-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  24059350000 | PA      | $184433396.86  | 0.20%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |      3800000 | PA      | $4115323.21    | 0.00%             | 2026-01-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                          | JT INTL FIN SERV               | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |      5455000 | PA      | $4774944.45    | 0.01%             | 2029-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance II BV                                                 | LYB INT FINANCE                | CUSIP: N/A<br>LEI: 549300ZSNDBYN4Z4VZ93       | Long             | DBT              | CORP              | NL        |      4461000 | PA      | $4362852.63    | 0.00%             | 2026-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      6700000 | PA      | $6960007.81    | 0.01%             | 2025-02-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087VH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      5877000 | PA      | $4954913.25    | 0.01%             | 2025-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  35000000000 | PA      | $28606399.58   | 0.03%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     12190000 | PA      | $12206488.59   | 0.01%             | 2027-07-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                               | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |      8192000 | PA      | $8470348.78    | 0.01%             | 2025-02-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10283151.00  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     19503000 | PA      | $19139221.17   | 0.02%             | 2028-01-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                             | SOUTHERN WATER S               | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |     10186000 | PA      | $10988234.04   | 0.01%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 120000000000 | PA      | $85290462.74   | 0.09%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-997410.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: AQ6887402<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      3700000 | PA      | $3577464.32    | 0.00%             | 2028-01-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VIA Outlets BV                                                                  | VIA OUTLETS BV                 | CUSIP: N/A<br>LEI: 2594009AT1MND8D7E216       | Long             | DBT              | CORP              | NL        |      2400000 | PA      | $2035275.33    | 0.00%             | 2028-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                        | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      7316000 | PA      | $8347290.92    | 0.01%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |     12400000 | PA      | $11438966.16   | 0.01%             | 2029-03-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALD SA                                                                          | ALD SA                         | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2519505.92    | 0.00%             | 2026-03-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      5713000 | PA      | $4087154.18    | 0.00%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LeasePlan Corp NV                                                               | LEASEPLAN CORP                 | CUSIP: N/A<br>LEI: 724500C60L930FVHS484       | Long             | DBT              | CORP              | NL        |      2900000 | PA      | $3046836.78    | 0.00%             | 2025-05-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Canadian Western Bank                                                           | CAN WESTERN BANK               | CUSIP: 136765BQ6<br>LEI: 549300QG7XFGLKN6HL17 | Long             | DBT              | CORP              | CA        |      2140000 | PA      | $1474263.06    | 0.00%             | 2026-04-16      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    380000000 | PA      | $12188807.94   | 0.01%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                        | JOHN DEERE FINAN               | CUSIP: 47788ZAG6<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1440741.35    | 0.00%             | 2025-01-14      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-384865.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-906277.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $9509496.45    | 0.01%             | 2035-01-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     11800000 | PA      | $9538965.77    | 0.01%             | 2033-02-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZBX7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      4467000 | PA      | $2912291.63    | 0.00%             | 2049-06-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375CM2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      4892000 | PA      | $3179595.57    | 0.00%             | 2047-08-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Finance 16 II Ltd                                                  | CK HUTCHISON FIN               | CUSIP: N/A<br>LEI: 254900X1B76DSAVBLZ88       | Long             | DBT              | CORP              | KY        |      5545000 | PA      | $5727147.75    | 0.01%             | 2024-10-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    154730000 | PA      | $118011490.15  | 0.13%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Greene King Finance PLC                                                         | GREENE KING FIN                | CUSIP: EF3958438<br>LEI: 213800QIJMYMW6TSBG41 | Long             | DBT              | CORP              | GB        |       460110 | PA      | $512641.38     | 0.00%             | 2034-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CNP Assurances                                                                  | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4115237.28    | 0.00%             | 2047-06-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2000000 | PA      | $2173243.06    | 0.00%             | 2026-02-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |    199400000 | PA      | $1608565.84    | 0.00%             | 2027-06-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      6150000 | PA      | $5354391.11    | 0.01%             | 2031-06-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      1818000 | PA      | $1748084.65    | 0.00%             | 2029-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087N34<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     98772000 | PA      | $70920159.27   | 0.08%             | 2025-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                    | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $3915047.33    | 0.00%             | 2026-02-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                          | CUSIP: 88579YAK7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102596.66     | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                       | MYLAN INC                      | CUSIP: N/A<br>LEI: 30ZMPDNA1RHIBH89C294       | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3537301.32    | 0.00%             | 2025-05-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      3600000 | PA      | $4138398.01    | 0.00%             | 2026-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     68162000 | PA      | $16352055.41   | 0.02%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     16683000 | PA      | $17517090.14   | 0.02%             | 2042-07-04      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Enel SpA                                                                        | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     11386000 | PA      | $11821545.11   | 0.01%             | 2171-05-24      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    112001000 | PA      | $114655945.67  | 0.12%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-13803729.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     18367000 | PA      | $17659434.92   | 0.02%             | 2027-10-08      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      6818000 | PA      | $7113563.33    | 0.01%             | 2026-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE L               | CUSIP: 45834ZAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1350000 | PA      | $985612.02     | 0.00%             | 2024-04-18      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-769361.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                     | SWISSCOM AG                    | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | DBT              | CORP              | CH        |       985000 | PA      | $1076669.34    | 0.00%             | 2024-07-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718ES4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      4823000 | PA      | $5633553.74    | 0.01%             | 2025-05-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087H72<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    137725000 | PA      | $83811906.73   | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: EK7852644<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     11760000 | PA      | $12076525.77   | 0.01%             | 2029-07-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                                   | DEV BANK JAPAN                 | CUSIP: N/A<br>LEI: 5493001HGBABMWFZUI25       | Long             | DBT              | NUSS              | JP        |     22200000 | PA      | $170083.23     | 0.00%             | 2026-03-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-823860.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718ET2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      6198000 | PA      | $6763729.33    | 0.01%             | 2029-05-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      9303000 | PA      | $9516158.50    | 0.01%             | 2028-11-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      9500000 | PA      | $10101054.43   | 0.01%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |       300000 | PA      | $325308.53     | 0.00%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Group Co PJSC                                       | EMIRATES TELECOM               | CUSIP: N/A<br>LEI: 529900XDPQPWEQ9BGB80       | Long             | DBT              | CORP              | AE        |      2265000 | PA      | $2111283.98    | 0.00%             | 2028-05-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     27175000 | PA      | $17342480.25   | 0.02%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      3413000 | PA      | $2064643.56    | 0.00%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Northwestern Hydro Acquisition Co III LP                                        | NORTHWESTERN HYD               | CUSIP: 66816DAA4<br>LEI: 549300RT75SCBKVO3335 | Long             | DBT              | CORP              | CA        |      2147000 | PA      | $1399394.45    | 0.00%             | 2038-12-31      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      3146000 | PA      | $2960946.50    | 0.00%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: EK3022770<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10700000 | PA      | $11420553.63   | 0.01%             | 2024-06-04      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $3916839.27    | 0.00%             | 2026-12-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    507500000 | PA      | $3929643.48    | 0.00%             | 2024-04-30      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    116950000 | PA      | $24303459.83   | 0.03%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     83900000 | PA      | $20976111.26   | 0.02%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5326000 | PA      | $5582797.79    | 0.01%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      4200000 | PA      | $3203511.60    | 0.00%             | 2036-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      1500000 | PA      | $1646797.58    | 0.00%             | 2027-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     58761000 | PA      | $2091971.88    | 0.00%             | 2028-03-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     11800000 | PA      | $11140191.84   | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                             | SOUTHERN WATER                 | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |        50000 | PA      | $56158.40      | 0.00%             | 2052-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  22622500000 | PA      | $167156386.38  | 0.18%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                  | CHOICE PPTY REIT               | CUSIP: 17039AAN6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1795506.87    | 0.00%             | 2028-03-08      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      4300000 | PA      | $4653025.63    | 0.00%             | 2024-07-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: 458182EE8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      2314000 | PA      | $1603707.83    | 0.00%             | 2025-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | ILLINOIS TOOL WK               | CUSIP: 452308BA6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      3098000 | PA      | $2856887.84    | 0.00%             | 2031-06-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VED2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       951000 | PA      | $926760.38     | 0.00%             | 2029-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368DTH7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      4813000 | PA      | $3304430.61    | 0.00%             | 2026-05-28      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                   | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      5560000 | PA      | $5854224.80    | 0.01%             | 2026-06-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHU0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     12190000 | PA      | $8260992.27    | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                               | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     25300000 | PA      | $2204609.18    | 0.00%             | 2026-09-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                            | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |     13970000 | PA      | $13680736.03   | 0.01%             | 2026-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $860513.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     16423000 | PA      | $18514777.67   | 0.02%             | 2028-07-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: ZS5870457<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    146959000 | PA      | $35622386.18   | 0.04%             | 2049-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                         | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |      2592000 | PA      | $2550629.94    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | DENMARK - BULLET               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     99818000 | PA      | $8229220.74    | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      5656000 | PA      | $6167900.84    | 0.01%             | 2024-03-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7508700000 | PA      | $62667224.28   | 0.07%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $475781.17     | 0.00%             | 2030-09-04      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK AB                 | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       100000 | PA      | $104393.79     | 0.00%             | 2025-02-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| VW Credit Canada Inc                                                            | VW CREDIT CANADA               | CUSIP: 918423BA1<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      2170000 | PA      | $1544628.03    | 0.00%             | 2024-12-10      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     96709000 | PA      | $24908212.02   | 0.03%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     47392000 | PA      | $47348345.22   | 0.05%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBW5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      1323000 | PA      | $941727.32     | 0.00%             | 2025-05-22      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      2000000 | PA      | $1988347.27    | 0.00%             | 2027-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                  | LOBLAW CO LTD                  | CUSIP: 539481AM3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      3631000 | PA      | $2755674.80    | 0.00%             | 2028-12-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      5600000 | PA      | $7287977.52    | 0.01%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                      | NATL GRID ELECT                | CUSIP: 636273AD6<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      2700000 | PA      | $2082756.32    | 0.00%             | 2031-09-16      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2776000 | PA      | $2382848.47    | 0.00%             | 2036-03-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                    | OMNICOM FIN HOL                | CUSIP: N/A<br>LEI: 213800JBHE39OG74OJ98       | Long             | DBT              | CORP              | GB        |      2231000 | PA      | $2032501.64    | 0.00%             | 2031-07-08      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-896924.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     13000000 | PA      | $11873209.25   | 0.01%             | 2028-01-20      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                          | ENBRIDGE PIPE LN               | CUSIP: 29250ZAR9<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       992000 | PA      | $668723.11     | 0.00%             | 2043-08-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                                                   | EDP SA                         | CUSIP: LW1558128<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      5900000 | PA      | $6266052.51    | 0.01%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       265000 | PA      | $193452.00     | 0.00%             | 2046-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    703592000 | PA      | $21492970.76   | 0.02%             | 2026-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                    | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |      3000000 | PA      | $1736410.54    | 0.00%             | 2026-05-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCI               | CUSIP: 86682ZAL0<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      2655000 | PA      | $1914445.06    | 0.00%             | 2029-08-13      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                    | ALIMEN COUCHE                  | CUSIP: 01626PAE6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      4016000 | PA      | $2954792.94    | 0.00%             | 2025-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1591000 | PA      | $1074404.92    | 0.00%             | 2027-06-23      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      1004000 | PA      | $1079342.89    | 0.00%             | 2024-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                   | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |     10000000 | PA      | $10271966.96   | 0.01%             | 2025-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     10324000 | PA      | $10624358.51   | 0.01%             | 2026-03-08      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      6000000 | PA      | $3781876.12    | 0.00%             | 2041-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200JT9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      1455000 | PA      | $1507518.25    | 0.00%             | 2025-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank AG                                                               | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |     17363000 | PA      | $15011938.32   | 0.02%             | 2034-05-22      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Scotland Gas Networks PLC                                                       | SCOTLAND GAS NET               | CUSIP: N/A<br>LEI: 549300Y7M5CC1U5DBX07       | Long             | DBT              | CORP              | GB        |      1655000 | PA      | $1938381.93    | 0.00%             | 2027-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                 | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      9725000 | PA      | $10177574.36   | 0.01%             | 2025-03-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       382000 | PA      | $374635.05     | 0.00%             | 2028-07-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ventas Canada Finance Ltd                                                       | VENTAS CANADA FI               | CUSIP: 92277LAG1<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $685213.63     | 0.00%             | 2027-01-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                               | UPJOHN FINANCE                 | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |      6910000 | PA      | $6662792.00    | 0.01%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     18732000 | PA      | $23176578.54   | 0.02%             | 2037-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |     59024000 | PA      | $52907362.43   | 0.06%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   3599750000 | PA      | $30500807.72   | 0.03%             | 2031-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      7400000 | PA      | $7345092.67    | 0.01%             | 2027-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      3080000 | PA      | $3168147.91    | 0.00%             | 2025-04-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1132762.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      6084000 | PA      | $5394022.16    | 0.01%             | 2039-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |      3470000 | PA      | $2250409.13    | 0.00%             | 2041-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: N/A<br>LEI: 2138005GYEXN7XRHFA84       | Long             | DBT              | CORP              | US        |      1687000 | PA      | $1935947.87    | 0.00%             | 2025-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     24380000 | PA      | $25399483.04   | 0.03%             | 2024-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087XG4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     52282000 | PA      | $48948730.25   | 0.05%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYRDO-QUEBEC                   | CUSIP: 448814GY3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      4550000 | PA      | $4013293.56    | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN               | CUSIP: N/A<br>LEI: L2Z2MO2EQURH3BREWI15       | Long             | DBT              | CORP              | US        |      8701000 | PA      | $8635564.38    | 0.01%             | 2027-03-19      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |      4688000 | PA      | $4530189.08    | 0.00%             | 2029-03-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     24243000 | PA      | $17577509.73   | 0.02%             | 2025-07-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Transurban Queensland Finance Pty Ltd                                           | TRANSURBAN QLD                 | CUSIP: N/A<br>LEI: 549300RSN9SFNT54IZ82       | Long             | DBT              | CORP              | AU        |       740000 | PA      | $427571.92     | 0.00%             | 2031-08-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                          | NW REDWTR PRT/FI               | CUSIP: 663307AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2756000 | PA      | $1731577.27    | 0.00%             | 2051-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     13235000 | PA      | $13090009.19   | 0.01%             | 2026-07-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2522257.50    | 0.00%             | 2026-02-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance PLC                                                           | RIO TINTO FINANC               | CUSIP: EJ4698381<br>LEI: 2138009113L7IDGEM175 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $483455.18     | 0.00%             | 2029-12-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1025702.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     11400000 | PA      | $10868326.94   | 0.01%             | 2027-12-01      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    480000000 | PA      | $3657962.49    | 0.00%             | 2026-07-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KB3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      4997000 | PA      | $3641203.16    | 0.00%             | 2026-06-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1540206.35    | 0.00%             | 2026-05-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                        | TOYOTA CRED CAN                | CUSIP: 892329BL6<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      2884000 | PA      | $2079345.68    | 0.00%             | 2024-10-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     22321000 | PA      | $14037375.11   | 0.02%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                             | SOUTHERN WATER                 | CUSIP: ED0617438<br>LEI: 213800BTY35K1724Z452 | Long             | DBT              | CORP              | KY        |     11362000 | PA      | $14678879.40   | 0.02%             | 2026-03-31      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5399000 | PA      | $4784560.56    | 0.01%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     12243000 | PA      | $2921931.90    | 0.00%             | 2032-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Societe Du Grand Paris EPIC                                                     | SOCIETE PARIS                  | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $6414765.24    | 0.01%             | 2046-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448EW4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      3144000 | PA      | $3299542.95    | 0.00%             | 2024-05-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      4806000 | PA      | $5103012.74    | 0.01%             | 2029-07-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10293149.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: 42246QAD0<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      1419000 | PA      | $991636.19     | 0.00%             | 2032-09-04      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      6419000 | PA      | $4373864.29    | 0.00%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $355381.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                            | DEUTSCHE HYP HAN               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |        25000 | PA      | $24965.49      | 0.00%             | 2026-06-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Dexia Credit Local SA                                                           | DEXIA CRED LOCAL               | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1773569.99    | 0.00%             | 2025-02-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      1700000 | PA      | $1459071.30    | 0.00%             | 2042-06-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Reliance LP                                                                     | RELIANCE LP                    | CUSIP: 759480AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       964000 | PA      | $697975.99     | 0.00%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1100000000 | PA      | $7442953.33    | 0.01%             | 2036-07-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |     11530000 | PA      | $9356530.89    | 0.01%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                                      | KOJAMO OYJ                     | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | DBT              | CORP              | FI        |      3762000 | PA      | $3128641.90    | 0.00%             | 2029-05-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2752292.11    | 0.00%             | 2030-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      2926000 | PA      | $3061719.35    | 0.00%             | 2024-06-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ventas Canada Finance Ltd                                                       | VENTAS CANADA FI               | CUSIP: 92277LAB2<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              | CORP              | CA        |       592000 | PA      | $435822.74     | 0.00%             | 2024-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234KG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      7346000 | PA      | $6436677.22    | 0.01%             | 2027-06-02      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      3550000 | PA      | $3670042.27    | 0.00%             | 2171-10-06      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                     | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |       733000 | PA      | $771546.82     | 0.00%             | 2024-03-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZCJ1<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      2600000 | PA      | $1754424.82    | 0.00%             | 2028-05-29      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     18127000 | PA      | $5254101.22    | 0.01%             | 2024-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Euroclear Investments SA                                                        | EUROCLEAR INVSTS               | CUSIP: N/A<br>LEI: 222100BZL5ZNXNUKWZ69       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $3020034.11    | 0.00%             | 2026-12-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      3459000 | PA      | $3528430.74    | 0.00%             | 2025-07-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |       547000 | PA      | $585200.19     | 0.00%             | 2025-01-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     55822000 | PA      | $14192410.62   | 0.02%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    106331558 | PA      | $76665439.88   | 0.08%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                           | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |    174000000 | PA      | $16165045.25   | 0.02%             | 2024-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Bank AS                                                      | SANTANDER CONSUM               | CUSIP: N/A<br>LEI: 549300A08LH2961IPN13       | Long             | DBT              | CORP              | NO        |      8500000 | PA      | $8710278.52    | 0.01%             | 2024-09-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | CAISS DESJARDINS               | CUSIP: 31430WPB4<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      4700000 | PA      | $3531480.85    | 0.00%             | 2027-05-19      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      9500000 | PA      | $8201441.72    | 0.01%             | 2030-02-01      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |   1000000000 | PA      | $7292080.05    | 0.01%             | 2027-05-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                          | AP MOLLER                      | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | DBT              | CORP              | DK        |     26325000 | PA      | $27173411.41   | 0.03%             | 2026-03-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |      2439000 | PA      | $2668477.90    | 0.00%             | 2028-04-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10717500000 | PA      | $57326113.77   | 0.06%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                            | BALDER                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |      1100000 | PA      | $931211.74     | 0.00%             | 2027-01-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      8913000 | PA      | $8456774.59    | 0.01%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     12396000 | PA      | $12344516.44   | 0.01%             | 2049-05-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $385070.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     32549000 | PA      | $31038591.60   | 0.03%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |   1050000000 | PA      | $44118627.45   | 0.05%             | 2025-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-500486.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $850882.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     17288000 | PA      | $17962981.84   | 0.02%             | 2029-07-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06415GDJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      8020000 | PA      | $5769807.58    | 0.01%             | 2032-05-03      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | WL BANK                        | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5074574.16    | 0.01%             | 2026-02-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |    293810000 | PA      | $26044594.94   | 0.03%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    130000000 | PA      | $1044642.31    | 0.00%             | 2034-09-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      7200000 | PA      | $6840953.39    | 0.01%             | 2028-01-28      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2810594.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TDF Infrastructure SASU                                                         | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |      3200000 | PA      | $2832946.74    | 0.00%             | 2029-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2387331.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 064151WY5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     10008000 | PA      | $7270663.26    | 0.01%             | 2024-06-28      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $989504.87     | 0.00%             | 2029-03-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      2132000 | PA      | $2331930.09    | 0.00%             | 2029-04-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                                                  | PRUDENTIAL PLC                 | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | DBT              | CORP              | GB        |      3322000 | PA      | $4219514.07    | 0.00%             | 2031-12-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  60000000000 | PA      | $50900555.28   | 0.05%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC Finance BV                                                        | COCA-COLA HBC BV               | CUSIP: N/A<br>LEI: 549300BXVNOCYQ83FU09       | Long             | DBT              | CORP              | NL        |       100000 | PA      | $105875.08     | 0.00%             | 2024-11-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $4894257.24    | 0.01%             | 2027-09-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |       488000 | PA      | $665508.27     | 0.00%             | 2035-09-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     15000000 | PA      | $14427506.28   | 0.02%             | 2031-03-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HeidelbergCement Finance Luxembourg SA                                          | HEIDELCEMENT FIN               | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |      4000000 | PA      | $4292901.78    | 0.00%             | 2024-10-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516BH8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     14318000 | PA      | $14771489.87   | 0.02%             | 2028-02-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $124520.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     18529000 | PA      | $18489993.53   | 0.02%             | 2027-02-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11930981.58  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Libra Longhurst Group Treasury Plc                                              | LIBRA TREASURY                 | CUSIP: N/A<br>LEI: 213800SGGF87DMN9FP78       | Long             | DBT              | CORP              | GB        |       912000 | PA      | $1137202.20    | 0.00%             | 2038-08-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2229107.36    | 0.00%             | 2030-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAS0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1356470.63    | 0.00%             | 2031-12-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank AG                                                               | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      6192000 | PA      | $5985756.85    | 0.01%             | 2029-01-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Repsol Europe Finance Sarl                                                      | REPSOL EUROPE                  | CUSIP: N/A<br>LEI: 222100TAWUOMRM7NNG09       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $1784962.75    | 0.00%             | 2029-07-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     28782000 | PA      | $16073649.50   | 0.02%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      9725000 | PA      | $10180588.58   | 0.01%             | 2025-09-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                 | WPC EUROBOND                   | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |      1024000 | PA      | $853376.19     | 0.00%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     14386000 | PA      | $13285154.35   | 0.01%             | 2033-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| E.ON International Finance BV                                                   | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $2007696.25    | 0.00%             | 2039-07-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      2455000 | PA      | $2282755.81    | 0.00%             | 2035-10-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Shaw Communications Inc                                                         | SHAW COMMUNICAT                | CUSIP: 82028KBA8<br>LEI: 549300SCT0RG6178CI40 | Long             | DBT              | CORP              | CA        |      1714000 | PA      | $1049764.23    | 0.00%             | 2049-12-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      1800000 | PA      | $1898347.03    | 0.00%             | 2025-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      3250000 | PA      | $2343143.13    | 0.00%             | 2029-01-22      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                          | JT INTL FIN SERV               | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |      2501000 | PA      | $2432227.57    | 0.00%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alberta Powerline LP                                                            | ALBERTA POWER                  | CUSIP: 013047AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2484523 | PA      | $1649431.39    | 0.00%             | 2053-12-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBU9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       981000 | PA      | $642785.89     | 0.00%             | 2049-03-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051ER4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      3210000 | PA      | $2497081.33    | 0.00%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Molson Coors International LP                                                   | MOLSON COORS INT               | CUSIP: N/A<br>LEI: 549300JY2HGCZWKZS671       | Long             | DBT              | CORP              | US        |      1397000 | PA      | $1008180.01    | 0.00%             | 2026-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Equitable Bank                                                                  | EQUITABLE BANK                 | CUSIP: 29446NAK6<br>LEI: 5493004QI4QQE17ETY06 | Long             | DBT              | CORP              | CA        |      3500000 | PA      | $2485971.44    | 0.00%             | 2026-03-02      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $9352491.10    | 0.01%             | 2026-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      1364000 | PA      | $1395109.35    | 0.00%             | 2034-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1462750000 | PA      | $11795750.18   | 0.01%             | 2025-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                          | ENBRIDGE PIPE LN               | CUSIP: 29250ZAZ1<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      2207000 | PA      | $1446639.03    | 0.00%             | 2031-05-12      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      9640000 | PA      | $6160787.09    | 0.01%             | 2028-04-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $2823744.58    | 0.00%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     25904000 | PA      | $16573871.95   | 0.02%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                         | DXC CAPITAL FUND               | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |      2903000 | PA      | $2647118.36    | 0.00%             | 2027-09-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Metso Outotec Oyj                                                               | METSO OUTOTEC                  | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | DBT              | CORP              | FI        |      1500000 | PA      | $1360670.98    | 0.00%             | 2028-05-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      4459000 | PA      | $4593366.35    | 0.00%             | 2030-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-22424.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $697212.85     | 0.00%             | 2036-04-30      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                                                          | DEUTSCHE KREDIT                | CUSIP: N/A<br>LEI: 529900K16YGKC8BES892       | Long             | DBT              | CORP              | DE        |       600000 | PA      | $637644.84     | 0.00%             | 2024-06-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                             | EPCOR UTILITIES                | CUSIP: 29410ZAM7<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      1035000 | PA      | $705185.24     | 0.00%             | 2048-11-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1035927.17    | 0.00%             | 2026-06-30      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     11740000 | PA      | $13809120.20   | 0.01%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      6100000 | PA      | $5920990.11    | 0.01%             | 2028-04-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SA                                                       | SNCF SA                        | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |      6900000 | PA      | $6847577.66    | 0.01%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                            | AMCOR UK FINANCE               | CUSIP: 0234EVAA9<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      2457000 | PA      | $2379084.52    | 0.00%             | 2027-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DW9<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2873000 | PA      | $1583267.32    | 0.00%             | 2040-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: AZ1702481<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      2156000 | PA      | $1745438.71    | 0.00%             | 2035-06-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Westcoast Energy Inc                                                            | WESTCOAST ENERGY               | CUSIP: 95751ZAS2<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |      3300000 | PA      | $2413595.77    | 0.00%             | 2024-09-12      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |     10000000 | PA      | $9969217.34    | 0.01%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      3553000 | PA      | $3295553.16    | 0.00%             | 2040-03-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: EK0758251<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      1500000 | PA      | $1614620.43    | 0.00%             | 2024-05-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-180                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    169217000 | PA      | $176023826.85  | 0.19%             | 2024-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $336791.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chorus Ltd                                                                      | CHORUS LTD                     | CUSIP: N/A<br>LEI: R7NJHU48LTCIOB9BVU57       | Long             | DBT              | CORP              | NZ        |      2000000 | PA      | $2152433.26    | 0.00%             | 2029-09-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |       265000 | PA      | $155851.03     | 0.00%             | 2053-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      4163000 | PA      | $7241770.18    | 0.01%             | 2049-01-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469TQ8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      3184000 | PA      | $2494364.82    | 0.00%             | 2042-03-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Finance Europe SA                                                | CNH IND FIN                    | CUSIP: N/A<br>LEI: 5493007GVB1I2FDSS786       | Long             | DBT              | CORP              | LU        |      9454000 | PA      | $9766912.28    | 0.01%             | 2026-01-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                        | TELE2 AB                       | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | CORP              | SE        |       896000 | PA      | $762906.74     | 0.00%             | 2031-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     39007000 | PA      | $43643706.74   | 0.05%             | 2024-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEY6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      7276000 | PA      | $6187328.99    | 0.01%             | 2032-03-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     87312000 | PA      | $109610610.15  | 0.12%             | 2041-07-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      2261000 | PA      | $2608297.64    | 0.00%             | 2030-11-22      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZBT0<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      1471000 | PA      | $1077383.82    | 0.00%             | 2026-03-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     34229000 | PA      | $32452510.75   | 0.03%             | 2031-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: BVN14QDL2<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2177553.17    | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: EH7910860<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |   1130000000 | PA      | $9395078.62    | 0.01%             | 2029-04-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     19233000 | PA      | $16628916.50   | 0.02%             | 2031-03-22      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1925950000 | PA      | $16288170.41   | 0.02%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 63306AGT7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      2799000 | PA      | $1927431.30    | 0.00%             | 2026-06-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                       | TALANX AG                      | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |      5100000 | PA      | $4871560.77    | 0.01%             | 2047-12-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746RX1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4948000 | PA      | $3550620.54    | 0.00%             | 2026-05-19      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2040162.81    | 0.00%             | 2025-02-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7817134.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      4868000 | PA      | $3349094.73    | 0.00%             | 2039-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Trillium Health Partners Volunteers                                             | TRILLIUM HEALTH                | CUSIP: 89620LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       635000 | PA      | $437332.48     | 0.00%             | 2058-12-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution West Midlands PLC                        | WEST PWR DISTR                 | CUSIP: N/A<br>LEI: 549300L22M2RCLXON143       | Long             | DBT              | CORP              | GB        |      2728000 | PA      | $3538587.93    | 0.00%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dexia Credit Local SA                                                           | DEXIA CRED LOCAL               | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $10635630.09   | 0.01%             | 2026-12-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |    192960000 | PA      | $17604669.88   | 0.02%             | 2025-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109AY0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1946575.21    | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-930472.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UP8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      7584000 | PA      | $5504069.41    | 0.01%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10043000000 | PA      | $72082352.68   | 0.08%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DM1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2000000 | PA      | $1402014.20    | 0.00%             | 2036-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                      | CAISSE NA REA MU               | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3160639.61    | 0.00%             | 2028-07-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | ILLINOIS TOOL WK               | CUSIP: 452308AW9<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     12280000 | PA      | $12419564.39   | 0.01%             | 2030-05-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cie Financiere et Industrielle des Autoroutes SA                                | COFIROUTE                      | CUSIP: N/A<br>LEI: 213800CP8292W9E8LJ69       | Long             | DBT              | CORP              | FR        |      3900000 | PA      | $4008431.70    | 0.00%             | 2025-02-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                               | ORBIT CAPITAL                  | CUSIP: N/A<br>LEI: 213800QIGGLJLT7WXP16       | Long             | DBT              | CORP              | GB        |      1090000 | PA      | $1045920.07    | 0.00%             | 2045-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $6555361.39    | 0.01%             | 2032-01-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      3681000 | PA      | $2186423.62    | 0.00%             | 2050-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      2500000 | PA      | $2480372.59    | 0.00%             | 2026-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      4647000 | PA      | $3975044.24    | 0.00%             | 2032-11-04      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: N/A<br>LEI: HL3H1H2BGXWVG3BSWR90       | Long             | DBT              | CORP              | US        |       733000 | PA      | $757670.97     | 0.00%             | 2024-11-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    656063000 | PA      | $15218135.53   | 0.02%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                  | CHOICE PPTY REIT               | CUSIP: 17039AAP1<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      3477000 | PA      | $2432617.44    | 0.00%             | 2029-06-11      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HVV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      5199000 | PA      | $3570020.90    | 0.00%             | 2026-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Societe Du Grand Paris EPIC                                                     | SOCIETE PARIS                  | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      5200000 | PA      | $5114846.69    | 0.01%             | 2028-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6989050000 | PA      | $60023232.87   | 0.06%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    390050000 | PA      | $3199488.17    | 0.00%             | 2026-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                             | EASTMAN CHEMICAL               | CUSIP: 277432AU4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     15729000 | PA      | $15687404.77   | 0.02%             | 2026-11-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |     21300000 | PA      | $14624320.70   | 0.02%             | 2040-02-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      4000000 | PA      | $4141042.97    | 0.00%             | 2027-08-03      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087K94<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     85060000 | PA      | $59242495.21   | 0.06%             | 2025-09-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: EI4162968<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      2850000 | PA      | $3609386.65    | 0.00%             | 2029-10-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $4865697.80    | 0.01%             | 2030-11-13      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SASU                                                         | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $409913.51     | 0.00%             | 2026-04-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                                            | RENTOKIL INITIAL               | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | DBT              | CORP              | GB        |      2501000 | PA      | $2598027.82    | 0.00%             | 2024-11-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |     17990700 | PA      | $11892544.12   | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |     13440000 | PA      | $13628104.42   | 0.01%             | 2026-04-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GEN ELECTRIC CO                | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      3706000 | PA      | $3247336.99    | 0.00%             | 2037-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance Canada Inc                                                | DAIMLER TRCK FI                | CUSIP: 233852AG7<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |      3500000 | PA      | $2642945.47    | 0.00%             | 2025-09-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                               | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $10902386.29   | 0.01%             | 2028-06-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $145547.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      1537000 | PA      | $1066839.72    | 0.00%             | 2030-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     35300000 | PA      | $26774726.99   | 0.03%             | 2032-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $475302.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     54831000 | PA      | $49788068.75   | 0.05%             | 2030-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Peru Government Bond                                                            | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     36001000 | PA      | $6862550.88    | 0.01%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 144000000000 | PA      | $110442248.42  | 0.12%             | 2025-09-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    741200000 | PA      | $5739375.28    | 0.01%             | 2024-11-29      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    102813000 | PA      | $77717471.98   | 0.08%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   6103250000 | PA      | $14492729.09   | 0.02%             | 2024-10-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5414546.18    | 0.01%             | 2031-05-19      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |      9274000 | PA      | $9709961.76    | 0.01%             | 2024-05-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |    584000000 | PA      | $51235702.26   | 0.05%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     32146000 | PA      | $25293597.34   | 0.03%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     40000000 | PA      | $6048492.89    | 0.01%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      8330000 | PA      | $6008545.76    | 0.01%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |       249000 | PA      | $243805.25     | 0.00%             | 2028-12-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9946081.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    110000000 | PA      | $931990.07     | 0.00%             | 2031-06-20      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $4233892.51    | 0.00%             | 2027-07-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      9070000 | PA      | $6062379.69    | 0.01%             | 2048-09-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     98858000 | PA      | $106480139.27  | 0.11%             | 2024-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     59443000 | PA      | $48302625.44   | 0.05%             | 2041-06-02      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |      4837000 | PA      | $4058245.08    | 0.00%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA BOND                   | CUSIP: ZR1469322<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |     10145000 | PA      | $5407439.17    | 0.01%             | 2029-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    401400000 | PA      | $15228665.56   | 0.02%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10347555.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                    | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      6700000 | PA      | $6732218.18    | 0.01%             | 2025-03-24      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: 12593CAH4<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      7192000 | PA      | $4896213.93    | 0.01%             | 2029-09-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                      | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      1184000 | PA      | $1416840.29    | 0.00%             | 2025-04-18      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                          | OTTAWA CITY OF                 | CUSIP: 689551ED7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      1648000 | PA      | $1240053.64    | 0.00%             | 2053-07-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1716543.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UB9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      4226000 | PA      | $3120321.12    | 0.00%             | 2045-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      8840000 | PA      | $5994457.90    | 0.01%             | 2046-10-22      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $207946.42     | 0.00%             | 2025-03-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    341300000 | PA      | $2613491.41    | 0.00%             | 2024-09-20      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: EF8021778<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1737000 | PA      | $2085716.78    | 0.00%             | 2035-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      1500000 | PA      | $1113812.08    | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                 | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |      7500000 | PA      | $6517598.79    | 0.01%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      5000000 | PA      | $5329234.78    | 0.01%             | 2025-05-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Abbott Ireland Financing DAC                                                    | ABBOTT IL FIN                  | CUSIP: N/A<br>LEI: 54930021QV18ZVZQDE71       | Long             | DBT              | CORP              | IE        |      4913000 | PA      | $4713547.92    | 0.01%             | 2027-11-19      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      2439000 | PA      | $2647373.08    | 0.00%             | 2025-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: N/A<br>LEI: FJSUNZKFNQ5YPJ5OT455       | Long             | DBT              | CORP              | US        |      3093000 | PA      | $2141680.14    | 0.00%             | 2050-10-09      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ABP Finance PLC                                                                 | ABP FINANCE PLC                | CUSIP: N/A<br>LEI: 549300MJIRPTCHAYW359       | Long             | DBT              | CORP              | GB        |      2141000 | PA      | $2734233.77    | 0.00%             | 2026-12-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    102768000 | PA      | $22547370.27   | 0.02%             | 2036-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                 | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      4913000 | PA      | $4889048.06    | 0.01%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     33609203 | PA      | $31239339.05   | 0.03%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     15800000 | PA      | $16429314.55   | 0.02%             | 2026-03-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Trillium Windpower LP                                                           | TRILLIUM WIND LP               | CUSIP: 89620MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       288349 | PA      | $220865.01     | 0.00%             | 2033-02-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Abbott Ireland Financing DAC                                                    | ABBOTT IL FIN                  | CUSIP: N/A<br>LEI: 54930021QV18ZVZQDE71       | Long             | DBT              | CORP              | IE        |      8733000 | PA      | $8956780.30    | 0.01%             | 2026-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1471548.42    | 0.00%             | 2031-01-24      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     15897000 | PA      | $16840724.29   | 0.02%             | 2024-05-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     47300000 | PA      | $40422161.14   | 0.04%             | 2031-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON               | CUSIP: 075887BP3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      5833000 | PA      | $5975236.43    | 0.01%             | 2026-12-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Edenred                                                                         | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2901302.95    | 0.00%             | 2029-06-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      7355000 | PA      | $7484378.11    | 0.01%             | 2029-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     13101000 | PA      | $13980779.33   | 0.02%             | 2026-06-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | NORDIC INVST BNK               | CUSIP: N/A<br>LEI: 213800HYL1S7VAXG6Z48       | Long             | DBT              | CORP              | N/A       |      9545000 | PA      | $9699968.91    | 0.01%             | 2025-11-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                | ACEF HOLDING                   | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |      6086000 | PA      | $4763525.85    | 0.01%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                               | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $100776.70     | 0.00%             | 2027-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                     | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |     10452000 | PA      | $11255611.22   | 0.01%             | 2171-06-13      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                    | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | CORP              | N/A       |     12598000 | PA      | $12285449.53   | 0.01%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      3359000 | PA      | $3211480.74    | 0.00%             | 2027-02-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086RF3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      9498000 | PA      | $6875686.11    | 0.01%             | 2024-11-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    178277000 | PA      | $164063095.78  | 0.18%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    386300000 | PA      | $2962987.92    | 0.00%             | 2027-10-25      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| Experian Finance PLC                                                            | EXPERIAN FINANCE               | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $101698.14     | 0.00%             | 2026-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                          | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      1219000 | PA      | $1199117.74    | 0.00%             | 2027-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $28772.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     31300000 | PA      | $242705.30     | 0.00%             | 2025-08-29      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                              | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2438928.52    | 0.00%             | 2028-10-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |      2926000 | PA      | $3076058.04    | 0.00%             | 2024-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     16093000 | PA      | $13815138.83   | 0.01%             | 2030-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                  | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |      2500000 | PA      | $2484504.30    | 0.00%             | 2026-08-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                  | EDP FINANCE BV                 | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |      5545000 | PA      | $5898255.36    | 0.01%             | 2024-02-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Compass Group Finance Netherlands BV                                            | COMPASS GROUP                  | CUSIP: AU2922576<br>LEI: 213800YZZX39WY5G7M06 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $3986565.00    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      6514000 | PA      | $6841020.66    | 0.01%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-116902.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enexis Holding NV                                                               | ENEXIS HOLDING                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $6040980.13    | 0.01%             | 2026-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     11250000 | PA      | $10926400.88   | 0.01%             | 2030-03-23      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Co-operators Financial Services Ltd                                             | CO-OPERATORS FIN               | CUSIP: 18976JAC4<br>LEI: 549300SZ7EWHCKGFYB31 | Long             | DBT              | CORP              | CA        |      2960000 | PA      | $1974387.96    | 0.00%             | 2030-05-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UZ6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      3189000 | PA      | $2286967.07    | 0.00%             | 2053-09-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Denso Corp                                                                      | DENSO CORP                     | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | DBT              | CORP              | JP        |    500000000 | PA      | $3811889.14    | 0.00%             | 2028-03-17      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    170700000 | PA      | $1418514.84    | 0.00%             | 2027-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2254600000 | PA      | $20338263.95   | 0.02%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CQU3<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      1519000 | PA      | $1128726.77    | 0.00%             | 2033-05-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 44889ZFE1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      8727000 | PA      | $6084413.51    | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1449997000 | PA      | $47210408.84   | 0.05%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |    127629000 | PA      | $94533187.29   | 0.10%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| University of Ottawa                                                            | UNIV OF OTTAWA                 | CUSIP: 914771AC4<br>LEI: 549300MK3DYR7A7TME46 | Long             | DBT              | CORP              | CA        |      1811000 | PA      | $901542.90     | 0.00%             | 2060-02-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | BRUCE POWER LP                 | CUSIP: 116705AE4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      1182000 | PA      | $864787.28     | 0.00%             | 2029-06-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323ACG7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     50582000 | PA      | $37624788.97   | 0.04%             | 2024-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     65000000 | PA      | $9643829.02    | 0.01%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      2958000 | PA      | $2625100.39    | 0.00%             | 2029-07-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HeidelbergCement Finance Luxembourg SA                                          | HEIDELCEMENT FIN               | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |      8373000 | PA      | $8196449.30    | 0.01%             | 2027-12-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Octagon Healthcare Funding PLC                                                  | OCTAGON HEALTHCA               | CUSIP: ED2598123<br>LEI: 21380043QGL93BXMJZ95 | Long             | DBT              | CORP              | GB        |       215005 | PA      | $274564.87     | 0.00%             | 2036-06-30      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      1547000 | PA      | $1572995.41    | 0.00%             | 2029-10-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Paragon Treasury Plc                                                            | PARAGON TREASURY               | CUSIP: N/A<br>LEI: 213800Q65UKPKCQBC252       | Long             | DBT              | CORP              | GB        |      2091000 | PA      | $1851361.30    | 0.00%             | 2036-05-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                   | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      6881000 | PA      | $5732350.35    | 0.01%             | 2030-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368DW26<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      7764000 | PA      | $5671272.46    | 0.01%             | 2027-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853CP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      2154000 | PA      | $1667546.65    | 0.00%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                     | DIGITAL INTREPID               | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $949022.87     | 0.00%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086RZ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      5424000 | PA      | $3846427.43    | 0.00%             | 2025-05-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD                                                                   | MUFG 1.95 11/12/2025           | CUSIP: BRSAYVJN2<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |    400000000 | PA      | $3188711.87    | 0.00%             | 2025-11-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       700000 | PA      | $643873.89     | 0.00%             | 2029-06-10      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      6999000 | PA      | $8125162.78    | 0.01%             | 2026-05-08      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     21700000 | PA      | $21698223.59   | 0.02%             | 2027-02-16      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCD0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1877000 | PA      | $1020658.16    | 0.00%             | 2050-02-28      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                     | VANCOUVER AIRPRT               | CUSIP: 921947AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7346000 | PA      | $6156973.25    | 0.01%             | 2026-12-07      | Fixed         | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: N/A<br>LEI: 6WQI0GK1PRFVBA061U48       | Long             | DBT              | CORP              | US        |       714000 | PA      | $661001.97     | 0.00%             | 2039-05-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5968295.43    | 0.01%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                      | SAPUTO INC                     | CUSIP: 80310ZAE9<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      3480000 | PA      | $2546959.31    | 0.00%             | 2025-08-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                        | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |      3063000 | PA      | $3001588.89    | 0.00%             | 2026-10-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                                     | EUTELSAT SA                    | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $460576.94     | 0.00%             | 2027-07-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     82900000 | PA      | $721294.64     | 0.00%             | 2030-05-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10593804.18  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      3200000 | PA      | $3439915.81    | 0.00%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Digital Euro Finco LLC                                                          | DIGITAL EURO FIN               | CUSIP: N/A<br>LEI: 635400OUEAPTXSW3SC91       | Long             | DBT              | CORP              | US        |      2501000 | PA      | $2653469.65    | 0.00%             | 2024-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     10000000 | PA      | $5349602.79    | 0.01%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                   | SCENTRE GROUP TR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      3042000 | PA      | $2736007.88    | 0.00%             | 2029-03-28      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      9459000 | PA      | $10099546.06   | 0.01%             | 2025-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GE Capital European Funding Unlimited Co                                        | GE CAP EUR FUND                | CUSIP: N/A<br>LEI: YHZHHIVHTKEV7XROHS46       | Long             | DBT              | CORP              | IE        |      1341000 | PA      | $1773769.16    | 0.00%             | 2038-03-01      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      6582000 | PA      | $6655507.57    | 0.01%             | 2025-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      1547000 | PA      | $1967448.49    | 0.00%             | 2111-03-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614852J93<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      2450000 | PA      | $1795463.04    | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                     | ALTALINK LP                    | CUSIP: 02135ZAM8<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      4925000 | PA      | $3637832.90    | 0.00%             | 2024-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2852400000 | PA      | $24345973.04   | 0.03%             | 2028-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11287850000 | PA      | $93076472.72   | 0.10%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     36061000 | PA      | $25697637.32   | 0.03%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    242187000 | PA      | $239774650.70  | 0.26%             | 2028-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      7600000 | PA      | $6503110.42    | 0.01%             | 2031-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UC7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      2979000 | PA      | $2210142.17    | 0.00%             | 2024-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      6200000 | PA      | $6839468.10    | 0.01%             | 2025-11-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Leeds Building Society                                                          | LEEDS BLDG SOC                 | CUSIP: N/A<br>LEI: O8VR8MK4M5SM9ZVEFS35       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $208719.68     | 0.00%             | 2024-07-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     77498000 | PA      | $18410454.49   | 0.02%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      5571000 | PA      | $4964210.54    | 0.01%             | 2030-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance Canada Inc                                                | DAIMLER TRCK FI                | CUSIP: 233852AD4<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |      2612000 | PA      | $1856440.89    | 0.00%             | 2024-12-13      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: N/A<br>LEI: B6Q2VFHD1797Q7NZ3E43       | Long             | DBT              | CORP              | US        |      5100000 | PA      | $4664370.70    | 0.01%             | 2028-07-07      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Origin Energy Finance Ltd                                                       | ORIGIN ENER FIN                | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | CORP              | AU        |      2501000 | PA      | $2250267.57    | 0.00%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      6700000 | PA      | $6816125.15    | 0.01%             | 2025-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | DANAHER CORP                   | CUSIP: 235851AS1<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       317000 | PA      | $338658.72     | 0.00%             | 2024-03-30      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     18465000 | PA      | $18442587.12   | 0.02%             | 2027-07-22      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     12608000 | PA      | $13735020.35   | 0.01%             | 2034-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Plenary Health Care Partnerships Humber LP                                      | PLENARY HLTH HUM               | CUSIP: 72908WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1278290 | PA      | $964996.01     | 0.00%             | 2039-05-31      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Indigo Group SAS                                                                | INDIGO GROUP                   | CUSIP: N/A<br>LEI: 213800H5J9NKEXSUQX44       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $95452.71      | 0.00%             | 2028-04-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      2819000 | PA      | $2019081.06    | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |       100000 | PA      | $104348.67     | 0.00%             | 2024-10-11      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: ZP6261850<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      7800000 | PA      | $9033008.88    | 0.01%             | 2025-02-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | PUBLIC STORAGE                 | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      3324000 | PA      | $2760551.65    | 0.00%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SATO Oyj                                                                        | SATO-OYJ                       | CUSIP: ZS8454481<br>LEI: 7437009ELUGUOA45V564 | Long             | DBT              | CORP              | FI        |      3000000 | PA      | $3075169.60    | 0.00%             | 2024-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Equitable Bank                                                                  | EQUITABLE BANK                 | CUSIP: 29446NAG5<br>LEI: 5493004QI4QQE17ETY06 | Long             | DBT              | CORP              | CA        |       981000 | PA      | $670556.61     | 0.00%             | 2025-11-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $433577.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      4500000 | PA      | $4832698.33    | 0.01%             | 2033-01-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     13500000 | PA      | $13825952.35   | 0.01%             | 2028-06-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CRB4<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      1453000 | PA      | $958559.46     | 0.00%             | 2030-05-27      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      2455000 | PA      | $2541720.36    | 0.00%             | 2040-12-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                  | ALLIED PROP REIT               | CUSIP: 019456AJ1<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |      2004000 | PA      | $1237650.85    | 0.00%             | 2032-02-06      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234HL5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      1266000 | PA      | $978011.29     | 0.00%             | 2024-02-07      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Grainger PLC                                                                    | GRAINGER PLC                   | CUSIP: N/A<br>LEI: 2138007CEIRKZMNI2979       | Long             | DBT              | CORP              | GB        |       900000 | PA      | $873103.27     | 0.00%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                            | NORDDEUTSCHE L/B               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |     14600000 | PA      | $14249562.92   | 0.02%             | 2026-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                    | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1307125.29    | 0.00%             | 2032-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                               | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      5862000 | PA      | $4659369.63    | 0.01%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |      2911037 | PA      | $2278139.09    | 0.00%             | 2043-02-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                         | MANULIFE BK CAN                | CUSIP: 565018DF2<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      4329000 | PA      | $2963212.30    | 0.00%             | 2026-02-26      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   1469000000 | PA      | $2357395.30    | 0.00%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                  | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |      3415000 | PA      | $3784728.00    | 0.00%             | 2026-10-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $211595.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                 | LONDON STOCK EX                | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | DBT              | CORP              | GB        |      6502000 | PA      | $6609208.83    | 0.01%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      4850000 | PA      | $6972402.75    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-25235038.95  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Segro PLC                                                                       | SEGRO PLC                      | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |       642000 | PA      | $683484.41     | 0.00%             | 2029-10-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                             | AMADEUS IT GROUP               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | DBT              | CORP              | ES        |      3300000 | PA      | $3287779.93    | 0.00%             | 2028-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      2140000 | PA      | $1451614.09    | 0.00%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |     19078000 | PA      | $19837691.69   | 0.02%             | 2028-07-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                              | CAISSE DES DEPOT               | CUSIP: AZ1051244<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      2200000 | PA      | $2291057.73    | 0.00%             | 2024-06-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     81592000 | PA      | $57681724.92   | 0.06%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4015400000 | PA      | $33636203.58   | 0.04%             | 2032-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     11700000 | PA      | $11848323.94   | 0.01%             | 2030-04-17      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                 | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $205318.19     | 0.00%             | 2025-03-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      5200000 | PA      | $5024650.18    | 0.01%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                     | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2455253.71    | 0.00%             | 2026-11-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      5018000 | PA      | $3687219.84    | 0.00%             | 2028-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Holcim Sterling Finance Netherlands BV                                          | HOLCIM STRLNG                  | CUSIP: N/A<br>LEI: 529900KU5LFL22MEGK07       | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1006117.66    | 0.00%             | 2034-04-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |     14638000 | PA      | $15391093.87   | 0.02%             | 2024-03-13      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance BV                                                              | GAS NAT FENOSA F               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | NL        |       100000 | PA      | $99973.93      | 0.00%             | 2027-01-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                          | DAIMLER INTL FIN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      8484000 | PA      | $8698162.35    | 0.01%             | 2026-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      1800000 | PA      | $2008902.20    | 0.00%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     60930000 | PA      | $79351396.28   | 0.09%             | 2055-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | PENSION INS                    | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |      5680000 | PA      | $6565636.56    | 0.01%             | 2030-09-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XCC8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      8109000 | PA      | $6554829.65    | 0.01%             | 2033-05-04      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GWR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       379000 | PA      | $276154.23     | 0.00%             | 2025-10-31      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      9143000 | PA      | $6323077.76    | 0.01%             | 2026-09-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Eaton Capital UnLtd Co                                                          | EATON CAPITAL                  | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |      1600000 | PA      | $1436705.67    | 0.00%             | 2030-03-08      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                            | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      1411000 | PA      | $1629569.50    | 0.00%             | 2025-08-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | NEW YORK LIFE GL               | CUSIP: ZR5457745<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      1276000 | PA      | $1397855.93    | 0.00%             | 2026-12-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     50000000 | PA      | $4146208.50    | 0.00%             | 2029-05-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      7000000 | PA      | $6729053.22    | 0.01%             | 2028-02-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                           | OP CORPORATE BK                | CUSIP: BJ2957550<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      1568000 | PA      | $1583912.58    | 0.00%             | 2025-08-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1790000000 | PA      | $12647994.37   | 0.01%             | 2035-09-28      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     30800000 | PA      | $28718533.22   | 0.03%             | 2029-11-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | BERLIN LAND                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      4876000 | PA      | $4990020.14    | 0.01%             | 2025-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit AS                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    350302000 | PA      | $47133723.59   | 0.05%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                    | 3I GROUP                       | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1262950.28    | 0.00%             | 2040-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1043533.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89117FJ34<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      4301000 | PA      | $2835404.88    | 0.00%             | 2028-09-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                  | AON PLC                        | CUSIP: 00185AAE4<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      1635000 | PA      | $1695749.84    | 0.00%             | 2026-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                          | DAIMLER INTL FIN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |     12478000 | PA      | $13434527.83   | 0.01%             | 2025-04-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                                         | SCOR SE                        | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $3642210.48    | 0.00%             | 2048-05-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                              | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      2249000 | PA      | $2744154.37    | 0.00%             | 2042-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     44701000 | PA      | $30762513.15   | 0.03%             | 2028-07-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CT Real Estate Investment Trust                                                 | CT REIT                        | CUSIP: 126462AB6<br>LEI: 549300QXEHJXT6D53X16 | Long             | DBT              | CORP              | CA        |      2254000 | PA      | $1639350.95    | 0.00%             | 2025-06-09      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     35098000 | PA      | $31992097.37   | 0.03%             | 2029-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                              | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      3684000 | PA      | $3361962.99    | 0.00%             | 2032-05-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      3242000 | PA      | $3768804.37    | 0.00%             | 2024-12-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $10566571.65   | 0.01%             | 2024-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $679897.98     | 0.00%             | 2038-09-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2299438.77    | 0.00%             | 2029-06-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     40286777 | PA      | $18060449.19   | 0.02%             | 2072-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $3980618.28    | 0.00%             | 2025-07-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      3390000 | PA      | $4314250.40    | 0.00%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     13921000 | PA      | $14233971.12   | 0.02%             | 2025-05-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      2536000 | PA      | $2761922.90    | 0.00%             | 2034-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      5200000 | PA      | $5642196.53    | 0.01%             | 2024-05-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     12634000 | PA      | $12001067.96   | 0.01%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                     | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2358947.73    | 0.00%             | 2024-11-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                            | DASSAULT SYSTEME               | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2441627.09    | 0.00%             | 2026-09-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Icade Sante SACA                                                                | ICADE SANTE SAS                | CUSIP: N/A<br>LEI: 96950067NFR9MWI0CJ45       | Long             | DBT              | CORP              | FR        |      8400000 | PA      | $7278572.66    | 0.01%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN               | CUSIP: 370334BX1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      1004000 | PA      | $1001679.80    | 0.00%             | 2027-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      5400000 | PA      | $5669471.06    | 0.01%             | 2027-06-15      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      4300000 | PA      | $4130819.53    | 0.00%             | 2027-01-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    497600000 | PA      | $3810789.50    | 0.00%             | 2027-07-16      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBG0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      1600000 | PA      | $1097271.71    | 0.00%             | 2052-09-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      4065000 | PA      | $3507809.49    | 0.00%             | 2039-07-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                  | AA BOND CO LTD                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |       500000 | PA      | $564631.77     | 0.00%             | 2050-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                    | CUSIP: AZ5661865<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      4913000 | PA      | $4447004.86    | 0.00%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |     12866000 | PA      | $9509301.33    | 0.01%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2077726.46    | 0.00%             | 2026-05-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CVBA                                                    | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      2000000 | PA      | $2216791.25    | 0.00%             | 2032-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7668900000 | PA      | $59050871.72   | 0.06%             | 2025-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1170300000 | PA      | $8959200.56    | 0.01%             | 2024-12-25      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                           | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       600000 | PA      | $604335.19     | 0.00%             | 2026-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                        | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      3491000 | PA      | $2779378.89    | 0.00%             | 2034-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607GPJ7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      6698000 | PA      | $4755459.19    | 0.01%             | 2025-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: 084664CT6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $1437871.67    | 0.00%             | 2059-06-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                          | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7583975.02    | 0.01%             | 2031-06-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6931000 | PA      | $6932477.63    | 0.01%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                               | OMERS REALTY CRP               | CUSIP: 68214WAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2204000 | PA      | $1569129.07    | 0.00%             | 2030-06-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   8175000000 | PA      | $10011474.52   | 0.01%             | 2024-06-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |   2690000000 | PA      | $19404915.81   | 0.02%             | 2029-09-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                                              | CCL INDS INC                   | CUSIP: 124900AC5<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |       795000 | PA      | $573391.07     | 0.00%             | 2028-04-13      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      3608000 | PA      | $4078305.85    | 0.00%             | 2025-01-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |      3475000 | PA      | $3807680.26    | 0.00%             | 2026-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                              | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $2932305.65    | 0.00%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                  | EDP FINANCE BV                 | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |      4913000 | PA      | $4778307.46    | 0.01%             | 2026-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 669827FW2<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      4150000 | PA      | $3368066.77    | 0.00%             | 2041-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8761265.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | GDF SUEZ                       | CUSIP: EK7876213<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1510409.41    | 0.00%             | 2026-03-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Prs Finance PLC                                                                 | PRS FINANCE PLC                | CUSIP: N/A<br>LEI: 2138002JNX4ZKQI8OU17       | Long             | DBT              | CORP              | GB        |      8669000 | PA      | $9492141.87    | 0.01%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      4179000 | PA      | $3985790.83    | 0.00%             | 2031-03-22      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                                                          | VICINITY CNTRS T               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      2188000 | PA      | $1862934.39    | 0.00%             | 2029-11-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      3206000 | PA      | $1637676.28    | 0.00%             | 2051-01-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200JL6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2105751.37    | 0.00%             | 2028-03-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                        | TELE2 AB                       | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | CORP              | SE        |      1508000 | PA      | $1507879.67    | 0.00%             | 2028-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       100000 | PA      | $110538.06     | 0.00%             | 2026-02-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                     | ALTAGAS LTD                    | CUSIP: 02138ZAX1<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $316416.33     | 0.00%             | 2030-11-30      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBH5<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      7346000 | PA      | $5110388.96    | 0.01%             | 2055-10-29      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Derby Healthcare PLC                                                            | DERBY HEALTHCARE               | CUSIP: ED1362265<br>LEI: 25490033UV5PQQ7FCV22 | Long             | DBT              | CORP              | GB        |       373102 | PA      | $480948.92     | 0.00%             | 2041-06-30      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1316550000 | PA      | $11717074.50   | 0.01%             | 2029-09-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                       | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |      1635000 | PA      | $1998293.05    | 0.00%             | 2045-10-27      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS               | CUSIP: N/A<br>LEI: C33G1C5SYE2YM95EE712       | Long             | DBT              | CORP              | LU        |      2756000 | PA      | $2417382.71    | 0.00%             | 2029-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       200000 | PA      | $232146.80     | 0.00%             | 2025-08-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     32115000 | PA      | $28399665.46   | 0.03%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW                            | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $1884685.37    | 0.00%             | 2028-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    240873000 | PA      | $222594628.63  | 0.24%             | 2030-12-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Chartwell Retirement Residences                                                 | CHARTWELL RETIRE               | CUSIP: 16141AAC7<br>LEI: 549300M7UBEIZBWP4069 | Long             | DBT              | CORP              | CA        |       491000 | PA      | $357967.65     | 0.00%             | 2025-04-28      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |     24659000 | PA      | $17037445.48   | 0.02%             | 2026-07-22      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      1555000 | PA      | $1811825.97    | 0.00%             | 2024-12-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      2457000 | PA      | $2541241.51    | 0.00%             | 2029-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1969803.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854JU3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      6816000 | PA      | $4968021.57    | 0.01%             | 2045-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1280397000 | PA      | $34084819.78   | 0.04%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     30216000 | PA      | $28067725.82   | 0.03%             | 2028-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA BOND                   | CUSIP: BH6763701<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      4903000 | PA      | $2855076.90    | 0.00%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $3079453.60    | 0.00%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5125360.39    | 0.01%             | 2025-04-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      6367000 | PA      | $6230985.63    | 0.01%             | 2026-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  70000000000 | PA      | $56563813.12   | 0.06%             | 2024-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CQZ2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |         2000 | PA      | $1432.39       | 0.00%             | 2027-06-09      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                       | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2813266.28    | 0.00%             | 2172-01-21      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3749516.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $492238.44     | 0.00%             | 2049-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | DBT              | CORP              | GB        |     15000000 | PA      | $13708710.03   | 0.01%             | 2029-06-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709EX6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      7346000 | PA      | $6637453.71    | 0.01%             | 2031-06-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: QZ1442032<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      7500000 | PA      | $57379.47      | 0.00%             | 2026-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1414204.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      2908000 | PA      | $3006183.68    | 0.00%             | 2045-12-04      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      3820000 | PA      | $2623924.81    | 0.00%             | 2027-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARMACEU               | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |      4181000 | PA      | $4362562.29    | 0.00%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     35488000 | PA      | $23351752.62   | 0.03%             | 2051-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                       | SMARTCENTRS REIT               | CUSIP: 83179XAK4<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      3184000 | PA      | $2139419.71    | 0.00%             | 2029-12-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                         | VIER GAS TRANSPO               | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |      3956000 | PA      | $4297320.02    | 0.00%             | 2023-07-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                                      | ASSICURAZIONI                  | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      7336000 | PA      | $8146158.42    | 0.01%             | 2047-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1148000 | PA      | $724544.29     | 0.00%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: QJ8587421<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      6400000 | PA      | $6613811.33    | 0.01%             | 2025-11-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9297095.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     23407000 | PA      | $20124786.58   | 0.02%             | 2036-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2132682.78    | 0.00%             | 2025-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |     14300000 | PA      | $11627377.39   | 0.01%             | 2037-03-02      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Onward Homes Ltd                                                                | ONWARD HOMES LTD               | CUSIP: N/A<br>LEI: 213800NXETOCMZOJPJ57       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1412288.30    | 0.00%             | 2053-03-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1010000000 | PA      | $9163587.65    | 0.01%             | 2048-03-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      4710000 | PA      | $4259650.37    | 0.00%             | 2027-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: ZP3535538<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      7400000 | PA      | $7176503.49    | 0.01%             | 2027-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                      | KOREA DEV BANK                 | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | NUSS              | KR        |      5000000 | PA      | $5280462.50    | 0.01%             | 2027-09-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    243800000 | PA      | $1913981.99    | 0.00%             | 2024-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                  | AA BOND CO LTD                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |       500000 | PA      | $492856.19     | 0.00%             | 2050-07-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAJ6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     13498000 | PA      | $9560962.44    | 0.01%             | 2027-02-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       582000 | PA      | $611922.46     | 0.00%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Volvo Treasury AB                                                               | VOLVO TREAS AB                 | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $1019275.72    | 0.00%             | 2027-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                           | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |     14269000 | PA      | $14021948.72   | 0.02%             | 2026-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Financement-Quebec                                                              | FINANCEMENT QUEB               | CUSIP: 31739ZAG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      6253000 | PA      | $5335803.26    | 0.01%             | 2034-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |    120841000 | PA      | $126744281.40  | 0.14%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                       | AIMCO REALTY INV               | CUSIP: 00889YAB7<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |       981000 | PA      | $692316.97     | 0.00%             | 2028-06-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                         | MANULIFE BK CAN                | CUSIP: 565018DB1<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      1429000 | PA      | $1028459.53    | 0.00%             | 2024-11-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | ECOLAB INC                     | CUSIP: 278865AX8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2607139.86    | 0.00%             | 2024-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                            | DEUTSCHE HYP HAN               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |     39655000 | PA      | $37857859.87   | 0.04%             | 2029-03-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $817873.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     84714000 | PA      | $73657800.54   | 0.08%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $3729107.80    | 0.00%             | 2031-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     10250000 | PA      | $11365093.51   | 0.01%             | 2024-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  40000000000 | PA      | $32002571.85   | 0.03%             | 2024-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ventas Canada Finance Ltd                                                       | VENTAS CANADA FI               | CUSIP: 92277LAH9<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              | CORP              | CA        |      1328000 | PA      | $862501.94     | 0.00%             | 2031-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     50198000 | PA      | $53133447.56   | 0.06%             | 2026-04-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                        | LONSDALE FINANCE               | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |       510000 | PA      | $315931.15     | 0.00%             | 2027-10-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                           | PEMBINA PIPELINE               | CUSIP: 70632ZAG6<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      2380000 | PA      | $1740360.54    | 0.00%             | 2026-08-11      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                         | DENMARK - BULLET               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     36375000 | PA      | $5703314.22    | 0.01%             | 2024-11-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                   | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    341400000 | PA      | $2620710.09    | 0.00%             | 2024-03-19      | Fixed         | 0.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-655060.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THFC Funding No 2 PLC                                                           | THFC FUNDING 2                 | CUSIP: N/A<br>LEI: 2138009P1ZT8JPYGUB82       | Long             | DBT              | CORP              | GB        |      1184000 | PA      | $1669337.39    | 0.00%             | 2041-07-08      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      1900000 | PA      | $1643674.08    | 0.00%             | 3021-02-18      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     14700000 | PA      | $13403388.65   | 0.01%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Circle Anglia Social Housing PLC                                                | CIRCLE ANGLIA                  | CUSIP: EJ0428734<br>LEI: 213800LLT17R5JUEIB78 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1220228.84    | 0.00%             | 2044-03-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                          | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1108758.04    | 0.00%             | 2029-05-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      4779000 | PA      | $4362933.10    | 0.00%             | 2033-08-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                               | BROOKFIELD RENEW               | CUSIP: 11282ZAN8<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      2695000 | PA      | $1878021.15    | 0.00%             | 2030-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086QY3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      8796000 | PA      | $6381410.57    | 0.01%             | 2024-07-02      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  50000000000 | PA      | $39353068.68   | 0.04%             | 2024-06-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                       | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      4500000 | PA      | $4545343.63    | 0.00%             | 2025-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |     12713000 | PA      | $11347871.01   | 0.01%             | 2028-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $3137464.94    | 0.00%             | 2025-04-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZCA6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      1802000 | PA      | $1174612.69    | 0.00%             | 2050-04-05      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW                            | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1265676.64    | 0.00%             | 2032-06-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                        | NAT GRD ELCT EM                | CUSIP: ZR4205764<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $965382.82     | 0.00%             | 2031-09-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      2439000 | PA      | $2348359.35    | 0.00%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1809185.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $881083.24     | 0.00%             | 2040-02-29      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     47224000 | PA      | $47239530.22   | 0.05%             | 2027-03-11      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| TCHC Issuer Trust                                                               | TCHC ISSUER TRUS               | CUSIP: 87228VAB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      1018000 | PA      | $851729.86     | 0.00%             | 2040-02-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833CY4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     13875000 | PA      | $10114831.72   | 0.01%             | 2024-08-19      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    975200000 | PA      | $7461577.24    | 0.01%             | 2028-01-21      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  65000000000 | PA      | $50631944.72   | 0.05%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2033702.09    | 0.00%             | 2026-01-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      4898000 | PA      | $3225153.82    | 0.00%             | 2044-09-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1436982.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government International Bond                               | AUSTRIA REP OF                 | CUSIP: 052591AS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AT        |       798000 | PA      | $684053.12     | 0.00%             | 2034-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087N42<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     43875000 | PA      | $31899767.95   | 0.03%             | 2024-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Newfoundland and Labrador Canada                                    | NEWFOUNDLAND                   | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      9147000 | PA      | $5757146.07    | 0.01%             | 2046-10-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance PLC                                                           | RIO TINTO FINANC               | CUSIP: N/A<br>LEI: 2138009113L7IDGEM175       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $216826.04     | 0.00%             | 2024-12-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      4876000 | PA      | $4869392.37    | 0.01%             | 2026-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HLDGS PLC                 | CUSIP: EH5399785<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1813372.72    | 0.00%             | 2028-09-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RAC Bond Co PLC                                                                 | RAC BOND CO                    | CUSIP: N/A<br>LEI: 2138008FCM2SUNLC7B21       | Long             | DBT              | CORP              | GB        |      1455000 | PA      | $1684431.18    | 0.00%             | 2046-05-06      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12248150000 | PA      | $94146715.51   | 0.10%             | 2024-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     11821000 | PA      | $12360709.44   | 0.01%             | 2024-06-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                            | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      5660000 | PA      | $3369690.60    | 0.00%             | 2030-05-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | AIR PROD & CHEM                | CUSIP: 009158AW6<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      1607000 | PA      | $1686482.07    | 0.00%             | 2025-02-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      8272000 | PA      | $8094529.47    | 0.01%             | 2026-06-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     23098000 | PA      | $20293862.35   | 0.02%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |      3400000 | PA      | $2343977.97    | 0.00%             | 2041-04-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Housing Trust Ltd                                                  | METROPOLITAN HSE               | CUSIP: N/A<br>LEI: 213800ADJSQQI3UH6Z36       | Long             | DBT              | CORP              | GB        |       600000 | PA      | $513493.54     | 0.00%             | 2036-07-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       262000 | PA      | $426596.44     | 0.00%             | 2039-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-631924.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Covivio                                                                         | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |      6800000 | PA      | $6432146.08    | 0.01%             | 2030-06-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      2200000 | PA      | $2337257.12    | 0.00%             | 2026-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                              | OPTIVO FINANCE                 | CUSIP: N/A<br>LEI: 213800DU46CL9M2ZRN02       | Long             | DBT              | CORP              | GB        |      3200000 | PA      | $3951625.55    | 0.00%             | 2043-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5090588.43    | 0.01%             | 2026-01-20      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank AG                                                               | UNICREDIT BANK A               | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |        25000 | PA      | $25799.36      | 0.00%             | 2025-02-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     18100000 | PA      | $15688846.92   | 0.02%             | 2043-02-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                      | FIRST CAP REALTY               | CUSIP: 31943BBY5<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |      1422000 | PA      | $982054.11     | 0.00%             | 2027-07-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HeidelbergCement Finance Luxembourg SA                                          | HEIDELCEMENT FIN               | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |       100000 | PA      | $100503.34     | 0.00%             | 2027-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      2771000 | PA      | $2668739.72    | 0.00%             | 2030-12-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2031325.15    | 0.00%             | 2029-06-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    127000000 | PA      | $968189.30     | 0.00%             | 2027-01-26      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      6181000 | PA      | $5281716.50    | 0.01%             | 2032-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG & Co KGaA                                             | FRESENIUS MEDICA               | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | DBT              | CORP              | DE        |       100000 | PA      | $103661.09     | 0.00%             | 2025-07-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                        | WALT DISNEY CO                 | CUSIP: 254687CD6<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |      6885000 | PA      | $4999695.49    | 0.01%             | 2024-10-07      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      1390000 | PA      | $1271849.04    | 0.00%             | 2029-06-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    100000000 | PA      | $673863.48     | 0.00%             | 2039-03-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: EJ9027123<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      1228000 | PA      | $1327357.25    | 0.00%             | 2046-10-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ryanair DAC                                                                     | RYANAIR DAC                    | CUSIP: N/A<br>LEI: 635400WKFIPCHCKVW376       | Long             | DBT              | CORP              | IE        |     10172000 | PA      | $10848300.94   | 0.01%             | 2025-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     29435000 | PA      | $30113413.25   | 0.03%             | 2029-01-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     11216000 | PA      | $11605445.06   | 0.01%             | 2025-03-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                 | ITALY GOV'T INT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      5802000 | PA      | $7314230.68    | 0.01%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087P57<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     16600000 | PA      | $12765612.72   | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: QZ3196651<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     27520000 | PA      | $28291431.74   | 0.03%             | 2027-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     86607000 | PA      | $58054043.92   | 0.06%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    180000000 | PA      | $1706198.10    | 0.00%             | 2046-03-19      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    118698000 | PA      | $121911960.02  | 0.13%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                       | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      6700000 | PA      | $7016256.32    | 0.01%             | 2024-11-03      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6192300000 | PA      | $47978448.48   | 0.05%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     15200000 | PA      | $12782537.76   | 0.01%             | 2031-02-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     84195000 | PA      | $72437973.50   | 0.08%             | 2031-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8438850000 | PA      | $69969091.17   | 0.08%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     16054000 | PA      | $14471245.41   | 0.02%             | 2030-03-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      1319000 | PA      | $1565819.64    | 0.00%             | 2026-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      8152000 | PA      | $8009323.42    | 0.01%             | 2029-02-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-930472.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | HUF/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $297108.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                               | TENNET HLD BV                  | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |     22013000 | PA      | $21585574.91   | 0.02%             | 2028-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                      | NAV CANADA                     | CUSIP: 62895ZAN0<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |       491000 | PA      | $323391.04     | 0.00%             | 2046-02-23      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                              | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |      4913000 | PA      | $4049513.96    | 0.00%             | 2040-05-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                   | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      4000000 | PA      | $3992531.28    | 0.00%             | 2028-04-04      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      5700000 | PA      | $5997386.70    | 0.01%             | 2038-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      5400000 | PA      | $5005338.15    | 0.01%             | 2031-02-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     42016000 | PA      | $25212100.09   | 0.03%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                   | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      6652000 | PA      | $5937763.85    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZEV1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     26927000 | PA      | $19781198.93   | 0.02%             | 2025-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-29715293.66  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                      | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      2200000 | PA      | $2252299.98    | 0.00%             | 2026-04-21      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    109800000 | PA      | $848248.34     | 0.00%             | 2025-04-25      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      1906000 | PA      | $1649591.08    | 0.00%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      2100000 | PA      | $2081934.50    | 0.00%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                    | CUSIP: N/A<br>LEI: J5OIVXX3P24RJRW5CK77       | Long             | DBT              | CORP              | US        |      3595000 | PA      | $3367724.62    | 0.00%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      2500000 | PA      | $1929939.68    | 0.00%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $3819753.33    | 0.00%             | 2049-05-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      4913000 | PA      | $4826947.88    | 0.01%             | 2026-09-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $8872827.33    | 0.01%             | 2030-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      4568000 | PA      | $4731374.84    | 0.01%             | 2029-10-03      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556BP6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      2313000 | PA      | $2415229.44    | 0.00%             | 2024-09-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |      4913000 | PA      | $4766649.28    | 0.01%             | 2027-07-09      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |     20214000 | PA      | $19593811.81   | 0.02%             | 2028-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mondi Finance PLC                                                               | MONDI FINANCE PL               | CUSIP: N/A<br>LEI: 213800BJV32JT6IRCS96       | Long             | DBT              | CORP              | GB        |      5612000 | PA      | $5948149.18    | 0.01%             | 2024-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      2926000 | PA      | $4141389.74    | 0.00%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     12669000 | PA      | $12236024.47   | 0.01%             | 2028-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    125357000 | PA      | $29774858.12   | 0.03%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |      5000000 | PA      | $3145518.70    | 0.00%             | 2029-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Great Rolling Stock Co PLC/The                                                  | GREAT ROLLING ST               | CUSIP: N/A<br>LEI: 21380012DN57CMIGJT65       | Long             | DBT              | CORP              | GB        |       150308 | PA      | $197719.09     | 0.00%             | 2035-07-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW                            | CUSIP: BH5288981<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3048676.50    | 0.00%             | 2030-04-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      1800000 | PA      | $943306.33     | 0.00%             | 2171-12-23      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1136490000 | PA      | $55342720.55   | 0.06%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      9752000 | PA      | $9044576.17    | 0.01%             | 2032-11-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      6170000 | PA      | $4403870.32    | 0.00%             | 2025-06-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06415E4E2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      7771000 | PA      | $5119253.64    | 0.01%             | 2027-11-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                | OESTER KONTROLBK               | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |       735000 | PA      | $508285.04     | 0.00%             | 2025-08-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      4015000 | PA      | $3263095.62    | 0.00%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6315200000 | PA      | $48826764.60   | 0.05%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       777000 | PA      | $993184.78     | 0.00%             | 2026-01-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Westfield America Management Ltd                                                | WESTFIELD AMERIC               | CUSIP: AM9809428<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              | CORP              | AU        |      1600000 | PA      | $1614360.03    | 0.00%             | 2029-03-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                             | LSEG NTHRLND BV                | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5042358.09    | 0.01%             | 2025-04-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                        | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |     11966000 | PA      | $11826776.78   | 0.01%             | 2027-06-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718FR5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9048663.02    | 0.01%             | 2030-05-05      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      3413000 | PA      | $2777249.18    | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      6904000 | PA      | $6356169.00    | 0.01%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                   | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $121546.50     | 0.00%             | 2043-06-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES                 | CUSIP: 693506BK2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100128.61     | 0.00%             | 2027-03-13      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |       110000 | PA      | $74265.37      | 0.00%             | 2028-04-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                               | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |      1951000 | PA      | $1870636.49    | 0.00%             | 2029-02-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2342635.97    | 0.00%             | 2035-01-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                            | NOTTING HILL GEN               | CUSIP: EK0615147<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      2142000 | PA      | $2342848.83    | 0.00%             | 2054-02-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $14313185.72   | 0.02%             | 2027-09-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     10906000 | PA      | $8819656.44    | 0.01%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |    115000000 | PA      | $107387618.01  | 0.12%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     23432000 | PA      | $23805458.22   | 0.03%             | 2029-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                           | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      4958000 | PA      | $4949630.27    | 0.01%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  15000000000 | PA      | $12085288.60   | 0.01%             | 2024-06-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $600403.39     | 0.00%             | 2025-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                           | ICADE                          | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $1565183.16    | 0.00%             | 2030-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA           | JOHNSON CONTROLS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      2448000 | PA      | $2323152.63    | 0.00%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                       | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      2000000 | PA      | $2123431.57    | 0.00%             | 2031-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wods Transmission PLC                                                           | WODS TRANSMISSIO               | CUSIP: N/A<br>LEI: 2138004ZZ63SPEQ3W108       | Long             | DBT              | CORP              | GB        |        73332 | PA      | $84389.38      | 0.00%             | 2034-08-24      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10707809.39  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCD8<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      4040000 | PA      | $2581770.57    | 0.00%             | 2049-10-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       625000 | PA      | $617115.85     | 0.00%             | 2030-12-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Technologies Holding GmbH                                              | AMP TECH HD GMBH               | CUSIP: AU5909711<br>LEI: 549300110BRSS7DV8V39 | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2053574.12    | 0.00%             | 2028-10-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GMBH                                                      | DEUTSCH BAHN FIN               | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      1706000 | PA      | $1824454.60    | 0.00%             | 2029-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      5066000 | PA      | $5751587.48    | 0.01%             | 2029-10-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 064151QE6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      7346000 | PA      | $5220378.82    | 0.01%             | 2026-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      8120000 | PA      | $8069580.82    | 0.01%             | 2171-11-24      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: ZQ5359901<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |   1627900000 | PA      | $12123547.16   | 0.01%             | 2029-11-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3418019.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1447700000 | PA      | $11040455.05   | 0.01%             | 2027-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                       | LANDBK HESSEN-TH               | CUSIP: ZQ5780494<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1128834.23    | 0.00%             | 2024-11-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                          | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $546248.62     | 0.00%             | 2071-07-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Europe Ltd                                                     | GLENCORE FINANCE               | CUSIP: N/A<br>LEI: 213800WHKNIC1JQQG433       | Long             | DBT              | CORP              | JE        |      2592000 | PA      | $2702443.96    | 0.00%             | 2025-03-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      5495000 | PA      | $3423395.69    | 0.00%             | 2024-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     11089000 | PA      | $9680437.47    | 0.01%             | 2030-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                        | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |      3000000 | PA      | $2845499.52    | 0.00%             | 2027-04-19      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    107325000 | PA      | $25373079.20   | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |     46990000 | PA      | $45934015.88   | 0.05%             | 2029-10-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                          | ENBRIDGE PIPE LN               | CUSIP: 29250ZAX6<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      3931000 | PA      | $2801523.59    | 0.00%             | 2029-02-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $984606.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                   | MERCK FIN SERVIC               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $3794991.72    | 0.00%             | 2028-07-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                            | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |       836000 | PA      | $744514.75     | 0.00%             | 2026-07-30      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Niedersachsen Invest GmbH                                                       | NIEDERSACHSEN IN               | CUSIP: N/A<br>LEI: 3912007MDCRA8HE8NT12       | Long             | DBT              | NUSS              | DE        |     10000000 | PA      | $7850867.98    | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   1424940000 | PA      | $3730439.76    | 0.00%             | 2023-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     12351000 | PA      | $5885497.84    | 0.01%             | 2051-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      1455000 | PA      | $1281734.75    | 0.00%             | 2038-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68323ADM3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     31887000 | PA      | $23131451.22   | 0.02%             | 2026-06-02      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: AU2349861<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      3341000 | PA      | $3234541.84    | 0.00%             | 2028-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SA                                                       | SOCIETE NATIONAL               | CUSIP: EC5317408<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      3935000 | PA      | $5035547.31    | 0.01%             | 2027-03-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      2731000 | PA      | $3181079.57    | 0.00%             | 2042-03-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |     44548000 | PA      | $43968855.08   | 0.05%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                                          | CEZ AS                         | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | DBT              | CORP              | CZ        |      6091000 | PA      | $6717487.61    | 0.01%             | 2025-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6702472.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      2843000 | PA      | $3666746.19    | 0.00%             | 2026-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1291232.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Electricity Financial Corp                                              | ONTARIO HYDRO                  | CUSIP: 683078GG8<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |      6872000 | PA      | $5909772.80    | 0.01%             | 2026-06-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                           | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1765369.08    | 0.00%             | 2025-03-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | UNIBAIL-RODAMCO                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $341065.76     | 0.00%             | 2038-05-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries AS                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      8272000 | PA      | $8878232.58    | 0.01%             | 2024-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      7762000 | PA      | $7310412.40    | 0.01%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Anchor Hanover Group                                                            | ANCHOR HANOVER G               | CUSIP: N/A<br>LEI: 213800GM9QX6ANDXAW94       | Long             | DBT              | CORP              | GB        |      1491000 | PA      | $1050410.64    | 0.00%             | 2051-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      4494000 | PA      | $4650422.50    | 0.00%             | 2024-08-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                                              | DEUTSCHE WOHNEN                | CUSIP: N/A<br>LEI: 529900QE24Q67I3FWZ10       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $3552882.91    | 0.00%             | 2030-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                               | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $609185.09     | 0.00%             | 2026-04-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       205000 | PA      | $200595.75     | 0.00%             | 2027-03-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      3400000 | PA      | $3488924.00    | 0.00%             | 2045-07-07      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     30000000 | PA      | $4841629.14    | 0.01%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2572561.58    | 0.00%             | 2025-09-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11532150000 | PA      | $82805727.52   | 0.09%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      1892000 | PA      | $1759226.42    | 0.00%             | 2028-03-07      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      2998000 | PA      | $2550822.03    | 0.00%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-604180.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital City Link General Partnership                                           | CAPITAL CITY                   | CUSIP: 140006AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       400635 | PA      | $282269.84     | 0.00%             | 2046-03-31      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       700000 | PA      | $639427.10     | 0.00%             | 2030-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     14628000 | PA      | $15032390.00   | 0.02%             | 2025-07-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2200500000 | PA      | $18728558.37   | 0.02%             | 2029-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      9752000 | PA      | $11450918.94   | 0.01%             | 2032-03-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                | CUSIP: N/A<br>LEI: 549300IKL1SDPFI7N655       | Long             | DBT              | CORP              | US        |      2277000 | PA      | $2299969.86    | 0.00%             | 2026-07-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $3729216.47    | 0.00%             | 2025-01-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DQ2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      2484000 | PA      | $1784176.62    | 0.00%             | 2027-06-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    125660000 | PA      | $121440240.60  | 0.13%             | 2026-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PGF4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     10250000 | PA      | $7378162.70    | 0.01%             | 2028-03-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW                            | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     14800000 | PA      | $14038211.16   | 0.02%             | 2027-05-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HSBC Continental Europe SA                                                      | HSBC FRANCE                    | CUSIP: N/A<br>LEI: F0HUI1NY1AZMJMD8LP67       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4719904.42    | 0.01%             | 2027-09-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    366300000 | PA      | $2834176.78    | 0.00%             | 2026-01-30      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     10459000 | PA      | $9854941.63    | 0.01%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     99896000 | PA      | $99257290.10   | 0.11%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MAR4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      5270000 | PA      | $3889587.16    | 0.00%             | 2024-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  10587000000 | PA      | $81103553.10   | 0.09%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087B45<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     30247000 | PA      | $22259409.61   | 0.02%             | 2024-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      6900000 | PA      | $7408034.06    | 0.01%             | 2024-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | THB/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $247132.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      6582000 | PA      | $6889760.59    | 0.01%             | 2027-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Reliance LP                                                                     | RELIANCE LP                    | CUSIP: 759480AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2187000 | PA      | $1479916.63    | 0.00%             | 2027-12-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9653831.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $104507.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                            | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |       777000 | PA      | $961624.25     | 0.00%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    523900000 | PA      | $4029360.72    | 0.00%             | 2024-05-31      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      4732000 | PA      | $3424635.27    | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-274550.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   2620910000 | PA      | $4023966.86    | 0.00%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      2289000 | PA      | $2443254.34    | 0.00%             | 2029-03-31      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                 | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |       100000 | PA      | $97694.51      | 0.00%             | 2026-10-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Canada Post Corp                                                                | CANADA POST CORP               | CUSIP: 13521JAB7<br>LEI: 549300O6E8FEF6XJHA57 | Long             | DBT              | NUSS              | CA        |      1789000 | PA      | $1429801.66    | 0.00%             | 2040-07-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: AX9947695<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      4900000 | PA      | $4833850.27    | 0.01%             | 2030-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                        | GRAND CITY PROP                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      1500000 | PA      | $731725.60     | 0.00%             | 2171-06-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     24900000 | PA      | $184408.20     | 0.00%             | 2030-09-25      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Scotiabank Capital Trust                                                        | SCOTIABANK CAP                 | CUSIP: 80928BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1933000 | PA      | $1449344.96    | 0.00%             | 2056-12-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |     11000000 | PA      | $11861246.68   | 0.01%             | 2025-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11806888.20  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      1274000 | PA      | $1222131.06    | 0.00%             | 2029-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     20700000 | PA      | $14152951.44   | 0.02%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       985000 | PA      | $963131.71     | 0.00%             | 2035-05-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                            | MMS USA HLDGS                  | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3035230.19    | 0.00%             | 2025-06-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    123332000 | PA      | $84428436.15   | 0.09%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Leeds Building Society                                                          | LEEDS BLDG SOC                 | CUSIP: N/A<br>LEI: O8VR8MK4M5SM9ZVEFS35       | Long             | DBT              | CORP              | GB        |     15606000 | PA      | $16511281.10   | 0.02%             | 2027-10-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       100000 | PA      | $106554.67     | 0.00%             | 2026-03-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Peabody Capital PLC                                                             | PEABODY CAPTL                  | CUSIP: EI6076968<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2750000 | PA      | $3437665.96    | 0.00%             | 2043-03-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     14900000 | PA      | $15601396.77   | 0.02%             | 2024-06-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-184                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     90000000 | PA      | $89844360.30   | 0.10%             | 2026-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Roadster Finance DAC                                                            | ROADSTER FIN                   | CUSIP: N/A<br>LEI: 635400KZYOJPAAGFRD47       | Long             | DBT              | CORP              | IE        |       100000 | PA      | $93255.04      | 0.00%             | 2032-12-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                               | IGM FINANCIAL                  | CUSIP: 449586AF3<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $396802.13     | 0.00%             | 2048-07-13      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7010100000 | PA      | $54147608.68   | 0.06%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    126702000 | PA      | $133867283.81  | 0.14%             | 2024-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                                          | CASTELLUM HELSIN               | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |      2230000 | PA      | $1652393.70    | 0.00%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $5865782.81    | 0.01%             | 2032-03-02      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      6820000 | PA      | $6274942.59    | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                                      | ASSICURAZIONI                  | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |     10000000 | PA      | $10634366.34   | 0.01%             | 2171-11-21      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      6529000 | PA      | $7174673.52    | 0.01%             | 2171-10-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |       100000 | PA      | $107901.79     | 0.00%             | 2032-06-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Ltd                                                      | UNITED UTIL WAT                | CUSIP: EC7876542<br>LEI: 213800RQ5FMB2GQ69174 | Long             | DBT              | CORP              | GB        |      3321000 | PA      | $4319495.36    | 0.00%             | 2027-12-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                        | HONDA CANADA FIN               | CUSIP: 438121AV7<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      2016000 | PA      | $1467102.54    | 0.00%             | 2024-06-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $772029.42     | 0.00%             | 2024-06-26      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7250964.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   3000000000 | PA      | $1463325.62    | 0.00%             | 2066-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6707649.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA               | CUSIP: 63306AGJ9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      3200000 | PA      | $2236837.40    | 0.00%             | 2026-08-18      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                          | AP MOLLER                      | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | DBT              | CORP              | DK        |     12786000 | PA      | $10820537.33   | 0.01%             | 2031-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     14628000 | PA      | $14988178.53   | 0.02%             | 2025-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                                    | DS SMITH PLC                   | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | DBT              | CORP              | GB        |      4981000 | PA      | $4879707.38    | 0.01%             | 2026-09-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA           | JOHNSON CONTROLS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      1931000 | PA      | $2039064.80    | 0.00%             | 2028-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NorteGas Energia Distribucion SA                                                | NORTEGAS ENERGIA               | CUSIP: N/A<br>LEI: 959800K24LB8NMVR7K61       | Long             | DBT              | CORP              | ES        |      5139000 | PA      | $5161421.76    | 0.01%             | 2027-09-28      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4363850000 | PA      | $36523659.38   | 0.04%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                 | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |    230000000 | PA      | $34148152.20   | 0.04%             | 2024-11-05      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      1860000 | PA      | $2227888.47    | 0.00%             | 2027-12-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |       700000 | PA      | $608891.77     | 0.00%             | 2031-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       102000 | PA      | $127422.93     | 0.00%             | 2028-04-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1570983.41    | 0.00%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4637850000 | PA      | $34970995.94   | 0.04%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      3279000 | PA      | $3604082.41    | 0.00%             | 2025-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNP Assurances                                                                  | CNP ASSURANCES                 | CUSIP: EK2994383<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5398265.56    | 0.01%             | 2045-06-05      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | MUNI FINANCE PLC               | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      2457000 | PA      | $2448452.39    | 0.00%             | 2026-11-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE L               | CUSIP: 45833VAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1053000 | PA      | $702751.80     | 0.00%             | 2051-11-27      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Landesbank Vorarlberg mit Revisionsverband eGen                      | RAIFF LB VORARLB               | CUSIP: N/A<br>LEI: 529900FEID5L4H2T2L70       | Long             | DBT              | CORP              | AT        |      2500000 | PA      | $2532020.11    | 0.00%             | 2025-09-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9190035.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     26659000 | PA      | $19447601.75   | 0.02%             | 2053-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      1455000 | PA      | $1511502.82    | 0.00%             | 2024-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |      4603000 | PA      | $3681793.49    | 0.00%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | KPN NV                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      1944000 | PA      | $2479337.27    | 0.00%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614853EN5<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      2354000 | PA      | $1849217.51    | 0.00%             | 2041-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: 459058HS5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |     11459000 | PA      | $8260890.46    | 0.01%             | 2025-01-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  11491000000 | PA      | $81316827.55   | 0.09%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RBV9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    730000000 | PA      | $5546961.91    | 0.01%             | 2029-05-23      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                           | AEROPORTS DE MON               | CUSIP: 007863AE3<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      1777000 | PA      | $1410413.13    | 0.00%             | 2035-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                            | ANGLIAN WAT FIN                | CUSIP: EC0801505<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |       242000 | PA      | $328949.60     | 0.00%             | 2029-01-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      2800000 | PA      | $2577576.74    | 0.00%             | 2030-04-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                | CUSIP: 563469TW5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      1581000 | PA      | $1060654.29    | 0.00%             | 2043-03-05      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      5755000 | PA      | $5610409.25    | 0.01%             | 2026-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GZC1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4330000 | PA      | $3011596.60    | 0.00%             | 2027-11-30      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     12084000 | PA      | $11468879.10   | 0.01%             | 2029-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     21584000 | PA      | $27787114.55   | 0.03%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    493190000 | PA      | $80762950.84   | 0.09%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-33783.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | COLOMBIA TES                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CO        |  68000000000 | PA      | $8916021.61    | 0.01%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      7355000 | PA      | $7607053.56    | 0.01%             | 2028-10-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      7697000 | PA      | $7764700.49    | 0.01%             | 2026-06-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                         | M&G PLC                        | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |      4823000 | PA      | $5281167.43    | 0.01%             | 2055-07-20      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Northern Courier Pipeline LP                                                    | NORTHERN COUR                  | CUSIP: 66509CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       767687 | PA      | $516870.74     | 0.00%             | 2042-06-30      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      4750000 | PA      | $5311590.38    | 0.01%             | 2029-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     35982000 | PA      | $25269079.61   | 0.03%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SSL Finance Inc                                                                 | SSL FIN/FNCMT IN               | CUSIP: 78468QAA1<br>LEI: 549300IYS16MVT3XST19 | Long             | DBT              | CORP              | CA        |      1373235 | PA      | $947063.30     | 0.00%             | 2045-10-31      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                  | CUSIP: 86721ZAB5<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      1800000 | PA      | $1363107.38    | 0.00%             | 2037-03-26      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      8290000 | PA      | $8651806.76    | 0.01%             | 2027-04-30      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Euroclear Investments SA                                                        | EUROCLEAR INVSTS               | CUSIP: AR8873325<br>LEI: 222100BZL5ZNXNUKWZ69 | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $1902946.18    | 0.00%             | 2030-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                 | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      4958000 | PA      | $4988702.50    | 0.01%             | 2027-02-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd                                                               | MDGH GMTN RSC                  | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |      2000000 | PA      | $1639688.81    | 0.00%             | 2034-03-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Finance Netherlands BV                                             | TOYOTA MOTOR FIN               | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |      1276000 | PA      | $1268937.46    | 0.00%             | 2025-10-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                   | TRANSURBAN FIN                 | CUSIP: BH4962032<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      4461000 | PA      | $4583831.77    | 0.00%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACS Servicios Comunicaciones y Energia SA                                       | ACS SERVICIOS CO               | CUSIP: N/A<br>LEI: 959800A4TKVH6DJBDX18       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2010246.39    | 0.00%             | 2026-04-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                          | AP MOLLER                      | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | DBT              | CORP              | DK        |     12000000 | PA      | $14546972.92   | 0.02%             | 2025-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Group Co PJSC                                       | EMIRATES TELECOM               | CUSIP: N/A<br>LEI: 529900XDPQPWEQ9BGB80       | Long             | DBT              | CORP              | AE        |      8145000 | PA      | $8630165.51    | 0.01%             | 2026-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZBV9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      3929000 | PA      | $2648935.31    | 0.00%             | 2041-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $4710889.34    | 0.01%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                                          | CANADIAN UTILITI               | CUSIP: 136717BD6<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |       620000 | PA      | $472180.36     | 0.00%             | 2052-06-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                            | MALAYSIA INVEST                | CUSIP: ZS8777154<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     84996000 | PA      | $20085480.83   | 0.02%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |      5335000 | PA      | $5509661.34    | 0.01%             | 2025-06-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                              | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |      1349000 | PA      | $1233864.32    | 0.00%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: N/A<br>LEI: 765LHXWGK1KXCLTFYQ30       | Long             | DBT              | CORP              | US        |      5207000 | PA      | $4870658.18    | 0.01%             | 2043-06-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      8303000 | PA      | $10930941.98   | 0.01%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      8800000 | PA      | $6425923.14    | 0.01%             | 2040-07-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                      | KELLOGG CO                     | CUSIP: 487836BN7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |      2501000 | PA      | $2603117.72    | 0.00%             | 2025-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      6803000 | PA      | $7072726.40    | 0.01%             | 2024-09-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      4876000 | PA      | $4791296.73    | 0.01%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XCD1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $1642102.30    | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     14813000 | PA      | $15968015.97   | 0.02%             | 2037-06-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $4921531.12    | 0.01%             | 2026-06-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      7314000 | PA      | $7469707.05    | 0.01%             | 2026-01-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DG2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      3129000 | PA      | $2583708.55    | 0.00%             | 2033-03-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      3400000 | PA      | $3659527.24    | 0.00%             | 2024-02-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       439000 | PA      | $424239.95     | 0.00%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2077013.08    | 0.00%             | 2024-12-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1987652.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |     25665000 | PA      | $14634898.82   | 0.02%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                    | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      5800000 | PA      | $5749229.60    | 0.01%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJQ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $781481.05     | 0.00%             | 2039-09-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | RESEAU FERRE FRA               | CUSIP: EI1932835<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       683000 | PA      | $863211.08     | 0.00%             | 2060-03-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |     10300000 | PA      | $9178488.34    | 0.01%             | 2029-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Caja Rural de Navarra SCC                                                       | CAJA RURAL NAV                 | CUSIP: N/A<br>LEI: 95980020140005439549       | Long             | DBT              | CORP              | ES        |      3300000 | PA      | $3392350.10    | 0.00%             | 2025-05-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     98600000 | PA      | $764657.56     | 0.00%             | 2025-06-13      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     28573000 | PA      | $28801329.65   | 0.03%             | 2025-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                  | EDP FINANCE BV                 | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |     12849000 | PA      | $13222082.75   | 0.01%             | 2026-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |      1400000 | PA      | $928670.26     | 0.00%             | 2033-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10974545.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | DEUT GENOS-HYPBK               | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       586000 | PA      | $579088.62     | 0.00%             | 2027-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AXA Bank Europe SCF                                                             | AXA BANK EUROPE                | CUSIP: N/A<br>LEI: CVRWQDHDBEPUUVU2FD09       | Long             | DBT              | CORP              | FR        |     13700000 | PA      | $14023875.10   | 0.02%             | 2025-04-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |      5600000 | PA      | $4971928.39    | 0.01%             | 2029-10-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    250000000 | PA      | $37263158.67   | 0.04%             | 2024-04-08      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |     12184000 | PA      | $12690412.29   | 0.01%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $3949835.62    | 0.00%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2683000 | PA      | $2794359.40    | 0.00%             | 2024-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $3426998.91    | 0.00%             | 2026-01-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Westpac Securities NZ Ltd/London                                                | WESTPAC SEC NZ                 | CUSIP: N/A<br>LEI: 549300W0N3O6Q4RCKE25       | Long             | DBT              | CORP              | NZ        |      3910000 | PA      | $4077405.04    | 0.00%             | 2024-06-25      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                    | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |       100000 | PA      | $105366.46     | 0.00%             | 2029-04-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      4900000 | PA      | $5031852.15    | 0.01%             | 2034-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     19300000 | PA      | $16584723.43   | 0.02%             | 2030-10-07      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |   1180000000 | PA      | $9122238.10    | 0.01%             | 2055-03-19      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |     10450000 | PA      | $10828075.70   | 0.01%             | 2032-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    150425000 | PA      | $99853962.32   | 0.11%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     29207000 | PA      | $29189545.70   | 0.03%             | 2026-07-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                           | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      4913000 | PA      | $5053698.16    | 0.01%             | 2025-05-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                     | AGEAS                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |      3000000 | PA      | $2436774.49    | 0.00%             | 2051-11-24      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $978532.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     11748000 | PA      | $12227790.85   | 0.01%             | 2033-05-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                     | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2229756.17    | 0.00%             | 2030-02-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     22400000 | PA      | $21494043.37   | 0.02%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ASB Finance Ltd/London                                                          | ASB FINANCE LTD                | CUSIP: N/A<br>LEI: 549300A8V0FZJN79NH08       | Long             | DBT              | CORP              | NZ        |      2457000 | PA      | $2491855.02    | 0.00%             | 2025-10-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                 | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  36313350000 | PA      | $277728373.03  | 0.30%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8735200000 | PA      | $72114191.36   | 0.08%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |     10700000 | PA      | $6028418.45    | 0.01%             | 2032-03-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                  | NOVA SCOTIA                    | CUSIP: 66989ZEG9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      4124000 | PA      | $2821982.33    | 0.00%             | 2062-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Holding d'Infrastructures de Transport SASU                                     | HOLDING D'INFRA                | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |      4100000 | PA      | $3654583.95    | 0.00%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                   | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     50000000 | PA      | $412874.89     | 0.00%             | 2029-04-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      2683000 | PA      | $2917497.22    | 0.00%             | 2029-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | MYLAN NV                       | CUSIP: N/A<br>LEI: 254900JOFV74IJ7H9933       | Long             | DBT              | CORP              | US        |      4833000 | PA      | $4937533.31    | 0.01%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                        | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |      4200000 | PA      | $4072277.60    | 0.00%             | 2029-06-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1104517.22    | 0.00%             | 2032-09-06      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| HOWOGE Wohnungs-baugesellschaft mbH                                             | HOWOGE WOHNUNGS                | CUSIP: N/A<br>LEI: 894500BIY1Z9MG9QB745       | Long             | DBT              | CORP              | DE        |      5600000 | PA      | $4573954.92    | 0.00%             | 2033-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                             | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       802000 | PA      | $882888.57     | 0.00%             | 2029-01-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |     12189000 | PA      | $11045336.70   | 0.01%             | 2035-05-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                | ENBRIDGE GAS                   | CUSIP: 29260ZAH9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      2200000 | PA      | $1633179.93    | 0.00%             | 2052-08-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      2908000 | PA      | $3094399.05    | 0.00%             | 2025-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                             | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       382000 | PA      | $430406.11     | 0.00%             | 2029-03-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     45000000 | PA      | $49214766.55   | 0.05%             | 2029-12-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                         | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |     42317000 | PA      | $36726907.54   | 0.04%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     25400000 | PA      | $25639423.88   | 0.03%             | 2025-03-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                | CUSIP: N/A<br>LEI: YMEGZFW4SBUSS5BQXF88       | Long             | DBT              | CORP              | US        |       217000 | PA      | $171282.24     | 0.00%             | 2039-11-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pearson Funding PLC                                                             | PEARSON FUNDING                | CUSIP: N/A<br>LEI: 2138001ZJKQ5U81RMY52       | Long             | DBT              | CORP              | GB        |      1293000 | PA      | $1463499.01    | 0.00%             | 2030-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IDR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-769361.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     72325000 | PA      | $66244944.88   | 0.07%             | 2035-07-30      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Shaw Communications Inc                                                         | SHAW COMMUNICAT                | CUSIP: 82028KAQ4<br>LEI: 549300SCT0RG6178CI40 | Long             | DBT              | CORP              | CA        |      5507000 | PA      | $4614951.26    | 0.00%             | 2039-11-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |      5400000 | PA      | $5432122.23    | 0.01%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3127810.61    | 0.00%             | 2032-08-02      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |     26200000 | PA      | $22060436.69   | 0.02%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Societe Fonciere Lyonnaise SA                                                   | SOCIETE FONCIERE               | CUSIP: N/A<br>LEI: 969500B0S40FTUVKD182       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2984149.35    | 0.00%             | 2027-06-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Quadgas Finance PLC                                                             | QUADGAS FIN PLC                | CUSIP: N/A<br>LEI: 549300VISZ55A4JZIN65       | Long             | DBT              | CORP              | GB        |      2321000 | PA      | $2399488.26    | 0.00%             | 2029-09-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4101150000 | PA      | $35008848.72   | 0.04%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   2956340000 | PA      | $7267206.51    | 0.01%             | 2025-06-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                   | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |     23000000 | PA      | $21627235.29   | 0.02%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: AN8683541<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |     14310000 | PA      | $13637859.25   | 0.01%             | 2048-03-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      1670000 | PA      | $1311336.05    | 0.00%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                           | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      3910000 | PA      | $4065206.22    | 0.00%             | 2024-06-19      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      8784000 | PA      | $6988910.21    | 0.01%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Berlin Hyp AG                                                                   | BERLIN HYP AG                  | CUSIP: N/A<br>LEI: 529900C4RSSBWXBSY931       | Long             | DBT              | CORP              | DE        |      1126000 | PA      | $1012456.69    | 0.00%             | 2030-01-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |       700000 | PA      | $575450.16     | 0.00%             | 2033-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      9958000 | PA      | $9550322.58    | 0.01%             | 2026-09-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                       | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |     10000000 | PA      | $9695303.29    | 0.01%             | 2026-10-14      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $4798714.92    | 0.01%             | 2025-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services Nederland BV                                | RECKITT BEN TSY                | CUSIP: BJ4447691<br>LEI: 54930007FVPKN1NNHV37 | Long             | DBT              | CORP              | NL        |      2457000 | PA      | $2442990.20    | 0.00%             | 2026-05-19      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                       | CREDIT AGRICOLE                | CUSIP: AZ1865510<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3133227.66    | 0.00%             | 2024-06-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |       100000 | PA      | $103622.19     | 0.00%             | 2024-11-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      4200000 | PA      | $4339800.99    | 0.00%             | 2032-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: ZQ6650134<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     18224000 | PA      | $13212384.15   | 0.01%             | 2039-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Digital Euro Finco LLC                                                          | DIGITAL EURO FIN               | CUSIP: N/A<br>LEI: 635400OUEAPTXSW3SC91       | Long             | DBT              | CORP              | US        |      9633000 | PA      | $8803653.99    | 0.01%             | 2028-04-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| 2i Rete Gas SpA                                                                 | 2I RETE GAS SPA                | CUSIP: N/A<br>LEI: 549300RV0WBR05UTDI91       | Long             | DBT              | CORP              | IT        |     10200000 | PA      | $8513589.49    | 0.01%             | 2031-01-29      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |      8290000 | PA      | $8865209.57    | 0.01%             | 2024-06-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1643800000 | PA      | $14306183.42   | 0.02%             | 2031-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 592179JZ9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      3372000 | PA      | $2346203.67    | 0.00%             | 2030-04-09      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6060215.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-43358.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      6164000 | PA      | $6123064.42    | 0.01%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |      4103000 | PA      | $4293979.63    | 0.00%             | 2026-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2499302.86    | 0.00%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                   | AHOLD DELHAIZE                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5112656.50    | 0.01%             | 2027-04-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     11684000 | PA      | $11925871.44   | 0.01%             | 2027-10-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      3091000 | PA      | $2072400.80    | 0.00%             | 2027-08-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                     | ALECTRA INC                    | CUSIP: 014443AC9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $630022.12     | 0.00%             | 2042-07-30      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     49156000 | PA      | $42871487.30   | 0.05%             | 2031-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      3000000 | PA      | $2427643.41    | 0.00%             | 2033-02-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                          | ENBRIDGE PIPE LN               | CUSIP: 29250ZAV0<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      1700000 | PA      | $1219830.46    | 0.00%             | 2026-08-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      8362000 | PA      | $8324037.02    | 0.01%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |        88700 | PA      | $40188.80      | 0.00%             | 2050-08-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                      | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |     15800000 | PA      | $15559307.64   | 0.02%             | 2171-04-28      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Aster Treasury Plc                                                              | ASTER TREASURY P               | CUSIP: N/A<br>LEI: 213800P9VSYTW2S14R80       | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $1705246.64    | 0.00%             | 2036-01-27      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Eurocaja Rural SCC                                                              | EUROCAJA RURAL                 | CUSIP: N/A<br>LEI: 95980020140005552166       | Long             | DBT              | CORP              | ES        |      2500000 | PA      | $2626712.26    | 0.00%             | 2024-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  50000000000 | PA      | $40304797.86   | 0.04%             | 2027-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                       | LOWER MATTAGAMI                | CUSIP: 548243AF1<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |       277000 | PA      | $220018.02     | 0.00%             | 2043-09-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: 459058KF9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      5282000 | PA      | $3728903.44    | 0.00%             | 2027-01-19      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      2908000 | PA      | $2887051.08    | 0.00%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      2684000 | PA      | $3525128.11    | 0.00%             | 2035-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     59931000 | PA      | $57405480.88   | 0.06%             | 2029-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ETSA Utilities Finance Pty Ltd                                                  | ETSA UTILITIES                 | CUSIP: N/A<br>LEI: 254900XBG17MF5UNCY48       | Long             | DBT              | CORP              | AU        |       350000 | PA      | $243156.66     | 0.00%             | 2024-08-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     12199000 | PA      | $12785290.56   | 0.01%             | 2027-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                    | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      7000000 | PA      | $7085400.77    | 0.01%             | 2026-03-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                             | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |      4000000 | PA      | $3363430.87    | 0.00%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $4886077.52    | 0.01%             | 2026-01-19      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |    228674000 | PA      | $54291418.43   | 0.06%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      8233000 | PA      | $8675113.96    | 0.01%             | 2025-10-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MYR/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-497199.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3114652.72    | 0.00%             | 2027-02-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                           | BROOKFLD INF ULC               | CUSIP: 11291ZAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1681000 | PA      | $1058421.17    | 0.00%             | 2032-09-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VW Credit Canada Inc                                                            | VW CREDIT CANADA               | CUSIP: 918423AY0<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      3040000 | PA      | $2096854.94    | 0.00%             | 2025-09-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     51525000 | PA      | $50059009.24   | 0.05%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     48531000 | PA      | $34084791.43   | 0.04%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4785000 | PA      | $4509808.76    | 0.00%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $786672.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |        55000 | PA      | $57519.94      | 0.00%             | 2025-01-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      7486000 | PA      | $7717070.54    | 0.01%             | 2025-03-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087P32<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     67700000 | PA      | $49068825.67   | 0.05%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                            | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      1923000 | PA      | $1705226.16    | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                            | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |      3000000 | PA      | $2894495.65    | 0.00%             | 2027-01-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $94447.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                              | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       542000 | PA      | $444485.98     | 0.00%             | 2040-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     25000000 | PA      | $25787061.50   | 0.03%             | 2027-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                           | CUSIP: ZQ1681365<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $381755.97     | 0.00%             | 2027-02-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        | 117409350000 | PA      | $86308949.51   | 0.09%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |       100000 | PA      | $98874.22      | 0.00%             | 2027-01-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                         | AUSGRID FINANCE                | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |      7000000 | PA      | $4884216.63    | 0.01%             | 2024-10-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $2820215.45    | 0.00%             | 2031-03-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4585610.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     16200000 | PA      | $15248259.95   | 0.02%             | 2028-02-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      2146000 | PA      | $2166861.67    | 0.00%             | 2027-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DF6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      1240000 | PA      | $868803.43     | 0.00%             | 2042-12-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | CAISS DESJARDINS               | CUSIP: 31430WCG7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      6385000 | PA      | $4609344.72    | 0.00%             | 2024-10-04      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Gwynt y Mor OFTO PLC                                                            | GWYNT Y MOR OFTO               | CUSIP: N/A<br>LEI: 213800ZY75FRI51F4U25       | Long             | DBT              | CORP              | GB        |       728832 | PA      | $791889.98     | 0.00%             | 2034-02-17      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | AIR PROD & CHEM                | CUSIP: 009158BD7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      1815000 | PA      | $1712519.26    | 0.00%             | 2028-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      3595000 | PA      | $3581430.76    | 0.00%             | 2026-04-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DX7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      3204000 | PA      | $1880946.54    | 0.00%             | 2051-04-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     11776000 | PA      | $10630266.16   | 0.01%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Morhomes PLC                                                                    | MORHOMES PLC                   | CUSIP: N/A<br>LEI: 213800YN2RFMRU87SB68       | Long             | DBT              | CORP              | GB        |       913000 | PA      | $919970.67     | 0.00%             | 2040-02-19      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                           | BG ENERGY CAP                  | CUSIP: EI8604791<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2493870.15    | 0.00%             | 2036-11-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                      | DWR CYMRU FIN UK               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |       500000 | PA      | $460550.42     | 0.00%             | 2033-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                   | REG MUNI OF YORK               | CUSIP: 98704CRC2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      1954000 | PA      | $1312646.11    | 0.00%             | 2031-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |     12000000 | PA      | $10307558.74   | 0.01%             | 2031-10-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     10000000 | PA      | $9751443.74    | 0.01%             | 2026-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 060505FG4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3071000 | PA      | $2248392.30    | 0.00%             | 2025-09-20      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |      2584000 | PA      | $2831078.63    | 0.00%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                              | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      4461000 | PA      | $4085778.53    | 0.00%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CNY/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1380793.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                        | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      2439000 | PA      | $2639639.27    | 0.00%             | 2025-07-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                      | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |     16178000 | PA      | $15082314.93   | 0.02%             | 2027-10-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     46386000 | PA      | $32397051.49   | 0.03%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      2439000 | PA      | $2295269.56    | 0.00%             | 2028-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                         | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $4679205.86    | 0.01%             | 2028-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      7314000 | PA      | $7190303.77    | 0.01%             | 2027-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                      | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |       800000 | PA      | $685754.76     | 0.00%             | 2031-10-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |     10939000 | PA      | $11396713.47   | 0.01%             | 2024-10-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |   1278753000 | PA      | $40575406.02   | 0.04%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                       | CAN HOUSING TRUS               | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     17470000 | PA      | $11426145.47   | 0.01%             | 2031-12-15      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $3838243.45    | 0.00%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE               | CUSIP: 013051DM6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     11637000 | PA      | $8609580.95    | 0.01%             | 2024-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      2146000 | PA      | $2096071.88    | 0.00%             | 2027-10-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854GY8<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      2939000 | PA      | $2480308.37    | 0.00%             | 2029-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                          | OTTAWA CITY OF                 | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      2620000 | PA      | $1418723.45    | 0.00%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lendlease Finance Ltd                                                           | LENDLEASE FIN                  | CUSIP: N/A<br>LEI: 5493002EE2IQRQ3JUP44       | Long             | DBT              | CORP              | AU        |      2070000 | PA      | $1308423.48    | 0.00%             | 2027-10-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DKK/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4660779.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      8000000 | PA      | $8341538.27    | 0.01%             | 2024-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |       800000 | PA      | $861818.67     | 0.00%             | 2023-06-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614852PJ4<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      2931000 | PA      | $1966702.21    | 0.00%             | 2036-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Meadowhall Finance PLC                                                          | MEADOWHALL                     | CUSIP: N/A<br>LEI: 213800TPCOG55GYF9V34       | Long             | DBT              | CORP              | GB        |       440013 | PA      | $508456.40     | 0.00%             | 2037-07-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |     10000000 | PA      | $9952270.84    | 0.01%             | 2030-03-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                  | EDP FINANCE BV                 | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |      7811000 | PA      | $8250609.28    | 0.01%             | 2025-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4815000 | PA      | $5171913.43    | 0.01%             | 2030-05-29      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      4000000 | PA      | $3905251.37    | 0.00%             | 2026-11-18      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      9369000 | PA      | $9562964.72    | 0.01%             | 2026-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-28887.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                  | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      2439000 | PA      | $2570450.28    | 0.00%             | 2024-02-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      2336000 | PA      | $1546062.18    | 0.00%             | 2029-06-26      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                               | ADMIRAL GROUP                  | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | DBT              | CORP              | GB        |      1184000 | PA      | $1448657.09    | 0.00%             | 2024-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      3413000 | PA      | $3110993.97    | 0.00%             | 2034-01-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      1000000 | PA      | $930663.29     | 0.00%             | 2031-12-07      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                   | NN BANK NV NETH                | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $415132.74     | 0.00%             | 2056-10-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AyT Cedulas Cajas X Fondo de Titulizacion de Activos                            | AYT CEDULAS CAJA               | CUSIP: N/A<br>LEI: 9598009V83A3SZ7DSS06       | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5458562.18    | 0.01%             | 2025-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                | ASR NEDERLAND NV               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |      1455000 | PA      | $1584237.01    | 0.00%             | 2045-09-29      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Europe Ltd                                                     | GLENCORE FINANCE               | CUSIP: N/A<br>LEI: 213800WHKNIC1JQQG433       | Long             | DBT              | CORP              | JE        |      4100000 | PA      | $4068682.45    | 0.00%             | 2026-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                       | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     97950000 | PA      | $9040435.82    | 0.01%             | 2024-10-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                             | MONTE DEI PASCHI               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      2746000 | PA      | $2944254.45    | 0.00%             | 2024-07-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      2455000 | PA      | $2253435.25    | 0.00%             | 2039-03-04      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |       250000 | PA      | $174394.52     | 0.00%             | 2026-01-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     10382000 | PA      | $11375698.59   | 0.01%             | 2024-06-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    163224000 | PA      | $99275541.98   | 0.11%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Plenary Properties LTAP LP                                                      | PLENARY PROPERTI               | CUSIP: 72908VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2464183 | PA      | $2064005.02    | 0.00%             | 2044-01-31      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJN3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1276000 | PA      | $1257711.94    | 0.00%             | 2026-03-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |     20000000 | PA      | $19644171.35   | 0.02%             | 2026-09-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087N26<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    114205000 | PA      | $76472845.63   | 0.08%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pearson Funding PLC                                                             | PEARSON FUNDING                | CUSIP: N/A<br>LEI: 2138001ZJKQ5U81RMY52       | Long             | DBT              | CORP              | GB        |       317000 | PA      | $327701.45     | 0.00%             | 2025-05-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      7400000 | PA      | $7386860.24    | 0.01%             | 2026-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     18413000 | PA      | $15165598.78   | 0.02%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Telereal Securitisation PLC                                                     | TELEREAL SECUR                 | CUSIP: N/A<br>LEI: 213800HO84XTEA5NZO43       | Long             | DBT              | CORP              | GB        |       290780 | PA      | $359445.61     | 0.00%             | 2033-12-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     14300000 | PA      | $14592614.62   | 0.02%             | 2026-04-22      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7279820.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                   | HYDRO ONE INC                  | CUSIP: 44810ZAR1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       981000 | PA      | $783899.85     | 0.00%             | 2046-10-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 780086SA3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      4928000 | PA      | $3461823.43    | 0.00%             | 2030-06-30      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     14609000 | PA      | $13137181.82   | 0.01%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Givaudan SA                                         | ARGENTUM NETH                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      1600000 | PA      | $1573585.55    | 0.00%             | 2030-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Home Loan SFH SA                                                    | BNP PARIBAS HOME               | CUSIP: N/A<br>LEI: 969500O7DJZNM0F0Z036       | Long             | DBT              | CORP              | FR        |      2439000 | PA      | $2545882.52    | 0.00%             | 2024-11-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |    142687000 | PA      | $100974641.10  | 0.11%             | 2025-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                          | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |      7700000 | PA      | $7508265.95    | 0.01%             | 2030-04-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    600000000 | PA      | $4201488.88    | 0.00%             | 2038-09-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding PLC                                                           | EVERSHOLT FUND                 | CUSIP: N/A<br>LEI: 5493002X7O83FCJVYO69       | Long             | DBT              | CORP              | GB        |      1635000 | PA      | $1527918.89    | 0.00%             | 2042-08-07      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-13140429.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      7600000 | PA      | $7435799.16    | 0.01%             | 2027-03-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                          | CU INC                         | CUSIP: 12657ZBE2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      3245000 | PA      | $2274242.23    | 0.00%             | 2044-09-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                              | THAMES WATER UTC               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      1362000 | PA      | $1563667.53    | 0.00%             | 2034-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $847657.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      2501000 | PA      | $2626987.50    | 0.00%             | 2024-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                               | OMERS REALTY CRP               | CUSIP: 68214WAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2456000 | PA      | $1805079.43    | 0.00%             | 2024-02-23      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Power Financial Corp                                                            | POWER FINANCIAL                | CUSIP: 73927CAB6<br>LEI: 549300RD0SS3HPUKXF62 | Long             | DBT              | CORP              | CA        |       615000 | PA      | $536264.66     | 0.00%             | 2033-03-11      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2678720.99    | 0.00%             | 2024-07-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                 | WPC EUROBOND                   | CUSIP: 92940NAA7<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |      3144000 | PA      | $3310216.01    | 0.00%             | 2024-07-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                        | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |      2908000 | PA      | $3359562.99    | 0.00%             | 2028-01-29      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      4526000 | PA      | $4354206.20    | 0.00%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                 | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |      7314000 | PA      | $7218307.87    | 0.01%             | 2026-10-26      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Housing & Care 21                                                               | HOUSING AND CARE               | CUSIP: AP7311065<br>LEI: 2138006KF8SVD28K9813 | Long             | DBT              | CORP              | GB        |       980000 | PA      | $899859.50     | 0.00%             | 2049-11-08      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                      | EDF NRG NET EPN                | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |      1464000 | PA      | $1821639.84    | 0.00%             | 2024-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  43000000000 | PA      | $39529856.71   | 0.04%             | 2029-12-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      2400000 | PA      | $2026522.90    | 0.00%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     11231000 | PA      | $9057681.42    | 0.01%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                 | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      6762000 | PA      | $3493034.65    | 0.00%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    470725000 | PA      | $15262977.91   | 0.02%             | 2027-12-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     20000000 | PA      | $2956442.18    | 0.00%             | 2025-03-09      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                        | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |     15040000 | PA      | $16291671.35   | 0.02%             | 2029-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                          | SANOFI                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     13400000 | PA      | $13231309.08   | 0.01%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                  | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |     17976000 | PA      | $18615848.64   | 0.02%             | 2024-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                      | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |     32700000 | PA      | $31967264.98   | 0.03%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      5820000 | PA      | $5474682.76    | 0.01%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    100000000 | PA      | $749637.46     | 0.00%             | 2030-06-24      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      4650000 | PA      | $2978840.81    | 0.00%             | 2029-05-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                      | KHFC                           | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |      7043000 | PA      | $7023939.93    | 0.01%             | 2025-07-07      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Nissan Canada Inc                                                               | NISSAN CANADA                  | CUSIP: 65479EAC8<br>LEI: 2549009CAAU9H0OI9I95 | Long             | DBT              | CORP              | CA        |      2881000 | PA      | $2055210.41    | 0.00%             | 2024-03-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     26132809 | PA      | $34635282.07   | 0.04%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4080204.73    | 0.00%             | 2028-06-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK AB                 | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      6275000 | PA      | $6661557.83    | 0.01%             | 2025-06-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Aster Treasury Plc                                                              | ASTER TREASURY P               | CUSIP: N/A<br>LEI: 213800P9VSYTW2S14R80       | Long             | DBT              | CORP              | GB        |      1319000 | PA      | $1575961.32    | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      3600000 | PA      | $2964271.20    | 0.00%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      2486000 | PA      | $2617683.38    | 0.00%             | 2025-03-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      4582000 | PA      | $4309358.26    | 0.00%             | 2031-03-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                 | BRIT COL MUN FIN               | CUSIP: 62620DAN1<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      1153000 | PA      | $677748.14     | 0.00%             | 2041-09-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2673094.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  24484000000 | PA      | $1832602.74    | 0.00%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      4036000 | PA      | $4216363.09    | 0.00%             | 2031-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                          | SANOFI                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $3742251.97    | 0.00%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CPI Property Group SA                                                           | CPI PROPERTY GRO               | CUSIP: BJ3266431<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2098821.69    | 0.00%             | 2026-05-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Telstra Corp Ltd                                                                | TELSTRA CORP LTD               | CUSIP: N/A<br>LEI: PCTXNQGRJVR3OG33JG65       | Long             | DBT              | CORP              | AU        |      5590000 | PA      | $5644918.78    | 0.01%             | 2026-04-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      6062000 | PA      | $5469924.35    | 0.01%             | 2029-09-24      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     73451000 | PA      | $2495370.56    | 0.00%             | 2041-06-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                                                   | HYDRO ONE LTD                  | CUSIP: 448811AC3<br>LEI: 5493007QZDXTP1W2VL44 | Long             | DBT              | CORP              | CA        |      5541000 | PA      | $3685313.25    | 0.00%             | 2027-10-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBC4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1956000 | PA      | $2570116.22    | 0.00%             | 2029-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     74920000 | PA      | $7187108.72    | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 811318000000 | PA      | $56815614.48   | 0.06%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                | NEW BRUNSWICK                  | CUSIP: 642866GN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      4044000 | PA      | $2981219.29    | 0.00%             | 2028-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RON/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1646665.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $1599336.19    | 0.00%             | 2034-06-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                                                     | COVESTRO AG                    | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | DBT              | CORP              | DE        |      4876000 | PA      | $5174442.67    | 0.01%             | 2024-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                    | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $499955.21     | 0.00%             | 2027-02-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: ZS9924839<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      4045000 | PA      | $3492464.49    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   8294150000 | PA      | $66615173.18   | 0.07%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                    | UNILEVER PLC                   | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | DBT              | CORP              | GB        |      2547000 | PA      | $2153265.50    | 0.00%             | 2039-06-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     10900000 | PA      | $10227780.25   | 0.01%             | 2028-05-26      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    487600000 | PA      | $3624034.70    | 0.00%             | 2030-06-25      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                           | PFAND SCHWZ HYPO               | CUSIP: EK9143240<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      2700000 | PA      | $2582482.32    | 0.00%             | 2037-06-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                           | BROOKFLD INF ULC               | CUSIP: 11291ZAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2082000 | PA      | $1524449.93    | 0.00%             | 2028-09-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    271742000 | PA      | $290062389.76  | 0.31%             | 2024-05-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                     | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      2451000 | PA      | $3238461.43    | 0.00%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    166992000 | PA      | $45581835.20   | 0.05%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2793847.93    | 0.00%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614852KN0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      1987000 | PA      | $1835138.72    | 0.00%             | 2043-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     15604000 | PA      | $14441483.04   | 0.02%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services Nederland BV                                | RECKITT BEN TSY                | CUSIP: BJ4447717<br>LEI: 54930007FVPKN1NNHV37 | Long             | DBT              | CORP              | NL        |      2457000 | PA      | $2239603.54    | 0.00%             | 2030-05-19      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      4529000 | PA      | $3712562.76    | 0.00%             | 2040-05-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    292600000 | PA      | $2670625.04    | 0.00%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                               | UPJOHN FINANCE                 | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3130649.49    | 0.00%             | 2024-06-23      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     13291000 | PA      | $13271116.30   | 0.01%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      4265000 | PA      | $5829970.31    | 0.01%             | 2036-06-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: EH6315145<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      4439000 | PA      | $6675080.39    | 0.01%             | 2028-11-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     30512000 | PA      | $31143903.40   | 0.03%             | 2025-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    153414455 | PA      | $147796879.90  | 0.16%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      3250000 | PA      | $1766460.70    | 0.00%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     32032000 | PA      | $31356282.88   | 0.03%             | 2026-12-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                          | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     63657000 | PA      | $6117073.17    | 0.01%             | 2026-02-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| JT International Financial Services BV                                          | JT INTL FIN SERV               | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |      4913000 | PA      | $4861918.12    | 0.01%             | 2081-04-07      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                         | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |      5947000 | PA      | $5651389.16    | 0.01%             | 2030-04-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      3755000 | PA      | $5065150.94    | 0.01%             | 2054-10-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank Corporate Markets PLC                                               | LLOYDS BANK                    | CUSIP: BH5288734<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5235739.31    | 0.01%             | 2026-04-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Canton of Basel-Landschaft                                                      | CANTON BASLE-LND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      8135000 | PA      | $8593052.48    | 0.01%             | 2034-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                     | LA POSTE SA                    | CUSIP: BH7876692<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      4800000 | PA      | $4706831.57    | 0.01%             | 2026-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1111380000 | PA      | $59030853.82   | 0.06%             | 2024-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                      | MUSKRAT FALLS/LA               | CUSIP: 628153AB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      2150000 | PA      | $1619094.38    | 0.00%             | 2037-06-01      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |       316000 | PA      | $367877.35     | 0.00%             | 2025-03-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                              | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      8000000 | PA      | $4479263.69    | 0.00%             | 2051-11-23      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: AX4989031<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      1499000 | PA      | $1315066.31    | 0.00%             | 2039-03-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Assicurazioni Generali SpA                                                      | ASSICURAZIONI                  | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      2700000 | PA      | $2291557.47    | 0.00%             | 2032-06-30      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      7300000 | PA      | $6866006.67    | 0.01%             | 2032-04-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5600000 | PA      | $5173452.31    | 0.01%             | 2028-09-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Wendel SE                                                                       | WENDEL SA                      | CUSIP: ZS2782143<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3051521.14    | 0.00%             | 2026-04-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     37968000 | PA      | $28657381.15   | 0.03%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    181190000 | PA      | $7376504.42    | 0.01%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     26979000 | PA      | $27194497.99   | 0.03%             | 2026-04-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                     | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |      5800000 | PA      | $4996896.01    | 0.01%             | 2029-07-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5041115.48    | 0.01%             | 2032-05-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |    180000000 | PA      | $26552404.86   | 0.03%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                           | INTACT FINANCIAL               | CUSIP: 45823TAC0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      1946000 | PA      | $1064470.41    | 0.00%             | 2050-12-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: 458182CZ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |        13000 | PA      | $9961.81       | 0.00%             | 2026-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                     | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      1250000 | PA      | $934772.23     | 0.00%             | 2024-06-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                                              | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |      9300000 | PA      | $9522705.96    | 0.01%             | 2030-04-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SAX1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      1499000 | PA      | $1557394.99    | 0.00%             | 2025-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                 | WPC EUROBOND                   | CUSIP: 92940NAC3<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |      2050000 | PA      | $2128836.11    | 0.00%             | 2026-04-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: N/A<br>LEI: 4YV9Y5M8S0BRK1RP0397       | Long             | DBT              | CORP              | US        |      1184000 | PA      | $1029540.90    | 0.00%             | 2036-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |       993000 | PA      | $689604.06     | 0.00%             | 2043-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     21455000 | PA      | $25388703.56   | 0.03%             | 2045-02-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                | CUSIP: N/A<br>LEI: YMEGZFW4SBUSS5BQXF88       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4589442.57    | 0.00%             | 2029-11-10      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE L               | CUSIP: 45833VAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2782000 | PA      | $1899249.90    | 0.00%             | 2031-11-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      2800000 | PA      | $3015791.25    | 0.00%             | 2024-03-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       238000 | PA      | $276772.17     | 0.00%             | 2025-04-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |      1455000 | PA      | $1511844.64    | 0.00%             | 2024-10-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                       | WL BANK                        | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       500000 | PA      | $490424.38     | 0.00%             | 2026-08-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     19859000 | PA      | $19535009.58   | 0.02%             | 2026-11-13      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      6700000 | PA      | $6876653.69    | 0.01%             | 2025-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230302           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1106515.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     36676000 | PA      | $27617685.58   | 0.03%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PostNL NV                                                                       | POSTNL                         | CUSIP: N/A<br>LEI: 724500Q41FHN0P1GPC53       | Long             | DBT              | CORP              | NL        |       957000 | PA      | $988393.32     | 0.00%             | 2024-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                               | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      4900000 | PA      | $3826242.56    | 0.00%             | 2034-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Instituto de Credito Oficial                                                    | INSTIT CRDT OFCL               | CUSIP: N/A<br>LEI: PJQDPSI1D8J2Q1IM3G17       | Long             | DBT              | NUSS              | ES        |     16773000 | PA      | $16571015.25   | 0.02%             | 2026-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                      | KHFC                           | CUSIP: AV2320043<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      2366000 | PA      | $2523233.04    | 0.00%             | 2023-10-30      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      6600000 | PA      | $6280662.34    | 0.01%             | 2029-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                       | SMARTCENTRS REIT               | CUSIP: 83179XAP3<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      1274000 | PA      | $814527.26     | 0.00%             | 2028-12-18      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: 31620MBN5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      1080000 | PA      | $1144652.16    | 0.00%             | 2029-12-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2958050000 | PA      | $26338321.30   | 0.03%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                           | PEEL REG ONTARIO               | CUSIP: 705464HE8<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |      1653000 | PA      | $888351.68     | 0.00%             | 2051-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Affinity Water Finance PLC                                                      | AFFINITY WATER                 | CUSIP: N/A<br>LEI: 213800SN9HLGE6532G57       | Long             | DBT              | CORP              | GB        |      2231000 | PA      | $2634310.83    | 0.00%             | 2036-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | CORP              | N/A       |     12190000 | PA      | $11310569.25   | 0.01%             | 2033-04-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    200000000 | PA      | $1555318.10    | 0.00%             | 2035-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                   | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      4003000 | PA      | $3708875.44    | 0.00%             | 2028-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GAS Networks Ireland                                                            | GAS NETWORKS IE                | CUSIP: N/A<br>LEI: 54930043FTE0M50CGG56       | Long             | DBT              | CORP              | IE        |      1228000 | PA      | $1238744.11    | 0.00%             | 2026-12-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      4947000 | PA      | $3877733.12    | 0.00%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      2500000 | PA      | $2458990.52    | 0.00%             | 2026-11-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                    | HOLCIM FINANCE L               | CUSIP: BH5794574<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      4100000 | PA      | $4368421.82    | 0.00%             | 2025-04-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-SCHATZ FUT   Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         2710 | NC      | $-971443.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Financial Services NV                                                | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5649945.94    | 0.01%             | 2025-02-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10191402.91  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    780100000 | PA      | $5960523.16    | 0.01%             | 2025-08-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2023500000 | PA      | $17035409.12   | 0.02%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     70481000 | PA      | $70228418.49   | 0.08%             | 2029-04-30      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     10138000 | PA      | $2448146.08    | 0.00%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087L69<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     46069000 | PA      | $33062830.25   | 0.04%             | 2024-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                        | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      2801000 | PA      | $2648508.60    | 0.00%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                       | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     88599000 | PA      | $53282742.88   | 0.06%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                         | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      4876000 | PA      | $4006930.21    | 0.00%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |     12190000 | PA      | $12682761.26   | 0.01%             | 2024-07-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     10729000 | PA      | $11062950.68   | 0.01%             | 2025-11-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      7200000 | PA      | $6197225.16    | 0.01%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fukuoka Prefecture                                                              | FUKUOKA PREFECT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    180000000 | PA      | $1025472.02    | 0.00%             | 2049-06-18      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                      | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $572814.76     | 0.00%             | 2032-07-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       977000 | PA      | $633627.47     | 0.00%             | 2040-12-02      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $754763.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NE Property BV                                                                  | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |       393000 | PA      | $374888.74     | 0.00%             | 2027-07-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3348867.08    | 0.00%             | 2030-09-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |      2231000 | PA      | $2668875.37    | 0.00%             | 2029-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |     14314000 | PA      | $9277547.46    | 0.01%             | 2040-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      1250000 | PA      | $971494.38     | 0.00%             | 2031-07-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   5478050000 | PA      | $42056601.51   | 0.05%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |     30306000 | PA      | $21766501.36   | 0.02%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                             | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |     20576000 | PA      | $20226581.84   | 0.02%             | 2026-09-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance UK PLC                                                         | SWISS RE FIN UK                | CUSIP: N/A<br>LEI: 549300C654ZPQWG3JF34       | Long             | DBT              | CORP              | GB        |      2900000 | PA      | $2576144.03    | 0.00%             | 2052-06-04      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                         | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     77364000 | PA      | $74908911.95   | 0.08%             | 2032-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      2457000 | PA      | $2614923.01    | 0.00%             | 2031-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     10062000 | PA      | $8729182.32    | 0.01%             | 2055-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                            | NORDEA KREDIT                  | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |     26000000 | PA      | $3540950.21    | 0.00%             | 2026-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     11763000 | PA      | $11484502.25   | 0.01%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                         | INDOGB 9.75 5/15/2037          | CUSIP: BRS3UTCV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  63792000000 | PA      | $5223145.55    | 0.01%             | 2037-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1101605.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                          | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |      5608000 | PA      | $5245855.53    | 0.01%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087K52<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     42565000 | PA      | $30450826.01   | 0.03%             | 2025-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |      9684000 | PA      | $8729036.84    | 0.01%             | 2028-03-03      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VBW3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1274000 | PA      | $1376867.39    | 0.00%             | 2026-02-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CRH Finance DAC                                                                 | CRH FINANCE                    | CUSIP: N/A<br>LEI: 549300C4ROP5J6I59W35       | Long             | DBT              | CORP              | IE        |       733000 | PA      | $713525.66     | 0.00%             | 2028-10-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      3500000 | PA      | $2490391.76    | 0.00%             | 2024-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     54294000 | PA      | $41321960.48   | 0.04%             | 2036-10-20      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: N/A<br>LEI: ODVCVCQG2BP6VHV36M30       | Long             | DBT              | CORP              | US        |      2592000 | PA      | $2600067.91    | 0.00%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-132574.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   6410400000 | PA      | $41892364.14   | 0.04%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Sysco Canada Inc                                                                | SYSCO CANADA                   | CUSIP: 871828AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1256000 | PA      | $922294.62     | 0.00%             | 2025-04-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                   | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |      2050000 | PA      | $2074812.77    | 0.00%             | 2026-04-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      7590400 | PA      | $5535583.10    | 0.01%             | 2025-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     17100000 | PA      | $141992.40     | 0.00%             | 2026-09-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-11144675.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                  | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |       100000 | PA      | $111735.35     | 0.00%             | 2027-10-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      5866000 | PA      | $6339059.96    | 0.01%             | 2031-02-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      4900000 | PA      | $5597002.25    | 0.01%             | 2027-03-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      7300000 | PA      | $6643893.14    | 0.01%             | 2028-02-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $210464.37     | 0.00%             | 2024-12-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     11740000 | PA      | $8666264.62    | 0.01%             | 2041-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |    245540000 | PA      | $46157586.10   | 0.05%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1779700000 | PA      | $13758071.58   | 0.01%             | 2025-04-25      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                              | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    199400000 | PA      | $1542722.25    | 0.00%             | 2025-02-28      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: LW0799434<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6032171.60    | 0.01%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |        78000 | PA      | $72753.38      | 0.00%             | 2028-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RDW9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1463023.71    | 0.00%             | 2024-05-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |       279000 | PA      | $194402.39     | 0.00%             | 2026-05-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                            | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |      2637000 | PA      | $2973018.71    | 0.00%             | 2032-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VFY5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4107000 | PA      | $2806834.71    | 0.00%             | 2028-03-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     38496000 | PA      | $31000070.34   | 0.03%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      3731000 | PA      | $4092881.88    | 0.00%             | 2171-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                         | SCHLUMBERGER FIN               | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |      4913000 | PA      | $4153460.06    | 0.00%             | 2031-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                  | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |       264000 | PA      | $322300.61     | 0.00%             | 2042-01-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    346200000 | PA      | $2682694.53    | 0.00%             | 2024-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      3244000 | PA      | $3587388.55    | 0.00%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     19991000 | PA      | $19937586.27   | 0.02%             | 2027-04-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Hannover Rueck SE                                                               | HANNOVER RUECKV                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $5246441.10    | 0.01%             | 2040-10-08      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      5300000 | PA      | $5096354.40    | 0.01%             | 2027-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                   | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      3200000 | PA      | $2869094.06    | 0.00%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                    | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      4600000 | PA      | $3780214.86    | 0.00%             | 2033-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                           | INTER PIPELINE L               | CUSIP: 45834ZAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       812000 | PA      | $589302.98     | 0.00%             | 2025-03-24      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  12384200000 | PA      | $83927380.41   | 0.09%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                   | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    470000000 | PA      | $3602395.01    | 0.00%             | 2026-05-22      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                   | TRANSURBAN FIN                 | CUSIP: 89400PAJ2<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       787000 | PA      | $586034.84     | 0.00%             | 2028-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556BU5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      8025000 | PA      | $8243037.12    | 0.01%             | 2026-01-23      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      1179000 | PA      | $1288677.14    | 0.00%             | 2023-02-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                     | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $2565922.73    | 0.00%             | 2037-10-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      6167000 | PA      | $7200730.58    | 0.01%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                | OESTER KONTROLBK               | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |      2457000 | PA      | $2401399.13    | 0.00%             | 2026-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   2800000000 | PA      | $23647791.34   | 0.03%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Sagax AB                                                                        | SAGAX AB                       | CUSIP: AX5434052<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |       491000 | PA      | $503734.97     | 0.00%             | 2025-03-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      3200000 | PA      | $2786446.28    | 0.00%             | 2031-07-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89353ZCH9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      2949000 | PA      | $1939544.14    | 0.00%             | 2031-06-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZCB8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      1213000 | PA      | $877859.01     | 0.00%             | 2025-01-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      2457000 | PA      | $2138333.32    | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                     | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     90000000 | PA      | $84407586.79   | 0.09%             | 2029-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    520386000 | PA      | $534857177.05  | 0.57%             | 2025-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                   | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |      4876000 | PA      | $4817258.11    | 0.01%             | 2026-08-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| bcIMC Realty Corp                                                               | BCIMC REALTY                   | CUSIP: 07329VAR1<br>LEI: 254900UNUB2L2QPXR184 | Long             | DBT              | CORP              | CA        |      3574000 | PA      | $2562819.23    | 0.00%             | 2027-03-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1609100000 | PA      | $12334102.27   | 0.01%             | 2026-12-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Affinity Water Finance 2004 PLC                                                 | AFFINITY WATER                 | CUSIP: N/A<br>LEI: 213800VYLS4N8MFRDK46       | Long             | DBT              | CORP              | GB        |      4219000 | PA      | $5416756.82    | 0.01%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      3550000 | PA      | $3739146.08    | 0.00%             | 2025-03-03      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                  | BELL CANADA                    | CUSIP: 07813ZCH5<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |      3194000 | PA      | $2026039.02    | 0.00%             | 2051-03-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                    | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |       370000 | PA      | $247901.79     | 0.00%             | 2025-05-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5692859.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tritax EuroBox PLC                                                              | TRITAX EUROBOX P               | CUSIP: N/A<br>LEI: 213800HK59N7H979QU33       | Long             | DBT              | CORP              | GB        |      1796000 | PA      | $1615332.17    | 0.00%             | 2026-06-02      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $2584281.14    | 0.00%             | 2031-01-26      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                       | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $3180967.15    | 0.00%             | 2029-04-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                       | ARCHER-DANIELS                 | CUSIP: N/A<br>LEI: 549300LO13MQ9HYSTR83       | Long             | DBT              | CORP              | US        |      7640000 | PA      | $7823104.48    | 0.01%             | 2025-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      1300000 | PA      | $1343361.32    | 0.00%             | 2025-02-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                  | BRUCE POWER LP                 | CUSIP: 116705AJ3<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      2459000 | PA      | $1780811.30    | 0.00%             | 2030-06-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      5400000 | PA      | $5277215.57    | 0.01%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES                 | CUSIP: 693506BM8<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      1274000 | PA      | $1297949.93    | 0.00%             | 2025-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                              | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      5700000 | PA      | $5153853.18    | 0.01%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |     23779000 | PA      | $18486831.08   | 0.02%             | 2034-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $3030410.70    | 0.00%             | 2060-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                             | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     11911000 | PA      | $8347110.07    | 0.01%             | 2086-11-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |     25000000 | PA      | $22612158.58   | 0.02%             | 2030-02-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                  | LOBLAW CO LTD                  | CUSIP: 53947ZAY3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      1228000 | PA      | $989658.54     | 0.00%             | 2036-01-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                     | RENTOKIL FINANC                | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |      7500000 | PA      | $8215100.03    | 0.01%             | 2027-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    200000000 | PA      | $29452912.93   | 0.03%             | 2025-05-25      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: ZS6399522<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |     10300000 | PA      | $9542932.60    | 0.01%             | 2029-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                     | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      3217000 | PA      | $3693172.75    | 0.00%             | 2045-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    194930000 | PA      | $225165707.85  | 0.24%             | 2025-01-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607GFB5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      4186000 | PA      | $3027807.69    | 0.00%             | 2024-08-28      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance PLC                                              | THAMES WATER UTL               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      1750000 | PA      | $2342159.55    | 0.00%             | 2028-11-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                             | SWEDBANK HYPOTEK               | CUSIP: AN3668224<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |      2457000 | PA      | $2576231.96    | 0.00%             | 2024-05-08      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     16607000 | PA      | $14590994.88   | 0.02%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| China Government International Bond                                             | CHINA (PEOPLE'S)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      4778000 | PA      | $3770446.61    | 0.00%             | 2039-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     68494000 | PA      | $64940262.59   | 0.07%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   1267800000 | PA      | $9838146.51    | 0.01%             | 2025-06-25      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     82000000 | PA      | $68625385.61   | 0.07%             | 2047-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      2044000 | PA      | $1645667.59    | 0.00%             | 2068-06-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |    800000000 | PA      | $6161430.18    | 0.01%             | 2024-09-12      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                  | CUSIP: 42246QAC2<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      3559000 | PA      | $2502416.34    | 0.00%             | 2030-03-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | KAZAKHSTAN                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |      1522000 | PA      | $1635669.00    | 0.00%             | 2023-11-09      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                 | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      5290000 | PA      | $3823588.38    | 0.00%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: 31620MBL9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2010880.64    | 0.00%             | 2025-12-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     52800000 | PA      | $1451572.45    | 0.00%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 902973BB1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      7299000 | PA      | $7679317.14    | 0.01%             | 2024-06-07      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |      1315000 | PA      | $1200897.39    | 0.00%             | 2034-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                              | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      5323000 | PA      | $5701513.38    | 0.01%             | 2028-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | QUEBEC PROVINCE                | CUSIP: 748148RX3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      3099000 | PA      | $2271137.39    | 0.00%             | 2025-07-06      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                               | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |     15800000 | PA      | $13652759.60   | 0.01%             | 2031-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                  | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     79333000 | PA      | $21721750.27   | 0.02%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      9725000 | PA      | $10049224.82   | 0.01%             | 2024-11-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     44113000 | PA      | $38861216.71   | 0.04%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      3459000 | PA      | $3147874.03    | 0.00%             | 2035-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VDL5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2029000 | PA      | $2098179.65    | 0.00%             | 2035-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 44889ZBF2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      2035000 | PA      | $1908047.84    | 0.00%             | 2035-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | COP/USD FWD 20230303           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $703031.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                              | ENERGIE BADEN-W                | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |      1600000 | PA      | $1484926.97    | 0.00%             | 2079-08-05      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Virgin Money UK PLC                                                             | VIRGIN MONEY                   | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |      2728000 | PA      | $3182610.95    | 0.00%             | 2027-09-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                  | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  17077700000 | PA      | $126698480.83  | 0.14%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUXL 30Y BND Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          340 | NC      | $-6953668.95   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      4906000 | PA      | $4931486.95    | 0.01%             | 2027-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Koninklijke DSM NV                                                              | DSM NV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |      8500000 | PA      | $7270782.51    | 0.01%             | 2032-06-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       495000 | PA      | $338127.08     | 0.00%             | 2027-01-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1706053.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                          | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      7314000 | PA      | $7172790.78    | 0.01%             | 2026-11-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBJ4<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $1847474.16    | 0.00%             | 2024-05-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087L93<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     14147000 | PA      | $9857977.92    | 0.01%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $14980865.07   | 0.02%             | 2029-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Finance PLC                                                      | WELLCOME TRUST F               | CUSIP: N/A<br>LEI: 549300U3Y9NRYP7NOM09       | Long             | DBT              | CORP              | GB        |      3716000 | PA      | $4764304.72    | 0.01%             | 2036-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                             | TERASEN GAS INC                | CUSIP: 88078ZAB0<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      4898000 | PA      | $4305207.82    | 0.00%             | 2034-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      5505000 | PA      | $3882692.90    | 0.00%             | 2025-03-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                         | VIER GAS TRANSPO               | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $3443798.68    | 0.00%             | 2029-09-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      4913000 | PA      | $4767926.89    | 0.01%             | 2026-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     19600000 | PA      | $15567456.76   | 0.02%             | 2035-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                  | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      5600000 | PA      | $5738897.46    | 0.01%             | 2025-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $6428971.36    | 0.01%             | 2034-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                         | CITY OF MONTREAL               | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      4239000 | PA      | $2907292.29    | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   4908950000 | PA      | $40273476.10   | 0.04%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      6000000 | PA      | $5774089.08    | 0.01%             | 2027-11-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                   | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      3100000 | PA      | $3038284.17    | 0.00%             | 2028-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      5000000 | PA      | $5102937.37    | 0.01%             | 2026-04-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                 | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      3000000 | PA      | $2981171.32    | 0.00%             | 2025-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $510094.19     | 0.00%             | 2026-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                       | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |       452000 | PA      | $533385.52     | 0.00%             | 2048-11-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | EXP-IMP BK KOREA               | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |       320000 | PA      | $217873.77     | 0.00%             | 2027-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     14600000 | PA      | $13988963.60   | 0.02%             | 2028-01-21      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  45000000000 | PA      | $33518245.25   | 0.04%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WHG Treasury PLC                                                                | WHG TREASURY                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      1906000 | PA      | $2158472.65    | 0.00%             | 2045-10-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      5167000 | PA      | $5202651.35    | 0.01%             | 2171-04-21      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     10100000 | PA      | $10227583.55   | 0.01%             | 2027-01-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      2633000 | PA      | $2427307.43    | 0.00%             | 2030-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                             | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     13600000 | PA      | $1539290.39    | 0.00%             | 2034-03-07      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $2314070.88    | 0.00%             | 2025-01-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                    | ONTARIO POWER                  | CUSIP: 68321ZAA9<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      2905000 | PA      | $2106936.86    | 0.00%             | 2027-10-04      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      4876000 | PA      | $3385328.16    | 0.00%             | 2047-09-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8555095.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                  | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      4350000 | PA      | $3115201.16    | 0.00%             | 2024-04-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                      | SAPUTO INC                     | CUSIP: 80310ZAH2<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       981000 | PA      | $666287.71     | 0.00%             | 2026-06-19      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                      | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      2800000 | PA      | $2816456.28    | 0.00%             | 2026-01-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Basellandschaftliche Kantonalbank                                               | BASELLAND KANTBK               | CUSIP: N/A<br>LEI: 529900TPRILCY8WVKI23       | Long             | DBT              | CORP              | CH        |      2455000 | PA      | $2429088.29    | 0.00%             | 2030-05-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   7493850000 | PA      | $62688874.84   | 0.07%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      4500000 | PA      | $4200280.32    | 0.00%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                               | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      2327000 | PA      | $1487347.39    | 0.00%             | 2049-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                          | EMIRATES NBD                   | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |      1130000 | PA      | $697712.94     | 0.00%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Province of Newfoundland and Labrador Canada                                    | NEWFOUNDLAND                   | CUSIP: 651333GE0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      7215000 | PA      | $4757585.26    | 0.01%             | 2030-06-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                           | 407 INTL INC                   | CUSIP: 35085ZBM7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      3368000 | PA      | $2185753.40    | 0.00%             | 2047-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Karbon Homes Ltd                                                                | KARBON HOMES LTD               | CUSIP: N/A<br>LEI: 213800S6NLZ9IH9TGB49       | Long             | DBT              | CORP              | GB        |      2685000 | PA      | $2647770.50    | 0.00%             | 2047-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                     | ABERTIS                        | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       100000 | PA      | $105780.69     | 0.00%             | 2025-02-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      5400000 | PA      | $5245305.86    | 0.01%             | 2026-04-13      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      3603000 | PA      | $2776603.33    | 0.00%             | 2039-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1002924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      4000000 | PA      | $4451984.48    | 0.00%             | 2032-11-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                           | TRANSLINK                      | CUSIP: 83740TAD9<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $383106.20     | 0.00%             | 2044-06-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29251ZBR7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      2058000 | PA      | $1432577.89    | 0.00%             | 2044-11-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | INTERAMER DEV BK               | CUSIP: 458182EA6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      6097000 | PA      | $4392758.02    | 0.00%             | 2024-10-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                             | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      5852000 | PA      | $5063673.31    | 0.01%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     29576000 | PA      | $26123531.31   | 0.03%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                          | IMPERIAL BRAN NE               | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |      4947000 | PA      | $3926061.02    | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                          | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |      3100000 | PA      | $2302272.61    | 0.00%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                            | VOLKSWAGEN BANK                | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |     22400000 | PA      | $23555707.58   | 0.03%             | 2024-06-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | MET LIFE GLOB                  | CUSIP: 592179KB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       750000 | PA      | $504371.46     | 0.00%             | 2029-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                            | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2596905.32    | 0.00%             | 2024-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                   | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      1000000 | PA      | $781956.24     | 0.00%             | 2034-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                       | SMARTCENTRS REIT               | CUSIP: 83179XAL2<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1391322.39    | 0.00%             | 2027-06-11      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                              | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |     12500000 | PA      | $11661239.07   | 0.01%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                     | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     28900000 | PA      | $27179081.47   | 0.03%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     73310000 | PA      | $70032100.10   | 0.08%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                  | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1237401.28    | 0.00%             | 2025-02-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |   1964910000 | PA      | $94505070.17   | 0.10%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TC Dudgeon Ofto PLC                                                             | TC DUDGEON                     | CUSIP: N/A<br>LEI: 213800XMRT4PFW52JR39       | Long             | DBT              | CORP              | GB        |       442039 | PA      | $477385.11     | 0.00%             | 2038-11-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                     | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       684000 | PA      | $721669.09     | 0.00%             | 2024-09-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                            | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |       456000 | PA      | $460694.81     | 0.00%             | 2024-04-26      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                               | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |      4187000 | PA      | $3509053.01    | 0.00%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                    | HYDRO-QUEBEC                   | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     18308000 | PA      | $17293172.24   | 0.02%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      3956000 | PA      | $4068343.77    | 0.00%             | 2025-01-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      9752000 | PA      | $10191513.21   | 0.01%             | 2027-09-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                        | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |     12500000 | PA      | $11671583.30   | 0.01%             | 2032-04-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      1884000 | PA      | $1624753.48    | 0.00%             | 2029-07-13      | Fixed         | 1.29%                 | Yes           |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      7248000 | PA      | $3510995.76    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Digital Stout Holding LLC                                                       | DIGITAL STOUT HO               | CUSIP: N/A<br>LEI: 549300N335X1857YDM81       | Long             | DBT              | CORP              | US        |      1906000 | PA      | $2075857.51    | 0.00%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                | CUSIP: 775109AQ4<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      3650000 | PA      | $2891019.74    | 0.00%             | 2040-08-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                  | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  26429000000 | PA      | $203184076.91  | 0.22%             | 2024-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       375000 | PA      | $367246.76     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ARCELORMITTAL                  | CUSIP: ZQ6165059<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $3241982.05    | 0.00%             | 2023-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                                              | DEUTSCHE WOHNEN                | CUSIP: BJ1180543<br>LEI: 529900QE24Q67I3FWZ10 | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $5077958.46    | 0.01%             | 2025-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556BW1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      3289000 | PA      | $3220515.10    | 0.00%             | 2037-07-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Europe Ltd                                                     | GLENCORE FINANCE               | CUSIP: N/A<br>LEI: 213800WHKNIC1JQQG433       | Long             | DBT              | CORP              | JE        |       200000 | PA      | $215543.23     | 0.00%             | 2023-09-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     70059000 | PA      | $73038447.42   | 0.08%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                                             | WSO FINANCE PTY                | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |      1270000 | PA      | $886498.07     | 0.00%             | 2027-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                        | TOYOTA CRED CAN                | CUSIP: 892329BK8<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      2458000 | PA      | $1757244.34    | 0.00%             | 2025-02-26      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                              | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |      1706000 | PA      | $1192144.09    | 0.00%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      3265000 | PA      | $2635003.54    | 0.00%             | 2033-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                          | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      8100000 | PA      | $5134544.73    | 0.01%             | 2051-01-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  13652500000 | PA      | $83960656.66   | 0.09%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HSBC Bank Canada                                                                | HSBC BANK CANADA               | CUSIP: 40427HTM5<br>LEI: DMB80L5QKUQ124HSYW98 | Long             | DBT              | CORP              | CA        |      5989000 | PA      | $4153875.52    | 0.00%             | 2026-05-20      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                        | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      7948000 | PA      | $7714274.17    | 0.01%             | 2027-04-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHART                 | CUSIP: ZP3880819<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      2908000 | PA      | $2779205.11    | 0.00%             | 2028-01-27      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                 | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $476926.54     | 0.00%             | 2027-08-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | FRANCE TELECOM                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       674000 | PA      | $854529.32     | 0.00%             | 2025-12-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |    191959000 | PA      | $199060912.86  | 0.21%             | 2024-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KRW/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9728466.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     21063000 | PA      | $12861545.40   | 0.01%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |       125000 | PA      | $150907.13     | 0.00%             | 2023-10-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                          | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |      5852000 | PA      | $5949240.68    | 0.01%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                  | ALLIED PROP REIT               | CUSIP: 019456AC6<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |      2450000 | PA      | $1780654.22    | 0.00%             | 2025-04-21      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | URW                            | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       213000 | PA      | $213939.89     | 0.00%             | 2026-03-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1238070.24    | 0.00%             | 2030-01-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       960000 | PA      | $1015490.59    | 0.00%             | 2031-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     26000000 | PA      | $2244348.51    | 0.00%             | 2029-12-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PAC RR                | CUSIP: 13644ZAX5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       858000 | PA      | $765061.88     | 0.00%             | 2039-11-17      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      9570000 | PA      | $9497600.44    | 0.01%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sparebanken Vest Boligkreditt AS                                                | SPAREBANKEN V BO               | CUSIP: N/A<br>LEI: 5967007LIEEXZX6AO004       | Long             | DBT              | CORP              | NO        |     27274000 | PA      | $27412034.01   | 0.03%             | 2026-02-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Integrated Team Solutions SJHC Partnership                                      | ST JOES HLTHCARE               | CUSIP: 45824RAA7<br>LEI: 549300NFW3LFKA3QPH56 | Long             | DBT              | CORP              | CA        |        22274 | PA      | $18157.48      | 0.00%             | 2042-11-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                             | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    150000000 | PA      | $153006487.03  | 0.16%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      7500000 | PA      | $7182246.62    | 0.01%             | 2027-04-26      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |     16447000 | PA      | $16683771.75   | 0.02%             | 2025-03-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Firmenich Productions Participations SAS                                        | FIRMENICH                      | CUSIP: BJ0851391<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |      4913000 | PA      | $4984995.76    | 0.01%             | 2026-10-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                               | BROWN-FORMAN                   | CUSIP: 115637AQ3<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |      1256000 | PA      | $1263401.07    | 0.00%             | 2026-07-07      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |     27639000 | PA      | $25415661.99   | 0.03%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      2000000 | PA      | $1882602.99    | 0.00%             | 2029-03-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                               | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    731400000 | PA      | $5648515.13    | 0.01%             | 2024-01-25      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                           | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | CORP              | LU        |     39783000 | PA      | $40042085.40   | 0.04%             | 2026-05-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      9794000 | PA      | $6630576.27    | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ontario Infrastructure & Lands Corp                                             | ONTARIO INFRA PR               | CUSIP: 683086AA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       878000 | PA      | $690223.28     | 0.00%             | 2037-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Intermediate Capital Group PLC                                                  | INTERMEDIATE CAP               | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | DBT              | CORP              | GB        |      1600000 | PA      | $1434423.53    | 0.00%             | 2027-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      2975000 | PA      | $2680044.40    | 0.00%             | 2037-11-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2151760.75    | 0.00%             | 2038-09-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                   | CUSIP: 135087P40<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     15000000 | PA      | $11103528.62   | 0.01%             | 2024-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                                                              | VONOVIA BV                     | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Long             | DBT              | CORP              | NL        |      7600000 | PA      | $7630550.84    | 0.01%             | 2026-03-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MAW3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      4530000 | PA      | $3202349.28    | 0.00%             | 2044-04-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                         | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      2500000 | PA      | $2329556.30    | 0.00%             | 2028-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEN/USD FWD 20230203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $171364.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |     10000000 | PA      | $5526208.20    | 0.01%             | 2031-02-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                 | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | CORP              | GB        |      3657000 | PA      | $4653944.80    | 0.00%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paradigm Homes Charitable Housing Association Ltd                               | PARADIGM HOMES                 | CUSIP: N/A<br>LEI: 213800I54XR2I9HM3X58       | Long             | DBT              | CORP              | GB        |      2923000 | PA      | $2213705.05    | 0.00%             | 2051-05-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | SASKATCHEWAN CDA               | CUSIP: 803854KN7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      8455000 | PA      | $5054891.54    | 0.01%             | 2052-12-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                             | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |     18615000 | PA      | $16349655.15   | 0.02%             | 2039-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      4138000 | PA      | $3364610.27    | 0.00%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| City of Toronto Canada                                                          | CITY OF TORONTO                | CUSIP: 891288DY5<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       500000 | PA      | $304078.31     | 0.00%             | 2041-11-23      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                  | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     22419000 | PA      | $13523982.26   | 0.01%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dexia Credit Local SA                                                           | DEXIA CRED LOCAL               | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      4500000 | PA      | $4536670.29    | 0.00%             | 2026-01-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    130000000 | PA      | $6272109.08    | 0.01%             | 2025-03-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                         | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       100000 | PA      | $98116.85      | 0.00%             | 2031-01-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                          | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |      1219000 | PA      | $1298160.07    | 0.00%             | 2023-12-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      4400000 | PA      | $4149415.50    | 0.00%             | 2031-05-05      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      9400000 | PA      | $8235006.65    | 0.01%             | 2030-01-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230202           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1956924.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                 | PSP CAPITAL INC                | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      7700000 | PA      | $5277749.16    | 0.01%             | 2028-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                     | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      2917000 | PA      | $2518769.92    | 0.00%             | 2034-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      5552000 | PA      | $4928132.45    | 0.01%             | 2171-09-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                            | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     15179800 | PA      | $10441155.36   | 0.01%             | 2024-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MAX1<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      2186000 | PA      | $1612274.19    | 0.00%             | 2025-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      7100000 | PA      | $7114719.69    | 0.01%             | 2030-01-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      2786000 | PA      | $2000433.26    | 0.00%             | 2036-06-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                          | AGRICUL DEV BANK               | CUSIP: ZR0359359<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     50000000 | PA      | $7479813.38    | 0.01%             | 2024-08-14      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                           | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      2300000 | PA      | $2910445.70    | 0.00%             | 2024-01-29      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-30

**Name of Applicant:** VANGUARD CHARLOTTE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer