# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-25-157942
**Filing Date:** 2025-6
**Character Count:** 2628451
**Document Hash:** d415f357312ba32619762a3500c0facc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-157942.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-157942

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663

**ORGANIZATION NAME:**
- **EIN:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 251077041

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares Core International Aggregate Bond ETF (Series ID: S000051261)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000161648 | iShares Core International Aggregate Bond ETF | IAGG            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares Core International Aggregate Bond ETF

- **b. EDGAR series identifier (if any):** S000051261

- **c. LEI of Series:** 549300FPQU8XYG8LAX15

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7231177005.64

**Total Liabilities:** $239225238.47

**Net Assets:** $6991951767.17

**Delayed Delivery Securities:** $975703.39

**Cash Not Reported:** $29679299.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 586.45000000 | **1-Year:** 104760.21000000 | **5-Year:** 906861.56000000 | **10-Year:** 632625.85000000 | **30-Year:** 574656.60000000

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

- **3-Month:** -22.31000000 | **1-Year:** 18075.65000000 | **5-Year:** 162940.82000000 | **10-Year:** 49205.19000000 | **30-Year:** 85.53000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161648 | 0.52%                | -0.80%               | 1.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3480589.39             | $38710960.48                               |
| Month 2  | $-9128786.66             | $94371134.23                               |
| Month 3  | $-21442902.89            | $332389118.38                              |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate ex USD 10% Issuer Capped (Hedged) Index

- **Index Identifier:** B10CTRUH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $345352.46     | 0.00%             | 2034-08-28      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 000000000<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     1000000 | PA      | $1168558.22    | 0.02%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $582546.30     | 0.01%             | 2027-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    26500000 | PA      | $3674126.30    | 0.05%             | 2027-04-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $148474.64     | 0.00%             | 2046-10-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $216196.33     | 0.00%             | 2029-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   184350000 | PA      | $898875.98     | 0.01%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      678000 | PA      | $820462.24     | 0.01%             | 2032-03-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      655000 | PA      | $316627.01     | 0.00%             | 2052-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $223800.37     | 0.00%             | 2031-09-03      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                   | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $559470.97     | 0.01%             | 2026-04-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                       | CRH SMW Finance DAC                                                              | CUSIP: 000000000<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $473266.00     | 0.01%             | 2035-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $312569.75     | 0.00%             | 2032-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2750000 | PA      | $3144520.32    | 0.04%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $457497.44     | 0.01%             | 2031-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3643000 | PA      | $1032601.75    | 0.01%             | 2026-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4667000 | PA      | $5987077.35    | 0.09%             | 2041-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                  | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $780581.72     | 0.01%             | 2029-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $417926.36     | 0.01%             | 2028-09-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4679000 | PA      | $5122939.29    | 0.07%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8840000 | PA      | $8260133.47    | 0.12%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      957590 | PA      | $1185516.26    | 0.02%             | 2027-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                       | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $371787.85     | 0.01%             | 2033-07-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE A                                  | Fresenius Medical Care AG                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $313721.74     | 0.00%             | 2029-11-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      260000 | PA      | $281237.53     | 0.00%             | 2034-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |      900000 | PA      | $955369.69     | 0.01%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2790000 | PA      | $2421909.92    | 0.03%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      290000 | PA      | $204115.95     | 0.00%             | 2041-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $631207.73     | 0.01%             | 2031-07-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $250356.91     | 0.00%             | 2029-07-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    34900000 | PA      | $5221661.37    | 0.07%             | 2028-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    14097000 | PA      | $16701949.31   | 0.24%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |         250 | PA      | $284.20        | 0.00%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carmila SA                                                | Carmila SA                                                                       | CUSIP: 000000000<br>LEI: 222100P6D3QKU33LZQ72 | Long             | DBT              |  | FR        |      300000 | PA      | $317883.65     | 0.00%             | 2029-04-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1040000 | PA      | $677177.70     | 0.01%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7571000 | PA      | $8375052.55    | 0.12%             | 2027-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $159658.39     | 0.00%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $249232.53     | 0.00%             | 2029-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   217150000 | PA      | $1345472.29    | 0.02%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $547393.29     | 0.01%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $499311.71     | 0.01%             | 2033-10-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   565750000 | PA      | $3542749.69    | 0.05%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926DK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $295959.09     | 0.00%             | 2035-10-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $162712.52     | 0.00%             | 2039-06-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $202960.68     | 0.00%             | 2033-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $581530.45     | 0.01%             | 2036-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      125000 | PA      | $152568.05     | 0.00%             | 2028-08-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $341769.58     | 0.00%             | 2032-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1600000 | PA      | $1442826.05    | 0.02%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   416650000 | PA      | $2153260.11    | 0.03%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     2500000 | PA      | $3016978.92    | 0.04%             | 2027-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   400000000 | PA      | $462058.83     | 0.01%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $464528.97     | 0.01%             | 2026-12-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $391651.21     | 0.01%             | 2027-04-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAL5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $304763.67     | 0.00%             | 2034-06-28      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Fortum OYJ                                                | Fortum Oyj                                                                       | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | DBT              | CORP              | FI        |      600000 | PA      | $675670.73     | 0.01%             | 2026-02-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EU7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $761145.76     | 0.01%             | 2029-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    44000000 | PA      | $6553701.43    | 0.09%             | 2032-04-22      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                  | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $196974.73     | 0.00%             | 2031-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                | Edenred SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $107521.62     | 0.00%             | 2029-06-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCA9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150957.48     | 0.00%             | 2033-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      300000 | PA      | $359268.42     | 0.01%             | 2029-09-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $493404.85     | 0.01%             | 2030-11-25      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN WESTERN BANK                                     | National Bank of Canada                                                          | CUSIP: 136765BV5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153359.32     | 0.00%             | 2032-12-22      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCA2<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $224969.11     | 0.00%             | 2053-07-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      385000 | PA      | $432462.51     | 0.01%             | 2025-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      850000 | PA      | $965238.80     | 0.01%             | 2031-10-07      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4624080000 | PA      | $3104836.65    | 0.04%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      216000 | PA      | $198845.40     | 0.00%             | 2034-10-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                            | EDP Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      602000 | PA      | $663878.81     | 0.01%             | 2026-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCL2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148816.95     | 0.00%             | 2033-01-27      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WHX5<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142695.23     | 0.00%             | 2026-09-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   121950000 | PA      | $894019.62     | 0.01%             | 2031-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4740950000 | PA      | $3025338.87    | 0.04%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5148700000 | PA      | $1115912.43    | 0.02%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $109462.80     | 0.00%             | 2027-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3450000 | PA      | $2994834.84    | 0.04%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $162660.65     | 0.00%             | 2028-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $346562.67     | 0.00%             | 2029-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $613736.53     | 0.01%             | 2031-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $328557.86     | 0.00%             | 2030-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $224941.82     | 0.00%             | 2036-11-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                     | International Business Machines Corp.                                            | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      355000 | PA      | $374060.94     | 0.01%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $484065.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      280000 | PA      | $261836.24     | 0.00%             | 2038-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $194298.08     | 0.00%             | 2036-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4020000 | PA      | $3401792.91    | 0.05%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $525013.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    16300000 | PA      | $2296858.28    | 0.03%             | 2029-03-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      845000 | PA      | $623704.58     | 0.01%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1100000 | PA      | $1238318.77    | 0.02%             | 2031-10-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $393470.75     | 0.01%             | 2031-11-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1800000 | PA      | $348138.39     | 0.00%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    33140000 | PA      | $1135034.80    | 0.02%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1370000 | PA      | $1377369.23    | 0.02%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1900000 | PA      | $2252754.23    | 0.03%             | 2030-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4007.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $226607.32     | 0.00%             | 2034-01-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      550000 | PA      | $617059.17     | 0.01%             | 2028-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $338181.40     | 0.00%             | 2031-11-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SYNGENTA FINANCE NV                                       | Syngenta Finance NV                                                              | CUSIP: 000000000<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $626089.48     | 0.01%             | 2026-04-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      650000 | PA      | $637685.68     | 0.01%             | 2032-11-04      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $827293.19     | 0.01%             | 2028-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                   | Heidelberg Materials AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115083.18     | 0.00%             | 2031-10-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $332004.88     | 0.00%             | 2027-10-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                          | Transurban Finance Co. Pty. Ltd.                                                 | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $118725.03     | 0.00%             | 2033-04-26      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Wendel SE                                                 | Wendel SE                                                                        | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $298326.26     | 0.00%             | 2031-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $249206.48     | 0.00%             | 2035-09-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      400000 | PA      | $447174.21     | 0.01%             | 2039-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709EK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $806203.24     | 0.01%             | 2029-06-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      820000 | PA      | $1006670.02    | 0.01%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |      550000 | PA      | $650632.76     | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    49000000 | PA      | $6804929.92    | 0.10%             | 2026-08-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $194083.81     | 0.00%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $709828.38     | 0.01%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                       | Bank of Nova Scotia                                                              | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $155938.87     | 0.00%             | 2028-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    77000000 | PA      | $517179.59     | 0.01%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ERG SPA                                                   | ERG SpA                                                                          | CUSIP: 000000000<br>LEI: 8156004604684CA44A90 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $351760.08     | 0.01%             | 2030-07-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      717000 | PA      | $710351.43     | 0.01%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      800000 | PA      | $874608.79     | 0.01%             | 2031-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $230188.73     | 0.00%             | 2028-08-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $226894.86     | 0.00%             | 2029-10-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |      550000 | PA      | $605071.67     | 0.01%             | 2029-02-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   517700000 | PA      | $3800724.28    | 0.05%             | 2029-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      300000 | PA      | $333734.62     | 0.00%             | 2037-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      300000 | PA      | $407271.19     | 0.01%             | 2031-12-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1257993.11    | 0.02%             | 2028-11-25      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115525.00     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4069000 | PA      | $2084657.72    | 0.03%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $371345.27     | 0.01%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $232889.44     | 0.00%             | 2034-06-11      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   921100000 | PA      | $6188936.22    | 0.09%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCG7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $69174.39      | 0.00%             | 2031-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZAW3<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143647.48     | 0.00%             | 2041-10-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1114786.78    | 0.02%             | 2034-01-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $515114.12     | 0.01%             | 2030-04-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $223135.07     | 0.00%             | 2028-03-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $337611.77     | 0.00%             | 2029-08-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 000000000<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      350000 | PA      | $273368.60     | 0.00%             | 2041-03-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IN'LI                                                     | In'li SA                                                                         | CUSIP: 000000000<br>LEI: 969500X711HT6Q60P382 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $210824.89     | 0.00%             | 2029-07-02      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAZ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72219.18      | 0.00%             | 2029-03-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $466494.17     | 0.01%             | 2028-05-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $424318.64     | 0.01%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   904700000 | PA      | $6283818.10    | 0.09%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1550000 | PA      | $1824062.54    | 0.03%             | 2030-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $346640.54     | 0.00%             | 2034-04-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FORTUM OYJ                                                | Fortum Oyj                                                                       | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | DBT              | CORP              | FI        |      550000 | PA      | $666182.25     | 0.01%             | 2033-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $188580.21     | 0.00%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $127633.40     | 0.00%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $221590.70     | 0.00%             | 2036-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    37000000 | PA      | $5558688.44    | 0.08%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AU6<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72692.98      | 0.00%             | 2035-03-07      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $378515.63     | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $790532.22     | 0.01%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      600000 | PA      | $683824.73     | 0.01%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      509000 | PA      | $527247.93     | 0.01%             | 2029-06-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $427424.15     | 0.01%             | 2028-02-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| OMERS REALTY CORP                                         | OMERS Realty Corp                                                                | CUSIP: 68214WAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75203.02      | 0.00%             | 2029-04-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CANADA                                  | Liberty Utilities Canada LP                                                      | CUSIP: 531544AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $54940.17      | 0.00%             | 2050-02-14      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    26000000 | PA      | $3959214.19    | 0.06%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2200000 | PA      | $2657913.05    | 0.04%             | 2031-10-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-19054.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2890000 | PA      | $1747192.26    | 0.02%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     5800000 | PA      | $6786502.38    | 0.10%             | 2028-12-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6648000 | PA      | $6112866.69    | 0.09%             | 2039-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $566975.16     | 0.01%             | 2026-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                           | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112613.78     | 0.00%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $230141.02     | 0.00%             | 2029-09-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      600000 | PA      | $695267.63     | 0.01%             | 2034-05-21      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    36050000 | PA      | $5103985.64    | 0.07%             | 2026-12-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2243000 | PA      | $1784602.30    | 0.03%             | 2043-02-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $227709.26     | 0.00%             | 2032-09-12      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      300000 | PA      | $304083.89     | 0.00%             | 2030-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $128888.93     | 0.00%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1550000 | PA      | $1443836.83    | 0.02%             | 2037-03-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      200000 | PA      | $233428.97     | 0.00%             | 2028-04-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      850000 | PA      | $906572.33     | 0.01%             | 2029-02-05      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    56400000 | PA      | $7820028.28    | 0.11%             | 2027-04-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $220074.47     | 0.00%             | 2028-01-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   100030000 | PA      | $3128055.27    | 0.04%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $558641.33     | 0.01%             | 2026-05-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      580000 | PA      | $341539.36     | 0.00%             | 2062-02-13      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                                  | Honda Canada Finance Inc                                                         | CUSIP: 438121AZ8<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138624.41     | 0.00%             | 2028-02-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $219194.34     | 0.00%             | 2027-08-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAF3<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70359.05      | 0.00%             | 2028-05-18      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $561924.28     | 0.01%             | 2026-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $346768.65     | 0.00%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $320044.88     | 0.00%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                   | CUSIP: 58933YAM7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      200000 | PA      | $213338.82     | 0.00%             | 2034-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                      | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $173803.68     | 0.00%             | 2030-05-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $771486.50     | 0.01%             | 2028-03-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $196650.18     | 0.00%             | 2030-01-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHANNEL LINK                                              | Channel Link Enterprises Finance PLC                                             | CUSIP: 000000000<br>LEI: 213800BYHTDDUJYTT475 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $303464.58     | 0.00%             | 2050-06-30      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 66989ZEG9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       30000 | PA      | $17994.87      | 0.00%             | 2062-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $467664.11     | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $116175.87     | 0.00%             | 2032-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $782448.79     | 0.01%             | 2026-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $87858.78      | 0.00%             | 2034-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2690000 | PA      | $2666624.40    | 0.04%             | 2032-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $237354.59     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6159400000 | PA      | $4910494.58    | 0.07%             | 2029-12-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    28000000 | PA      | $1315083.06    | 0.02%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   795900000 | PA      | $5509174.43    | 0.08%             | 2026-12-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $360420.17     | 0.01%             | 2028-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3348000 | PA      | $3683537.65    | 0.05%             | 2029-12-04      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1930000 | PA      | $1381654.58    | 0.02%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1662000 | PA      | $1639275.77    | 0.02%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY SW                                        | National Grid Electricity Distribution South West PLC                            | CUSIP: 000000000<br>LEI: 549300UY9FEOG85HFK93 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $243839.96     | 0.00%             | 2029-05-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3824000 | PA      | $3458023.95    | 0.05%             | 2047-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                  | Magyar Export-Import Bank Zrt                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      750000 | PA      | $910372.47     | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      800000 | PA      | $894485.56     | 0.01%             | 2027-03-11      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $332809.38     | 0.00%             | 2038-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   510600000 | PA      | $3509033.58    | 0.05%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    82000000 | PA      | $3763532.56    | 0.05%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS HOMELOAN SFH                                  | BNP Paribas Home Loan SFH SA                                                     | CUSIP: 000000000<br>LEI: 969500O7DJZNM0F0Z036 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1041701.92    | 0.01%             | 2030-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2926000 | PA      | $1025382.59    | 0.01%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROQUETTE FRERES SA                                        | Roquette Freres SA                                                               | CUSIP: 000000000<br>LEI: 969500FO141C5967KC72 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $224693.56     | 0.00%             | 2031-11-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   450550000 | PA      | $2820285.25    | 0.04%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1750000 | PA      | $2027241.03    | 0.03%             | 2028-07-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      449000 | PA      | $445233.16     | 0.01%             | 2032-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2288.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $214310.90     | 0.00%             | 2055-02-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3620000 | PA      | $3608513.86    | 0.05%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $469749.69     | 0.01%             | 2032-06-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $446268.68     | 0.01%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $871898.33     | 0.01%             | 2027-02-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      300000 | PA      | $202213.82     | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $358024.50     | 0.01%             | 2028-09-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $117843.29     | 0.00%             | 2028-08-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2151000 | PA      | $2353651.73    | 0.03%             | 2028-01-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1333905.67    | 0.02%             | 2027-07-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBX1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $130678.97     | 0.00%             | 2047-02-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                                    | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      370000 | PA      | $440195.96     | 0.01%             | 2043-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $112714.51     | 0.00%             | 2025-12-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1189000 | PA      | $1237879.98    | 0.02%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2510000 | PA      | $3363846.57    | 0.05%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                | LANXESS AG                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $324411.09     | 0.00%             | 2028-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                           | RELX Finance BV                                                                  | CUSIP: 000000000<br>LEI: 54930086P8MBY4IN4E29 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $410228.73     | 0.01%             | 2031-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $111961.97     | 0.00%             | 2026-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $736671.93     | 0.01%             | 2034-05-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $162451.07     | 0.00%             | 2048-01-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS                                   | InterContinental Hotels Group PLC                                                | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $224612.50     | 0.00%             | 2027-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $225330.13     | 0.00%             | 2027-09-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $188684.77     | 0.00%             | 2032-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      900000 | PA      | $883966.28     | 0.01%             | 2031-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $462379.61     | 0.01%             | 2033-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      580000 | PA      | $362591.49     | 0.01%             | 2029-06-26      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    17000000 | PA      | $2514804.12    | 0.04%             | 2029-09-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $112565.53     | 0.00%             | 2033-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147789.30     | 0.00%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL FINANCE                                  | Rentokil Initial Finance BV                                                      | CUSIP: 000000000<br>LEI: 2549005WL1W9GJ5TM121 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $356427.70     | 0.01%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4110000 | PA      | $4952727.65    | 0.07%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $645289.32     | 0.01%             | 2032-11-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                              | Mizuho Financial Group, Inc.                                                     | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      459000 | PA      | $466831.90     | 0.01%             | 2029-09-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $150317.86     | 0.00%             | 2049-08-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   250000000 | PA      | $244958.09     | 0.00%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KF4<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $513473.28     | 0.01%             | 2028-12-02      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AH7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70488.34      | 0.00%             | 2049-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |    19000000 | PA      | $1965271.38    | 0.03%             | 2030-02-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $111165.98     | 0.00%             | 2026-04-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RED ELECTRICA CORP                                        | Redeia Corp SA                                                                   | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $228353.27     | 0.00%             | 2032-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $221768.10     | 0.00%             | 2036-03-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   540000000 | PA      | $3702793.67    | 0.05%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1978000 | PA      | $1638496.03    | 0.02%             | 2036-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $701187.93     | 0.01%             | 2026-11-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $333432.81     | 0.00%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GE0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $408253.18     | 0.01%             | 2030-06-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      600000 | PA      | $646911.32     | 0.01%             | 2029-03-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $449083.67     | 0.01%             | 2026-03-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $444994.76     | 0.01%             | 2027-03-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1253000 | PA      | $1563812.27    | 0.02%             | 2027-07-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2950000 | PA      | $3607445.27    | 0.05%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      800000 | PA      | $194022.87     | 0.00%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $600476.61     | 0.01%             | 2033-05-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFE1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $353980.97     | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                   | John Deere Capital Corp                                                          | CUSIP: 000000000<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115549.10     | 0.00%             | 2032-07-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      733000 | PA      | $760501.90     | 0.01%             | 2042-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1390000 | PA      | $873653.65     | 0.01%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415E4E2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $559939.69     | 0.01%             | 2027-11-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $555713.27     | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAD1<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $97537.02      | 0.00%             | 2051-11-27      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SUDZUCKER INT FINANCE                                     | Sudzucker International Finance BV                                               | CUSIP: 000000000<br>LEI: 724500M1VGG79HOVI026 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $230616.81     | 0.00%             | 2032-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2530000 | PA      | $1240995.40    | 0.02%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      670000 | PA      | $746045.35     | 0.01%             | 2026-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $541431.31     | 0.01%             | 2029-09-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2248000 | PA      | $2405231.19    | 0.03%             | 2030-12-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3200000 | PA      | $4071585.73    | 0.06%             | 2026-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                             | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      950000 | PA      | $968773.38     | 0.01%             | 2030-01-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $441476.81     | 0.01%             | 2027-10-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $462019.71     | 0.01%             | 2036-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      400000 | PA      | $445782.24     | 0.01%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JU3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      150000 | PA      | $101596.76     | 0.00%             | 2045-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    29550000 | PA      | $214080.94     | 0.00%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| HEMSO TREASURY OYJ                                        | Hemso Treasury Oyj                                                               | CUSIP: 000000000<br>LEI: 743700D3NKZC0VKKPY05 | Long             | DBT              | CORP              | FI        |      117000 | PA      | $122936.04     | 0.00%             | 2028-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RELX FINANCE BV                                           | RELX Finance BV                                                                  | CUSIP: 000000000<br>LEI: 54930086P8MBY4IN4E29 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $339570.28     | 0.00%             | 2033-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      560000 | PA      | $437021.35     | 0.01%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116061.02     | 0.00%             | 2037-04-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $581264.22     | 0.01%             | 2028-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1395000000 | PA      | $1423502.03    | 0.02%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE                                   | Santander Consumer Finance SA                                                    | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $438762.16     | 0.01%             | 2027-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1383384.01    | 0.02%             | 2028-10-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER OSPREY FIN                                  | Anglian Water Osprey Financing PLC                                               | CUSIP: 000000000<br>LEI: 21380072JDZ74GW9ZY87 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $257260.69     | 0.00%             | 2026-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB VORARLBERG                                  | Raiffeisen Landesbank Vorarlberg mit Revisionsverband eGen                       | CUSIP: 000000000<br>LEI: 529900FEID5L4H2T2L70 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $177531.62     | 0.00%             | 2034-11-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      150000 | PA      | $80510.36      | 0.00%             | 2051-12-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3310000 | PA      | $3217099.94    | 0.05%             | 2031-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $186466.73     | 0.00%             | 2039-08-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $660323.38     | 0.01%             | 2026-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   355000000 | PA      | $2638650.47    | 0.04%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                          | Enbridge Gas Inc                                                                 | CUSIP: 90664ZAU4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $110504.29     | 0.00%             | 2041-06-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTER TREASURY PLC                                        | Aster Treasury Plc                                                               | CUSIP: 000000000<br>LEI: 213800P9VSYTW2S14R80 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $113908.78     | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $53456.51      | 0.00%             | 2028-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $609566.71     | 0.01%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $543868.15     | 0.01%             | 2027-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $622831.95     | 0.01%             | 2027-07-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LB88<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150423.13     | 0.00%             | 2028-12-18      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RJN3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      600000 | PA      | $667880.44     | 0.01%             | 2026-03-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12320000000 | PA      | $866095.05     | 0.01%             | 2044-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HALEON UK CAPITAL PLC                                     | Haleon UK Capital PLC                                                            | CUSIP: 000000000<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $253072.39     | 0.00%             | 2028-10-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $250690.86     | 0.00%             | 2026-12-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      550000 | PA      | $636157.51     | 0.01%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $97226.03      | 0.00%             | 2031-10-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $464303.95     | 0.01%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICINITY CENTRES TRUST                                    | Vicinity Centres Trust                                                           | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              |  | AU        |      200000 | PA      | $134621.20     | 0.00%             | 2034-04-24      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5060000 | PA      | $5602976.92    | 0.08%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $202258.98     | 0.00%             | 2032-03-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $348714.57     | 0.00%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1300000 | PA      | $1544914.74    | 0.02%             | 2029-04-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                  | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $81165.99      | 0.00%             | 2031-09-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                         | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $447384.96     | 0.01%             | 2026-06-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      400000 | PA      | $326063.81     | 0.00%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1390000 | PA      | $1013894.96    | 0.01%             | 2040-06-22      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7557600 | PA      | $10065231.21   | 0.14%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2268000 | PA      | $1042145.90    | 0.01%             | 2073-10-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   334800000 | PA      | $2393307.12    | 0.03%             | 2026-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2102995.87    | 0.03%             | 2026-08-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $225745.35     | 0.00%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   363700000 | PA      | $1676542.38    | 0.02%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $170726.81     | 0.00%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       18000 | PA      | $20582.32      | 0.00%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $197452.73     | 0.00%             | 2031-12-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    50000000 | PA      | $7222014.10    | 0.10%             | 2031-01-08      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                       | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $103581.01     | 0.00%             | 2028-03-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     4600000 | PA      | $3563340.85    | 0.05%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $471243.45     | 0.01%             | 2029-02-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD ILS                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-463409.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | Fresenius SE & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $679672.84     | 0.01%             | 2030-10-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     4083900 | PA      | $4019693.73    | 0.06%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5674000 | PA      | $7262440.84    | 0.10%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852PJ4<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $164913.71     | 0.00%             | 2036-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXT6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      300000 | PA      | $209498.38     | 0.00%             | 2029-02-28      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $100561.27     | 0.00%             | 2033-07-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                  | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $233386.74     | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $449456.61     | 0.01%             | 2026-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      300000 | PA      | $339370.09     | 0.00%             | 2032-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8723000 | PA      | $10264746.86   | 0.15%             | 2033-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      500000 | PA      | $550478.03     | 0.01%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $353430.58     | 0.01%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     8796000 | PA      | $4735712.66    | 0.07%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                             | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      500000 | PA      | $569616.33     | 0.01%             | 2030-10-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      820000 | PA      | $851633.34     | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      800000 | PA      | $495808.79     | 0.01%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $165200.46     | 0.00%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $225492.12     | 0.00%             | 2027-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                       | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $570572.80     | 0.01%             | 2032-12-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     6964000 | PA      | $7716147.48    | 0.11%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      400000 | PA      | $83722.54      | 0.00%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29290ZAS9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $120693.23     | 0.00%             | 2047-11-29      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAS0<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $767743.74     | 0.01%             | 2028-12-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   196900000 | PA      | $955550.59     | 0.01%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BRITISH FOODS                                  | Associated British Foods PLC                                                     | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $215408.55     | 0.00%             | 2034-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      300000 | PA      | $293443.29     | 0.00%             | 2031-11-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      550000 | PA      | $518481.15     | 0.01%             | 2033-02-17      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      400000 | PA      | $428674.62     | 0.01%             | 2029-03-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $455486.47     | 0.01%             | 2033-01-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172BH1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      550000 | PA      | $625143.55     | 0.01%             | 2026-03-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   161850000 | PA      | $1190962.09    | 0.02%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                                     | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |      200000 | PA      | $210441.11     | 0.00%             | 2028-06-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    13819000 | PA      | $12686418.66   | 0.18%             | 2035-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Iren SpA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $112970.46     | 0.00%             | 2025-09-19      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111458.74     | 0.00%             | 2044-05-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      200000 | PA      | $213773.99     | 0.00%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      392000 | PA      | $364221.57     | 0.01%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $230228.88     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $348241.53     | 0.00%             | 2031-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $347513.53     | 0.00%             | 2043-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $760399.98     | 0.01%             | 2037-06-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $430220.92     | 0.01%             | 2031-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $587948.07     | 0.01%             | 2030-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    72150000 | PA      | $409586.72     | 0.01%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GSK CAPITAL BV                                            | GSK Capital BV                                                                   | CUSIP: 000000000<br>LEI: 549300ZGXDBU2ZV6RP76 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $219851.95     | 0.00%             | 2036-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   376550000 | PA      | $2007637.87    | 0.03%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBK5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144358.11     | 0.00%             | 2043-10-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| SWISS LIFE FINANCE I AG                                   | Swiss Life Finance I AG                                                          | CUSIP: 000000000<br>LEI: 549300GDVNT1NHIHOW12 | Long             | DBT              | CORP              | LI        |      200000 | PA      | $227361.15     | 0.00%             | 2035-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST BRIT COL TRA                                  | South Coast British Columbia Transportation Authority                            | CUSIP: 83740TAG2<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $258179.86     | 0.00%             | 2028-11-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                   | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      300000 | PA      | $333197.04     | 0.00%             | 2028-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      780000 | PA      | $737451.51     | 0.01%             | 2034-05-22      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAM3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $180983.09     | 0.00%             | 2029-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $396497.68     | 0.01%             | 2030-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $314117.30     | 0.00%             | 2032-07-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    46350000 | PA      | $6537502.21    | 0.09%             | 2027-06-17      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      977000 | PA      | $1298574.40    | 0.02%             | 2035-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3873000 | PA      | $2928637.29    | 0.04%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $206066.83     | 0.00%             | 2025-09-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $263736.79     | 0.00%             | 2025-09-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                  | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     4000000 | PA      | $602322.20     | 0.01%             | 2026-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $472092.88     | 0.01%             | 2035-03-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $134729.21     | 0.00%             | 2026-03-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      400000 | PA      | $484136.91     | 0.01%             | 2031-05-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DXC CAPITAL FUNDING LTD                                   | DXC Capital Funding DAC                                                          | CUSIP: 000000000<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $318713.04     | 0.00%             | 2027-09-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CS8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138580.45     | 0.00%             | 2030-12-09      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $380608.82     | 0.01%             | 2031-07-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      423000 | PA      | $407476.46     | 0.01%             | 2032-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $551149.82     | 0.01%             | 2027-08-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CLARION FUNDING PLC                                       | Clarion Funding PLC                                                              | CUSIP: 000000000<br>LEI: 213800BLOAKXC1BXLJ29 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $371823.73     | 0.01%             | 2029-01-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $245193.25     | 0.00%             | 2027-09-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $428970.74     | 0.01%             | 2042-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $231986.05     | 0.00%             | 2031-05-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2330000 | PA      | $2655113.01    | 0.04%             | 2035-02-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 000000000<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $691892.71     | 0.01%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD RON                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-670355.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $484726.93     | 0.01%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                           | Brookfield Corp                                                                  | CUSIP: 11257ZAE9<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146338.01     | 0.00%             | 2026-01-28      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $157374.75     | 0.00%             | 2047-02-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THALES SA                                                 | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $326858.83     | 0.00%             | 2027-01-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4000000000 | PA      | $554584.24     | 0.01%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1380000 | PA      | $1593105.72    | 0.02%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $569509.53     | 0.01%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $487174.86     | 0.01%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                        | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     6110000 | PA      | $932731.03     | 0.01%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    11486000 | PA      | $7005513.40    | 0.10%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $233368.72     | 0.00%             | 2032-09-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709FV9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      120000 | PA      | $96009.18      | 0.00%             | 2031-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   654350000 | PA      | $3971530.74    | 0.06%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $886890.87     | 0.01%             | 2027-02-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AM3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $112726.51     | 0.00%             | 2028-12-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      540000 | PA      | $617454.54     | 0.01%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      500000 | PA      | $574574.42     | 0.01%             | 2027-11-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $654649.51     | 0.01%             | 2028-05-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $385382.74     | 0.01%             | 2032-04-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $100564.90     | 0.00%             | 2032-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $555044.80     | 0.01%             | 2027-01-21      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MERCK FIN SERVICES GMBH                                   | Merck Financial Services GmbH                                                    | CUSIP: 000000000<br>LEI: 549300OELEN3ZS5RB682 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $319230.47     | 0.00%             | 2028-07-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $440815.28     | 0.01%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NETWORK FINANCE CO PTY L                                  | Network Finance Co Pty Ltd                                                       | CUSIP: 000000000<br>LEI: 213800XV6ZAOWZ2IIS63 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $134783.86     | 0.00%             | 2030-06-19      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                                 | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |      100000 | PA      | $121773.60     | 0.00%             | 2041-12-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     9210000 | PA      | $5675644.52    | 0.08%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     4000000 | PA      | $2011823.35    | 0.03%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $284077.22     | 0.00%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $173968.75     | 0.00%             | 2036-07-26      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1996000 | PA      | $981978.95     | 0.01%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2143000 | PA      | $2719070.97    | 0.04%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1700000 | PA      | $1911378.25    | 0.03%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     5000000 | PA      | $514932.33     | 0.01%             | 2025-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE FONCIERE LYONNAI                                  | Societe Fonciere Lyonnaise SA                                                    | CUSIP: 000000000<br>LEI: 969500B0S40FTUVKD182 | Long             | DBT              |  | FR        |      100000 | PA      | $111394.28     | 0.00%             | 2027-06-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                   | Aurizon Network Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $131905.64     | 0.00%             | 2031-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      400000 | PA      | $353430.89     | 0.01%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                     | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $662321.80     | 0.01%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAK7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147010.44     | 0.00%             | 2028-03-27      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                      | PPG Industries, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $336980.00     | 0.00%             | 2029-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $772331.00     | 0.01%             | 2026-08-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      350000 | PA      | $395415.73     | 0.01%             | 2036-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $198216.27     | 0.00%             | 2046-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                   | Walt Disney Co/The                                                               | CUSIP: 254687FU5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      200000 | PA      | $144944.01     | 0.00%             | 2027-03-30      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1010000 | PA      | $896483.41     | 0.01%             | 2043-02-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $817113.28     | 0.01%             | 2028-10-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3964000 | PA      | $4652581.03    | 0.07%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $207218.82     | 0.00%             | 2032-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                           | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |      600000 | PA      | $688366.02     | 0.01%             | 2029-10-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   118500000 | PA      | $869339.83     | 0.01%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $581012.42     | 0.01%             | 2028-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     5476000 | PA      | $1673973.81    | 0.02%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $535324.99     | 0.01%             | 2029-10-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     4040000 | PA      | $2553112.63    | 0.04%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADECCO INT FINANCIAL SVS                                  | Adecco International Financial Services BV                                       | CUSIP: 000000000<br>LEI: 549300PDNGPM4PIAUK57 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $336003.68     | 0.00%             | 2032-10-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $317458.57     | 0.00%             | 2028-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $360333.69     | 0.01%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAF3<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $279738.72     | 0.00%             | 2051-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 25000000000 | PA      | $1523311.79    | 0.02%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 10552750000 | PA      | $6073013.94    | 0.09%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $329534.86     | 0.00%             | 2026-09-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $566946.75     | 0.01%             | 2026-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1530000 | PA      | $847346.21     | 0.01%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WU44<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151941.16     | 0.00%             | 2034-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $544529.00     | 0.01%             | 2028-07-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $430452.55     | 0.01%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2414000 | PA      | $2594078.67    | 0.04%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1710000 | PA      | $947709.78     | 0.01%             | 2031-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 060505FZ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      150000 | PA      | $107056.51     | 0.00%             | 2027-09-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                         | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      650000 | PA      | $605930.57     | 0.01%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $399478.95     | 0.01%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $219491.23     | 0.00%             | 2026-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYDE HOUSING ASSOC LTD                                    | Hyde Housing Association Ltd                                                     | CUSIP: 000000000<br>LEI: 213800WOZ2BUYBVOGK96 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $54011.36      | 0.00%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   429900000 | PA      | $1927368.37    | 0.03%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1450000 | PA      | $1617575.72    | 0.02%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $305267.23     | 0.00%             | 2031-12-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $927780.41     | 0.01%             | 2031-12-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $437038.73     | 0.01%             | 2027-09-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                   | Prudential Funding Asia PLC                                                      | CUSIP: 000000000<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $341013.00     | 0.00%             | 2031-12-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3800000 | PA      | $4283957.39    | 0.06%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $456413.92     | 0.01%             | 2035-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $344440.41     | 0.00%             | 2028-04-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4000000 | PA      | $705697.57     | 0.01%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $522800.45     | 0.01%             | 2031-03-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      325000 | PA      | $340911.15     | 0.00%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $441747.13     | 0.01%             | 2045-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      406000 | PA      | $453202.43     | 0.01%             | 2025-12-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $342903.45     | 0.00%             | 2035-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                | Baxter International, Inc.                                                       | CUSIP: 000000000<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      250000 | PA      | $266163.36     | 0.00%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EH1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $286737.31     | 0.00%             | 2054-10-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14120000 | PA      | $1986689.39    | 0.03%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $574057.51     | 0.01%             | 2034-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      435000 | PA      | $471184.13     | 0.01%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $237689.78     | 0.00%             | 2033-11-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $305184.32     | 0.00%             | 2026-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-38178.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                     | United Parcel Service Inc                                                        | CUSIP: 000000000<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      200000 | PA      | $243703.71     | 0.00%             | 2050-02-12      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $438243.49     | 0.01%             | 2027-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      340000 | PA      | $374495.72     | 0.01%             | 2027-09-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709EX6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       40000 | PA      | $34138.18      | 0.00%             | 2031-06-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $220631.79     | 0.00%             | 2026-10-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      500000 | PA      | $567606.17     | 0.01%             | 2038-11-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    11000000 | PA      | $1579941.07    | 0.02%             | 2029-09-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10850000 | PA      | $2100837.14    | 0.03%             | 2041-06-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HRJ3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143382.17     | 0.00%             | 2031-04-21      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   115100000 | PA      | $17010868.27   | 0.24%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $540059.33     | 0.01%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $221464.71     | 0.00%             | 2026-08-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $275755.13     | 0.00%             | 2046-10-22      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1732660000 | PA      | $1212388.51    | 0.02%             | 2026-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   310200000 | PA      | $2164284.38    | 0.03%             | 2026-08-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      950000 | PA      | $997828.81     | 0.01%             | 2029-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $176002.04     | 0.00%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DCC GROUP FIN IRELAND                                     | DCC Group Finance Ireland DAC                                                    | CUSIP: 000000000<br>LEI: 213800SOAP5DXWP6BS88 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $231283.81     | 0.00%             | 2031-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                        | Burberry Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $128875.11     | 0.00%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5937670000 | PA      | $4174191.07    | 0.06%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3737000 | PA      | $3796544.07    | 0.05%             | 2048-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $229418.03     | 0.00%             | 2034-02-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     2820000 | PA      | $259228.96     | 0.00%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      394000 | PA      | $203618.89     | 0.00%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                     | 407 International Inc                                                            | CUSIP: 35085ZBG0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $16285.45      | 0.00%             | 2052-09-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111730.38     | 0.00%             | 2026-01-19      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| LFA FOERDERBANK BAYERN                                    | LFA Foerderbank Bayern                                                           | CUSIP: 000000000<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $231621.39     | 0.00%             | 2027-03-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   215600000 | PA      | $881823.20     | 0.01%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $235131.48     | 0.00%             | 2035-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $98465.79      | 0.00%             | 2031-04-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $744350.16     | 0.01%             | 2027-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $232004.13     | 0.00%             | 2026-09-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    13032000 | PA      | $8103158.83    | 0.12%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1602750000 | PA      | $10991278.82   | 0.16%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $222428.74     | 0.00%             | 2026-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-15511466.61  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $110169.83     | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                             | JDE Peet's NV                                                                    | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |      449000 | PA      | $417918.66     | 0.01%             | 2033-06-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1921650000 | PA      | $1378161.90    | 0.02%             | 2027-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      300000 | PA      | $354344.18     | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      650000 | PA      | $717849.65     | 0.01%             | 2031-05-05      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   780000000 | PA      | $824279.95     | 0.01%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $121271.86     | 0.00%             | 2033-07-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   323350000 | PA      | $2344190.19    | 0.03%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      200000 | PA      | $229402.26     | 0.00%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $665071.93     | 0.01%             | 2055-07-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAR0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $59432.77      | 0.00%             | 2051-03-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     3120000 | PA      | $1961750.00    | 0.03%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6864000 | PA      | $8628996.78    | 0.12%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $328174.42     | 0.00%             | 2027-11-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      420000 | PA      | $444337.47     | 0.01%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      200000 | PA      | $191330.63     | 0.00%             | 2031-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $175582.14     | 0.00%             | 2034-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $331265.11     | 0.00%             | 2027-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      357000 | PA      | $476261.37     | 0.01%             | 2029-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      435000 | PA      | $486337.27     | 0.01%             | 2027-02-16      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     2140000 | PA      | $1241694.72    | 0.02%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $333566.09     | 0.00%             | 2044-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAV4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $406230.19     | 0.01%             | 2049-03-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     9217000 | PA      | $10300030.10   | 0.15%             | 2026-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Emissionskonsortium Der Gemeinsamen Laenderschatzanweisungen Bestehend Aus Den   | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $437062.96     | 0.01%             | 2027-10-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   976150000 | PA      | $6708198.24    | 0.10%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                                    | Highland Holdings Sarl                                                           | CUSIP: 000000000<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $328539.79     | 0.00%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                      | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    18688000 | PA      | $1596580.52    | 0.02%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                                    | Teollisuuden Voima Oyj                                                           | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |      594000 | PA      | $672022.83     | 0.01%             | 2027-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $28272.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2000000 | PA      | $2288183.96    | 0.03%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342274.38     | 0.00%             | 2031-11-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $371605.82     | 0.01%             | 2033-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $615754.03     | 0.01%             | 2026-06-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $96531.45      | 0.00%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   533800000 | PA      | $1971534.04    | 0.03%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $663117.51     | 0.01%             | 2027-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $79293.83      | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $206162.05     | 0.00%             | 2032-05-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCE2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137376.46     | 0.00%             | 2030-05-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2140000 | PA      | $1632747.56    | 0.02%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2580000 | PA      | $1641944.02    | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   116250000 | PA      | $772989.10     | 0.01%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $220877.97     | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $113423.67     | 0.00%             | 2033-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $925357.32     | 0.01%             | 2036-05-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                      | Heathrow Funding Ltd                                                             | CUSIP: 42246QAD0<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $144624.88     | 0.00%             | 2030-09-04      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $539491.45     | 0.01%             | 2028-09-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $230522.81     | 0.00%             | 2034-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      970000 | PA      | $666432.91     | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                             | Walmart, Inc.                                                                    | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      600000 | PA      | $744554.59     | 0.01%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $327864.88     | 0.00%             | 2027-01-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    25150000 | PA      | $1218722.79    | 0.02%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $343811.29     | 0.00%             | 2031-02-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEX7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1305596.48    | 0.02%             | 2026-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4967000 | PA      | $3312079.52    | 0.05%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $310916.35     | 0.00%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BG6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $253146.98     | 0.00%             | 2031-03-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   351000000 | PA      | $2213045.50    | 0.03%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3905000 | PA      | $4837945.38    | 0.07%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $350894.15     | 0.01%             | 2033-06-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $361490.60     | 0.01%             | 2030-02-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                    | DSM BV                                                                           | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111137.51     | 0.00%             | 2036-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH                                  | Imperial Brands Finance Netherlands BV                                           | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $370047.02     | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      188000 | PA      | $265110.69     | 0.00%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $631356.29     | 0.01%             | 2028-04-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $554190.31     | 0.01%             | 2028-02-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CR0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $63034.90      | 0.00%             | 2049-12-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      750000 | PA      | $861679.69     | 0.01%             | 2029-09-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2985587.49    | 0.04%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $658738.06     | 0.01%             | 2027-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AG8<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $119229.62     | 0.00%             | 2040-04-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $352586.74     | 0.01%             | 2048-01-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $332356.61     | 0.00%             | 2026-06-20      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $462340.39     | 0.01%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $250709.02     | 0.00%             | 2040-09-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $618979.60     | 0.01%             | 2030-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $539616.10     | 0.01%             | 2029-04-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     7000000 | PA      | $1038606.77    | 0.01%             | 2033-06-16      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| IGNITIS GRUPE AB                                          | Ignitis Grupe AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | DBT              | CORP              | LT        |      200000 | PA      | $209934.15     | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORANO SA                                                  | Orano SA                                                                         | CUSIP: 000000000<br>LEI: 969500161UMNDC85C891 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $901564.33     | 0.01%             | 2028-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $932654.93     | 0.01%             | 2035-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $333049.03     | 0.00%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      530000 | PA      | $758806.13     | 0.01%             | 2039-07-07      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    24457240 | PA      | $4576450.78    | 0.07%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      750000 | PA      | $831157.67     | 0.01%             | 2027-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    13210000 | PA      | $15584015.64   | 0.22%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1208546.08    | 0.02%             | 2063-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $336972.41     | 0.00%             | 2026-04-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 532457BM9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      350000 | PA      | $394026.60     | 0.01%             | 2026-06-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LONSDALE FINANCE PTY LTD                                  | Lonsdale Finance Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300VX4WC30OTQ1E62 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $124453.62     | 0.00%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    11633000 | PA      | $12384337.97   | 0.18%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 40048000000 | PA      | $2453376.86    | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EB4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $69017.21      | 0.00%             | 2052-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      300000 | PA      | $338097.92     | 0.00%             | 2033-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJP9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1570000 | PA      | $1209696.19    | 0.02%             | 2033-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS FIN                                  | Heidelberg Materials Finance Luxembourg SA                                       | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |      235000 | PA      | $261268.21     | 0.00%             | 2027-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AURIZON FINANCE PTY LTD                                   | Aurizon Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 8945002Q8CO1BE22YB71 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $61117.95      | 0.00%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $670531.70     | 0.01%             | 2026-01-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $608311.94     | 0.01%             | 2030-03-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   600000000 | PA      | $603461.55     | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $280576.28     | 0.00%             | 2034-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $124917.07     | 0.00%             | 2043-11-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3381000 | PA      | $3544336.57    | 0.05%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $296835.10     | 0.00%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FPG8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144170.21     | 0.00%             | 2032-01-26      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    40810000 | PA      | $1613973.63    | 0.02%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4030000 | PA      | $2391206.54    | 0.03%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      875000 | PA      | $971298.71     | 0.01%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                    | Volkswagen Financial Services NV                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $469569.67     | 0.01%             | 2028-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $279636.35     | 0.00%             | 2030-06-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $481538.50     | 0.01%             | 2031-12-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $558213.81     | 0.01%             | 2029-07-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   102300000 | PA      | $15235331.75   | 0.22%             | 2032-07-18      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $132959.14     | 0.00%             | 2029-02-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $248166.23     | 0.00%             | 2049-11-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $218895.57     | 0.00%             | 2027-09-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $312829.14     | 0.00%             | 2028-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                       | Blackstone Holdings Finance Co. LLC                                              | CUSIP: 000000000<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      200000 | PA      | $215430.35     | 0.00%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058LB7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $372292.78     | 0.01%             | 2029-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFFORDABLE HOUSING FINAN                                  | Affordable Housing Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800CUPSEPGZJDL997 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $524208.50     | 0.01%             | 2043-08-11      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $445568.35     | 0.01%             | 2026-05-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $539287.49     | 0.01%             | 2027-10-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      300000 | PA      | $361138.29     | 0.01%             | 2034-07-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2620000 | PA      | $742029.77     | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                               | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $322096.27     | 0.00%             | 2029-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $667967.67     | 0.01%             | 2027-03-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                | Dover Corp                                                                       | CUSIP: 260003AQ1<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      200000 | PA      | $216562.52     | 0.00%             | 2027-11-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $270979.83     | 0.00%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $808837.28     | 0.01%             | 2033-09-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $228576.04     | 0.00%             | 2026-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $210018.20     | 0.00%             | 2027-09-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $656986.82     | 0.01%             | 2028-01-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $554878.90     | 0.01%             | 2031-10-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1703000 | PA      | $1320318.19    | 0.02%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $436069.24     | 0.01%             | 2027-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                               | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      300000 | PA      | $193463.04     | 0.00%             | 2050-10-09      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      150000 | PA      | $153861.92     | 0.00%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KN7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      720000 | PA      | $388951.52     | 0.01%             | 2052-12-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    14337000 | PA      | $13959322.68   | 0.20%             | 2034-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      600000 | PA      | $550627.97     | 0.01%             | 2032-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ING BELGIUM SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $503563.55     | 0.01%             | 2030-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                       | Ceska sporitelna AS                                                              | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      100000 | PA      | $118080.38     | 0.00%             | 2031-07-03      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      440000 | PA      | $423039.06     | 0.01%             | 2036-07-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      280000 | PA      | $196067.84     | 0.00%             | 2041-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED DKK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | DK        |           1 | NC      | $31499.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                         | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $334145.93     | 0.00%             | 2026-03-23      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                              | Danaher Corp                                                                     | CUSIP: 235851AU6<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      200000 | PA      | $223047.80     | 0.00%             | 2030-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VANCOUVER AIRPORT AUTHOR                                  | Vancouver Airport Authority                                                      | CUSIP: 92157WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      150000 | PA      | $80129.20      | 0.00%             | 2050-09-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                    | Castellum Helsinki Finance Holding Abp                                           | CUSIP: 000000000<br>LEI: 743700WAF2AHZ4LRAR98 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $303873.76     | 0.00%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   116440000 | PA      | $16904873.93   | 0.24%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $648031.61     | 0.01%             | 2026-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      680000 | PA      | $784127.25     | 0.01%             | 2026-11-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CTE CO TRANSP ELEC                                        | Coentreprise de Transport d'Electricite SA                                       | CUSIP: 000000000<br>LEI: 969500BH61SHYYBTJQ29 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $764228.08     | 0.01%             | 2028-07-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   428200000 | PA      | $2396356.40    | 0.03%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| de Volksbank NV                                           | de Volksbank NV                                                                  | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $219172.45     | 0.00%             | 2028-03-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1221905.82    | 0.02%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $1600126.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $536153.27     | 0.01%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $454218.33     | 0.01%             | 2027-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANDOZ FINANCE B.V.                                       | Sandoz Finance BV                                                                | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $601376.33     | 0.01%             | 2033-11-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $226476.19     | 0.00%             | 2045-05-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $20714.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $536845.48     | 0.01%             | 2028-01-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |           1 | NC      | $54388.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    57877000 | PA      | $1928226.46    | 0.03%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $471128.55     | 0.01%             | 2042-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      420000 | PA      | $457293.01     | 0.01%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $146804.21     | 0.00%             | 2028-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $585270.42     | 0.01%             | 2028-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $386915.45     | 0.01%             | 2030-12-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      400000 | PA      | $444551.20     | 0.01%             | 2036-01-23      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GA9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $431111.56     | 0.01%             | 2027-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MAN AIR GRP FND P                                         | Manchester Airport Group Funding PLC                                             | CUSIP: 000000000<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $373273.93     | 0.01%             | 2044-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                  | Acciona Energia Financiacion Filiales SA                                         | CUSIP: 000000000<br>LEI: 254900CO48EPLIMJDK17 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $606771.51     | 0.01%             | 2031-04-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      100000 | PA      | $105821.70     | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1400000 | PA      | $859502.81     | 0.01%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $913280.51     | 0.01%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 17555000000 | PA      | $999898.44     | 0.01%             | 2036-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $376901.00     | 0.01%             | 2032-06-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      600000 | PA      | $647108.23     | 0.01%             | 2028-08-02      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3800000 | PA      | $2469769.40    | 0.04%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $589992.05     | 0.01%             | 2028-08-16      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $109622.75     | 0.00%             | 2028-04-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                            | FCC Aqualia SA                                                                   | CUSIP: 000000000<br>LEI: 959800BYDMFZGPTXHN28 | Long             | DBT              | CORP              | ES        |      250000 | PA      | $282236.12     | 0.00%             | 2027-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $589311.60     | 0.01%             | 2030-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 38000000000 | PA      | $2518559.58    | 0.04%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $6140.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      200000 | PA      | $224124.32     | 0.00%             | 2031-07-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $92654.12      | 0.00%             | 2037-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $175043.26     | 0.00%             | 2027-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $222001.11     | 0.00%             | 2026-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $88000.50      | 0.00%             | 2039-03-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $222866.44     | 0.00%             | 2034-03-10      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $226636.24     | 0.00%             | 2029-10-03      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $483382.45     | 0.01%             | 2031-01-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN VEST BOLIGKR                                  | Sparebanken Vest Boligkreditt AS                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $580164.34     | 0.01%             | 2029-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $644804.79     | 0.01%             | 2029-02-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113639.69     | 0.00%             | 2032-01-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |     1800000 | PA      | $2011780.10    | 0.03%             | 2034-10-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BQ5<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      100000 | PA      | $76100.17      | 0.00%             | 2031-03-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     1600000 | PA      | $1680070.58    | 0.02%             | 2029-05-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                     | Aeroporti di Roma SpA                                                            | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $277904.60     | 0.00%             | 2027-06-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROGRAMA CEDULAS TDA FTA                                  | Programa Cedulas TDA Fondo de Titulizacion de Activos                            | CUSIP: 000000000<br>LEI: 959800B2SA7684UFA098 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $352813.34     | 0.01%             | 2027-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $559840.46     | 0.01%             | 2026-02-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $977571.85     | 0.01%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CATALYST HOUSING LTD                                      | Catalyst Housing Ltd                                                             | CUSIP: 000000000<br>LEI: 213800TNFSTCW6BFWE04 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $84305.26      | 0.00%             | 2047-10-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                                    | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $344202.44     | 0.00%             | 2050-12-08      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $132247.66     | 0.00%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1450000 | PA      | $1564036.61    | 0.02%             | 2027-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   392400000 | PA      | $2651248.21    | 0.04%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAM3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $298356.35     | 0.00%             | 2054-06-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCH9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $207844.37     | 0.00%             | 2031-06-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                         | CUSIP: 000000000<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      200000 | PA      | $217748.29     | 0.00%             | 2033-05-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $129580.73     | 0.00%             | 2026-05-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                         | CUSIP: 00206RGB2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $109142.32     | 0.00%             | 2025-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114648.03     | 0.00%             | 2034-01-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                            | Continental AG                                                                   | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $510334.28     | 0.01%             | 2026-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $395414.17     | 0.01%             | 2030-01-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $448613.02     | 0.01%             | 2026-01-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $412492.64     | 0.01%             | 2038-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7796000 | PA      | $8922489.56    | 0.13%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5727000 | PA      | $3393764.05    | 0.05%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $493413.52     | 0.01%             | 2027-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      300000 | PA      | $349701.18     | 0.01%             | 2034-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5861000 | PA      | $3805945.88    | 0.05%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                           | UPM-Kymmene Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $332763.32     | 0.00%             | 2029-05-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COVESTRO AG                                               | Covestro AG                                                                      | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $391960.50     | 0.01%             | 2026-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                    | DWR Cymru Financing UK PLC                                                       | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $125196.91     | 0.00%             | 2044-09-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      529070 | PA      | $607211.25     | 0.01%             | 2026-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $340064.57     | 0.00%             | 2032-02-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                           | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $221643.14     | 0.00%             | 2026-06-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $284725.87     | 0.00%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHP4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $459292.13     | 0.01%             | 2028-06-14      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $244805.14     | 0.00%             | 2051-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $312382.78     | 0.00%             | 2030-09-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $922544.36     | 0.01%             | 2030-11-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $188798.67     | 0.00%             | 2049-09-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      450000 | PA      | $399586.86     | 0.01%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PLATFORM HG FINANCE PLC                                   | Platform HG Financing PLC                                                        | CUSIP: 000000000<br>LEI: 213800UCFCI3SEDD1530 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $280876.26     | 0.00%             | 2041-09-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| ADIDAS AG                                                 | adidas AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $231216.75     | 0.00%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5867000 | PA      | $6337934.08    | 0.09%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $316368.25     | 0.00%             | 2031-03-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $373605.54     | 0.01%             | 2029-01-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FC8<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $56703.00      | 0.00%             | 2048-07-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   103490000 | PA      | $3546558.00    | 0.05%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1760000 | PA      | $1392603.64    | 0.02%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   151000000 | PA      | $876098.69     | 0.01%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 000000000<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $128504.61     | 0.00%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $758086.25     | 0.01%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926HR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $365746.99     | 0.01%             | 2035-02-04      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $432682.79     | 0.01%             | 2037-02-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      300000 | PA      | $299140.04     | 0.00%             | 2031-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      450000 | PA      | $492304.32     | 0.01%             | 2027-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      150000 | PA      | $146006.49     | 0.00%             | 2029-12-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $581451.19     | 0.01%             | 2029-05-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3190460000 | PA      | $2246200.93    | 0.03%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7750000 | PA      | $8008771.08    | 0.11%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $477166.70     | 0.01%             | 2033-10-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $709913.03     | 0.01%             | 2029-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $455608.30     | 0.01%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P81<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $728481.56     | 0.01%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      281000 | PA      | $313756.25     | 0.00%             | 2027-03-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      450000 | PA      | $353353.40     | 0.01%             | 2045-02-17      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    79700000 | PA      | $11806508.77   | 0.17%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    23850000 | PA      | $173848.06     | 0.00%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6770000 | PA      | $3770181.18    | 0.05%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                            | NE Property BV                                                                   | CUSIP: 000000000<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $345585.86     | 0.00%             | 2032-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      370000 | PA      | $366552.15     | 0.01%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $458712.14     | 0.01%             | 2027-12-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $471920.83     | 0.01%             | 2028-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $783215.83     | 0.01%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RABOBANK UA/AU                                            | Cooperatieve Rabobank UA/Australia                                               | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $328153.84     | 0.00%             | 2029-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $335786.34     | 0.00%             | 2036-02-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1350000 | PA      | $1565314.04    | 0.02%             | 2038-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCM4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143435.10     | 0.00%             | 2053-02-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $547228.40     | 0.01%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FI CANADA                                   | Daimler Truck Finance Canada Inc                                                 | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143095.59     | 0.00%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $404420.63     | 0.01%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                   | Oncor Electric Delivery Co LLC                                                   | CUSIP: 000000000<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      200000 | PA      | $231302.09     | 0.00%             | 2031-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      568000 | PA      | $607363.39     | 0.01%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $353239.67     | 0.01%             | 2028-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AFFINITY SUTTON CM PLC                                    | Affinity Sutton Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800CIN9MC8IN3GK94 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $108015.90     | 0.00%             | 2042-10-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      775000 | PA      | $811564.02     | 0.01%             | 2028-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137088.73     | 0.00%             | 2035-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1997200000 | PA      | $1272649.22    | 0.02%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415GDE7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $216927.19     | 0.00%             | 2027-03-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $225115.35     | 0.00%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1850000 | PA      | $1968811.27    | 0.03%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON EUROPE                                       | CK Hutchison Europe Finance 21 Ltd                                               | CUSIP: 000000000<br>LEI: 254900UIPWFKU7480958 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $181026.46     | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                         | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $622900.96     | 0.01%             | 2031-02-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                                    | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $770149.21     | 0.01%             | 2027-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $712102.70     | 0.01%             | 2027-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                             | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      963000 | PA      | $1051471.81    | 0.02%             | 2030-03-23      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                     | CUSIP: 34527ADA5<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $139625.82     | 0.00%             | 2029-09-12      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    72950000 | PA      | $2589771.67    | 0.04%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                                      | Ferrovie dello Stato Italiane SpA                                                | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |      975000 | PA      | $1037416.05    | 0.01%             | 2028-03-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $449189.68     | 0.01%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AL9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $132787.81     | 0.00%             | 2031-02-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      550000 | PA      | $624812.22     | 0.01%             | 2031-08-28      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6717000 | PA      | $7890893.21    | 0.11%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARVAL SERVICE LEASE SA/F                                  | Arval Service Lease SA/France                                                    | CUSIP: 000000000<br>LEI: 969500UCL6ROAHVXQV60 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $687416.13     | 0.01%             | 2026-04-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAE6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $61406.72      | 0.00%             | 2053-05-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $436712.34     | 0.01%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                    | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      381000 | PA      | $443419.77     | 0.01%             | 2029-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      400000 | PA      | $455372.19     | 0.01%             | 2027-09-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     4000000 | PA      | $2189477.30    | 0.03%             | 2030-11-18      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    11200000 | PA      | $2581838.64    | 0.04%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    15000000 | PA      | $1456358.17    | 0.02%             | 2030-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KE7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      450000 | PA      | $326995.72     | 0.00%             | 2027-06-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $657979.07     | 0.01%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $150701.21     | 0.00%             | 2033-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      352000 | PA      | $379822.12     | 0.01%             | 2029-06-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $513492.51     | 0.01%             | 2037-05-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $218648.97     | 0.00%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $102450.50     | 0.00%             | 2033-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   281000000 | PA      | $1760652.82    | 0.03%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| STOCKLAND TRUST                                           | Stockland Trust                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |      300000 | PA      | $199320.96     | 0.00%             | 2034-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $916912.52     | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957EAD3<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $300776.16     | 0.00%             | 2054-05-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAS0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $418248.35     | 0.01%             | 2031-12-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| POWER CORPORATION CANADA                                  | Power Corp of Canada                                                             | CUSIP: 739239AE1<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $69110.23      | 0.00%             | 2048-07-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UJ2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $145136.65     | 0.00%             | 2026-06-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70281.26      | 0.00%             | 2028-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $523901.83     | 0.01%             | 2025-12-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM E                                  | Telefonaktiebolaget LM Ericsson                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |      700000 | PA      | $773009.19     | 0.01%             | 2027-02-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117GTQ0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $224439.75     | 0.00%             | 2028-01-18      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1700000 | PA      | $1675126.90    | 0.02%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                              | National Australia Bank Ltd.                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      236000 | PA      | $244238.93     | 0.00%             | 2031-05-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      200000 | PA      | $224891.25     | 0.00%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3845000 | PA      | $3202536.72    | 0.05%             | 2048-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $551143.43     | 0.01%             | 2038-04-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2692000 | PA      | $2200005.85    | 0.03%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      600000 | PA      | $576887.47     | 0.01%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124850.28     | 0.00%             | 2027-10-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $314091.19     | 0.00%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    36700000 | PA      | $1618445.11    | 0.02%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   266930000 | PA      | $746672.76     | 0.01%             | 2025-06-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $871420.23     | 0.01%             | 2028-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GN0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $144296.14     | 0.00%             | 2055-10-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     6000000 | PA      | $887341.37     | 0.01%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $746610.81     | 0.01%             | 2029-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2229000 | PA      | $2207212.37    | 0.03%             | 2031-10-17      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| IGNITIS GRUPE AB                                          | Ignitis Grupe AB                                                                 | CUSIP: 000000000<br>LEI: 5493005RZJHJT5PNHY10 | Long             | DBT              | CORP              | LT        |      200000 | PA      | $220671.44     | 0.00%             | 2027-07-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $233882.83     | 0.00%             | 2033-09-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    10000000 | PA      | $1496999.98    | 0.02%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $326868.52     | 0.00%             | 2028-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-152472.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    45050000 | PA      | $6842423.23    | 0.10%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $338793.59     | 0.00%             | 2035-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1900000 | PA      | $445462.81     | 0.01%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Albemarle New Holding GmbH                                | Albemarle New Holding GmbH                                                       | CUSIP: 000000000<br>LEI: 549300SIM4N1U1700V02 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $212748.14     | 0.00%             | 2028-11-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WRG1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74850.88      | 0.00%             | 2032-08-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $232813.48     | 0.00%             | 2031-02-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCG0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72896.33      | 0.00%             | 2030-02-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $556638.16     | 0.01%             | 2026-04-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1906744.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $216404.63     | 0.00%             | 2028-01-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5000000 | PA      | $1092308.42    | 0.02%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $222930.17     | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                     | Bayer Capital Corp BV                                                            | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $670556.88     | 0.01%             | 2026-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $401882.28     | 0.01%             | 2032-11-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                        | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      450000 | PA      | $583346.28     | 0.01%             | 2029-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $532312.10     | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $353321.38     | 0.01%             | 2030-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $238611.75     | 0.00%             | 2029-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $209708.63     | 0.00%             | 2028-09-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     6814000 | PA      | $4280961.61    | 0.06%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   157000000 | PA      | $22039220.44   | 0.32%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $253147.73     | 0.00%             | 2031-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     1128000 | PA      | $1243329.35    | 0.02%             | 2032-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   750000000 | PA      | $5166503.46    | 0.07%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $711557.10     | 0.01%             | 2030-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $226091.78     | 0.00%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP FINANCE NV                                  | Compass Group Finance Netherlands BV                                             | CUSIP: 000000000<br>LEI: 213800YZZX39WY5G7M06 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $329429.53     | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   471900000 | PA      | $3284639.49    | 0.05%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ALTAREA                                                   | Altarea SCA                                                                      | CUSIP: 000000000<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              |  | FR        |      200000 | PA      | $198865.94     | 0.00%             | 2030-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JUST GROUP PLC                                            | Just Group PLC                                                                   | CUSIP: 000000000<br>LEI: 5493006456YEZEELRR90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $262153.51     | 0.00%             | 2035-03-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $95538.73      | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $373756.18     | 0.01%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $213357.07     | 0.00%             | 2028-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      366000 | PA      | $407418.22     | 0.01%             | 2027-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $739491.93     | 0.01%             | 2034-01-29      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $1050990.72    | 0.02%             | 2029-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3890020000 | PA      | $3371795.48    | 0.05%             | 2053-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     5300000 | PA      | $6020840.56    | 0.09%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $759367.20     | 0.01%             | 2031-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $106704.15     | 0.00%             | 2032-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NEWRIVER REIT PLC                                         | NewRiver REIT PLC                                                                | CUSIP: 000000000<br>LEI: 2138004GX1VAUMH66L31 | Long             | DBT              |  | GB        |      200000 | PA      | $253079.55     | 0.00%             | 2028-03-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCB2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $191450.26     | 0.00%             | 2047-09-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      592000 | PA      | $673901.08     | 0.01%             | 2027-09-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHU0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $751935.67     | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1030000 | PA      | $1138765.09    | 0.02%             | 2026-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $426142.47     | 0.01%             | 2028-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                        | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      200000 | PA      | $212534.07     | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5454000 | PA      | $4439391.43    | 0.06%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $229010.93     | 0.00%             | 2027-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCG7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $214332.66     | 0.00%             | 2031-07-22      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3939000 | PA      | $4367154.17    | 0.06%             | 2026-07-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4000000 | PA      | $2977884.75    | 0.04%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2560000 | PA      | $2344874.70    | 0.03%             | 2054-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                             | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $512753.98     | 0.01%             | 2029-11-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      250000 | PA      | $261937.15     | 0.00%             | 2029-06-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2133000 | PA      | $2292116.74    | 0.03%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAT3<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155425.85     | 0.00%             | 2035-07-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                                   | Sky Ltd                                                                          | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $822709.99     | 0.01%             | 2027-05-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2784000 | PA      | $3173440.20    | 0.05%             | 2028-10-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $427611.84     | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $438250.63     | 0.01%             | 2027-01-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $621083.84     | 0.01%             | 2034-10-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZBJ1<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151404.75     | 0.00%             | 2034-03-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    31080000 | PA      | $1035775.62    | 0.01%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $228240.30     | 0.00%             | 2036-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $227330.68     | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      710000 | PA      | $757075.41     | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $241843.38     | 0.00%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       60000 | PA      | $58757.64      | 0.00%             | 2035-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2978000 | PA      | $3347852.24    | 0.05%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $203297.64     | 0.00%             | 2032-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                          | BorgWarner, Inc.                                                                 | CUSIP: 000000000<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194363.98     | 0.00%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $228033.84     | 0.00%             | 2030-01-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                     | OeBB-Infrastruktur AG                                                            | CUSIP: 000000000<br>LEI: 529900UUANUJ60MNMX97 | Long             | DBT              | CORP              | AT        |      700000 | PA      | $829800.81     | 0.01%             | 2032-05-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $240394.89     | 0.00%             | 2040-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      559000 | PA      | $622884.40     | 0.01%             | 2027-10-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $91999.98      | 0.00%             | 2114-03-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   377500000 | PA      | $2105326.71    | 0.03%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1195000 | PA      | $1341336.71    | 0.02%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      750000 | PA      | $770346.10     | 0.01%             | 2033-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Inmobiliaria Colonial Socimi SA                                                  | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      100000 | PA      | $108588.12     | 0.00%             | 2028-10-14      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      503000 | PA      | $421643.90     | 0.01%             | 2036-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    13742000 | PA      | $10835104.46   | 0.15%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3185498.25   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $335679.25     | 0.00%             | 2027-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $238799.36     | 0.00%             | 2030-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    80000000 | PA      | $11784389.16   | 0.17%             | 2033-09-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $240444.67     | 0.00%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115817.46     | 0.00%             | 2029-03-25      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $422977.04     | 0.01%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      450000 | PA      | $439443.14     | 0.01%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2131000 | PA      | $557562.28     | 0.01%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $409988.61     | 0.01%             | 2030-03-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INVESTEC PLC                                              | Investec PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $371211.07     | 0.01%             | 2028-07-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1862000 | PA      | $960061.56     | 0.01%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $814011.82     | 0.01%             | 2031-05-22      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $214543.99     | 0.00%             | 2029-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $446935.27     | 0.01%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $341059.60     | 0.00%             | 2035-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1750000000 | PA      | $1339968.66    | 0.02%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      200000 | PA      | $228234.78     | 0.00%             | 2043-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBX0<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153962.50     | 0.00%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1440000 | PA      | $1559440.92    | 0.02%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $333975.34     | 0.00%             | 2030-01-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBX4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $169144.37     | 0.00%             | 2052-11-09      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $184587.93     | 0.00%             | 2038-05-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                    | EQT AB                                                                           | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $321260.76     | 0.00%             | 2032-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $231397.85     | 0.00%             | 2039-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                   | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $445116.35     | 0.01%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3160000 | PA      | $1783347.90    | 0.03%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $734929.75     | 0.01%             | 2032-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $451889.13     | 0.01%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $550189.06     | 0.01%             | 2030-12-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $739308.33     | 0.01%             | 2030-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113165.38     | 0.00%             | 2032-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $103438.26     | 0.00%             | 2025-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                              | Unilever PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $176213.18     | 0.00%             | 2039-06-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118898.51     | 0.00%             | 2033-10-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GH3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $167522.27     | 0.00%             | 2052-12-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $215640.87     | 0.00%             | 2030-06-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJE4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $744401.53     | 0.01%             | 2027-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $346720.05     | 0.00%             | 2028-05-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAR2<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $130351.94     | 0.00%             | 2050-05-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1322000 | PA      | $1051838.34    | 0.02%             | 2047-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4560000 | PA      | $3256464.43    | 0.05%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAD5<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147460.03     | 0.00%             | 2034-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $198609.21     | 0.00%             | 2032-08-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| CANADIAN WESTERN BANK                                     | National Bank of Canada                                                          | CUSIP: 136765BX1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155164.60     | 0.00%             | 2034-01-29      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $336051.78     | 0.00%             | 2026-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF LIVERPOOL                                   | University of Liverpool                                                          | CUSIP: 000000000<br>LEI: 213800FEIAW5YCVLG823 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $85000.13      | 0.00%             | 2055-06-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROGRAMA CEDULAS TDA FTA                                  | Programa Cedulas TDA Fondo de Titulizacion de Activos                            | CUSIP: 000000000<br>LEI: 959800B2SA7684UFA098 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $987202.89     | 0.01%             | 2031-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $109250.63     | 0.00%             | 2079-06-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2763583 | PA      | $3472776.75    | 0.05%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     4951000 | PA      | $5033395.63    | 0.07%             | 2033-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NL                                   | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1158754.58    | 0.02%             | 2029-01-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AE4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73867.45      | 0.00%             | 2029-06-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GL0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $359461.65     | 0.01%             | 2032-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      150000 | PA      | $169952.84     | 0.00%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3053000 | PA      | $2300690.01    | 0.03%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      850000 | PA      | $906001.32     | 0.01%             | 2028-02-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $141518.13     | 0.00%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     6750000 | PA      | $3632032.27    | 0.05%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116146.52     | 0.00%             | 2035-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 48232000000 | PA      | $2900889.84    | 0.04%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $532925.29     | 0.01%             | 2028-05-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2570000 | PA      | $2842837.52    | 0.04%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1003000 | PA      | $660795.10     | 0.01%             | 2029-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $393137.38     | 0.01%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    29900000 | PA      | $1357967.03    | 0.02%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    11091000 | PA      | $2645828.22    | 0.04%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $370144.74     | 0.01%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUREAU VERITAS SA                                         | Bureau Veritas SA                                                                | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $337751.63     | 0.00%             | 2036-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $285219.52     | 0.00%             | 2056-08-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2260000 | PA      | $2111753.58    | 0.03%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      125000 | PA      | $116452.91     | 0.00%             | 2034-02-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4710000 | PA      | $2886987.00    | 0.04%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9167000 | PA      | $12407366.46   | 0.18%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1300000 | PA      | $1514583.62    | 0.02%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1160000 | PA      | $760752.21     | 0.01%             | 2030-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $229506.82     | 0.00%             | 2035-03-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJT1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1128720.58    | 0.02%             | 2029-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $484440.92     | 0.01%             | 2031-10-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      200000 | PA      | $126840.24     | 0.00%             | 2027-04-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FIRMENICH PRODUCTIONS                                     | Firmenich Productions Participations SAS                                         | CUSIP: 000000000<br>LEI: 635400DX7HXMEAP36T24 | Long             | DBT              | CORP              | FR        |      350000 | PA      | $375419.06     | 0.01%             | 2030-04-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1348876.11    | 0.02%             | 2028-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      450000 | PA      | $607254.86     | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOV HOUSING CAPITAL                                       | Sovereign Housing Capital PLC                                                    | CUSIP: 000000000<br>LEI: 213800L5VZHLHFDW4I46 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $244093.76     | 0.00%             | 2057-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7899000 | PA      | $4996382.30    | 0.07%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3108130000 | PA      | $2204625.06    | 0.03%             | 2026-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   464800000 | PA      | $3329624.32    | 0.05%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TORNATOR OYJ                                              | Tornator Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700HAOL35VNKK1711 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $114593.63     | 0.00%             | 2031-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      100000 | PA      | $104511.45     | 0.00%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $428223.16     | 0.01%             | 2028-06-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    39500000 | PA      | $6481796.52    | 0.09%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON FINANCE 16                                   | CK Hutchison Finance 16 Ltd                                                      | CUSIP: 000000000<br>LEI: 254900EAR706W4E5ZN70 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $332339.01     | 0.00%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $224046.71     | 0.00%             | 2034-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $114792.85     | 0.00%             | 2031-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                      | Rentokil Initial PLC                                                             | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $782019.91     | 0.01%             | 2026-05-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AD5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $115167.05     | 0.00%             | 2032-11-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $404284.20     | 0.01%             | 2026-09-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1594217.52    | 0.02%             | 2027-07-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $241019.24     | 0.00%             | 2029-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $761394.64     | 0.01%             | 2028-04-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $788798.44     | 0.01%             | 2031-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAS0<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149705.11     | 0.00%             | 2028-07-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10965000 | PA      | $12341056.33   | 0.18%             | 2027-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $327089.20     | 0.00%             | 2028-04-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAJ5<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |      200000 | PA      | $151823.39     | 0.00%             | 2028-04-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113652.28     | 0.00%             | 2034-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $349087.05     | 0.00%             | 2027-09-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $522551.44     | 0.01%             | 2029-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $264447.17     | 0.00%             | 2026-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $347357.72     | 0.00%             | 2033-12-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $356058.29     | 0.01%             | 2035-01-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAIXA GERAL DE DEPOSITOS                                  | Caixa Geral de Depositos SA                                                      | CUSIP: 000000000<br>LEI: TO822O0VT80V06K0FH57 | Long             | DBT              | CORP              | PT        |      500000 | PA      | $549471.74     | 0.01%             | 2027-09-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      250000 | PA      | $273639.50     | 0.00%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    98574000 | PA      | $4110325.64    | 0.06%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   274950000 | PA      | $1241085.13    | 0.02%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   942950000 | PA      | $6906269.74    | 0.10%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHT6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $305963.34     | 0.00%             | 2029-02-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |       50000 | PA      | $31745.35      | 0.00%             | 2028-07-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                   | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $574569.86     | 0.01%             | 2036-03-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6693000 | PA      | $4922067.94    | 0.07%             | 2040-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $425708.58     | 0.01%             | 2029-04-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $659050.39     | 0.01%             | 2027-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $114241.68     | 0.00%             | 2030-01-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1810000 | PA      | $1747370.85    | 0.02%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $641473.91     | 0.01%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $217053.91     | 0.00%             | 2029-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $224431.04     | 0.00%             | 2026-04-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $216573.25     | 0.00%             | 2028-08-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $222179.28     | 0.00%             | 2036-11-27      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $336079.87     | 0.00%             | 2026-02-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2120000 | PA      | $395306.07     | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     9892000 | PA      | $931891.41     | 0.01%             | 2026-02-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    41860000 | PA      | $5893245.24    | 0.08%             | 2027-06-16      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| PRIMARIS REAL ESTATE INV                                  | Primaris Real Estate Investment Trust                                            | CUSIP: 74167KAG4<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              |  | CA        |      100000 | PA      | $75149.38      | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $323358.34     | 0.00%             | 2030-03-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                        | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342946.84     | 0.00%             | 2029-06-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CV1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $232120.83     | 0.00%             | 2028-09-21      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      450000 | PA      | $458787.08     | 0.01%             | 2032-11-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5981000 | PA      | $5099771.20    | 0.07%             | 2039-01-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $565746.58     | 0.01%             | 2035-07-31      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $342828.50     | 0.00%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $508322.55     | 0.01%             | 2029-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $434643.77     | 0.01%             | 2027-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2017                                          | WPP Finance 2017                                                                 | CUSIP: 000000000<br>LEI: 549300IYY97T872E8L21 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $241628.27     | 0.00%             | 2032-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      501000 | PA      | $623548.48     | 0.01%             | 2037-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1526765.82    | 0.02%             | 2028-06-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $818942.60     | 0.01%             | 2032-05-21      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $497985.23     | 0.01%             | 2030-05-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                               | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      200000 | PA      | $190579.23     | 0.00%             | 2031-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      900000 | PA      | $874597.65     | 0.01%             | 2044-07-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBC2<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $428698.51     | 0.01%             | 2029-04-03      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $354900.95     | 0.01%             | 2031-03-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $210257.59     | 0.00%             | 2028-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $308527.37     | 0.00%             | 2029-11-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F7G8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $296076.32     | 0.00%             | 2027-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $346894.02     | 0.00%             | 2031-04-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                  | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      550000 | PA      | $592239.05     | 0.01%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $506370.76     | 0.01%             | 2027-12-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $223806.09     | 0.00%             | 2049-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $105208.36     | 0.00%             | 2036-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    99600000 | PA      | $663451.89     | 0.01%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     1000000 | PA      | $1089696.80    | 0.02%             | 2028-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $73880.34      | 0.00%             | 2033-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      510000 | PA      | $324929.57     | 0.00%             | 2025-11-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AGI FINANCE PTY LTD                                       | AGI Finance Pty Ltd                                                              | CUSIP: 000000000<br>LEI: 21380065BDG1SP7D5854 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $122699.00     | 0.00%             | 2027-06-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    24840000 | PA      | $993182.60     | 0.01%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $116852.83     | 0.00%             | 2051-10-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $398073.19     | 0.01%             | 2046-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5573000 | PA      | $7094943.43    | 0.10%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $193477.53     | 0.00%             | 2033-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                  | Universal Music Group NV                                                         | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $471774.42     | 0.01%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      681000 | PA      | $749530.05     | 0.01%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $459132.70     | 0.01%             | 2034-04-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $164247.08     | 0.00%             | 2035-11-16      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      100000 | PA      | $133520.13     | 0.00%             | 2033-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2877000 | PA      | $2442737.45    | 0.03%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $663789.24     | 0.01%             | 2026-05-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    17660000 | PA      | $4389173.71    | 0.06%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $235230.63     | 0.00%             | 2030-09-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                    | TDF Infrastructure SASU                                                          | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $681300.04     | 0.01%             | 2031-10-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $492341.64     | 0.01%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $230855.39     | 0.00%             | 2032-05-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      500000 | PA      | $536687.93     | 0.01%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    16450000 | PA      | $19509499.93   | 0.28%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $102855.55     | 0.00%             | 2032-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $432188.86     | 0.01%             | 2027-10-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PBA1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $224949.67     | 0.00%             | 2034-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $234109.25     | 0.00%             | 2031-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAQ9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67365.44      | 0.00%             | 2045-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ESSITY AB                                                 | Essity AB                                                                        | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $290439.92     | 0.00%             | 2031-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                                         | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |      525000 | PA      | $587135.12     | 0.01%             | 2028-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1400000 | PA      | $1610488.92    | 0.02%             | 2033-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1600000 | PA      | $1872089.88    | 0.03%             | 2027-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1209500000 | PA      | $8078606.55    | 0.12%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      100000 | PA      | $110471.20     | 0.00%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      765000 | PA      | $716690.59     | 0.01%             | 2032-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BK CORP MKTS PLC                                   | Lloyds Bank Corporate Markets PLC                                                | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $453674.66     | 0.01%             | 2026-04-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $525650.05     | 0.01%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   125750000 | PA      | $801175.55     | 0.01%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $345738.54     | 0.00%             | 2032-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2000000 | PA      | $1568887.56    | 0.02%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCF9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141136.04     | 0.00%             | 2027-08-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1387000 | PA      | $1403535.04    | 0.02%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      400000 | PA      | $438701.75     | 0.01%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $463057.98     | 0.01%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      100000 | PA      | $120888.42     | 0.00%             | 2027-11-22      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $457062.10     | 0.01%             | 2029-08-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                              | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $383096.22     | 0.01%             | 2037-05-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                                      | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |      500000 | PA      | $563751.36     | 0.01%             | 2026-03-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    19000000 | PA      | $2811638.12    | 0.04%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HEXAGON HOUSING ASSOC                                     | Hexagon Housing Association Ltd                                                  | CUSIP: 000000000<br>LEI: 213800XQ2LOOODLMCL89 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $90344.13      | 0.00%             | 2048-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $363290.14     | 0.01%             | 2028-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1612750000 | PA      | $11164583.34   | 0.16%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      650000 | PA      | $717741.53     | 0.01%             | 2029-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GRP AGW                                  | Vienna Insurance Group AG Wiener Versicherung Gruppe                             | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $117618.02     | 0.00%             | 2042-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1050789.40    | 0.02%             | 2029-04-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   308100000 | PA      | $1512634.12    | 0.02%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAQ4<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $368144.42     | 0.01%             | 2027-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $581150.87     | 0.01%             | 2028-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Emissionskonsortium Der Gemeinsamen Laenderschatzanweisungen Bestehend Aus Den   | CUSIP: 000000000<br>LEI: 529900QAEEZOGUK5F293 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $431012.26     | 0.01%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $326314.45     | 0.00%             | 2028-06-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3620000 | PA      | $3583431.57    | 0.05%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $427131.12     | 0.01%             | 2029-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $241960.38     | 0.00%             | 2032-12-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $223519.51     | 0.00%             | 2030-04-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SLOVENSKA SPORITELNA AS                                   | Slovenska Sporitelna AS                                                          | CUSIP: 000000000<br>LEI: 549300S2T3FWVVXWJI89 | Long             | DBT              | CORP              | SK        |      200000 | PA      | $221523.97     | 0.00%             | 2026-06-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $232050.64     | 0.00%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENERGIR LP                                                | Energir LP                                                                       | CUSIP: 29280XAC1<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76275.70      | 0.00%             | 2032-09-27      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    44060000 | PA      | $1346707.73    | 0.02%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      850000 | PA      | $876008.37     | 0.01%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $451916.44     | 0.01%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                                   | Cloverie PLC for Zurich Insurance Co Ltd                                         | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |      250000 | PA      | $270916.31     | 0.00%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AEGON NV LTD                                              | Aegon Ltd                                                                        | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |       50000 | PA      | $70588.09      | 0.00%             | 2031-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $401790.02     | 0.01%             | 2033-01-13      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $228106.13     | 0.00%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      310000 | PA      | $187143.94     | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $509975.76     | 0.01%             | 2028-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      540000 | PA      | $342707.62     | 0.00%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342512.82     | 0.00%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                         | Hammerson Ireland Finance DAC                                                    | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              |  | IE        |      300000 | PA      | $332778.32     | 0.00%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1800000 | PA      | $2139994.37    | 0.03%             | 2029-10-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   430900000 | PA      | $3140758.25    | 0.04%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FK0<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $217077.63     | 0.00%             | 2034-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $103584.59     | 0.00%             | 2051-01-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   600000000 | PA      | $4152264.62    | 0.06%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp                                      | CUSIP: 110610AA0<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $396240.27     | 0.01%             | 2033-06-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $230007.19     | 0.00%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      850000 | PA      | $937271.54     | 0.01%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $506948.44     | 0.01%             | 2035-09-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4277000 | PA      | $2657025.78    | 0.04%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $417719.67     | 0.01%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $440333.28     | 0.01%             | 2027-02-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $278992.93     | 0.00%             | 2026-04-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $795019.47     | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086ZH0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $156210.47     | 0.00%             | 2030-06-24      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      500000 | PA      | $615152.43     | 0.01%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   460300000 | PA      | $3393563.78    | 0.05%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN NETH                                  | Imperial Brands Finance Netherlands BV                                           | CUSIP: 000000000<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $194801.26     | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $593305.33     | 0.01%             | 2029-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2430000 | PA      | $1432861.79    | 0.02%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LINDE FINANCE BV                                          | Linde Finance BV                                                                 | CUSIP: 000000000<br>LEI: 5H8RMHHYTWIP1RKLCE38 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $650296.21     | 0.01%             | 2027-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $460527.52     | 0.01%             | 2036-01-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      100000 | PA      | $104160.76     | 0.00%             | 2030-02-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     9980000 | PA      | $10666622.93   | 0.15%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN GAS NETWORKS                                     | Northern Gas Networks Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $276776.60     | 0.00%             | 2033-06-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $123141.58     | 0.00%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COVIVIO HOTELS SACA                                       | Covivio Hotels SACA                                                              | CUSIP: 000000000<br>LEI: 969500N2QX5LGFFZ0I67 | Long             | DBT              |  | FR        |      300000 | PA      | $347329.70     | 0.00%             | 2033-05-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD DKK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1384022.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1185700000 | PA      | $7885906.52    | 0.11%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   610950000 | PA      | $4467567.99    | 0.06%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $231290.85     | 0.00%             | 2032-01-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145624.64     | 0.00%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |           1 | NC      | $41574.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1307000 | PA      | $1053352.89    | 0.02%             | 2057-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $220661.63     | 0.00%             | 2032-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    10179000 | PA      | $10749703.37   | 0.15%             | 2029-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCA4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108662.52     | 0.00%             | 2028-03-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $895960.07     | 0.01%             | 2026-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $368305.00     | 0.01%             | 2033-06-02      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $227380.93     | 0.00%             | 2033-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1550000 | PA      | $1058209.91    | 0.02%             | 2041-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $117632.59     | 0.00%             | 2034-11-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      900000 | PA      | $1222125.84    | 0.02%             | 2028-10-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   180150000 | PA      | $1313357.34    | 0.02%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      550000 | PA      | $589828.59     | 0.01%             | 2029-02-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1260000 | PA      | $1472179.13    | 0.02%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BLEND FUNDING PLC                                         | Blend Funding PLC                                                                | CUSIP: 000000000<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $92348.71      | 0.00%             | 2047-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS INTL LP                                      | Molson Coors International LP                                                    | CUSIP: 000000000<br>LEI: 549300JY2HGCZWKZS671 | Long             | DBT              | CORP              | US        |      200000 | PA      | $145265.86     | 0.00%             | 2026-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    14130000 | PA      | $1634535.32    | 0.02%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2461618.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-46117.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1722000 | PA      | $1133380.82    | 0.02%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   788000000 | PA      | $5340707.04    | 0.08%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $799596.91     | 0.01%             | 2028-08-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      100000 | PA      | $103939.03     | 0.00%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111572.75     | 0.00%             | 2027-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                    | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $704690.57     | 0.01%             | 2029-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $182775.10     | 0.00%             | 2033-02-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                     | 407 International Inc                                                            | CUSIP: 35085ZBU9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $124946.46     | 0.00%             | 2049-03-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $227577.73     | 0.00%             | 2033-08-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                       | Virgin Money UK PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $295907.22     | 0.00%             | 2028-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DW4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1080000 | PA      | $783292.04     | 0.01%             | 2027-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $635235.62     | 0.01%             | 2038-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2859010000 | PA      | $1737506.86    | 0.02%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                               | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $216784.95     | 0.00%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $387703.77     | 0.01%             | 2031-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GSK CAPITAL BV                                            | GSK Capital BV                                                                   | CUSIP: 000000000<br>LEI: 549300ZGXDBU2ZV6RP76 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $224960.83     | 0.00%             | 2031-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      400000 | PA      | $392652.23     | 0.01%             | 2031-11-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $335488.85     | 0.00%             | 2026-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1308000 | PA      | $1495602.31    | 0.02%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIQA INSURANCE GROUP AG                                  | UNIQA Insurance Group AG                                                         | CUSIP: 000000000<br>LEI: 529900OOW8ELHOXWZP82 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $231736.24     | 0.00%             | 2046-07-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     2300000 | PA      | $2724575.96    | 0.04%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5960000 | PA      | $7175103.74    | 0.10%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $698747.45     | 0.01%             | 2026-09-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   162500000 | PA      | $1202347.06    | 0.02%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $675858.46     | 0.01%             | 2032-01-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1444668.11    | 0.02%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      850000 | PA      | $206725.32     | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      120000 | PA      | $132603.90     | 0.00%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039ABA3<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      100000 | PA      | $73769.16      | 0.00%             | 2030-01-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $665978.74     | 0.01%             | 2039-05-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1087917.29    | 0.02%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $532364.98     | 0.01%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-92655.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $218894.96     | 0.00%             | 2029-11-05      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642869AE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      210000 | PA      | $135781.43     | 0.00%             | 2043-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR BANK                                     | Lansforsakringar Bank AB                                                         | CUSIP: 000000000<br>LEI: 549300C6TUMDXNOVXS82 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $467749.63     | 0.01%             | 2029-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   446300000 | PA      | $3216100.01    | 0.05%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      500000 | PA      | $573692.63     | 0.01%             | 2029-04-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231701.42     | 0.00%             | 2025-12-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   435000000 | PA      | $2582461.99    | 0.04%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $211543.54     | 0.00%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $338238.85     | 0.00%             | 2036-01-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $669554.87     | 0.01%             | 2025-10-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VEC4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      350000 | PA      | $390628.73     | 0.01%             | 2026-10-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1149132.58    | 0.02%             | 2027-03-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1005644.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1100000 | PA      | $1321957.79    | 0.02%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $216405.65     | 0.00%             | 2028-07-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   321600000 | PA      | $1564158.21    | 0.02%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $255282.23     | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      300000 | PA      | $332969.22     | 0.00%             | 2026-11-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142837.00     | 0.00%             | 2029-10-09      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CFF9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $302891.45     | 0.00%             | 2034-04-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $350754.27     | 0.01%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                    | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $173084.48     | 0.00%             | 2039-06-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2986935.23    | 0.04%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBT0<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $109079.94     | 0.00%             | 2026-03-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      500000 | PA      | $562165.36     | 0.01%             | 2034-02-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $261704.46     | 0.00%             | 2028-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $592830.06     | 0.01%             | 2030-02-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MAYBANK SINGAPORE LTD                                     | Maybank Singapore Ltd                                                            | CUSIP: 000000000<br>LEI: 549300TVTVALJC1NA695 | Long             | DBT              | CORP              | SG        |      300000 | PA      | $348918.81     | 0.00%             | 2027-06-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226829.99     | 0.00%             | 2031-10-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $235356.51     | 0.00%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $841371.10     | 0.01%             | 2054-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     7977000 | PA      | $1603159.74    | 0.02%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    21800000 | PA      | $3271616.33    | 0.05%             | 2028-03-26      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $752905.37     | 0.01%             | 2029-04-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $236782.36     | 0.00%             | 2030-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 56344ZCG2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $253644.49     | 0.00%             | 2031-03-05      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $234840.09     | 0.00%             | 2028-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $397881.31     | 0.01%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $541963.88     | 0.01%             | 2028-10-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153192.54     | 0.00%             | 2032-05-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     4080000 | PA      | $788388.25     | 0.01%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      125000 | PA      | $107708.14     | 0.00%             | 2039-07-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     5000000 | PA      | $508582.07     | 0.01%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DL3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $303845.02     | 0.00%             | 2029-05-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $146143.52     | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE PL                                  | London Stock Exchange Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $668154.05     | 0.01%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRENNTAG FINANCE BV                                       | Brenntag Finance BV                                                              | CUSIP: 000000000<br>LEI: 724500LOJA6NM43PH951 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $230397.52     | 0.00%             | 2032-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $602477.45     | 0.01%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                                  | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $574979.97     | 0.01%             | 2028-01-31      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 21144000000 | PA      | $1280605.84    | 0.02%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $640740.00     | 0.01%             | 2029-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2200000 | PA      | $2418033.93    | 0.03%             | 2056-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1882650000 | PA      | $13143178.62   | 0.19%             | 2026-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4769000 | PA      | $5248887.99    | 0.08%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      200000 | PA      | $243620.04     | 0.00%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      848000 | PA      | $913202.38     | 0.01%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $181347.41     | 0.00%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $558002.10     | 0.01%             | 2027-01-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $530726.45     | 0.01%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MOL HUNGARIAN OIL & GAS                                   | MOL Hungarian Oil & Gas PLC                                                      | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | DBT              | CORP              | HU        |      300000 | PA      | $325289.39     | 0.00%             | 2027-10-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $289524.53     | 0.00%             | 2031-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     1430000 | PA      | $1463326.45    | 0.02%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5553000 | PA      | $5481501.51    | 0.08%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2214000 | PA      | $2574052.97    | 0.04%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $451277.81     | 0.01%             | 2028-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                              | Fiserv, Inc.                                                                     | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      200000 | PA      | $239146.62     | 0.00%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL BANK INTERNATIONAL                                   | Dell Bank International DAC                                                      | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $230714.93     | 0.00%             | 2029-06-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    76600000 | PA      | $10849726.50   | 0.16%             | 2028-06-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113742.73     | 0.00%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                              | Hydro-Quebec                                                                     | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1890000 | PA      | $1271412.85    | 0.02%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $362474.89     | 0.01%             | 2033-11-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112624.70     | 0.00%             | 2035-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $327835.34     | 0.00%             | 2030-03-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      278000 | PA      | $382215.31     | 0.01%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $593381.79     | 0.01%             | 2028-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $304243.34     | 0.00%             | 2041-10-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $299565.22     | 0.00%             | 2028-09-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $210253.95     | 0.00%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $237459.39     | 0.00%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $553338.62     | 0.01%             | 2026-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAJ7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $144765.24     | 0.00%             | 2026-06-18      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $809126.72     | 0.01%             | 2035-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45834ZAP4<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72443.28      | 0.00%             | 2026-12-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     2000000 | PA      | $303664.83     | 0.00%             | 2026-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      500000 | PA      | $548282.56     | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      100000 | PA      | $112774.82     | 0.00%             | 2025-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2931203.48    | 0.04%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAM1<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155892.16     | 0.00%             | 2030-11-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    25000000 | PA      | $976766.36     | 0.01%             | 2072-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $129120.07     | 0.00%             | 2064-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4552000 | PA      | $1678665.66    | 0.02%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $220252.30     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                                    | Banco Comercial Portugues SA                                                     | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |      600000 | PA      | $681902.16     | 0.01%             | 2029-10-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   424590000 | PA      | $1205795.29    | 0.02%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $720511.38     | 0.01%             | 2029-04-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                   | Fresenius SE & Co. KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $310411.21     | 0.00%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2346900000 | PA      | $15804856.80   | 0.23%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                                  | Asahi Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $457440.58     | 0.01%             | 2032-04-16      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| AGEAS                                                     | Ageas SA/NV                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $199958.89     | 0.00%             | 2051-11-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      780000 | PA      | $829099.40     | 0.01%             | 2029-11-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $836525.85     | 0.01%             | 2031-05-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $334775.95     | 0.00%             | 2037-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AM7<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $39521.09      | 0.00%             | 2052-11-14      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                    | CU Inc                                                                           | CUSIP: 12657ZBG7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $16542.18      | 0.00%             | 2045-07-27      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $455699.00     | 0.01%             | 2030-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      490000 | PA      | $551041.59     | 0.01%             | 2026-03-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      230000 | PA      | $94550.85      | 0.00%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                      | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $332709.55     | 0.00%             | 2026-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                     | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $789208.76     | 0.01%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAX6<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145020.07     | 0.00%             | 2029-02-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                                       | CUSIP: 87971MAY9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $68412.61      | 0.00%             | 2045-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       50000 | PA      | $71560.29      | 0.00%             | 2111-03-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1240000 | PA      | $1355073.45    | 0.02%             | 2029-03-14      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |    16860000 | PA      | $1710298.62    | 0.02%             | 2026-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $473721.06     | 0.01%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $594813.57     | 0.01%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2600000 | PA      | $1497845.14    | 0.02%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BCI QUADREAL REALTY                                       | BCI QuadReal Realty                                                              | CUSIP: 05554PAA1<br>LEI: 254900YMIAXSA3CWDD24 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $132726.88     | 0.00%             | 2030-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                          | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $223843.47     | 0.00%             | 2035-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   205000000 | PA      | $1527737.04    | 0.02%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      250000 | PA      | $276684.60     | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AQ4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74998.99      | 0.00%             | 2052-09-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $629376.31     | 0.01%             | 2028-06-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $669706.76     | 0.01%             | 2035-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $285746.83     | 0.00%             | 2036-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226612.05     | 0.00%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $202999.29     | 0.00%             | 2032-05-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ICADE                                                     | ICADE                                                                            | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              |  | FR        |      200000 | PA      | $224041.81     | 0.00%             | 2025-11-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $167405.46     | 0.00%             | 2037-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAK2<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150125.34     | 0.00%             | 2043-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $511285.16     | 0.01%             | 2029-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $529332.66     | 0.01%             | 2028-07-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $589390.27     | 0.01%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     4828000 | PA      | $1250147.60    | 0.02%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    36550000 | PA      | $5176099.25    | 0.07%             | 2027-02-24      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |       80000 | PA      | $63047.46      | 0.00%             | 2042-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                                  | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |      462000 | PA      | $523049.87     | 0.01%             | 2027-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $661320.00     | 0.01%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   350750000 | PA      | $1948491.71    | 0.03%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2370000 | PA      | $2298674.83    | 0.03%             | 2032-01-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   450150000 | PA      | $3493725.19    | 0.05%             | 2034-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $616540.55     | 0.01%             | 2026-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $968333.46     | 0.01%             | 2031-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $83856.78      | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $124777.89     | 0.00%             | 2027-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2400000 | PA      | $3247831.62    | 0.05%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5870000 | PA      | $6973586.46    | 0.10%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $605736.56     | 0.01%             | 2031-05-08      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $535908.11     | 0.01%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3850000 | PA      | $2681742.95    | 0.04%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4847000 | PA      | $5369078.11    | 0.08%             | 2030-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                         | Orbit Capital PLC                                                                | CUSIP: 000000000<br>LEI: 213800QIGGLJLT7WXP16 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $189095.31     | 0.00%             | 2045-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      525000 | PA      | $574786.37     | 0.01%             | 2028-01-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   189800000 | PA      | $1256668.85    | 0.02%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $266846.71     | 0.00%             | 2037-02-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDEROESTERREICH                                    | State of Lower Austria                                                           | CUSIP: 000000000<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | NUSS              | AT        |      200000 | PA      | $238587.70     | 0.00%             | 2033-10-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHARTER HALL LWR LTD                                      | Charter Hall LWR Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 254900TA7FL0KBPZO814 | Long             | DBT              |  | AU        |      100000 | PA      | $59515.20      | 0.00%             | 2028-03-03      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                                   | Schlumberger Finance BV                                                          | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $558473.59     | 0.01%             | 2026-10-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $114088.59     | 0.00%             | 2032-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $131049.65     | 0.00%             | 2034-10-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1700000 | PA      | $1983846.87    | 0.03%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $337095.93     | 0.00%             | 2036-09-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $212629.61     | 0.00%             | 2043-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAV3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $736731.99     | 0.01%             | 2028-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      850000 | PA      | $481781.62     | 0.01%             | 2050-08-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    12453000 | PA      | $13619788.44   | 0.19%             | 2028-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $213678.72     | 0.00%             | 2029-06-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $23589.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $409805.87     | 0.01%             | 2030-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FJ34<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $279036.49     | 0.00%             | 2028-09-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      480000 | PA      | $545068.55     | 0.01%             | 2026-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $519442.12     | 0.01%             | 2032-05-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                   | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116493.43     | 0.00%             | 2027-04-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $785971.69     | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 58031000000 | PA      | $3708695.35    | 0.05%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $537636.16     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN - WU                                   | EnBW Energie Baden-Wuerttemberg AG                                               | CUSIP: 000000000<br>LEI: 529900JSFZ4TS59HKD79 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $865466.96     | 0.01%             | 2079-08-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $330613.29     | 0.00%             | 2083-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      545000 | PA      | $775405.10     | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO SA                                             | Novo Banco SA                                                                    | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |      100000 | PA      | $113162.98     | 0.00%             | 2031-01-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $530456.74     | 0.01%             | 2027-02-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6535000 | PA      | $8151779.03    | 0.12%             | 2028-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $482378.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1536000 | PA      | $1634016.90    | 0.02%             | 2028-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $370450.05     | 0.01%             | 2033-02-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      870000 | PA      | $388589.12     | 0.01%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $588998.79     | 0.01%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    60350000 | PA      | $8720840.24    | 0.12%             | 2034-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    10788000 | PA      | $12115959.67   | 0.17%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Oxford                                      | University of Oxford                                                             | CUSIP: 000000000<br>LEI: 5493009OEHU6YS545T65 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $128376.73     | 0.00%             | 2117-12-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                          | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $306994.84     | 0.00%             | 2029-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      900000 | PA      | $1081268.37    | 0.02%             | 2028-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $614642.42     | 0.01%             | 2026-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $288647.04     | 0.00%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109108.25     | 0.00%             | 2028-05-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   324240000 | PA      | $808197.14     | 0.01%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $221199.70     | 0.00%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $443318.76     | 0.01%             | 2027-04-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $331691.72     | 0.00%             | 2034-09-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAR2<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $149763.73     | 0.00%             | 2033-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      830000 | PA      | $718253.99     | 0.01%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $239058.26     | 0.00%             | 2028-11-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                   | ITV PLC                                                                          | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $280101.61     | 0.00%             | 2026-09-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     3060000 | PA      | $3437305.37    | 0.05%             | 2027-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CREDITO EMILIANO SPA                                      | Credito Emiliano SpA                                                             | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $464434.20     | 0.01%             | 2029-04-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                       | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $535760.49     | 0.01%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $510141.05     | 0.01%             | 2032-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1200000 | PA      | $1398576.48    | 0.02%             | 2029-05-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2705000 | PA      | $1562651.84    | 0.02%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $510744.85     | 0.01%             | 2035-07-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $335257.77     | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAS4<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $115415.59     | 0.00%             | 2051-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $7808976.35    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GELF Bond Issuer I SA                                     | GELF Bond Issuer I SA                                                            | CUSIP: 000000000<br>LEI: 213800L6LMHEP8TLAY43 | Long             | DBT              |  | LU        |      200000 | PA      | $209951.26     | 0.00%             | 2029-07-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HERA SPA                                                  | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      773000 | PA      | $747834.05     | 0.01%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                         | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $581412.00     | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   286800000 | PA      | $2059232.44    | 0.03%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $321667.73     | 0.00%             | 2028-06-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                                         | Upjohn Finance BV                                                                | CUSIP: 000000000<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $387878.15     | 0.01%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 268317BC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $152232.95     | 0.00%             | 2034-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $694009.54     | 0.01%             | 2028-02-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WHG TREASURY PLC                                          | WHG Treasury PLC                                                                 | CUSIP: 000000000<br>LEI: 984500477D9DBB3BD757 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $105880.04     | 0.00%             | 2045-10-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $420654.91     | 0.01%             | 2049-06-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $114093.57     | 0.00%             | 2031-03-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $471532.30     | 0.01%             | 2038-10-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      420000 | PA      | $340390.69     | 0.00%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-72515.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $333679.68     | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $240740.94     | 0.00%             | 2029-06-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                                  | International Consolidated Airlines Group SA                                     | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $230863.22     | 0.00%             | 2029-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $292351.60     | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       40000 | PA      | $53971.89      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $358176.80     | 0.01%             | 2029-01-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      430000 | PA      | $481059.27     | 0.01%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $194283.86     | 0.00%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    33000000 | PA      | $4619373.79    | 0.07%             | 2026-08-04      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      300000 | PA      | $315546.76     | 0.00%             | 2028-09-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      500000 | PA      | $571595.36     | 0.01%             | 2032-05-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7119000 | PA      | $10053320.63   | 0.14%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      900000 | PA      | $996613.98     | 0.01%             | 2028-05-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $991949.06     | 0.01%             | 2038-09-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $348626.33     | 0.00%             | 2034-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      300000 | PA      | $339420.16     | 0.00%             | 2032-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2276000 | PA      | $2655206.60    | 0.04%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AL8<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150227.49     | 0.00%             | 2027-12-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4454000 | PA      | $2995581.80    | 0.04%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      397000 | PA      | $422847.02     | 0.01%             | 2029-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                             | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      350000 | PA      | $404070.73     | 0.01%             | 2028-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      869000 | PA      | $974780.61     | 0.01%             | 2028-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THFC FUNDING NO 2 PLC                                     | THFC Funding No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 2138009P1ZT8JPYGUB82 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $353029.94     | 0.01%             | 2039-07-08      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |      450000 | PA      | $523068.61     | 0.01%             | 2028-07-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $22012.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                     | Heathrow Funding Ltd.                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $120089.53     | 0.00%             | 2033-07-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |       21000 | PA      | $22614.69      | 0.00%             | 2028-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      400000 | PA      | $366404.13     | 0.01%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200KE0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      730000 | PA      | $777946.35     | 0.01%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $587291.81     | 0.01%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ER4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $682932.66     | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      600000 | PA      | $631482.47     | 0.01%             | 2054-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AGJ9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144516.88     | 0.00%             | 2026-08-18      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2700000 | PA      | $1884480.39    | 0.03%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Australia Pacific Airports Melbourne Pty. Ltd.            | Australia Pacific Airports Melbourne Pty. Ltd.                                   | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $238616.53     | 0.00%             | 2033-05-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $198326.45     | 0.00%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZFJ0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $518402.26     | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $133357.37     | 0.00%             | 2025-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $714684.78     | 0.01%             | 2029-09-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3643000 | PA      | $2765743.98    | 0.04%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $128458.49     | 0.00%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $267101.11     | 0.00%             | 2036-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $107837.04     | 0.00%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                       | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $193884.90     | 0.00%             | 2031-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $394062.52     | 0.01%             | 2031-11-13      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $553091.76     | 0.01%             | 2026-09-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    57000000 | PA      | $2909826.76    | 0.04%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                                    | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $281426.88     | 0.00%             | 2030-08-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $675483.23     | 0.01%             | 2025-09-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $840279.09     | 0.01%             | 2029-08-09      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| THALES SA                                                 | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $724390.78     | 0.01%             | 2031-10-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $683683.66     | 0.01%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    53797000 | PA      | $2488965.55    | 0.04%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      250000 | PA      | $212644.31     | 0.00%             | 2048-07-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   300000000 | PA      | $1840343.81    | 0.03%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $977563.35     | 0.01%             | 2027-06-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $110440.06     | 0.00%             | 2037-11-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $369943.12     | 0.01%             | 2036-03-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBH9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $485619.54     | 0.01%             | 2054-10-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $607939.21     | 0.01%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      240000 | PA      | $326740.65     | 0.00%             | 2029-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $606638.45     | 0.01%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    34550000 | PA      | $263506.12     | 0.00%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR79<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $220310.16     | 0.00%             | 2032-04-07      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $192714.20     | 0.00%             | 2035-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   598300000 | PA      | $4010797.91    | 0.06%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $409538.06     | 0.01%             | 2026-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $454068.40     | 0.01%             | 2032-07-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $342539.27     | 0.00%             | 2030-01-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086ZE7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $372127.93     | 0.01%             | 2026-06-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $328060.17     | 0.00%             | 2032-08-12      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 69363TAM4<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $145377.69     | 0.00%             | 2025-11-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      180000 | PA      | $184506.37     | 0.00%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $415011.78     | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      640000 | PA      | $820372.26     | 0.01%             | 2026-09-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAH9<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145525.16     | 0.00%             | 2028-02-28      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $252820.30     | 0.00%             | 2033-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1339420 | PA      | $1635072.04    | 0.02%             | 2030-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      100000 | PA      | $93743.38      | 0.00%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $226362.80     | 0.00%             | 2034-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      350000 | PA      | $386583.83     | 0.01%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFU2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $629501.76     | 0.01%             | 2057-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $220573.70     | 0.00%             | 2027-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      960000 | PA      | $552384.45     | 0.01%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10000000 | PA      | $2803623.58    | 0.04%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $343372.31     | 0.00%             | 2034-06-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1718000 | PA      | $1899226.64    | 0.03%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236513.29     | 0.00%             | 2031-07-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $109234.52     | 0.00%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $581971.47     | 0.01%             | 2030-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113883.69     | 0.00%             | 2031-09-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    36765000 | PA      | $1114974.79    | 0.02%             | 2025-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   395000000 | PA      | $443801.09     | 0.01%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $557920.15     | 0.01%             | 2028-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1652550000 | PA      | $11263484.57   | 0.16%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL                                   | Banco de Credito Social Cooperativo SA                                           | CUSIP: 000000000<br>LEI: 95980020140005881190 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $221746.83     | 0.00%             | 2028-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      499000 | PA      | $336007.81     | 0.00%             | 2039-06-06      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $110498.60     | 0.00%             | 2034-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1800000 | PA      | $1870356.78    | 0.03%             | 2041-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     3610000 | PA      | $2612604.53    | 0.04%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    63662000 | PA      | $2668706.43    | 0.04%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    27000000 | PA      | $4067002.14    | 0.06%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CRELAN HOME LOAN SCF                                      | Crelan Home Loan SCF                                                             | CUSIP: 000000000<br>LEI: CVRWQDHDBEPUUVU2FD09 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $301424.64     | 0.00%             | 2033-04-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    87100000 | PA      | $12165828.02   | 0.17%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   110700000 | PA      | $15934129.62   | 0.23%             | 2027-04-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |      700000 | PA      | $825332.49     | 0.01%             | 2029-06-08      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $586400.99     | 0.01%             | 2031-12-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1686000 | PA      | $1951137.87    | 0.03%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $229508.29     | 0.00%             | 2034-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      570000 | PA      | $411361.82     | 0.01%             | 2027-08-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   183850000 | PA      | $1353875.77    | 0.02%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BU6<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      200000 | PA      | $145182.82     | 0.00%             | 2032-03-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     9703000 | PA      | $8962937.69    | 0.13%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1510710.44    | 0.02%             | 2031-06-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   295750000 | PA      | $1798434.13    | 0.03%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3030000 | PA      | $3453132.48    | 0.05%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    10700000 | PA      | $1496930.97    | 0.02%             | 2026-09-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $301915.66     | 0.00%             | 2032-08-16      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1600000 | PA      | $991205.46     | 0.01%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $216827.13     | 0.00%             | 2030-05-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2500000 | PA      | $2487172.79    | 0.04%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                   | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $363498.39     | 0.01%             | 2032-09-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $1070546.71    | 0.02%             | 2029-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3742800000 | PA      | $796948.97     | 0.01%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| HSBC BNK CAO FND STER 1                                   | HSBC Bank Capital Funding Sterling 1 LP                                          | CUSIP: 000000000<br>LEI: 2138007XGRZME1ZCTY76 | Long             | DBT              | CORP              | JE        |      350000 | PA      | $487847.34     | 0.01%             | 2031-11-05      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    35000000 | PA      | $5052909.11    | 0.07%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1370450000 | PA      | $9305696.82    | 0.13%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $228493.31     | 0.00%             | 2027-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      622000 | PA      | $649475.03     | 0.01%             | 2031-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $610943.99     | 0.01%             | 2039-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7386000 | PA      | $6132652.95    | 0.09%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-146349506.79 | -2.09%            |  |  |  | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                           | LCR Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | NUSS              | GB        |      150000 | PA      | $203330.98     | 0.00%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $117163.99     | 0.00%             | 2052-01-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    12860000 | PA      | $8553097.48    | 0.12%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2283000 | PA      | $2140253.43    | 0.03%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $94922.25      | 0.00%             | 2034-11-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2954940.99    | 0.04%             | 2028-07-06      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJW4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2300000 | PA      | $1678353.00    | 0.02%             | 2034-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $215550.44     | 0.00%             | 2041-07-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      530000 | PA      | $542144.60     | 0.01%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1341000 | PA      | $1594515.61    | 0.02%             | 2026-07-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 000000000<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $166676.74     | 0.00%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6545000 | PA      | $7258802.11    | 0.10%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                   | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $257308.57     | 0.00%             | 2029-11-07      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $178175.31     | 0.00%             | 2036-08-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $438305.99     | 0.01%             | 2027-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CRH Finance DAC                                           | CRH Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 549300C4ROP5J6I59W35 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $325472.86     | 0.00%             | 2028-10-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833BJ8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      200000 | PA      | $255770.07     | 0.00%             | 2029-07-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                 | CUSIP: 06368AAA8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36206.84      | 0.00%             | 2026-12-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      190000 | PA      | $216334.19     | 0.00%             | 2028-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co.                                             | Coca-Cola Co.                                                                    | CUSIP: 191216DF4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      676000 | PA      | $696592.59     | 0.01%             | 2029-03-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                     | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $208593.16     | 0.00%             | 2031-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $215566.70     | 0.00%             | 2032-05-03      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FORTISBC ENERGY INC                                       | FortisBC Energy Inc                                                              | CUSIP: 34959ZAJ1<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $53304.78      | 0.00%             | 2049-08-09      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $197945.22     | 0.00%             | 2041-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   490100000 | PA      | $3616182.39    | 0.05%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $714149.80     | 0.01%             | 2030-06-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $115681.54     | 0.00%             | 2033-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1030000 | PA      | $595200.00     | 0.01%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $336239.73     | 0.00%             | 2031-10-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KBC BANK NV                                               | KBC Bank NV                                                                      | CUSIP: 000000000<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $345928.41     | 0.00%             | 2027-02-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VESTEDA FINANCE BV                                        | Vesteda Finance BV                                                               | CUSIP: 000000000<br>LEI: 72450072M9HBDGD2GH67 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $506249.21     | 0.01%             | 2026-07-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                  | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111130.89     | 0.00%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      960000 | PA      | $1090389.01    | 0.02%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $215158.13     | 0.00%             | 2030-04-08      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3050000 | PA      | $3471978.15    | 0.05%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      475000 | PA      | $452927.04     | 0.01%             | 2034-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    51900000 | PA      | $7264454.61    | 0.10%             | 2027-01-27      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1600000 | PA      | $1110663.49    | 0.02%             | 2030-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1018466.57    | 0.01%             | 2031-11-28      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $350428.44     | 0.01%             | 2029-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5595000 | PA      | $5883922.53    | 0.08%             | 2029-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      300000 | PA      | $342272.08     | 0.00%             | 2037-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Inmobiliaria Colonial Socimi SA                                                  | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      300000 | PA      | $312376.22     | 0.00%             | 2029-06-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $434112.29     | 0.01%             | 2032-06-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      700000 | PA      | $726253.86     | 0.01%             | 2031-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      250000 | PA      | $286566.16     | 0.00%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $226549.48     | 0.00%             | 2025-09-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SG LT                                  | Standard Chartered Bank Singapore Ltd                                            | CUSIP: 000000000<br>LEI: 549300MDYVVHJ8D1DW28 | Long             | DBT              | CORP              | SG        |      350000 | PA      | $405585.46     | 0.01%             | 2027-05-28      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      250000 | PA      | $271351.33     | 0.00%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $125629.66     | 0.00%             | 2033-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHS5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1060000 | PA      | $704002.28     | 0.01%             | 2031-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     5977000 | PA      | $7436471.26    | 0.11%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4458430.45    | 0.06%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2417000 | PA      | $2648740.71    | 0.04%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     5700000 | PA      | $533877.81     | 0.01%             | 2039-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     5942000 | PA      | $3732962.03    | 0.05%             | 2029-08-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1621000 | PA      | $1026440.34    | 0.01%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $266333.17     | 0.00%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $113252.72     | 0.00%             | 2035-01-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    11925000 | PA      | $13765318.16   | 0.20%             | 2027-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1088537.20    | 0.02%             | 2027-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      400000 | PA      | $444670.81     | 0.01%             | 2027-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $130972.01     | 0.00%             | 2029-03-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $316568.53     | 0.00%             | 2030-01-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $221457.53     | 0.00%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      319000 | PA      | $404493.15     | 0.01%             | 2033-03-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                              | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $235707.30     | 0.00%             | 2035-09-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE TREAS                                   | Places For People Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 213800B9U45TFBXW5K67 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $195547.35     | 0.00%             | 2036-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $109016.47     | 0.00%             | 2032-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329BX0<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150069.88     | 0.00%             | 2029-06-27      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     2870000 | PA      | $3182858.10    | 0.05%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2028000 | PA      | $1466340.56    | 0.02%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                            | EDP Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $649119.39     | 0.01%             | 2029-09-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      465000 | PA      | $637893.59     | 0.01%             | 2033-11-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings, Inc.                                    | MMS USA Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: 5493006U67P2Y34N2G08 | Long             | DBT              | CORP              | US        |      300000 | PA      | $314308.29     | 0.00%             | 2031-06-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                                | Groupe des Assurances du Credit Mutuel SADIR                                     | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $685108.59     | 0.01%             | 2042-04-21      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827A98<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $147788.05     | 0.00%             | 2055-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $284649.98     | 0.00%             | 2035-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6247770000 | PA      | $5087540.43    | 0.07%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2799720000 | PA      | $1960921.98    | 0.03%             | 2025-09-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SAGAX EURO MTN                                            | Sagax Euro Mtn NL BV                                                             | CUSIP: 000000000<br>LEI: 549300M3FFATWSV78G84 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $318241.53     | 0.00%             | 2028-01-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                              | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $362605.32     | 0.01%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      637000 | PA      | $716621.41     | 0.01%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1580000 | PA      | $1000164.52    | 0.01%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $210519.03     | 0.00%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                              | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      750000 | PA      | $726246.41     | 0.01%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $690715.17     | 0.01%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3268000 | PA      | $3524267.09    | 0.05%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $795495.25     | 0.01%             | 2039-05-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                             | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $94657.34      | 0.00%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1108500000 | PA      | $7645576.78    | 0.11%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $690776.34     | 0.01%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   320000000 | PA      | $2205473.53    | 0.03%             | 2028-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $224909.75     | 0.00%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | Talanx AG                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $330166.90     | 0.00%             | 2047-12-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     7000000 | PA      | $724008.07     | 0.01%             | 2025-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   205700000 | PA      | $1527551.06    | 0.02%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $212650.03     | 0.00%             | 2028-04-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    32900000 | PA      | $4640427.68    | 0.07%             | 2027-06-17      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| POSTNL NV                                                 | PostNL NV                                                                        | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $220274.23     | 0.00%             | 2026-09-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2350000 | PA      | $1453216.13    | 0.02%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $184681.56     | 0.00%             | 2038-08-14      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      400000 | PA      | $420426.61     | 0.01%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $708748.77     | 0.01%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    44520000 | PA      | $1967440.93    | 0.03%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $458146.45     | 0.01%             | 2037-03-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                            | Takeda Pharmaceutical Co. Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      350000 | PA      | $396969.50     | 0.01%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    15740000 | PA      | $3790188.46    | 0.05%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ABBOTT IRELAND FINANCING                                  | Abbott Ireland Financing DAC                                                     | CUSIP: 000000000<br>LEI: 54930021QV18ZVZQDE71 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $559921.98     | 0.01%             | 2026-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200KR1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94304.28      | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $617191.45     | 0.01%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1170000000 | PA      | $7964963.94    | 0.11%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJK0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1489637.07    | 0.02%             | 2033-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                           | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $412474.63     | 0.01%             | 2031-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $89758.74      | 0.00%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $354203.93     | 0.01%             | 2031-01-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      294000 | PA      | $322588.39     | 0.00%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $347376.52     | 0.00%             | 2034-02-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3862000 | PA      | $4380168.04    | 0.06%             | 2026-04-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $659552.42     | 0.01%             | 2028-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $440292.97     | 0.01%             | 2029-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $330483.18     | 0.00%             | 2027-01-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $377529.17     | 0.01%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $574154.04     | 0.01%             | 2030-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $449545.06     | 0.01%             | 2035-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $695480.70     | 0.01%             | 2034-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1860000 | PA      | $838475.43     | 0.01%             | 2071-04-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      350000 | PA      | $393162.39     | 0.01%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBW9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108811.68     | 0.00%             | 2025-06-26      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    40000000 | PA      | $5771021.31    | 0.08%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $321080.31     | 0.00%             | 2030-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      525000 | PA      | $567361.74     | 0.01%             | 2029-07-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $811756.27     | 0.01%             | 2028-01-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1433950000 | PA      | $9508753.52    | 0.14%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $217303.50     | 0.00%             | 2027-06-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      600000 | PA      | $735784.79     | 0.01%             | 2030-10-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2930000 | PA      | $3291044.60    | 0.05%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      350000 | PA      | $363003.61     | 0.01%             | 2036-02-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                         | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      300000 | PA      | $337036.89     | 0.00%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1255250000 | PA      | $8752873.35    | 0.13%             | 2026-10-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    97000000 | PA      | $705654.61     | 0.01%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   332450000 | PA      | $2507925.40    | 0.04%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      250000 | PA      | $294645.56     | 0.00%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Cyprus                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      591000 | PA      | $671618.84     | 0.01%             | 2028-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3604340 | PA      | $3521885.69    | 0.05%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $443458.68     | 0.01%             | 2035-03-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $547677.70     | 0.01%             | 2027-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      795000 | PA      | $1208973.18    | 0.02%             | 2033-01-28      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                       | FortisBC Energy Inc                                                              | CUSIP: 34959ZAE2<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $125923.23     | 0.00%             | 2046-04-09      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                             | UBS AG/London                                                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      650000 | PA      | $765227.67     | 0.01%             | 2026-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                      | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $471312.04     | 0.01%             | 2030-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $48425.08      | 0.00%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                     | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $381514.61     | 0.01%             | 2039-06-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                  | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109823.86     | 0.00%             | 2036-11-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $227552.34     | 0.00%             | 2029-11-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1350000 | PA      | $843694.53     | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                          | CUSIP: 452308AW9<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      260000 | PA      | $285572.58     | 0.00%             | 2030-05-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      820000 | PA      | $921392.39     | 0.01%             | 2026-03-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     1974000 | PA      | $2313242.95    | 0.03%             | 2028-10-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $410818.71     | 0.01%             | 2029-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $300960.11     | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $655325.28     | 0.01%             | 2027-08-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $166861.83     | 0.00%             | 2026-07-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL AG                                       | Autobahnen- und Schnell- strassen-Finanzierungs AG                               | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |      400000 | PA      | $413548.38     | 0.01%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DQ7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $253813.46     | 0.00%             | 2025-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      550000 | PA      | $618103.65     | 0.01%             | 2049-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5702000 | PA      | $7732891.17    | 0.11%             | 2032-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    10684000 | PA      | $10680160.57   | 0.15%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      620000 | PA      | $666230.64     | 0.01%             | 2030-05-04      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $230397.17     | 0.00%             | 2049-07-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $337453.54     | 0.00%             | 2029-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      243000 | PA      | $275424.28     | 0.00%             | 2035-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                  | Ontario Teachers' Finance Trust                                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      750000 | PA      | $796631.21     | 0.01%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $332762.86     | 0.00%             | 2035-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |     1000000 | PA      | $1343250.60    | 0.02%             | 2029-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $456127.37     | 0.01%             | 2032-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      650000 | PA      | $738720.03     | 0.01%             | 2039-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $766945.70     | 0.01%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $323823.83     | 0.00%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4863000 | PA      | $5205414.03    | 0.07%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      550000 | PA      | $605579.78     | 0.01%             | 2028-02-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967MJ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      300000 | PA      | $224941.42     | 0.00%             | 2028-04-29      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 009158BE5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193452.14     | 0.00%             | 2032-05-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAJ5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138620.59     | 0.00%             | 2035-05-13      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                             | Hydro One Inc                                                                    | CUSIP: 44810ZAB6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      130000 | PA      | $111790.38     | 0.00%             | 2032-06-01      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      150000 | PA      | $166318.26     | 0.00%             | 2031-08-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAX9<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $188078.22     | 0.00%             | 2054-01-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229323.94     | 0.00%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRINCE EDWARD ISLAND                                      | Province of Prince Edward Island Canada                                          | CUSIP: 741666DG3<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $145531.52     | 0.00%             | 2035-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $888508.74     | 0.01%             | 2030-12-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1340000 | PA      | $953462.67     | 0.01%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HOUSING AUSTRALIA                                         | Housing Australia                                                                | CUSIP: 000000000<br>LEI: 254900BEME245Y10BH15 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $286008.85     | 0.00%             | 2030-05-27      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5755000 | PA      | $1212392.36    | 0.02%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1040600000 | PA      | $7213153.98    | 0.10%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $345937.29     | 0.00%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 31842000000 | PA      | $1937374.70    | 0.03%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1640460.05    | 0.02%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $434464.67     | 0.01%             | 2033-03-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $228751.39     | 0.00%             | 2034-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      900000 | PA      | $948409.30     | 0.01%             | 2030-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1155764.94    | 0.02%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   352700000 | PA      | $1945605.32    | 0.03%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $113579.65     | 0.00%             | 2033-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                           | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $360762.47     | 0.01%             | 2028-11-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4583750000 | PA      | $3407882.89    | 0.05%             | 2054-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1020700000 | PA      | $6748782.73    | 0.10%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      400000 | PA      | $394617.37     | 0.01%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     3000000 | PA      | $3658409.00    | 0.05%             | 2038-07-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18550000 | PA      | $2634859.00    | 0.04%             | 2028-09-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1900000 | PA      | $1245509.25    | 0.02%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $583728.09     | 0.01%             | 2026-10-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469VD4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $285078.58     | 0.00%             | 2055-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $605377.02     | 0.01%             | 2033-04-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      434000 | PA      | $483748.46     | 0.01%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2076000 | PA      | $1624705.45    | 0.02%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 90664ZAD2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $135569.74     | 0.00%             | 2044-06-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                   | Heidelberg Materials AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $460935.84     | 0.01%             | 2034-07-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368L5G7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $450429.77     | 0.01%             | 2029-07-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5303000 | PA      | $3860464.99    | 0.06%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      600000 | PA      | $679351.38     | 0.01%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $350071.78     | 0.01%             | 2031-06-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SOR-NORGE                                     | SpareBank 1 Sor-Norge ASA                                                        | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $232972.28     | 0.00%             | 2027-11-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMPLIUS LIVING                                            | Amplius Living                                                                   | CUSIP: 000000000<br>LEI: 213800MK4P25WMPIZR12 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $91731.30      | 0.00%             | 2043-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      450000 | PA      | $517429.47     | 0.01%             | 2030-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $770489.74     | 0.01%             | 2027-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      392000 | PA      | $354007.06     | 0.01%             | 2034-10-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                    | City of Toronto Canada                                                           | CUSIP: 891288DR0<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $57775.90      | 0.00%             | 2048-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $472630.73     | 0.01%             | 2028-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $207450.68     | 0.00%             | 2029-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $308204.45     | 0.00%             | 2034-04-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| RED ELECTRICA FINANCI SA                                  | Red Electrica Financiaciones SA                                                  | CUSIP: 000000000<br>LEI: 9598006P00EGK6U2SG18 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $219582.01     | 0.00%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $451002.74     | 0.01%             | 2044-03-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      300000 | PA      | $318358.04     | 0.00%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $207025.38     | 0.00%             | 2030-06-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     8000000 | PA      | $830483.51     | 0.01%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $480390.61     | 0.01%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLCOME TRUST LTD/THE                                    | Wellcome Trust Ltd/The                                                           | CUSIP: 000000000<br>LEI: 549300YQJTZ9YPHW5V73 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $92441.45      | 0.00%             | 2071-07-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $203109.82     | 0.00%             | 2030-03-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                    | Mondelez International Inc                                                       | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $150751.39     | 0.00%             | 2031-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1555000 | PA      | $1939690.48    | 0.03%             | 2028-01-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      550000 | PA      | $730769.94     | 0.01%             | 2026-06-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NOUVELLE AUTO 30 FINANCE                                  | Nouvelle Autoroute 30 Financement Inc                                            | CUSIP: 66980CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      126466 | PA      | $89969.91      | 0.00%             | 2033-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                          | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $272698.13     | 0.00%             | 2031-08-28      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      290000 | PA      | $243889.22     | 0.00%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $490668.86     | 0.01%             | 2028-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                      | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | DBT              | CORP              | DE        |      270000 | PA      | $288665.15     | 0.00%             | 2028-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $395612.10     | 0.01%             | 2028-08-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      700000 | PA      | $755435.27     | 0.01%             | 2028-08-24      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      200000 | PA      | $109926.96     | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                       | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      340000 | PA      | $379911.39     | 0.01%             | 2027-01-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ALLIANZ FINANCE II B.V.                                   | Allianz Finance II BV                                                            | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $399478.14     | 0.01%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827FL6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $251780.34     | 0.00%             | 2033-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                        | Viterra Finance BV                                                               | CUSIP: 000000000<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $317846.73     | 0.00%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $177841.95     | 0.00%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $379436.15     | 0.01%             | 2032-02-27      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $306967.80     | 0.00%             | 2029-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $658264.52     | 0.01%             | 2027-01-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    45850000 | PA      | $6661901.40    | 0.10%             | 2034-04-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      500000 | PA      | $502788.62     | 0.01%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| SANTAN CONSUMER FINANCE                                   | Santander Consumer Finance SA                                                    | CUSIP: 000000000<br>LEI: 5493000LM0MZ4JPMGM90 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $350880.04     | 0.01%             | 2029-01-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $582123.21     | 0.01%             | 2032-11-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $256682.62     | 0.00%             | 2039-05-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1390000 | PA      | $991389.33     | 0.01%             | 2029-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415GDJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $292505.20     | 0.00%             | 2032-05-03      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    83210000 | PA      | $2678266.08    | 0.04%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |           1 | NC      | $273153.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1020000 | PA      | $1293986.67    | 0.02%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      700000 | PA      | $743896.90     | 0.01%             | 2029-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $334974.57     | 0.00%             | 2027-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GR2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $361863.91     | 0.01%             | 2025-08-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $778997.88     | 0.01%             | 2027-01-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $456004.37     | 0.01%             | 2032-02-26      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4535000 | PA      | $6046848.80    | 0.09%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $261673.26     | 0.00%             | 2025-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111891.03     | 0.00%             | 2026-11-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-4635520.46   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1849000 | PA      | $1983412.67    | 0.03%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      888000 | PA      | $1000682.74    | 0.01%             | 2031-12-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3930000 | PA      | $987546.86     | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PARTNERRE IRELAND FINANC                                  | PartnerRe Ireland Finance DAC                                                    | CUSIP: 000000000<br>LEI: 54930031Y2QTHTYUHU14 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $334273.98     | 0.00%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $325068.70     | 0.00%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN HOUSING GROUP                                    | Southern Housing                                                                 | CUSIP: 000000000<br>LEI: 213800XJQUYGOARTZX86 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $269127.36     | 0.00%             | 2047-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086RQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143295.01     | 0.00%             | 2027-01-28      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    25000000 | PA      | $3742605.16    | 0.05%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $133493.97     | 0.00%             | 2029-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     2000000 | PA      | $2326522.05    | 0.03%             | 2033-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      390000 | PA      | $418871.75     | 0.01%             | 2029-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   593450000 | PA      | $2057317.99    | 0.03%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $132286.05     | 0.00%             | 2027-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $503954.82     | 0.01%             | 2030-03-03      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2561000 | PA      | $3045150.88    | 0.04%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     7173000 | PA      | $8487219.26    | 0.12%             | 2034-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $168002.51     | 0.00%             | 2033-08-31      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      100000 | PA      | $102700.19     | 0.00%             | 2032-05-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $280947.13     | 0.00%             | 2035-03-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 064151S95<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $290299.95     | 0.00%             | 2028-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $327842.24     | 0.00%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $277106.49     | 0.00%             | 2028-06-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2478910 | PA      | $2766628.33    | 0.04%             | 2026-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                           | WPC Eurobond BV                                                                  | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              |  | NL        |      200000 | PA      | $216619.21     | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $131161.16     | 0.00%             | 2026-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $313080.20     | 0.00%             | 2029-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      600000 | PA      | $598317.43     | 0.01%             | 2031-02-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CASH MANAGEME                                  | John Deere Cash Management SARL                                                  | CUSIP: 000000000<br>LEI: 54930045CRYTH0OUOH72 | Long             | DBT              | CORP              | LU        |      350000 | PA      | $379002.60     | 0.01%             | 2032-04-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $846453.72     | 0.01%             | 2029-06-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    22000000 | PA      | $3080411.66    | 0.04%             | 2026-08-11      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      650000 | PA      | $611013.90     | 0.01%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASTER TREASURY PLC                                        | Aster Treasury Plc                                                               | CUSIP: 000000000<br>LEI: 213800P9VSYTW2S14R80 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $170863.16     | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $223380.29     | 0.00%             | 2026-04-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1162678.24    | 0.02%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5881000 | PA      | $6283920.61    | 0.09%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $660134.05     | 0.01%             | 2026-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WATER SERVICES                                   | Southern Water Services Finance Ltd                                              | CUSIP: 000000000<br>LEI: 213800BTY35K1724Z452 | Long             | DBT              | CORP              | KY        |       50000 | PA      | $53904.48      | 0.00%             | 2056-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $474261.82     | 0.01%             | 2043-09-05      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $161679.42     | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1520000 | PA      | $596961.40     | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1100000 | PA      | $1288431.26    | 0.02%             | 2033-08-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1164764.00    | 0.02%             | 2030-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $182173.80     | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3349000 | PA      | $3767692.39    | 0.05%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     2063000 | PA      | $1491442.50    | 0.02%             | 2040-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $203956.55     | 0.00%             | 2050-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $429382.69     | 0.01%             | 2050-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $408411.53     | 0.01%             | 2030-01-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                   | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $338646.15     | 0.00%             | 2031-11-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                       | Virgin Money UK PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $429901.35     | 0.01%             | 2029-08-23      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SOLVAY SA                                                 | Solvay SA                                                                        | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $232869.53     | 0.00%             | 2028-04-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $888.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BE                                      | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $308894.43     | 0.00%             | 2030-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $690592.68     | 0.01%             | 2026-08-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGIONAL MUNI OF YORK                                     | Regional Municipality of York                                                    | CUSIP: 98704CRC2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $341360.97     | 0.00%             | 2031-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $422082.55     | 0.01%             | 2034-02-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $221392.23     | 0.00%             | 2029-04-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                          | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      250000 | PA      | $318436.26     | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      687000 | PA      | $757899.99     | 0.01%             | 2026-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PEABODY CAPITAL NO TWO                                    | Peabody Capital No 2 Plc                                                         | CUSIP: 000000000<br>LEI: 213800K1DLWVMZFBYD79 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $171056.26     | 0.00%             | 2048-09-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2640000 | PA      | $1472917.85    | 0.02%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      750000 | PA      | $477289.93     | 0.01%             | 2028-02-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BERLIN AG                                      | Landesbank Berlin AG                                                             | CUSIP: 000000000<br>LEI: GTQYZJON3I7SXRNJTT73 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $352912.34     | 0.01%             | 2028-11-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE BUILDING SOC                                    | Yorkshire Building Society                                                       | CUSIP: 000000000<br>LEI: WXD0EHQRPI7HKN3I5T57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $250260.34     | 0.00%             | 2030-10-11      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1370000 | PA      | $1532590.04    | 0.02%             | 2026-03-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5753000 | PA      | $5991696.68    | 0.09%             | 2032-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAYERN                                          | Free State of Bavaria                                                            | CUSIP: 000000000<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $762072.62     | 0.01%             | 2027-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1273000 | PA      | $808236.70     | 0.01%             | 2028-07-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     3000000 | PA      | $3456343.53    | 0.05%             | 2027-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $213826.76     | 0.00%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     7000000 | PA      | $1007165.05    | 0.01%             | 2027-03-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $194110.08     | 0.00%             | 2031-05-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $446291.56     | 0.01%             | 2026-04-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $104887.62     | 0.00%             | 2034-11-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2421000 | PA      | $1916413.96    | 0.03%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   424600000 | PA      | $2401367.80    | 0.03%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      600000 | PA      | $473730.70     | 0.01%             | 2037-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EA6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $287570.90     | 0.00%             | 2032-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4875499.89   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORP                                              | Stryker Corp                                                                     | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111615.26     | 0.00%             | 2036-09-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CWY9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $366160.15     | 0.01%             | 2033-01-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329CA9<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $437754.48     | 0.01%             | 2029-10-02      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-19236.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   362250000 | PA      | $2517843.94    | 0.04%             | 2029-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $545808.45     | 0.01%             | 2032-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $318756.25     | 0.00%             | 2028-02-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $689282.87     | 0.01%             | 2027-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AKZO NOBEL NV                                             | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $517062.80     | 0.01%             | 2032-03-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $478578.50     | 0.01%             | 2030-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                           | Lloyds Bank PLC                                                                  | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $424378.51     | 0.01%             | 2029-02-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114266.34     | 0.00%             | 2036-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $284316.61     | 0.00%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    86000000 | PA      | $12183188.20   | 0.17%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      624000 | PA      | $858702.98     | 0.01%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $335131.40     | 0.00%             | 2026-04-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAQ4<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141912.33     | 0.00%             | 2030-02-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $347025.71     | 0.00%             | 2031-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $407526.53     | 0.01%             | 2029-11-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                                  | Akelius Residential Property Financing BV                                        | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $321559.18     | 0.00%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2509000 | PA      | $2775299.93    | 0.04%             | 2026-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $459677.05     | 0.01%             | 2030-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12200000 | PA      | $2169131.22    | 0.03%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                                  | Toyota Finance Australia Ltd                                                     | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $461696.08     | 0.01%             | 2030-03-18      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $436914.17     | 0.01%             | 2031-12-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SECURITAS AB                                              | Securitas AB                                                                     | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $317848.21     | 0.00%             | 2028-02-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2770000 | PA      | $3192254.94    | 0.05%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 11100000000 | PA      | $8002072.38    | 0.11%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3865000 | PA      | $2501275.80    | 0.04%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $284332.80     | 0.00%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1260640000 | PA      | $882902.42     | 0.01%             | 2027-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      320000 | PA      | $401467.34     | 0.01%             | 2026-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $412453.53     | 0.01%             | 2040-10-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      449000 | PA      | $640360.36     | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $167131.03     | 0.00%             | 2036-11-24      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5794294 | PA      | $3614221.12    | 0.05%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3735000 | PA      | $4382327.77    | 0.06%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      900000 | PA      | $829702.46     | 0.01%             | 2033-04-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $228732.80     | 0.00%             | 2026-03-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      250000 | PA      | $281673.82     | 0.00%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117380.67     | 0.00%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $105871.78     | 0.00%             | 2032-05-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7748000 | PA      | $9783532.68    | 0.14%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      300000 | PA      | $250681.27     | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $325566.02     | 0.00%             | 2030-03-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $322010.93     | 0.00%             | 2028-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $690726.70     | 0.01%             | 2032-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $581875.06     | 0.01%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1150000 | PA      | $1266734.55    | 0.02%             | 2054-06-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                      | WMG Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111545.85     | 0.00%             | 2028-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   366700000 | PA      | $53232926.34   | 0.76%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AN5<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $113910.67     | 0.00%             | 2034-06-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                             | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      700000 | PA      | $824891.68     | 0.01%             | 2030-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $360438.15     | 0.01%             | 2035-02-21      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SAS                                    | TDF Infrastructure SASU                                                          | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226383.86     | 0.00%             | 2026-04-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $152628.45     | 0.00%             | 2033-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1091687.49    | 0.02%             | 2028-03-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    75000000 | PA      | $3449176.44    | 0.05%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                  | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AC6<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146849.71     | 0.00%             | 2035-02-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      400000 | PA      | $438348.75     | 0.01%             | 2026-09-10      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110701.97     | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                  | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      325000 | PA      | $346889.84     | 0.00%             | 2027-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                     | 407 International Inc                                                            | CUSIP: 35085ZBN5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144304.21     | 0.00%             | 2027-05-04      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $456965.97     | 0.01%             | 2026-04-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic Of Kazakhstan                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      100000 | PA      | $94810.76      | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ADECCO INT FINANCIAL SVS                                  | Adecco International Financial Services BV                                       | CUSIP: 000000000<br>LEI: 549300PDNGPM4PIAUK57 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $211960.09     | 0.00%             | 2082-03-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $219556.00     | 0.00%             | 2081-03-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SIKA CAPITAL BV                                           | Sika Capital BV                                                                  | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $293793.15     | 0.00%             | 2030-05-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1134697.40    | 0.02%             | 2034-11-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GH4<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $226423.25     | 0.00%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      560000 | PA      | $708370.27     | 0.01%             | 2026-12-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $341540.40     | 0.00%             | 2030-09-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   437500000 | PA      | $1890880.78    | 0.03%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $288699.03     | 0.00%             | 2033-06-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      247000 | PA      | $277019.15     | 0.00%             | 2026-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN SOR BOLIGKRE                                  | Sparebanken Soer Boligkreditt AS                                                 | CUSIP: 000000000<br>LEI: 549300OQVF8I8FNWOB83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $227396.00     | 0.00%             | 2031-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $562693.30     | 0.01%             | 2027-05-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1153930.48    | 0.02%             | 2032-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DG4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $288744.41     | 0.00%             | 2053-05-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT NETHERLANDS FINANCE                                   | BAT Netherlands Finance BV                                                       | CUSIP: 000000000<br>LEI: 2138009B37VJ9VOWAO51 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $573641.05     | 0.01%             | 2028-04-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      500000 | PA      | $576299.26     | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      250000 | PA      | $304647.54     | 0.00%             | 2030-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4523980000 | PA      | $3019238.79    | 0.04%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    22000000 | PA      | $4157336.92    | 0.06%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $345032.09     | 0.00%             | 2036-08-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4124000 | PA      | $5015513.90    | 0.07%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1028276.45    | 0.01%             | 2029-01-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5160000 | PA      | $6234827.82    | 0.09%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AE0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $83360.82      | 0.00%             | 2050-04-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $388557.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                     | Svensk Exportkredit AB                                                           | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     1000000 | PA      | $1180289.79    | 0.02%             | 2030-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $356354.40     | 0.01%             | 2028-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4522.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4972000 | PA      | $6113813.02    | 0.09%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $203914.33     | 0.00%             | 2029-09-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $74447.55      | 0.00%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LSEG NETHERLANDS BV                                       | Lseg Netherlands BV                                                              | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $359335.46     | 0.01%             | 2030-09-29      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| SOUTH E POWER NETWORKS                                    | South Eastern Power Networks PLC                                                 | CUSIP: 000000000<br>LEI: 213800H7NWVLCWAVKA15 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1102357.55    | 0.02%             | 2030-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5400000 | PA      | $1315782.67    | 0.02%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CT6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      400000 | PA      | $284813.24     | 0.00%             | 2059-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                  | PVH Corp                                                                         | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |      300000 | PA      | $340366.41     | 0.00%             | 2027-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $291188.46     | 0.00%             | 2031-10-28      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CNY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $-273556.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $276971.91     | 0.00%             | 2035-05-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PKO BANK POLSKI SA                                        | Powszechna Kasa Oszczednosci Bank Polski SA                                      | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | DBT              | CORP              | PL        |      300000 | PA      | $350061.02     | 0.01%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $470765.03     | 0.01%             | 2030-07-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                  | LYB International Finance II BV                                                  | CUSIP: 000000000<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $221329.20     | 0.00%             | 2026-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $373866.14     | 0.01%             | 2036-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CBRE GI OPEN END FUND                                     | CBRE Global Investors Open-Ended Funds SCA SICAV-SIF-Pan European Core Fund      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      400000 | PA      | $406793.66     | 0.01%             | 2029-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $179352.89     | 0.00%             | 2061-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814GY3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $167740.85     | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $184733.11     | 0.00%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VANCOUVER AIRPORT AUTHOR                                  | Vancouver Airport Authority                                                      | CUSIP: 92157WAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $133782.31     | 0.00%             | 2030-09-20      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2831614.78    | 0.04%             | 2026-12-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1061214.12    | 0.02%             | 2031-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3013140000 | PA      | $2102884.78    | 0.03%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UX1<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $408278.87     | 0.01%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237401.26     | 0.00%             | 2030-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZAT0<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144908.12     | 0.00%             | 2025-06-10      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCF3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $292527.74     | 0.00%             | 2027-04-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAN2<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76709.26      | 0.00%             | 2031-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GL5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $173447.06     | 0.00%             | 2048-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      335000 | PA      | $133186.23     | 0.00%             | 2120-06-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZBZ0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $160647.28     | 0.00%             | 2046-06-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| H&M Finance BV                                            | H&M Finance BV                                                                   | CUSIP: 000000000<br>LEI: 25490079TX62U2IW2D78 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $151753.68     | 0.00%             | 2029-08-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $585512.85     | 0.01%             | 2028-10-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $580296.00     | 0.01%             | 2034-06-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $242332.14     | 0.00%             | 2031-06-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      583000 | PA      | $695156.07     | 0.01%             | 2031-01-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      370000 | PA      | $410476.60     | 0.01%             | 2027-02-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $123749.38     | 0.00%             | 2033-10-05      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $247597.54     | 0.00%             | 2040-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      380000 | PA      | $425556.08     | 0.01%             | 2036-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                      | Japan Government Two Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1498550000 | PA      | $10526907.51   | 0.15%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $463335.86     | 0.01%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $583189.60     | 0.01%             | 2032-03-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB STEIERMARK                                  | Raiffeisen-Landesbank Steiermark AG                                              | CUSIP: 000000000<br>LEI: 529900UNUKYZ9HND3309 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $100663.25     | 0.00%             | 2033-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $672857.42     | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $127888.14     | 0.00%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                     | 407 International Inc                                                            | CUSIP: 35085ZBL9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $129474.24     | 0.00%             | 2046-05-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5280000 | PA      | $4023777.81    | 0.06%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYPO VORARLBERG BANK AG                                   | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $202530.07     | 0.00%             | 2029-10-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $107575.47     | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $381682.35     | 0.01%             | 2034-05-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $328878.85     | 0.00%             | 2029-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 000000000<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $321358.71     | 0.00%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      350000 | PA      | $367612.25     | 0.01%             | 2028-09-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    39560000 | PA      | $1700731.74    | 0.02%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      350000 | PA      | $413433.52     | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      800000 | PA      | $775038.66     | 0.01%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    29000000 | PA      | $4085286.40    | 0.06%             | 2026-08-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $217231.86     | 0.00%             | 2053-05-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $98877.73      | 0.00%             | 2036-11-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $820625.98     | 0.01%             | 2027-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      650000 | PA      | $740793.47     | 0.01%             | 2026-03-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $578035.18     | 0.01%             | 2034-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1784450000 | PA      | $1006935.90    | 0.01%             | 2070-09-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2458000 | PA      | $2683275.27    | 0.04%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    11500000 | PA      | $1041097.41    | 0.01%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1120000 | PA      | $962916.77     | 0.01%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $872502.44     | 0.01%             | 2029-12-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $583163.09     | 0.01%             | 2055-12-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PRIMARIS REAL ESTATE INV                                  | Primaris Real Estate Investment Trust                                            | CUSIP: 74167KAB5<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              |  | CA        |      200000 | PA      | $147985.50     | 0.00%             | 2027-03-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $399227.72     | 0.01%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $456624.47     | 0.01%             | 2029-10-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 949746TJ0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $149990.27     | 0.00%             | 2028-04-26      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    79660000 | PA      | $11674983.44   | 0.17%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $523811.28     | 0.01%             | 2028-11-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                          | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $115628.61     | 0.00%             | 2031-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $225651.27     | 0.00%             | 2038-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $110357.19     | 0.00%             | 2027-02-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      600000 | PA      | $643567.99     | 0.01%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      400000 | PA      | $393241.21     | 0.01%             | 2031-10-26      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| THE SAGE GROUP PLC                                        | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $218595.36     | 0.00%             | 2034-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                       | Shurgard Luxembourg Sarl                                                         | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $220501.29     | 0.00%             | 2034-10-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111868.00     | 0.00%             | 2027-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $473058.48     | 0.01%             | 2033-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                    | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $384930.78     | 0.01%             | 2052-11-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $303565.89     | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1300000 | PA      | $814671.77     | 0.01%             | 2030-08-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    29000000 | PA      | $1116159.23    | 0.02%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      200000 | PA      | $224089.65     | 0.00%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EVERSHOLT FUNDING PLC                                     | Eversholt Funding PLC                                                            | CUSIP: 000000000<br>LEI: 5493002X7O83FCJVYO69 | Long             | DBT              | CORP              | GB        |      278208 | PA      | $314331.52     | 0.00%             | 2040-06-30      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   131800000 | PA      | $794069.29     | 0.01%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $703373.42     | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $219435.31     | 0.00%             | 2032-08-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $328429.28     | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $345284.06     | 0.00%             | 2027-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAS6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $772862.88     | 0.01%             | 2052-12-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                  | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $384084.30     | 0.01%             | 2031-10-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| STORA ENSO OYJ                                            | Stora Enso Oyj                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $224120.02     | 0.00%             | 2028-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IWG US FINANCE LLC                                        | IWG US Finance LLC                                                               | CUSIP: 000000000<br>LEI: 2138007YTG2ORNIGUJ66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $245724.29     | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3500000 | PA      | $3689775.13    | 0.05%             | 2028-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  7447820000 | PA      | $6022537.52    | 0.09%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                  | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $32017.86      | 0.00%             | 2025-05-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DT1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $216935.72     | 0.00%             | 2026-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $441781.61     | 0.01%             | 2026-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KV9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $209815.94     | 0.00%             | 2054-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                         | CNH Industrial NV                                                                | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $346776.21     | 0.00%             | 2031-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $64760.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   260990000 | PA      | $511234.97     | 0.01%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    25900000 | PA      | $3842845.07    | 0.05%             | 2033-06-16      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |       50000 | PA      | $32105.93      | 0.00%             | 2025-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $419746.00     | 0.01%             | 2031-06-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $702046.40     | 0.01%             | 2035-03-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $334541.94     | 0.00%             | 2032-11-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    50000000 | PA      | $5447738.24    | 0.08%             | 2029-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $624969.97     | 0.01%             | 2028-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |       60000 | PA      | $66190.40      | 0.00%             | 2026-10-26      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $442936.85     | 0.01%             | 2027-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     2000000 | PA      | $177267.11     | 0.00%             | 2032-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $99336.02      | 0.00%             | 2031-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      650000 | PA      | $751374.66     | 0.01%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $183960.62     | 0.00%             | 2034-06-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   552400000 | PA      | $3795820.66    | 0.05%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $240993.43     | 0.00%             | 2032-09-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2410000 | PA      | $2771561.86    | 0.04%             | 2060-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $690163.72     | 0.01%             | 2034-02-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R97<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2820000 | PA      | $2083561.03    | 0.03%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8025000 | PA      | $10343105.32   | 0.15%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $274374.50     | 0.00%             | 2027-06-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $256559.57     | 0.00%             | 2040-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $535644.42     | 0.01%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      450000 | PA      | $118083.03     | 0.00%             | 2043-09-30      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $220683.22     | 0.00%             | 2026-09-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $387030.89     | 0.01%             | 2027-02-08      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      380000 | PA      | $422712.42     | 0.01%             | 2027-06-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      100000 | PA      | $109514.31     | 0.00%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $227192.40     | 0.00%             | 2031-05-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.              | Fidelity National Information Services, Inc.                                     | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      350000 | PA      | $367969.74     | 0.01%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $222672.65     | 0.00%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      150000 | PA      | $184747.91     | 0.00%             | 2050-11-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $986278.25     | 0.01%             | 2027-01-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BC FERRY SERVICES INC                                     | British Columbia Ferry Services Inc                                              | CUSIP: 110574AK6<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $53159.21      | 0.00%             | 2049-10-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                     | Global Payments, Inc.                                                            | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      200000 | PA      | $237101.18     | 0.00%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $579363.54     | 0.01%             | 2035-05-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                     | CUSIP: 34527ACS7<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143293.62     | 0.00%             | 2030-02-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                 | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $363541.80     | 0.01%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $253181.84     | 0.00%             | 2029-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $559381.04     | 0.01%             | 2034-01-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2253000 | PA      | $2338639.47    | 0.03%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $590181.49     | 0.01%             | 2029-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $848461.48     | 0.01%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $224675.09     | 0.00%             | 2026-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                                  | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      200000 | PA      | $191752.08     | 0.00%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $114287.30     | 0.00%             | 2036-02-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED DKK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | DK        |           1 | NC      | $96013.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $631114.16     | 0.01%             | 2029-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $839330.79     | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $266973.38     | 0.00%             | 2058-05-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $225363.03     | 0.00%             | 2032-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2830000 | PA      | $1939666.55    | 0.03%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL CANADA                                    | Hyundai Capital Canada Inc                                                       | CUSIP: 44932WAH3<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $371617.36     | 0.01%             | 2029-07-24      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      600000 | PA      | $697204.19     | 0.01%             | 2028-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                          | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      100000 | PA      | $127374.51     | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $124584.15     | 0.00%             | 2033-02-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1535000 | PA      | $1877330.45    | 0.03%             | 2062-01-26      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                                    | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      370000 | PA      | $375920.25     | 0.01%             | 2031-07-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UZ6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $321305.67     | 0.00%             | 2053-09-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $221508.87     | 0.00%             | 2043-02-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Storebrand Livsforsikring AS                              | Storebrand Livsforsikring AS                                                     | CUSIP: 000000000<br>LEI: 5967007LIEEXZX9TZC13 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $99599.50      | 0.00%             | 2051-09-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    27800000 | PA      | $3918972.83    | 0.06%             | 2026-07-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $170088.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $384794.52     | 0.01%             | 2026-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $336766.56     | 0.00%             | 2030-02-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      425000 | PA      | $432486.60     | 0.01%             | 2030-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      444000 | PA      | $330380.95     | 0.00%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   110490000 | PA      | $15331530.21   | 0.22%             | 2026-02-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $22858.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1262050000 | PA      | $9235737.07    | 0.13%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      450000 | PA      | $485168.31     | 0.01%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                     | BG Energy Capital PLC                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $260468.74     | 0.00%             | 2036-11-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     6000000 | PA      | $551550.99     | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      310000 | PA      | $349097.73     | 0.00%             | 2025-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $572196.00     | 0.01%             | 2029-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                                | Groupe des Assurances du Credit Mutuel SADIR                                     | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117140.69     | 0.00%             | 2044-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2075000 | PA      | $1723759.57    | 0.02%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $494380.53     | 0.01%             | 2030-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANCTUARY CAPITAL PLC                                     | Sanctuary Capital PLC                                                            | CUSIP: 000000000<br>LEI: 213800A6T7362M7XHO44 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $146681.31     | 0.00%             | 2039-03-23      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4000000 | PA      | $4550248.79    | 0.07%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    83000000 | PA      | $12026557.26   | 0.17%             | 2030-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJX2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     3840000 | PA      | $2798233.66    | 0.04%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3030000 | PA      | $3406845.06    | 0.05%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1550000 | PA      | $1075925.62    | 0.02%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAG4<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $64755.24      | 0.00%             | 2047-12-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAL8<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148262.86     | 0.00%             | 2029-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITM ENTREPRISES SASU                                      | ITM Entreprises SASU                                                             | CUSIP: 000000000<br>LEI: 969500LMMR83QL6TLK43 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114598.76     | 0.00%             | 2030-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $671742.27     | 0.01%             | 2032-01-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      125000 | PA      | $145232.80     | 0.00%             | 2031-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $240200.33     | 0.00%             | 2032-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $219547.44     | 0.00%             | 2028-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                   | Aroundtown Finance Sarl                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $338563.43     | 0.00%             | 2030-01-16      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    13000000 | PA      | $1824669.12    | 0.03%             | 2027-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6530000 | PA      | $6833192.87    | 0.10%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $322026.32     | 0.00%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $347527.95     | 0.00%             | 2033-03-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9750000 | PA      | $2409067.21    | 0.03%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                   | Japan Bank for International Cooperation                                         | CUSIP: 000000000<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     1000000 | PA      | $1139093.47    | 0.02%             | 2030-10-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                     | Bayer Capital Corp BV                                                            | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $324122.60     | 0.00%             | 2029-12-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                   | Astrazeneca Finance LLC                                                          | CUSIP: 000000000<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115435.31     | 0.00%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $468833.84     | 0.01%             | 2033-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    39890000 | PA      | $7516773.00    | 0.11%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $495716.33     | 0.01%             | 2026-10-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                  | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11291ZAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73811.86      | 0.00%             | 2028-09-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAT4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $683462.68     | 0.01%             | 2031-12-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      250000 | PA      | $236310.20     | 0.00%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206191.27     | 0.00%             | 2030-01-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $446556.73     | 0.01%             | 2026-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1050927.79    | 0.02%             | 2028-10-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4340000 | PA      | $2346106.52    | 0.03%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $95602.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18250000 | PA      | $3029106.80    | 0.04%             | 2035-09-22      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1287419.12    | 0.02%             | 2031-09-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      100000 | PA      | $55971.70      | 0.00%             | 2032-01-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IGM FINANCIAL INC                                         | IGM Financial Inc                                                                | CUSIP: 449586AK2<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155963.41     | 0.00%             | 2053-05-26      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                     | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $112846.84     | 0.00%             | 2034-10-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      446000 | PA      | $398374.91     | 0.01%             | 2036-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $256722.70     | 0.00%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $348505.75     | 0.00%             | 2038-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $771540.40     | 0.01%             | 2028-09-27      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZDC6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72728.61      | 0.00%             | 2026-12-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-16666340.27  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $683868.96     | 0.01%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2010000 | PA      | $2246502.14    | 0.03%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CNY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $-11565.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2070000 | PA      | $2418579.99    | 0.03%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                   | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $220563.25     | 0.00%             | 2032-09-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GM8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $703615.59     | 0.01%             | 2053-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE                                               | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $104334.71     | 0.00%             | 2031-06-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   681100000 | PA      | $4082112.92    | 0.06%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $423739.18     | 0.01%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    17110000 | PA      | $741541.96     | 0.01%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                                         | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAR9<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |      400000 | PA      | $300572.70     | 0.00%             | 2030-08-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      900000 | PA      | $972419.50     | 0.01%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1397000 | PA      | $1135787.13    | 0.02%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3760000 | PA      | $3888065.22    | 0.06%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      700000 | PA      | $850501.58     | 0.01%             | 2029-06-02      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113690.05     | 0.00%             | 2030-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $476896.26     | 0.01%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1199500000 | PA      | $8678314.80    | 0.12%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-89362.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1000000000 | PA      | $703039.70     | 0.01%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $734468.73     | 0.01%             | 2028-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                 | ORIX Corp                                                                        | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      600000 | PA      | $675519.76     | 0.01%             | 2031-10-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3703000 | PA      | $3066915.97    | 0.04%             | 2050-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      350000 | PA      | $405001.67     | 0.01%             | 2029-03-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $601996.72     | 0.01%             | 2034-03-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $212397.36     | 0.00%             | 2028-10-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |     1490000 | PA      | $1717269.07    | 0.02%             | 2028-02-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $516276.14     | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAW7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $744268.67     | 0.01%             | 2028-03-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                    | CU Inc                                                                           | CUSIP: 12657ZAK9<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $78535.99      | 0.00%             | 2035-11-21      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFY5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $141703.31     | 0.00%             | 2028-03-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $108275.35     | 0.00%             | 2051-11-23      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2700000 | PA      | $2700307.92    | 0.04%             | 2030-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     4226000 | PA      | $3335510.75    | 0.05%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBN2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70719.04      | 0.00%             | 2030-02-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1062063.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1000000 | PA      | $1107313.81    | 0.02%             | 2027-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $574231.60     | 0.01%             | 2030-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                       | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $226293.10     | 0.00%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $216109.54     | 0.00%             | 2028-03-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                  | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 03524BAH9<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $67446.61      | 0.00%             | 2047-05-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $221596.55     | 0.00%             | 2026-06-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J SAINSBURY PLC                                           | J Sainsbury PLC                                                                  | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $262947.05     | 0.00%             | 2035-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   200000000 | PA      | $346152.89     | 0.00%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $181670.61     | 0.00%             | 2025-10-31      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Balder Finland OYJ                                        | Balder Finland OYJ                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $410377.57     | 0.01%             | 2031-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $573469.92     | 0.01%             | 2030-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3332420000 | PA      | $2173118.20    | 0.03%             | 2047-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $650866.17     | 0.01%             | 2027-08-16      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $62977.61      | 0.00%             | 2027-03-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                         | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $632936.46     | 0.01%             | 2042-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121469.14     | 0.00%             | 2035-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8927000 | PA      | $10150522.11   | 0.15%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5019000 | PA      | $4924275.47    | 0.07%             | 2031-04-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $469047.19     | 0.01%             | 2029-07-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      360000 | PA      | $377554.57     | 0.01%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $395159.15     | 0.01%             | 2041-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $386430.09     | 0.01%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTCOAST ENERGY INC                                      | Westcoast Energy Inc                                                             | CUSIP: 95751ZAR4<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72696.92      | 0.00%             | 2025-12-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1230000 | PA      | $965504.34     | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1893000 | PA      | $2196994.42    | 0.03%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $228709.50     | 0.00%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6045000 | PA      | $5990993.09    | 0.09%             | 2031-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    50000000 | PA      | $1454051.98    | 0.02%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| COLES GROUP TREASURY                                      | Coles Group Treasury Pty Ltd                                                     | CUSIP: 000000000<br>LEI: 549300HRZIAKP6NVUB83 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $266536.31     | 0.00%             | 2031-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $465758.20     | 0.01%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $123744.12     | 0.00%             | 2060-08-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAY2<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      100000 | PA      | $78003.74      | 0.00%             | 2034-02-28      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $226991.70     | 0.00%             | 2040-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $208645.39     | 0.00%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $315340.72     | 0.00%             | 2028-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     2345000 | PA      | $1271446.60    | 0.02%             | 2029-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                  | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    10500000 | PA      | $1576125.62    | 0.02%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MAU7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71924.74      | 0.00%             | 2043-11-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $574208.13     | 0.01%             | 2033-02-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN POWERGRID YORKS                                  | Northern Powergrid Yorkshire PLC                                                 | CUSIP: 000000000<br>LEI: 213800VZL2QT3Q7NOP46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $60294.95      | 0.00%             | 2059-10-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                      | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $907082.35     | 0.01%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                    | DSM BV                                                                           | CUSIP: 000000000<br>LEI: 724500SNT1MK246AHP04 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229876.52     | 0.00%             | 2034-07-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4036000 | PA      | $4086617.47    | 0.06%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       50000 | PA      | $53217.87      | 0.00%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $138619.91     | 0.00%             | 2049-10-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   130000000 | PA      | $842360.56     | 0.01%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $474371.31     | 0.01%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10000000 | PA      | $1403772.00    | 0.02%             | 2027-04-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PEEL (REG. MUNIC. OF)                                     | Regional Municipality of Peel Ontario                                            | CUSIP: 705464EC5<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $66916.46      | 0.00%             | 2042-10-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $255100.87     | 0.00%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRW.Bank                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $192307.11     | 0.00%             | 2034-04-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL                                   | Banco de Credito Social Cooperativo SA                                           | CUSIP: 000000000<br>LEI: 95980020140005881190 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $385472.20     | 0.01%             | 2029-09-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      350000 | PA      | $257860.20     | 0.00%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   600000000 | PA      | $628713.66     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANCTUARY CAPITAL PLC                                     | Sanctuary Capital PLC                                                            | CUSIP: 000000000<br>LEI: 213800A6T7362M7XHO44 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $217136.41     | 0.00%             | 2050-04-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                       | Ceska sporitelna AS                                                              | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      500000 | PA      | $530461.67     | 0.01%             | 2028-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |    24000000 | PA      | $2380250.92    | 0.03%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $194830.91     | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FI CANADA                                   | Daimler Truck Finance Canada Inc                                                 | CUSIP: 233852AK8<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148968.91     | 0.00%             | 2029-09-27      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   351850000 | PA      | $2111758.52    | 0.03%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BT7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145401.24     | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119078.18     | 0.00%             | 2033-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    22000000 | PA      | $1171554.46    | 0.02%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $477382.93     | 0.01%             | 2030-03-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2004990000 | PA      | $1169067.98    | 0.02%             | 2039-09-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      352000 | PA      | $396715.15     | 0.01%             | 2027-02-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    48210000 | PA      | $4824110.92    | 0.07%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $337482.53     | 0.00%             | 2026-03-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $110241.78     | 0.00%             | 2027-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $252412.65     | 0.00%             | 2044-09-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      250000 | PA      | $294298.50     | 0.00%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $62064.19      | 0.00%             | 2026-05-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                   | Aroundtown Finance Sarl                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $97169.87      | 0.00%             | 2029-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    74228000 | PA      | $3732504.48    | 0.05%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   695700000 | PA      | $4046172.37    | 0.06%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                    | DWR Cymru Financing UK PLC                                                       | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $393650.89     | 0.01%             | 2033-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      200000 | PA      | $223501.63     | 0.00%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      770000 | PA      | $790190.92     | 0.01%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2510000 | PA      | $2986000.19    | 0.04%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $610451.93     | 0.01%             | 2029-03-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $328068.35     | 0.00%             | 2031-09-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1139000 | PA      | $1377448.41    | 0.02%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                 | Mapfre SA                                                                        | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $336849.40     | 0.00%             | 2026-05-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $227770.05     | 0.00%             | 2034-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $295349.43     | 0.00%             | 2038-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOGICOR 2019 1 UK                                         | Logicor 2019-1 UK PLC                                                            | CUSIP: 000000000<br>LEI: 635400V9BO1NJKELQ692 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $255896.51     | 0.00%             | 2026-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                    | CUSIP: 581557BG9<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      600000 | PA      | $676387.11     | 0.01%             | 2025-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $426068.55     | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $332679.61     | 0.00%             | 2080-09-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       70000 | PA      | $53256.64      | 0.00%             | 2038-03-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 20485000000 | PA      | $1172838.48    | 0.02%             | 2037-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      199000 | PA      | $218283.15     | 0.00%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3532000 | PA      | $2049993.28    | 0.03%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9000000 | PA      | $1330128.71    | 0.02%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      400000 | PA      | $463779.68     | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBR0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108756.08     | 0.00%             | 2026-02-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                      | Public Storage Operating Co                                                      | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |      200000 | PA      | $191085.25     | 0.00%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN FUNDING                                      | Metropolitan Funding PLC                                                         | CUSIP: 000000000<br>LEI: 213800LCRSEF1I4UB827 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $100108.20     | 0.00%             | 2048-04-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $547420.20     | 0.01%             | 2028-06-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     9088000 | PA      | $5795047.85    | 0.08%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $305186.46     | 0.00%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | UBS AG                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      900000 | PA      | $878011.63     | 0.01%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                           | CUSIP: 715638DX7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $180775.10     | 0.00%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120906.62     | 0.00%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1465000 | PA      | $830043.36     | 0.01%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2198550000 | PA      | $14886318.70   | 0.21%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      381000 | PA      | $543989.16     | 0.01%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $220234.38     | 0.00%             | 2043-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $255497.64     | 0.00%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $314549.92     | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113434.85     | 0.00%             | 2026-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4110000 | PA      | $4350056.02    | 0.06%             | 2050-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $527059.64     | 0.01%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $220114.94     | 0.00%             | 2026-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $784556.63     | 0.01%             | 2026-01-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $662670.09     | 0.01%             | 2027-02-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113926.47     | 0.00%             | 2029-07-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      400000 | PA      | $441827.83     | 0.01%             | 2026-06-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2000000 | PA      | $282502.82     | 0.00%             | 2028-08-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $448267.36     | 0.01%             | 2034-04-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $666589.58     | 0.01%             | 2027-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |      400000 | PA      | $466686.80     | 0.01%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $238199.67     | 0.00%             | 2033-01-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $548843.04     | 0.01%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $217897.02     | 0.00%             | 2027-01-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $115572.81     | 0.00%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $542168.59     | 0.01%             | 2027-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GG5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $203301.85     | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    36520000 | PA      | $1103274.82    | 0.02%             | 2026-12-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225467.83     | 0.00%             | 2032-02-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      300000 | PA      | $321383.61     | 0.00%             | 2028-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                                          | WPP Finance 2013                                                                 | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |      275000 | PA      | $317243.26     | 0.00%             | 2033-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      350000 | PA      | $389104.06     | 0.01%             | 2030-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALTAREA                                                   | Altarea SCA                                                                      | CUSIP: 000000000<br>LEI: 969500ICGCY1PD6OT783 | Long             | DBT              |  | FR        |      100000 | PA      | $107614.81     | 0.00%             | 2028-01-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   741200000 | PA      | $5249753.40    | 0.08%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    37500000 | PA      | $5494658.95    | 0.08%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $216597.45     | 0.00%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $345146.95     | 0.00%             | 2027-03-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $246551.85     | 0.00%             | 2031-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN TIRE CORP LTD                                    | Canadian Tire Corp Ltd                                                           | CUSIP: 136681AG8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $231453.50     | 0.00%             | 2030-09-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 19760000000 | PA      | $1323709.25    | 0.02%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $867841.34     | 0.01%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368DW26<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $366070.37     | 0.01%             | 2027-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $402268.48     | 0.01%             | 2026-11-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $231040.12     | 0.00%             | 2030-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      950000 | PA      | $699200.99     | 0.01%             | 2035-11-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $770404.62     | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      190000 | PA      | $207914.61     | 0.00%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   239800000 | PA      | $34297017.28   | 0.49%             | 2031-03-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      300000 | PA      | $305389.82     | 0.00%             | 2030-03-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4559000 | PA      | $5179096.60    | 0.07%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $394599.85     | 0.01%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1290000 | PA      | $1465053.79    | 0.02%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IREN SPA                                                  | Iren SpA                                                                         | CUSIP: 000000000<br>LEI: 8156001EBD33FD474E60 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $409544.04     | 0.01%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    14000000 | PA      | $1416094.30    | 0.02%             | 2027-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   206800000 | PA      | $1060036.85    | 0.02%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE HOME                                    | Places for People Homes Ltd                                                      | CUSIP: 000000000<br>LEI: 2138006VZYSUOICR2M02 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $384465.20     | 0.01%             | 2028-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1400000 | PA      | $1597942.78    | 0.02%             | 2029-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $149276.96     | 0.00%             | 2040-02-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $278359.24     | 0.00%             | 2026-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      300000 | PA      | $344137.86     | 0.00%             | 2028-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                   | Ile-de-France Mobilites                                                          | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $213941.21     | 0.00%             | 2043-05-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3150000 | PA      | $3579755.19    | 0.05%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $203010.27     | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200KF7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      500000 | PA      | $476208.73     | 0.01%             | 2032-02-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| WESTFIELD AMERICA MANAGE                                  | Westfield America Management Ltd                                                 | CUSIP: 000000000<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              |  | AU        |      200000 | PA      | $241450.74     | 0.00%             | 2029-03-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN VEST BOLIGKR                                  | Sparebanken Vest Boligkreditt AS                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $228533.13     | 0.00%             | 2027-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $262510.26     | 0.00%             | 2030-01-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    68724000 | PA      | $2033722.64    | 0.03%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBT9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $122821.35     | 0.00%             | 2051-04-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086VK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $373984.16     | 0.01%             | 2027-07-26      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $780893.17     | 0.01%             | 2027-10-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                    | City of Toronto Canada                                                           | CUSIP: 891288DQ2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $180515.60     | 0.00%             | 2027-06-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $458927.98     | 0.01%             | 2034-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AQ8<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $111222.95     | 0.00%             | 2034-10-30      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    10380000 | PA      | $11981541.64   | 0.17%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      550000 | PA      | $714661.01     | 0.01%             | 2028-04-26      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                                      | State of Rhineland-Palatinate                                                    | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $230582.90     | 0.00%             | 2034-05-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAP8<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $205932.47     | 0.00%             | 2031-10-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $790377.95     | 0.01%             | 2032-02-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1137203.79    | 0.02%             | 2030-10-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 6 PLC                                  | Tesco Property Finance 6 PLC                                                     | CUSIP: 000000000<br>LEI: 213800FORYFOB97FHO66 | Long             | ABS-CBDO         | CORP              | GB        |       86185 | PA      | $109772.80     | 0.00%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $113302.28     | 0.00%             | 2034-02-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    28550000 | PA      | $4037622.55    | 0.06%             | 2028-05-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $223053.88     | 0.00%             | 2026-05-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      320000 | PA      | $364058.36     | 0.01%             | 2026-03-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN WESTERN BANK                                     | National Bank of Canada                                                          | CUSIP: 136765BY9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151074.35     | 0.00%             | 2028-07-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    62050000 | PA      | $400719.22     | 0.01%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6791000 | PA      | $7248159.46    | 0.10%             | 2045-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RED ELECTRICA FINANCI SA                                  | Red Electrica Financiaciones SA                                                  | CUSIP: 000000000<br>LEI: 9598006P00EGK6U2SG18 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $336413.77     | 0.00%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $299539.67     | 0.00%             | 2051-10-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      400000 | PA      | $462147.26     | 0.01%             | 2028-06-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      125000 | PA      | $146496.06     | 0.00%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $250660.45     | 0.00%             | 2032-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |           1 | NC      | $233419.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4257000 | PA      | $4620969.79    | 0.07%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-15951.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1178957.54    | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $341453.32     | 0.00%             | 2030-03-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZBA1<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149523.71     | 0.00%             | 2053-05-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1960000 | PA      | $1471676.04    | 0.02%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $431480.54     | 0.01%             | 2032-09-14      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |      340000 | PA      | $339755.85     | 0.00%             | 2037-09-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      750000 | PA      | $859698.48     | 0.01%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZAX2<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $62928.33      | 0.00%             | 2048-09-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   144600000 | PA      | $20272880.18   | 0.29%             | 2026-08-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $338052.52     | 0.00%             | 2035-09-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CAJA RURAL DE NAVARRA                                     | Caja Rural de Navarra SCC                                                        | CUSIP: 000000000<br>LEI: 95980020140005439549 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $228713.42     | 0.00%             | 2033-04-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO DESIO DELLA BRIANZ                                  | Banco di Desio e della Brianza SpA                                               | CUSIP: 000000000<br>LEI: 81560026D234790EB288 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $221809.80     | 0.00%             | 2026-07-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CW9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $394844.82     | 0.01%             | 2030-09-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      820000 | PA      | $460977.66     | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $554894.90     | 0.01%             | 2029-10-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EL CORTE INGLES SA                                        | El Corte Ingles SA                                                               | CUSIP: 000000000<br>LEI: 95980020140005374753 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $233378.58     | 0.00%             | 2031-06-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $96344.15      | 0.00%             | 2039-09-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $450834.58     | 0.01%             | 2031-10-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 779926DJ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73838.79      | 0.00%             | 2030-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      300000 | PA      | $380038.25     | 0.01%             | 2034-02-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                                   | Praemia Healthcare SACA                                                          | CUSIP: 000000000<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              |  | FR        |      300000 | PA      | $307390.58     | 0.00%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 000000000<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $563690.74     | 0.01%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114299.36     | 0.00%             | 2033-04-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                   | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $661689.77     | 0.01%             | 2032-09-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $211659.73     | 0.00%             | 2029-03-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                         | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $124657.99     | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $250582.04     | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $261207.07     | 0.00%             | 2027-12-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1400000 | PA      | $1339397.02    | 0.02%             | 2049-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $223268.65     | 0.00%             | 2034-10-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $547467.15     | 0.01%             | 2034-06-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4341990000 | PA      | $3056367.75    | 0.04%             | 2025-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2000000 | PA      | $560950.18     | 0.01%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4033000 | PA      | $4339196.71    | 0.06%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $790981.12     | 0.01%             | 2025-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      912000 | PA      | $990163.29     | 0.01%             | 2029-02-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     3000000 | PA      | $444559.13     | 0.01%             | 2028-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $228191.80     | 0.00%             | 2030-03-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      100000 | PA      | $97141.93      | 0.00%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     8710000 | PA      | $9257806.77    | 0.13%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1800000 | PA      | $2046313.89    | 0.03%             | 2031-11-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      533000 | PA      | $617644.59     | 0.01%             | 2033-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5610000 | PA      | $6487735.65    | 0.09%             | 2028-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAD3<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140620.84     | 0.00%             | 2029-06-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $657700.35     | 0.01%             | 2030-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      250000 | PA      | $275190.38     | 0.00%             | 2027-09-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $105934.80     | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $235152.15     | 0.00%             | 2029-07-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $541286.24     | 0.01%             | 2027-06-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   368850000 | PA      | $2719809.25    | 0.04%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DASSAULT SYSTEMES                                         | Dassault Systemes SE                                                             | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $656101.03     | 0.01%             | 2026-09-16      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   353050000 | PA      | $1583469.18    | 0.02%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1890000 | PA      | $1089309.02    | 0.02%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $763998.28     | 0.01%             | 2028-04-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2885000 | PA      | $1490965.71    | 0.02%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $398615.20     | 0.01%             | 2032-02-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1750000 | PA      | $1904849.71    | 0.03%             | 2027-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      350000 | PA      | $336899.04     | 0.00%             | 2032-06-26      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $547177.79     | 0.01%             | 2027-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1319000 | PA      | $962185.39     | 0.01%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 000000000<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107261.82     | 0.00%             | 2053-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                  | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $571158.76     | 0.01%             | 2033-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $553929.61     | 0.01%             | 2027-12-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                             | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $424606.17     | 0.01%             | 2029-03-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $189395.81     | 0.00%             | 2037-02-06      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                      | Norway Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     8450000 | PA      | $784120.44     | 0.01%             | 2042-10-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $305984.86     | 0.00%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                  | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $309049.52     | 0.00%             | 2029-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109DA6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $557753.18     | 0.01%             | 2033-09-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      300000 | PA      | $340480.02     | 0.00%             | 2036-09-03      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Sika Capital BV                                           | Sika Capital BV                                                                  | CUSIP: 000000000<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $312522.67     | 0.00%             | 2031-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAQ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $214295.82     | 0.00%             | 2026-09-08      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   966000000 | PA      | $5273354.27    | 0.08%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    15307000 | PA      | $1246714.70    | 0.02%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     6431000 | PA      | $3925643.45    | 0.06%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGSPAN SEC IRELAND DAC                                  | Kingspan Securities Ireland DAC                                                  | CUSIP: 000000000<br>LEI: 635400FJSIQEIEFQMV55 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $338388.77     | 0.00%             | 2031-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $227272.49     | 0.00%             | 2036-03-12      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1595000 | PA      | $1679924.81    | 0.02%             | 2028-11-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJL8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1471030.48    | 0.02%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418MQT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $225388.93     | 0.00%             | 2034-08-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |       50000 | PA      | $52785.11      | 0.00%             | 2028-09-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1620000 | PA      | $1055150.42    | 0.02%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAA1<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141222.72     | 0.00%             | 2028-04-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $484097.95     | 0.01%             | 2032-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                  | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $84590.72      | 0.00%             | 2030-09-23      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $587999.42     | 0.01%             | 2028-05-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $62796.98      | 0.00%             | 2027-04-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $220732.40     | 0.00%             | 2029-01-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   389050000 | PA      | $1967758.79    | 0.03%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $375925.81     | 0.01%             | 2033-06-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAG6<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152632.40     | 0.00%             | 2034-05-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6295000 | PA      | $6842059.18    | 0.10%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $399095.65     | 0.01%             | 2025-06-18      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BRAMBLES FINANCE PLC                                      | Brambles Finance PLC                                                             | CUSIP: 000000000<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $221370.92     | 0.00%             | 2027-10-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      650000 | PA      | $735467.53     | 0.01%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                                   | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |      200000 | PA      | $231964.80     | 0.00%             | 2031-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                   | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $328474.90     | 0.00%             | 2028-06-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $685411.92     | 0.01%             | 2025-10-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $214577.87     | 0.00%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     9120000 | PA      | $955668.24     | 0.01%             | 2031-06-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SES SA                                                    | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $214213.14     | 0.00%             | 2027-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FZ4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $363859.54     | 0.01%             | 2028-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      250000 | PA      | $278825.59     | 0.00%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EURONEXT NV                                               | Euronext NV                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $394939.65     | 0.01%             | 2031-05-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $231722.19     | 0.00%             | 2026-05-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1771238.60    | 0.03%             | 2030-07-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $219807.49     | 0.00%             | 2044-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WF90<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $464163.58     | 0.01%             | 2028-11-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3775000 | PA      | $4653197.98    | 0.07%             | 2037-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      900000 | PA      | $999491.40     | 0.01%             | 2045-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $469033.18     | 0.01%             | 2031-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LYA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151918.58     | 0.00%             | 2034-01-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $112999.02     | 0.00%             | 2035-02-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $92099.94      | 0.00%             | 2038-08-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $344952.46     | 0.00%             | 2033-10-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $339702.31     | 0.00%             | 2025-05-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      111000 | PA      | $67009.60      | 0.00%             | 2086-11-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $552687.95     | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 15000000000 | PA      | $882376.22     | 0.01%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $99559.84      | 0.00%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1825000 | PA      | $917894.40     | 0.01%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1840000 | PA      | $2119371.34    | 0.03%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALES & WEST UTL FIN PLC                                  | Wales & West Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800PMB3SYMEH5NH78 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199719.68     | 0.00%             | 2038-08-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1350000 | PA      | $897174.83     | 0.01%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    14389000 | PA      | $16553756.29   | 0.24%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $482843.42     | 0.01%             | 2037-06-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2420000 | PA      | $1310104.16    | 0.02%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   954650000 | PA      | $598684.03     | 0.01%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    53250000 | PA      | $405797.70     | 0.01%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1960000 | PA      | $1343980.96    | 0.02%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8170000 | PA      | $1188571.03    | 0.02%             | 2029-12-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $245725.86     | 0.00%             | 2029-11-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $223043.80     | 0.00%             | 2028-10-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST BRIT COL TRA                                  | South Coast British Columbia Transportation Authority                            | CUSIP: 83740TAK3<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $134065.28     | 0.00%             | 2053-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                 | CUSIP: 95040QAA2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      300000 | PA      | $399256.87     | 0.01%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   100000000 | PA      | $74024.27      | 0.00%             | 2027-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3822000 | PA      | $4715052.12    | 0.07%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      900000 | PA      | $569479.19     | 0.01%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 14485200000 | PA      | $10434810.37   | 0.15%             | 2026-12-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      516000 | PA      | $551946.02     | 0.01%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $408389.39     | 0.01%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1050000 | PA      | $1131507.88    | 0.02%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT REASSURANCE                                    | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $474731.81     | 0.01%             | 2027-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $234333.35     | 0.00%             | 2028-07-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $227610.31     | 0.00%             | 2032-03-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      200000 | PA      | $134821.72     | 0.00%             | 2034-04-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      600000 | PA      | $662332.97     | 0.01%             | 2027-07-30      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1862790000 | PA      | $1298330.85    | 0.02%             | 2026-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $386382.09     | 0.01%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      300000 | PA      | $326919.60     | 0.00%             | 2026-09-30      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAL2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $217593.80     | 0.00%             | 2027-06-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2136384.44    | 0.03%             | 2028-03-08      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PRS FINANCE PLC                                           | Prs Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138002JNX4ZKQI8OU17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $247361.99     | 0.00%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1033000 | PA      | $713612.01     | 0.01%             | 2040-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $307128.24     | 0.00%             | 2029-11-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $216050.68     | 0.00%             | 2028-09-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $193719.47     | 0.00%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AXA HOME LOAN SFH                                         | AXA Home Loan SFH SA                                                             | CUSIP: 000000000<br>LEI: 969500AIOJG7FHMDYZ30 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $303826.80     | 0.00%             | 2029-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co. Pty. Ltd.                      | Sydney Airport Finance Co. Pty. Ltd.                                             | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $119173.09     | 0.00%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                   | SCOR SE                                                                          | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $338570.76     | 0.00%             | 2046-06-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $219181.90     | 0.00%             | 2028-02-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1410000 | PA      | $1614715.21    | 0.02%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2800000 | PA      | $674198.64     | 0.01%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      200000 | PA      | $221860.59     | 0.00%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $537263.14     | 0.01%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SOR-NORGE                                     | SpareBank 1 Sor-Norge ASA                                                        | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $441540.91     | 0.01%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6067000 | PA      | $6513214.26    | 0.09%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                         | NTT Finance Corp.                                                                | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $209661.39     | 0.00%             | 2028-12-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1010000 | PA      | $893038.40     | 0.01%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $473240.62     | 0.01%             | 2030-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $339272.23     | 0.00%             | 2030-08-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                             | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $203836.19     | 0.00%             | 2034-12-10      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $269047.27     | 0.00%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3166000 | PA      | $3963783.91    | 0.06%             | 2042-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $334009.03     | 0.00%             | 2034-01-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2165895.97    | 0.03%             | 2028-02-04      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1440130.65    | 0.02%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      300000 | PA      | $253698.92     | 0.00%             | 2036-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $390339.64     | 0.01%             | 2025-12-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      450000 | PA      | $508495.78     | 0.01%             | 2036-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| POSTNL NV                                                 | PostNL NV                                                                        | CUSIP: 000000000<br>LEI: 724500Q41FHN0P1GPC53 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117023.67     | 0.00%             | 2031-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1812330000 | PA      | $1244542.50    | 0.02%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 191216DH0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      300000 | PA      | $228226.62     | 0.00%             | 2041-03-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      100000 | PA      | $78750.35      | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $344442.26     | 0.00%             | 2034-05-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                         | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      100000 | PA      | $135472.30     | 0.00%             | 2026-03-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $423119.67     | 0.01%             | 2029-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      522000 | PA      | $603230.49     | 0.01%             | 2032-03-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                     | Argentum Netherlands BV for Zurich Insurance Co Ltd                              | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $228115.41     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      925000 | PA      | $908658.78     | 0.01%             | 2031-06-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $482091.53     | 0.01%             | 2031-05-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4338000 | PA      | $2192677.06    | 0.03%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $325549.60     | 0.00%             | 2028-04-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd.                         | Nestle Finance International Ltd.                                                | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      726000 | PA      | $662467.33     | 0.01%             | 2033-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6810000 | PA      | $5835176.71    | 0.08%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      536000 | PA      | $599748.11     | 0.01%             | 2026-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $251738.22     | 0.00%             | 2035-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   720000000 | PA      | $4931886.40    | 0.07%             | 2028-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      370000 | PA      | $205150.11     | 0.00%             | 2050-01-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $548261.73     | 0.01%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                              | Hydro-Quebec                                                                     | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $855952.70     | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   981850000 | PA      | $6770194.64    | 0.10%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $217960.05     | 0.00%             | 2043-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058KV4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $154351.50     | 0.00%             | 2030-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                         | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      650000 | PA      | $709791.61     | 0.01%             | 2029-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    35800000 | PA      | $1289344.20    | 0.02%             | 2037-12-12      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $265262.07     | 0.00%             | 2030-10-03      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAP6<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $144674.18     | 0.00%             | 2032-04-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PARAGON TREASURY PLC                                      | Paragon Treasury Plc                                                             | CUSIP: 000000000<br>LEI: 213800Q65UKPKCQBC252 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $92299.36      | 0.00%             | 2036-05-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7670000 | PA      | $8730696.78    | 0.12%             | 2026-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    27250000 | PA      | $6022661.44    | 0.09%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SACA                                       | CNP Assurances SACA                                                              | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $891862.70     | 0.01%             | 2029-02-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5300000 | PA      | $1274712.37    | 0.02%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3110000 | PA      | $545062.37     | 0.01%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 05565QDS4<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $217669.22     | 0.00%             | 2025-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| SAARLAND                                                  | State of Saarland                                                                | CUSIP: 000000000<br>LEI: 529900VFZ6ZK7UVJI882 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $230040.47     | 0.00%             | 2035-01-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $233598.94     | 0.00%             | 2030-05-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $725590.61     | 0.01%             | 2031-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $348129.83     | 0.00%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAK5<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153745.11     | 0.00%             | 2029-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $49452.59      | 0.00%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4160000 | PA      | $2122216.61    | 0.03%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   369400000 | PA      | $2297920.96    | 0.03%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    67106000 | PA      | $2284053.56    | 0.03%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      205000 | PA      | $214955.09     | 0.00%             | 2029-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   881250000 | PA      | $4653113.53    | 0.07%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4000000 | PA      | $927966.89     | 0.01%             | 2030-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      410000 | PA      | $362967.55     | 0.01%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $286693.64     | 0.00%             | 2031-04-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $312892.56     | 0.00%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                 | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      400000 | PA      | $376721.46     | 0.01%             | 2033-01-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      600000 | PA      | $697061.63     | 0.01%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      350000 | PA      | $386057.24     | 0.01%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN SOR BOLIGKRE                                  | Sparebanken Soer Boligkreditt AS                                                 | CUSIP: 000000000<br>LEI: 549300OQVF8I8FNWOB83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $223975.53     | 0.00%             | 2026-02-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1205000 | PA      | $1427205.39    | 0.02%             | 2029-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      565000 | PA      | $407813.55     | 0.01%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $616882.67     | 0.01%             | 2073-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $588442.35     | 0.01%             | 2042-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SYENSQO SA                                                | Syensqo SA                                                                       | CUSIP: 000000000<br>LEI: 549300060XNJ90PLNS10 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $226482.56     | 0.00%             | 2027-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $231756.01     | 0.00%             | 2034-06-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4240000 | PA      | $1092532.80    | 0.02%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $342351.56     | 0.00%             | 2028-04-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance SA                                      | DH Europe Finance Sarl                                                           | CUSIP: 23290YAE6<br>LEI: 2221002WRBW5MJ8VL618 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $552170.47     | 0.01%             | 2027-06-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ASPIRE DEFENCE FINANCE                                    | Aspire Defence Finance PLC                                                       | CUSIP: 000000000<br>LEI: 213800EQV9JHWCGV7H79 | Long             | DBT              | CORP              | GB        |      308222 | PA      | $390714.31     | 0.01%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237750.11     | 0.00%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 000000000<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $231134.35     | 0.00%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| SWISSCOM AG (LUNAR FUNDI                                  | Lunar Funding V for Swisscom AG                                                  | CUSIP: 000000000<br>LEI: 213800BNPFXIGDAFQL81 | Long             | DBT              | CORP              | IE        |      910000 | PA      | $1013737.93    | 0.01%             | 2026-10-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4835000 | PA      | $5362476.07    | 0.08%             | 2028-07-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866HC4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $156892.91     | 0.00%             | 2054-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                         | CUSIP: 00206RDY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $104163.47     | 0.00%             | 2047-05-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      390000 | PA      | $444146.27     | 0.01%             | 2041-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $812698.29     | 0.01%             | 2029-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113195.42     | 0.00%             | 2030-04-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $157466.22     | 0.00%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      100000 | PA      | $133649.71     | 0.00%             | 2028-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEKABANK DEUTSCHE GIRO                                    | DekaBank Deutsche Girozentrale                                                   | CUSIP: 000000000<br>LEI: 0W2PZJM8XOY22M4GG883 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $769151.36     | 0.01%             | 2026-11-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $671759.55     | 0.01%             | 2027-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $467872.27     | 0.01%             | 2031-01-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209343.17     | 0.00%             | 2031-07-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $469235.31     | 0.01%             | 2032-06-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $525043.55     | 0.01%             | 2028-09-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    41491000 | PA      | $9190509.35    | 0.13%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $224875.21     | 0.00%             | 2053-01-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1500000 | PA      | $1713874.93    | 0.02%             | 2034-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $534964.60     | 0.01%             | 2032-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $523800.96     | 0.01%             | 2028-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZBA5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $61283.81      | 0.00%             | 2051-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 25000000000 | PA      | $1522927.73    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAL3<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150698.75     | 0.00%             | 2033-02-07      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   510150000 | PA      | $2653377.67    | 0.04%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $165282.78     | 0.00%             | 2027-03-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2299000 | PA      | $2504277.13    | 0.04%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $100391.65     | 0.00%             | 2051-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GL4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $264517.34     | 0.00%             | 2054-10-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $573414.82     | 0.01%             | 2026-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $697870.15     | 0.01%             | 2032-09-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2500000 | PA      | $2911703.25    | 0.04%             | 2035-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      560000 | PA      | $652663.08     | 0.01%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $410762.42     | 0.01%             | 2025-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $355998.57     | 0.01%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1890000 | PA      | $1872312.84    | 0.03%             | 2031-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143883.73     | 0.00%             | 2027-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      600000 | PA      | $342159.20     | 0.00%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5144000 | PA      | $5956957.99    | 0.09%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                 | Timken Co/The                                                                    | CUSIP: 000000000<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $110656.09     | 0.00%             | 2034-05-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113960.45     | 0.00%             | 2030-08-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $346828.18     | 0.00%             | 2036-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      941000 | PA      | $1087421.84    | 0.02%             | 2038-06-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $158849.81     | 0.00%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $111154.82     | 0.00%             | 2081-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     3000000 | PA      | $285520.32     | 0.00%             | 2029-07-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                | LANXESS AG                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $276833.99     | 0.00%             | 2026-10-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $224335.01     | 0.00%             | 2026-01-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $109886.35     | 0.00%             | 2052-12-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      530000 | PA      | $518876.38     | 0.01%             | 2037-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $139476.83     | 0.00%             | 2027-08-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3325000 | PA      | $2457558.34    | 0.04%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      700000 | PA      | $799195.38     | 0.01%             | 2029-10-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $350200.61     | 0.01%             | 2029-03-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      370000 | PA      | $272634.67     | 0.00%             | 2049-06-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1809876.32    | 0.03%             | 2027-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   990700000 | PA      | $6845239.57    | 0.10%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $627683.98     | 0.01%             | 2029-11-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      300000 | PA      | $312725.49     | 0.00%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $326624.46     | 0.00%             | 2054-06-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                         | Southern Power Co                                                                | CUSIP: 843646AQ3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      250000 | PA      | $281685.01     | 0.00%             | 2026-06-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $323084.82     | 0.00%             | 2029-06-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $549560.30     | 0.01%             | 2034-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $255953.77     | 0.00%             | 2025-08-11      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 42246QAG3<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $139958.33     | 0.00%             | 2033-04-13      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAC0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $53212.11      | 0.00%             | 2050-12-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1198000 | PA      | $1340108.15    | 0.02%             | 2032-06-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $418284.88     | 0.01%             | 2028-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13596Z3Y9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145142.99     | 0.00%             | 2025-05-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| 2I RETE GAS SPA                                           | 2i Rete Gas SpA                                                                  | CUSIP: 000000000<br>LEI: 549300RV0WBR05UTDI91 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $473862.25     | 0.01%             | 2033-06-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                               | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      125000 | PA      | $146641.96     | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2759000 | PA      | $3409830.84    | 0.05%             | 2028-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL PROP                                  | Akelius Residential Property Financing BV                                        | CUSIP: 000000000<br>LEI: 724500ABLEHD1CIBAA35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $196535.85     | 0.00%             | 2030-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1100000 | PA      | $1114824.66    | 0.02%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1800000 | PA      | $1793164.37    | 0.03%             | 2030-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE                                               | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $444472.61     | 0.01%             | 2026-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $216730.06     | 0.00%             | 2028-10-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      550000 | PA      | $614940.03     | 0.01%             | 2028-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1400000 | PA      | $1425250.05    | 0.02%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $101501.33     | 0.00%             | 2030-01-21      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4548510.75    | 0.07%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| ISLE OF MAN                                               | Isle of Man Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300ZXHSYV21BRHW71 | Long             | DBT              | NUSS              | IM        |      150000 | PA      | $89970.99      | 0.00%             | 2051-09-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      670000 | PA      | $571279.19     | 0.01%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1900000 | PA      | $1561469.81    | 0.02%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $317588.34     | 0.00%             | 2029-03-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1210000 | PA      | $1227946.24    | 0.02%             | 2033-05-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2380000 | PA      | $1487354.57    | 0.02%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $338904.11     | 0.00%             | 2031-09-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3400000 | PA      | $3961270.72    | 0.06%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $308967.00     | 0.00%             | 2049-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607H5C2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $754837.00     | 0.01%             | 2027-10-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $292725.62     | 0.00%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1200000 | PA      | $1157976.55    | 0.02%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $470845.22     | 0.01%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   327200000 | PA      | $2342751.98    | 0.03%             | 2026-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCD4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $55050.22      | 0.00%             | 2050-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $402523.40     | 0.01%             | 2026-12-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      750000 | PA      | $392353.05     | 0.01%             | 2032-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     5351000 | PA      | $3347659.93    | 0.05%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7100000 | PA      | $7426118.02    | 0.11%             | 2029-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5460000 | PA      | $6316410.51    | 0.09%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $224142.72     | 0.00%             | 2026-01-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      286000 | PA      | $177164.66     | 0.00%             | 2026-06-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $537170.89     | 0.01%             | 2027-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2102000 | PA      | $2689966.40    | 0.04%             | 2026-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $1028116.75    | 0.01%             | 2034-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $90682.89      | 0.00%             | 2034-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBE2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $202427.53     | 0.00%             | 2044-09-02      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   604050000 | PA      | $3542205.39    | 0.05%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-32226.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                                         | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $265176.52     | 0.00%             | 2034-03-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    12968000 | PA      | $14555140.56   | 0.21%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                            | WSP Global Inc                                                                   | CUSIP: 92938WAC7<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147532.36     | 0.00%             | 2029-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   231500000 | PA      | $1050188.19    | 0.02%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $293241.66     | 0.00%             | 2034-03-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $1255405.80    | 0.02%             | 2034-10-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $317844.71     | 0.00%             | 2029-03-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $698060.10     | 0.01%             | 2033-07-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5054630000 | PA      | $3229177.63    | 0.05%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      600000 | PA      | $602966.21     | 0.01%             | 2031-03-22      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1135000 | PA      | $882873.66     | 0.01%             | 2028-05-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      235000 | PA      | $263113.25     | 0.00%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $266811.53     | 0.00%             | 2031-10-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $224236.11     | 0.00%             | 2035-02-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $445918.62     | 0.01%             | 2026-04-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2300000000 | PA      | $1619264.54    | 0.02%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    45481000 | PA      | $1359789.93    | 0.02%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      300000 | PA      | $283749.13     | 0.00%             | 2034-02-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      400000 | PA      | $454706.82     | 0.01%             | 2035-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MERCK KGAA                                                | Merck KGaA                                                                       | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $112962.63     | 0.00%             | 2054-08-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $217260.68     | 0.00%             | 2041-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1982834.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TELIA COMPANY AB                                          | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |      650000 | PA      | $675551.30     | 0.01%             | 2034-02-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $314388.42     | 0.00%             | 2027-02-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH GMBH                                         | Robert Bosch GmbH                                                                | CUSIP: 000000000<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $683752.49     | 0.01%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 60396000000 | PA      | $3611594.24    | 0.05%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $147248.59     | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                    | CU Inc                                                                           | CUSIP: 12657ZBB8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73334.47      | 0.00%             | 2043-09-09      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      450000 | PA      | $499031.95     | 0.01%             | 2027-06-14      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAJ6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $573429.62     | 0.01%             | 2027-02-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      435000 | PA      | $288635.73     | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EASTERN POWER NETWORKS                                    | Eastern Power Networks PLC                                                       | CUSIP: 000000000<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $126983.05     | 0.00%             | 2039-10-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RL FINANCE NO 4 PLC                                       | RL Finance Bonds NO 4 PLC                                                        | CUSIP: 000000000<br>LEI: 21380094SBEIOBDS8O41 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $210602.61     | 0.00%             | 2049-10-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $679372.01     | 0.01%             | 2038-11-26      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                | Nasdaq Inc                                                                       | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      300000 | PA      | $308246.25     | 0.00%             | 2030-02-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1163132.46    | 0.02%             | 2030-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $112174.44     | 0.00%             | 2037-02-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      800000 | PA      | $943663.98     | 0.01%             | 2030-11-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1740000 | PA      | $1919821.84    | 0.03%             | 2028-03-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114393.36     | 0.00%             | 2035-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      110000 | PA      | $121344.58     | 0.00%             | 2027-10-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7958000 | PA      | $8485320.74    | 0.12%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     7450000 | PA      | $516873.61     | 0.01%             | 2045-11-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNZL FINANCE PLC                                         | Bunzl Finance PLC                                                                | CUSIP: 000000000<br>LEI: 549300G276IH2GSE0E88 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $167408.32     | 0.00%             | 2030-10-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $218161.50     | 0.00%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1110000 | PA      | $1108768.44    | 0.02%             | 2030-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $457555.54     | 0.01%             | 2030-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAK2<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138269.20     | 0.00%             | 2030-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-6853.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $244498.65     | 0.00%             | 2032-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2000000000 | PA      | $1870277.48    | 0.03%             | 2072-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAH4<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $348985.81     | 0.00%             | 2029-09-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VODAFONE INTERNAT FINANC                                  | Vodafone International Financing DAC                                             | CUSIP: 000000000<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |      450000 | PA      | $519619.51     | 0.01%             | 2034-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      590000 | PA      | $468675.54     | 0.01%             | 2042-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8000000 | PA      | $1870510.26    | 0.03%             | 2028-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAJ2<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144473.26     | 0.00%             | 2026-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $296332.37     | 0.00%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                | 3M Co                                                                            | CUSIP: 88579YAK7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      250000 | PA      | $280316.76     | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      650000 | PA      | $678750.05     | 0.01%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2500000 | PA      | $1825628.97    | 0.03%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $129631.81     | 0.00%             | 2036-01-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     3634000 | PA      | $4055531.72    | 0.06%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    93510000 | PA      | $12965525.35   | 0.19%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $266046.87     | 0.00%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $457894.53     | 0.01%             | 2029-09-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN HOUSING GROUP                                    | Southern Housing                                                                 | CUSIP: 000000000<br>LEI: 213800XJQUYGOARTZX86 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $95846.04      | 0.00%             | 2036-10-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    63900000 | PA      | $9745160.88    | 0.14%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      300000 | PA      | $344962.43     | 0.00%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $249661.85     | 0.00%             | 2050-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1829000 | PA      | $1444815.58    | 0.02%             | 2047-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      400000 | PA      | $426092.76     | 0.01%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      600000 | PA      | $683552.17     | 0.01%             | 2034-04-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $276215.17     | 0.00%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      721000 | PA      | $745763.59     | 0.01%             | 2055-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   372500000 | PA      | $1678741.23    | 0.02%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $197947.29     | 0.00%             | 2029-01-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1263000 | PA      | $1460882.89    | 0.02%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria                                       | Republic of Austria Government Bond                                              | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     3140000 | PA      | $3937120.25    | 0.06%             | 2037-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $113118.96     | 0.00%             | 2025-08-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      920000 | PA      | $1018817.21    | 0.01%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   103000000 | PA      | $15028466.53   | 0.21%             | 2030-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      500000 | PA      | $649684.16     | 0.01%             | 2035-10-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $353465.06     | 0.01%             | 2041-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      320000 | PA      | $347311.77     | 0.00%             | 2030-10-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1445000 | PA      | $1616396.66    | 0.02%             | 2026-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CAISSE NAT REASSURANCE                                    | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $339403.29     | 0.00%             | 2028-09-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      352000 | PA      | $412751.88     | 0.01%             | 2034-11-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    57300000 | PA      | $8487491.57    | 0.12%             | 2032-08-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $688349.87     | 0.01%             | 2027-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $351020.12     | 0.01%             | 2033-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3270000 | PA      | $3531120.67    | 0.05%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | AU        |           1 | NC      | $16701.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $368153.90     | 0.01%             | 2030-12-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $159632.81     | 0.00%             | 2053-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                                        | Capital Power Corp                                                               | CUSIP: 14046ZAM1<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73693.87      | 0.00%             | 2030-02-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06369ZCH5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155029.33     | 0.00%             | 2032-10-27      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHQ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $587269.24     | 0.01%             | 2031-03-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ROYAL SCHIPHOL GROUP NV                                   | Royal Schiphol Group NV                                                          | CUSIP: 000000000<br>LEI: 724500XSMG4AYQ8NDK42 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $845271.72     | 0.01%             | 2030-11-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ACHMEA BV                                                 | Achmea BV                                                                        | CUSIP: 000000000<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $236462.18     | 0.00%             | 2044-11-02      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $93251.75      | 0.00%             | 2036-04-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      840000 | PA      | $858233.06     | 0.01%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $328184.31     | 0.00%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HONDA CANADA FINANCE INC                                  | Honda Canada Finance Inc                                                         | CUSIP: 438121BK0<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $228093.81     | 0.00%             | 2029-06-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CALGARY AIRPORT AUTHORIT                                  | Calgary Airport Authority/The                                                    | CUSIP: 12959CAE9<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $120754.00     | 0.00%             | 2053-10-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GM2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $376305.27     | 0.01%             | 2033-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225489.15     | 0.00%             | 2032-09-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                                   | Sumitomo Mitsui Banking Corp                                                     | CUSIP: 000000000<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $113924.07     | 0.00%             | 2030-02-18      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6950000 | PA      | $8036900.05    | 0.11%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $593391.99     | 0.01%             | 2032-06-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |       60000 | PA      | $38043.30      | 0.00%             | 2026-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAT5<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146511.66     | 0.00%             | 2054-01-10      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $203249.49     | 0.00%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2974000 | PA      | $2110207.22    | 0.03%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      150000 | PA      | $168517.22     | 0.00%             | 2027-12-02      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $798717.50     | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      410000 | PA      | $462918.55     | 0.01%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $265467.80     | 0.00%             | 2032-09-16      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2978955.20    | 0.04%             | 2032-04-22      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      461000 | PA      | $510713.32     | 0.01%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  8000000000 | PA      | $1208563.62    | 0.02%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      950000 | PA      | $1001282.93    | 0.01%             | 2032-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     3620000 | PA      | $4320805.62    | 0.06%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      400000 | PA      | $396165.89     | 0.01%             | 2032-05-24      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $224627.20     | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229387.71     | 0.00%             | 2032-08-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $270552.87     | 0.00%             | 2030-01-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1110000 | PA      | $982192.81     | 0.01%             | 2046-11-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                              | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      300000 | PA      | $361781.51     | 0.01%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $229406.59     | 0.00%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4790000 | PA      | $1114661.87    | 0.02%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BPOST SA                                                  | bpost SA                                                                         | CUSIP: 000000000<br>LEI: 5493008AAX0BESN9WN06 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $339735.48     | 0.00%             | 2034-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                 | Ayvens SA                                                                        | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $240270.52     | 0.00%             | 2028-10-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $412078.61     | 0.01%             | 2034-04-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERSTE ABWICKLUNGSANSTALT                                  | Erste Abwicklungsanstalt                                                         | CUSIP: 000000000<br>LEI: 7TG4VWERK338227TR435 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $458905.41     | 0.01%             | 2026-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   467180000 | PA      | $1215281.21    | 0.02%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      905000 | PA      | $1027632.77    | 0.01%             | 2030-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1316600000 | PA      | $8782404.33    | 0.13%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    64108000 | PA      | $3246579.07    | 0.05%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Broadgate Financing PLC                                   | Broadgate Financing PLC                                                          | CUSIP: 000000000<br>LEI: 213800FFPA11956QDF26 | Long             | ABS-CBDO         | CORP              | GB        |      106666 | PA      | $136246.08     | 0.00%             | 2033-04-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2680000 | PA      | $3083852.13    | 0.04%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VOLVO TREASURY AB                                         | Volvo Treasury AB                                                                | CUSIP: 000000000<br>LEI: 549300PD69T87IGZG395 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $265580.84     | 0.00%             | 2028-02-14      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $277349.06     | 0.00%             | 2027-02-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     1400000 | PA      | $1619381.14    | 0.02%             | 2030-05-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |     1300000 | PA      | $1479974.73    | 0.02%             | 2030-02-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| bcIMC Realty Corp                                         | bcIMC Realty Corp                                                                | CUSIP: 07329VAR1<br>LEI: 254900UNUB2L2QPXR184 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72409.07      | 0.00%             | 2027-03-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8051000 | PA      | $7889571.03    | 0.11%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $162890.65     | 0.00%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $137835.53     | 0.00%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    12704000 | PA      | $12952918.69   | 0.19%             | 2029-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $797395.34     | 0.01%             | 2027-09-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1094951.71    | 0.02%             | 2027-03-31      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $384329.31     | 0.01%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $318192.08     | 0.00%             | 2028-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN POWERGRID NORTH                                  | Northern Powergrid Northeast PLC                                                 | CUSIP: 000000000<br>LEI: 21380072EMKFDZSTLD28 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $104767.79     | 0.00%             | 2062-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |      160000 | PA      | $161738.54     | 0.00%             | 2031-10-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COMPUTERSHARE US INC                                      | Computershare US Inc                                                             | CUSIP: 000000000<br>LEI: 549300BXQ1PX3KGZRT72 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96547.37      | 0.00%             | 2031-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2930000 | PA      | $729309.11     | 0.01%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      150000 | PA      | $167227.41     | 0.00%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    95700000 | PA      | $13432371.91   | 0.19%             | 2027-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1550000 | PA      | $1230169.76    | 0.02%             | 2042-04-11      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $667525.72     | 0.01%             | 2042-04-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $307297.68     | 0.00%             | 2036-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   100000000 | PA      | $14436883.16   | 0.21%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $340082.64     | 0.00%             | 2030-11-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1328050000 | PA      | $8986013.75    | 0.13%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBK SCHL-HOL                                   | Investitionsbank Schleswig-Holstein                                              | CUSIP: 000000000<br>LEI: 52990063ADNRF9GBTQ30 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1122056.89    | 0.02%             | 2035-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hypo Vorarlberg Bank AG                                   | Hypo Vorarlberg Bank AG                                                          | CUSIP: 000000000<br>LEI: NS54DT27LJMDYN1YFP35 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $333680.93     | 0.00%             | 2026-07-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                  | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      430000 | PA      | $508479.88     | 0.01%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $237235.87     | 0.00%             | 2034-06-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     2425000 | PA      | $2788445.46    | 0.04%             | 2033-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BCI QUADREAL REALTY                                       | BCI QuadReal Realty                                                              | CUSIP: 05554PAC7<br>LEI: 254900YMIAXSA3CWDD24 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71559.77      | 0.00%             | 2026-02-04      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $773453.86     | 0.01%             | 2027-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      425000 | PA      | $438322.20     | 0.01%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $345073.05     | 0.00%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AH0<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |      200000 | PA      | $143862.90     | 0.00%             | 2027-06-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8000000 | PA      | $9145148.56    | 0.13%             | 2026-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $184574.47     | 0.00%             | 2046-09-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $361759.75     | 0.01%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $525959.63     | 0.01%             | 2034-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    40918000 | PA      | $1393721.21    | 0.02%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $343235.64     | 0.00%             | 2032-11-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1540000 | PA      | $1075800.96    | 0.02%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $219189.59     | 0.00%             | 2070-02-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                     | CUSIP: 92343VDK7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      500000 | PA      | $539779.80     | 0.01%             | 2028-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOV HOUSING CAPITAL                                       | Sovereign Housing Capital PLC                                                    | CUSIP: 000000000<br>LEI: 213800L5VZHLHFDW4I46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $71931.76      | 0.00%             | 2048-11-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2010000 | PA      | $1979054.33    | 0.03%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $196192.08     | 0.00%             | 2037-04-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4000000 | PA      | $2221923.60    | 0.03%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2005000 | PA      | $1807147.87    | 0.03%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5202000 | PA      | $5813814.66    | 0.08%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $669758.99     | 0.01%             | 2028-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      180000 | PA      | $207848.38     | 0.00%             | 2029-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      950000 | PA      | $622372.62     | 0.01%             | 2034-12-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $463363.58     | 0.01%             | 2034-02-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      245000 | PA      | $356895.90     | 0.01%             | 2033-09-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1827000 | PA      | $2254622.61    | 0.03%             | 2037-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     3320000 | PA      | $1768580.62    | 0.03%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     2000000 | PA      | $2137417.08    | 0.03%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $424709.09     | 0.01%             | 2029-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1131500000 | PA      | $769944.88     | 0.01%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BPOST SA                                                  | bpost SA                                                                         | CUSIP: 000000000<br>LEI: 5493008AAX0BESN9WN06 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $343678.89     | 0.00%             | 2029-10-16      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1605000 | PA      | $1182230.76    | 0.02%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6165000 | PA      | $1294670.37    | 0.02%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   235600000 | PA      | $1377167.34    | 0.02%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    64910000 | PA      | $2068117.05    | 0.03%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2450000 | PA      | $2584816.21    | 0.04%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPARKASSE PFORZHEIM CALW                                  | Sparkasse Pforzheim Calw                                                         | CUSIP: 000000000<br>LEI: 529900JB2S6CH38UQ526 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $227503.30     | 0.00%             | 2028-08-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      600000 | PA      | $649634.43     | 0.01%             | 2028-11-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    48000000 | PA      | $7125606.21    | 0.10%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                  | Northwestern Mutual Global Funding                                               | CUSIP: 000000000<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      100000 | PA      | $135810.31     | 0.00%             | 2029-12-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3490000 | PA      | $2359813.54    | 0.03%             | 2053-06-22      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $932852.74     | 0.01%             | 2030-02-26      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $104237.68     | 0.00%             | 2033-07-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GREAT ROLLING STOCK LTD                                   | Great Rolling Stock Co PLC/The                                                   | CUSIP: 000000000<br>LEI: 21380012DN57CMIGJT65 | Long             | DBT              | CORP              | GB        |      211320 | PA      | $303005.97     | 0.00%             | 2035-07-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      470000 | PA      | $392980.74     | 0.01%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WUERTH FINANCE INTL BV                                    | Wurth Finance International BV                                                   | CUSIP: 000000000<br>LEI: 5JB3IE65ZU13TA0DGN10 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $327404.14     | 0.00%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                         | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $203130.95     | 0.00%             | 2029-11-19      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WPB4<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148648.21     | 0.00%             | 2027-05-19      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1040000 | PA      | $1212909.30    | 0.02%             | 2033-06-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $220419.69     | 0.00%             | 2035-10-31      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $140173.63     | 0.00%             | 2029-07-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4216000 | PA      | $4912384.08    | 0.07%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    27600000 | PA      | $192560.83     | 0.00%             | 2026-05-01      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCA0<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $183172.38     | 0.00%             | 2028-08-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      300000 | PA      | $306592.28     | 0.00%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      250000 | PA      | $285492.18     | 0.00%             | 2034-02-14      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4218000 | PA      | $4382407.76    | 0.06%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| WPP Finance SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |      207000 | PA      | $232544.99     | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $73624.29      | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                | Visa, Inc.                                                                       | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      600000 | PA      | $663881.98     | 0.01%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5088000 | PA      | $1293837.97    | 0.02%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $467310.58     | 0.01%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      275000 | PA      | $196627.64     | 0.00%             | 2039-10-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4710000 | PA      | $1354334.70    | 0.02%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6413000 | PA      | $6879396.50    | 0.10%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2617000 | PA      | $1792600.93    | 0.03%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $255938.03     | 0.00%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1205770.24    | 0.02%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AP2<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |      200000 | PA      | $144673.78     | 0.00%             | 2031-10-04      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $305464.43     | 0.00%             | 2029-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIDELIDADE SEGUROS PT                                     | Fidelidade - Co De Seguros SA/Portugal                                           | CUSIP: 000000000<br>LEI: 529900FNLE8ZOPUOT704 | Long             | DBT              | CORP              | PT        |      300000 | PA      | $340375.49     | 0.00%             | 2031-09-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $728775.37     | 0.01%             | 2032-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIMON INTL FINANCE SCA                                    | Simon International Finance SCA                                                  | CUSIP: 000000000<br>LEI: 549300KMCOJGU910PF77 | Long             | DBT              |  | LU        |      270000 | PA      | $305758.23     | 0.00%             | 2025-05-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4360000 | PA      | $2932361.17    | 0.04%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $503685.48     | 0.01%             | 2028-09-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UTMOST GROUP                                              | Utmost Group PLC                                                                 | CUSIP: 000000000<br>LEI: 2138004N53RFLL6JDQ41 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $114684.80     | 0.00%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2580000 | PA      | $1633692.83    | 0.02%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                            | NE Property BV                                                                   | CUSIP: 000000000<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |      225000 | PA      | $256902.06     | 0.00%             | 2027-07-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    29450000 | PA      | $4332627.09    | 0.06%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $220694.22     | 0.00%             | 2029-06-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      380000 | PA      | $492807.44     | 0.01%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2260000 | PA      | $2677515.00    | 0.04%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/LUX                                   | Industrial & Commercial Bank of China Ltd/Luxembourg                             | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |      200000 | PA      | $231031.85     | 0.00%             | 2026-10-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $377874.96     | 0.01%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3598000 | PA      | $2213329.01    | 0.03%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $255352.70     | 0.00%             | 2035-09-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HV66<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $300282.22     | 0.00%             | 2027-06-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288EF5<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $151538.39     | 0.00%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $214036.28     | 0.00%             | 2050-03-07      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $273818.50     | 0.00%             | 2038-09-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAH6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $124714.10     | 0.00%             | 2045-07-28      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCH5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $212426.04     | 0.00%             | 2051-03-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      400000 | PA      | $237444.06     | 0.00%             | 2053-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $224262.07     | 0.00%             | 2026-01-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AF9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $330448.82     | 0.00%             | 2031-06-18      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| UNI OF SOUTHAMPTON                                        | University of Southampton                                                        | CUSIP: 000000000<br>LEI: 213800DI973E8F5COR26 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $63881.46      | 0.00%             | 2057-04-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                    | Corp Andina de Fomento                                                           | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1168562.24    | 0.02%             | 2030-02-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST BRIT COL TRA                                  | South Coast British Columbia Transportation Authority                            | CUSIP: 83740TAL1<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $144565.70     | 0.00%             | 2055-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $111152.28     | 0.00%             | 2026-07-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $768511.04     | 0.01%             | 2027-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      170000 | PA      | $133732.21     | 0.00%             | 2040-06-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4740000 | PA      | $4817262.74    | 0.07%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                               | JCDecaux SE                                                                      | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $599730.54     | 0.01%             | 2029-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $163563.14     | 0.00%             | 2035-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      484000 | PA      | $441611.92     | 0.01%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $262755.19     | 0.00%             | 2034-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                             | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $909192.71     | 0.01%             | 2032-05-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $458131.17     | 0.01%             | 2026-04-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5000000000 | PA      | $1264727.66    | 0.02%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      500000 | PA      | $605407.41     | 0.01%             | 2028-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AB0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146123.97     | 0.00%             | 2026-06-23      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $133498.38     | 0.00%             | 2029-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FZ44<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $357759.36     | 0.01%             | 2027-01-07      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6190000 | PA      | $6891066.03    | 0.10%             | 2028-04-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $315278.73     | 0.00%             | 2025-11-06      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| LABRADOR-ISLAND LINK FUN                                  | Labrador-Island Link Funding Trust                                               | CUSIP: 505443AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $200764.88     | 0.00%             | 2053-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      475000 | PA      | $425628.59     | 0.01%             | 2034-11-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3500000000 | PA      | $2748973.77    | 0.04%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                    | VGP NV                                                                           | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $417871.18     | 0.01%             | 2030-01-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      725000 | PA      | $806195.75     | 0.01%             | 2026-07-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FINANCE BV                                   | Schlumberger Finance BV                                                          | CUSIP: 000000000<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $478214.94     | 0.01%             | 2031-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $227327.03     | 0.00%             | 2029-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109CP4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $260524.19     | 0.00%             | 2028-11-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $223548.07     | 0.00%             | 2026-04-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 949746SZ5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $214793.67     | 0.00%             | 2027-02-18      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    55000000 | PA      | $10364064.05   | 0.15%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGF4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $252208.47     | 0.00%             | 2028-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S54<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     8000000 | PA      | $5855284.90    | 0.08%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    15000000 | PA      | $2254418.93    | 0.03%             | 2026-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                    | Unilever Capital Corp.                                                           | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115635.58     | 0.00%             | 2033-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      776000 | PA      | $844392.05     | 0.01%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   288350000 | PA      | $1615345.17    | 0.02%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $209189.33     | 0.00%             | 2029-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $301950.49     | 0.00%             | 2037-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $228691.74     | 0.00%             | 2033-01-16      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $905377.01     | 0.01%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CAMBRIDGE                                   | Chancellor Masters & Scholars of The University of Cambridge/The                 | CUSIP: 000000000<br>LEI: 549300BHKNQHVK7MQW57 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $66525.98      | 0.00%             | 2078-06-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3180000 | PA      | $3153270.69    | 0.05%             | 2036-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $111591.44     | 0.00%             | 2028-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     8780000 | PA      | $2156143.08    | 0.03%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      550000 | PA      | $523326.48     | 0.01%             | 2034-02-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      400000 | PA      | $407066.88     | 0.01%             | 2032-06-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      660000 | PA      | $419282.00     | 0.01%             | 2050-01-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $218752.43     | 0.00%             | 2028-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $569490.32     | 0.01%             | 2035-12-03      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                     | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $602471.48     | 0.01%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $110592.78     | 0.00%             | 2026-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $334014.53     | 0.00%             | 2035-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                          | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $218913.23     | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1050000 | PA      | $1023323.43    | 0.01%             | 2032-01-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $701956.12     | 0.01%             | 2030-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                          | Mastercard, Inc.                                                                 | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      500000 | PA      | $534530.34     | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $779987.01     | 0.01%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $580791.36     | 0.01%             | 2029-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1600000 | PA      | $395672.28     | 0.01%             | 2033-08-30      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $319487.77     | 0.00%             | 2029-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $222115.76     | 0.00%             | 2028-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1086750000 | PA      | $7416671.38    | 0.11%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6677000 | PA      | $4818047.03    | 0.07%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $843773.32     | 0.01%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                  | Inmobiliaria Colonial Socimi SA                                                  | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              |  | ES        |      300000 | PA      | $337981.39     | 0.00%             | 2026-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                       | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $129256.61     | 0.00%             | 2031-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1691000 | PA      | $1872378.84    | 0.03%             | 2027-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GUINNESS PARTNERSHIP LTD                                  | Guinness Partnership Ltd/The                                                     | CUSIP: 000000000<br>LEI: 213800OE2SS4VDHBR129 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $119646.58     | 0.00%             | 2055-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1060950000 | PA      | $7364636.00    | 0.11%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                         | Gibson Energy Inc                                                                | CUSIP: 37482ZAF8<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $233989.06     | 0.00%             | 2033-07-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      550000 | PA      | $379261.22     | 0.01%             | 2038-02-10      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| H&R REAL ESTATE INVESTME                                  | H&R Real Estate Investment Trust                                                 | CUSIP: 403925BC3<br>LEI: 549300TGNP6B6GUVGW10 | Long             | DBT              |  | CA        |      200000 | PA      | $144223.77     | 0.00%             | 2026-06-02      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                         | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $498631.95     | 0.01%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     8509000 | PA      | $4635723.44    | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |     1340000 | PA      | $1559443.15    | 0.02%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      400000 | PA      | $434141.25     | 0.01%             | 2027-05-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   163650000 | PA      | $721363.71     | 0.01%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $239256.39     | 0.00%             | 2034-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $544524.13     | 0.01%             | 2028-10-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      300000 | PA      | $345133.97     | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                 | Sodexo SA                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |      150000 | PA      | $170104.13     | 0.00%             | 2026-06-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $382139.84     | 0.01%             | 2027-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TEREGA SASU                                               | Terega SASU                                                                      | CUSIP: 000000000<br>LEI: 969500D9BIKJL7H9TB80 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $212275.25     | 0.00%             | 2028-02-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $225896.92     | 0.00%             | 2030-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $343087.56     | 0.00%             | 2043-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   874050000 | PA      | $5784045.01    | 0.08%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                       | Moody's Corp                                                                     | CUSIP: 000000000<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      350000 | PA      | $362114.50     | 0.01%             | 2030-02-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $218689.58     | 0.00%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7530000 | PA      | $8548755.73    | 0.12%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $1158922.18    | 0.02%             | 2030-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3700000000 | PA      | $2794928.83    | 0.04%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                 | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $247672.40     | 0.00%             | 2030-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBU3<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $221746.95     | 0.00%             | 2047-11-18      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      750000 | PA      | $816203.67     | 0.01%             | 2028-09-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1450000 | PA      | $1673855.57    | 0.02%             | 2030-07-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAU2<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131487.55     | 0.00%             | 2045-09-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    19650000 | PA      | $2814967.56    | 0.04%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $529132.64     | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1170670000 | PA      | $829974.88     | 0.01%             | 2028-06-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      327000 | PA      | $352628.49     | 0.01%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STONEWEG EREIT LUX FINCO                                  | Stoneweg Ereit Lux Finco Sarl                                                    | CUSIP: 000000000<br>LEI: 213800VKBKU9G6DF2O19 | Long             | DBT              |  | LU        |      150000 | PA      | $170604.56     | 0.00%             | 2031-01-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1467540000 | PA      | $923653.10     | 0.01%             | 2036-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $331983.00     | 0.00%             | 2035-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $233165.90     | 0.00%             | 2034-05-02      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAG1<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |      200000 | PA      | $142971.27     | 0.00%             | 2027-01-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   160000000 | PA      | $125937.35     | 0.00%             | 2030-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 22944CAB2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145577.03     | 0.00%             | 2054-09-11      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      100000 | PA      | $102909.33     | 0.00%             | 2032-06-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   991400000 | PA      | $6877123.18    | 0.10%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   103000000 | PA      | $754592.00     | 0.01%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $224933.19     | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99576.38      | 0.00%             | 2039-05-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 01306ZDC2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $148697.57     | 0.00%             | 2033-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $465019.06     | 0.01%             | 2026-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   509950000 | PA      | $2931959.81    | 0.04%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      720000 | PA      | $679575.25     | 0.01%             | 2037-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1117850000 | PA      | $7363522.66    | 0.11%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2411000 | PA      | $2248713.18    | 0.03%             | 2037-06-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814BQ5<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $268337.14     | 0.00%             | 2065-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $426703.73     | 0.01%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3829000 | PA      | $4389855.77    | 0.06%             | 2026-10-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP                                        | CK Hutchison Group Telecom Finance SA                                            | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $425908.86     | 0.01%             | 2028-10-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                   | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $337514.51     | 0.00%             | 2033-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      467000 | PA      | $564765.95     | 0.01%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $492485.22     | 0.01%             | 2030-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $358081.28     | 0.01%             | 2053-04-03      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      400000 | PA      | $252528.83     | 0.00%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BS0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $218893.63     | 0.00%             | 2054-11-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $637691.07     | 0.01%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                             | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      650000 | PA      | $654360.70     | 0.01%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PLACES FOR PEOPLE TREAS                                   | Places For People Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 213800B9U45TFBXW5K67 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $266069.77     | 0.00%             | 2041-12-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $112548.70     | 0.00%             | 2030-03-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      340000 | PA      | $384689.72     | 0.01%             | 2026-10-06      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6956000 | PA      | $8928578.07    | 0.13%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      400000 | PA      | $427268.28     | 0.01%             | 2027-11-05      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $222198.34     | 0.00%             | 2032-11-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $633288.65     | 0.01%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $302012.63     | 0.00%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      377000 | PA      | $452375.75     | 0.01%             | 2043-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      450000 | PA      | $495763.71     | 0.01%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 6698278Z3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      220000 | PA      | $160480.14     | 0.00%             | 2042-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AN4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151075.11     | 0.00%             | 2031-06-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $328304.37     | 0.00%             | 2029-07-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    13630000 | PA      | $2818610.09    | 0.04%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107342.55     | 0.00%             | 2045-02-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866FW2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $309588.52     | 0.00%             | 2035-09-26      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     6000000 | PA      | $898225.24     | 0.01%             | 2028-05-11      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      590000 | PA      | $638787.09     | 0.01%             | 2054-02-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $129259.26     | 0.00%             | 2026-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $822703.51     | 0.01%             | 2028-03-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   402100000 | PA      | $2948362.37    | 0.04%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      980000 | PA      | $1142090.68    | 0.02%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $230552.96     | 0.00%             | 2036-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAT3<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $291635.80     | 0.00%             | 2034-12-06      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2138000 | PA      | $2261889.31    | 0.03%             | 2029-02-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9690000 | PA      | $2306038.57    | 0.03%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     2350000 | PA      | $2923073.85    | 0.04%             | 2055-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      550000 | PA      | $613025.79     | 0.01%             | 2039-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $248681.83     | 0.00%             | 2036-09-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZBV9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67078.48      | 0.00%             | 2041-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                  | International Flavors & Fragrances Inc                                           | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      300000 | PA      | $334800.65     | 0.00%             | 2026-09-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      680000 | PA      | $721746.14     | 0.01%             | 2028-05-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      800000 | PA      | $886900.17     | 0.01%             | 2027-06-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1530000 | PA      | $592473.23     | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6760000 | PA      | $1536351.43    | 0.02%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      700000 | PA      | $765355.45     | 0.01%             | 2026-11-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      896000 | PA      | $880783.82     | 0.01%             | 2034-04-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1491000 | PA      | $1117581.72    | 0.02%             | 2117-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $336973.08     | 0.00%             | 2026-04-13      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $394014.61     | 0.01%             | 2030-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2041760 | PA      | $1638888.65    | 0.02%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LGL1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $377823.96     | 0.01%             | 2033-01-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1100000 | PA      | $1138145.00    | 0.02%             | 2053-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    14569000 | PA      | $15708982.09   | 0.22%             | 2028-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      350000 | PA      | $222105.82     | 0.00%             | 2027-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     1950000 | PA      | $1942851.78    | 0.03%             | 2045-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $129257.90     | 0.00%             | 2028-05-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 756109BN3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      100000 | PA      | $83357.18      | 0.00%             | 2042-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $556635.68     | 0.01%             | 2026-06-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                            | ABB Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |      304000 | PA      | $301714.10     | 0.00%             | 2030-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      700000 | PA      | $829322.60     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    62000000 | PA      | $9222780.00    | 0.13%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1740000 | PA      | $1063616.88    | 0.02%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREISTAAT SACHSEN                                         | Free State of Saxony                                                             | CUSIP: 000000000<br>LEI: 5299000O7UMNSOGRRW53 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $409059.22     | 0.01%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      440000 | PA      | $499670.32     | 0.01%             | 2029-10-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      250000 | PA      | $291953.68     | 0.00%             | 2026-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $227560.69     | 0.00%             | 2027-09-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866HA8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $375856.73     | 0.01%             | 2032-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AF7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $113946.65     | 0.00%             | 2032-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      170000 | PA      | $173339.53     | 0.00%             | 2029-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $180809.77     | 0.00%             | 2052-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1150000 | PA      | $738705.60     | 0.01%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCC8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142742.39     | 0.00%             | 2054-10-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $335723.14     | 0.00%             | 2036-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $334406.21     | 0.00%             | 2034-08-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOBAHN SCHNELL AG                                       | Autobahnen- und Schnell- strassen-Finanzierungs AG                               | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |     1000000 | PA      | $1120169.03    | 0.02%             | 2034-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                   | Fidelity National Information Services Inc                                       | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      350000 | PA      | $385368.87     | 0.01%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $222610.87     | 0.00%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $219169.20     | 0.00%             | 2027-04-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1245000 | PA      | $1423303.27    | 0.02%             | 2025-10-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $188288.51     | 0.00%             | 2034-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $540459.55     | 0.01%             | 2028-09-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAS5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $31771.42      | 0.00%             | 2046-12-03      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      420000 | PA      | $262825.58     | 0.00%             | 2048-10-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1000000 | PA      | $1112000.55    | 0.02%             | 2026-10-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RJV5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104690.65     | 0.00%             | 2032-05-19      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1180000 | PA      | $1589935.78    | 0.02%             | 2029-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                    | Anglian Water Services Financing PLC                                             | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $464781.20     | 0.01%             | 2026-02-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $462358.22     | 0.01%             | 2028-11-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2900000 | PA      | $3437258.68    | 0.05%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAL7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140377.51     | 0.00%             | 2029-12-11      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $404860.55     | 0.01%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 26000000000 | PA      | $1576736.78    | 0.02%             | 2026-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAP1<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      400000 | PA      | $287626.31     | 0.00%             | 2029-06-11      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112340.58     | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6514000 | PA      | $4116698.93    | 0.06%             | 2054-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AKTIA BANK                                                | Aktia Bank Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $232611.85     | 0.00%             | 2027-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $356620.30     | 0.01%             | 2029-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $415839.71     | 0.01%             | 2029-03-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      325000 | PA      | $265827.26     | 0.00%             | 2047-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      872179 | PA      | $1106762.10    | 0.02%             | 2029-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $102533.16     | 0.00%             | 2042-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    49660000 | PA      | $9523182.60    | 0.14%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $324357.58     | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Investor AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $211632.29     | 0.00%             | 2030-09-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      382000 | PA      | $441267.65     | 0.01%             | 2027-06-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      550000 | PA      | $288431.75     | 0.00%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   345700000 | PA      | $2142916.59    | 0.03%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAC3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138900.14     | 0.00%             | 2031-11-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $266895.14     | 0.00%             | 2026-10-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $211865.74     | 0.00%             | 2029-01-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087E67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      970000 | PA      | $696426.11     | 0.01%             | 2026-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $444586.83     | 0.01%             | 2026-05-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      600000 | PA      | $682681.26     | 0.01%             | 2030-01-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    39150000 | PA      | $5481732.57    | 0.08%             | 2026-08-11      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAU2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      535000 | PA      | $620046.92     | 0.01%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SMN                                           | SpareBank 1 SMN                                                                  | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $422701.04     | 0.01%             | 2028-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2100000 | PA      | $368048.54     | 0.01%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1450000 | PA      | $774895.76     | 0.01%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1158413.64    | 0.02%             | 2029-06-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $355664.37     | 0.01%             | 2030-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      450000 | PA      | $446577.26     | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $200650.07     | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $220380.72     | 0.00%             | 2027-05-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $691950.67     | 0.01%             | 2032-02-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118201.41     | 0.00%             | 2035-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      500000 | PA      | $591938.34     | 0.01%             | 2029-09-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $107730.25     | 0.00%             | 2044-08-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1500000000 | PA      | $10332934.01   | 0.15%             | 2029-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $445952.86     | 0.01%             | 2026-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415GM98<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $536253.45     | 0.01%             | 2033-08-02      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $452514.40     | 0.01%             | 2029-09-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                 | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $519311.06     | 0.01%             | 2050-06-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $540284.04     | 0.01%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AFFORDABLE HOUSING FINAN                                  | Affordable Housing Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800CUPSEPGZJDL997 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110557.48     | 0.00%             | 2042-05-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FINNING INTL INC                                          | Finning International Inc                                                        | CUSIP: 318071AF4<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144039.00     | 0.00%             | 2026-08-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3685000 | PA      | $4749471.31    | 0.07%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      898000 | PA      | $686678.62     | 0.01%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 41912000000 | PA      | $2628382.87    | 0.04%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZCB0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150676.73     | 0.00%             | 2054-04-04      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AENA SME SA                                               | Aena SME SA                                                                      | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $361904.91     | 0.01%             | 2030-10-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7050000 | PA      | $8800802.09    | 0.13%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $781685.91     | 0.01%             | 2026-03-16      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PFD0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $72400.86      | 0.00%             | 2025-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MUTUELLE ASSURANCE                                        | Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal | CUSIP: 000000000<br>LEI: 969500QISBFB1NW4SX83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $580524.09     | 0.01%             | 2052-06-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1050000 | PA      | $448009.11     | 0.01%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $227081.01     | 0.00%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDIT                                  | Nordea Kredit Realkreditaktieselskab                                             | CUSIP: 000000000<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     1600000 | PA      | $238881.39     | 0.00%             | 2027-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CR1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $363444.66     | 0.01%             | 2028-07-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   647000000 | PA      | $3329386.29    | 0.05%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $344537.04     | 0.00%             | 2034-07-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GRP BRUXELLES LAMBERT SA                                  | Groupe Bruxelles Lambert NV                                                      | CUSIP: 000000000<br>LEI: 549300KV0ZEHT2KVU152 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $339356.36     | 0.00%             | 2025-06-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $681583.73     | 0.01%             | 2027-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226563.95     | 0.00%             | 2026-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 50166000000 | PA      | $3144749.76    | 0.04%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EASYJET FINCO BV                                          | easyJet FinCo BV                                                                 | CUSIP: 000000000<br>LEI: 2138005GUMKABRAKJU30 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $498563.28     | 0.01%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AN1<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $137455.32     | 0.00%             | 2030-05-07      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $241939.59     | 0.00%             | 2029-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-24251.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1835000 | PA      | $1976184.40    | 0.03%             | 2029-06-22      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     1000000 | PA      | $1067750.01    | 0.02%             | 2029-09-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $740556.32     | 0.01%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $417579.49     | 0.01%             | 2028-11-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $131165.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                   | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $633061.36     | 0.01%             | 2031-12-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WIRT & INFRA BK HESSEN                                    | Wirtschafts- und Infrastrukturbank Hessen                                        | CUSIP: 000000000<br>LEI: 529900ZA5USL8RSNOH78 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $667001.93     | 0.01%             | 2035-02-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $627856.30     | 0.01%             | 2026-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6710000 | PA      | $1616344.64    | 0.02%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2307000 | PA      | $2547606.76    | 0.04%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  6000000000 | PA      | $4296360.13    | 0.06%             | 2027-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $292305.81     | 0.00%             | 2029-12-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1499000 | PA      | $1734871.29    | 0.02%             | 2031-05-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1886000 | PA      | $2139957.25    | 0.03%             | 2034-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $198206.56     | 0.00%             | 2030-09-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |     1300000 | PA      | $1490587.22    | 0.02%             | 2032-01-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   926500000 | PA      | $6127547.65    | 0.09%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3003000 | PA      | $1047806.96    | 0.01%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189387.01     | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WZM9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154502.78     | 0.00%             | 2028-08-16      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      472000 | PA      | $395716.74     | 0.01%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $514711.06     | 0.01%             | 2032-04-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      925000 | PA      | $883221.53     | 0.01%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2260000 | PA      | $2553266.45    | 0.04%             | 2034-10-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      450000 | PA      | $501757.07     | 0.01%             | 2026-05-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $184290.66     | 0.00%             | 2038-06-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp                                                            | CUSIP: 45823ZAF9<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144305.82     | 0.00%             | 2027-06-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $226338.59     | 0.00%             | 2033-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $272670.85     | 0.00%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1300000 | PA      | $858155.35     | 0.01%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $449271.40     | 0.01%             | 2026-04-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE GASUNIE N.V.                                  | Nederlandse Gasunie NV                                                           | CUSIP: 000000000<br>LEI: 724500MQFZSYSBC5H178 | Long             | DBT              | CORP              | NL        |      420000 | PA      | $497197.54     | 0.01%             | 2033-05-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1430000 | PA      | $1558866.65    | 0.02%             | 2027-06-17      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3180000 | PA      | $3062003.93    | 0.04%             | 2048-02-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                    | Sirius Real Estate Ltd                                                           | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |      100000 | PA      | $110264.76     | 0.00%             | 2032-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3603000 | PA      | $4149329.31    | 0.06%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAW5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $320313.49     | 0.00%             | 2053-10-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     6960000 | PA      | $3883354.66    | 0.06%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    19000000 | PA      | $2836308.11    | 0.04%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     5093000 | PA      | $4908999.31    | 0.07%             | 2043-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DK1<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147844.05     | 0.00%             | 2028-02-22      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                     | CUSIP: 34527ACP3<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $297347.60     | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF QUEENSLAND LTD                                    | Bank of Queensland Ltd                                                           | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $466889.00     | 0.01%             | 2029-07-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                  | Visa Inc                                                                         | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $213369.71     | 0.00%             | 2034-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $346700.36     | 0.00%             | 2034-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      250000 | PA      | $204719.77     | 0.00%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE LTD                                             | Hydro One Ltd                                                                    | CUSIP: 448811AC3<br>LEI: 5493007QZDXTP1W2VL44 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140876.13     | 0.00%             | 2027-10-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                      | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      400000 | PA      | $374210.87     | 0.01%             | 2033-11-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $469517.99     | 0.01%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      900000 | PA      | $1034009.95    | 0.01%             | 2034-04-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1150000 | PA      | $1121932.93    | 0.02%             | 2031-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCP7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152951.86     | 0.00%             | 2053-08-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $388167.63     | 0.01%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $618325.33     | 0.01%             | 2028-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    64170000 | PA      | $9209570.73    | 0.13%             | 2034-07-04      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $576042.02     | 0.01%             | 2033-06-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CARDIFF UNIVERSITY                                        | Cardiff University                                                               | CUSIP: 000000000<br>LEI: 549300OORZW54UVPSL54 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $78214.46      | 0.00%             | 2055-12-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $645483.79     | 0.01%             | 2029-02-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $230845.44     | 0.00%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $228411.25     | 0.00%             | 2031-11-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                    | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |      375000 | PA      | $424882.10     | 0.01%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      330000 | PA      | $335096.67     | 0.00%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $226769.18     | 0.00%             | 2035-04-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $232162.41     | 0.00%             | 2029-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $475797.22     | 0.01%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                  | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112004.98     | 0.00%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WIRT & INFRA BK HESSEN                                    | Wirtschafts- und Infrastrukturbank Hessen                                        | CUSIP: 000000000<br>LEI: 529900ZA5USL8RSNOH78 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $217828.22     | 0.00%             | 2028-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WATER SERVICES                                   | Southern Water Services Finance Ltd                                              | CUSIP: 000000000<br>LEI: 213800BTY35K1724Z452 | Long             | ABS-O            | CORP              | KY        |      375000 | PA      | $517152.51     | 0.01%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $337551.28     | 0.00%             | 2034-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $133332.58     | 0.00%             | 2028-04-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3180000 | PA      | $3205924.49    | 0.05%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087L93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      670000 | PA      | $476731.34     | 0.01%             | 2026-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     3850000 | PA      | $536537.01     | 0.01%             | 2026-10-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR HOLDING SA                                      | Euroclear Holding NV                                                             | CUSIP: 000000000<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $214362.17     | 0.00%             | 2030-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $131252.57     | 0.00%             | 2028-08-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                   | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $259950.70     | 0.00%             | 2031-03-28      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MUSKRAT FALLS/LABRADOR T                                  | Muskrat Falls / Labrador Transmission Assets Funding Trust                       | CUSIP: 628153AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $224489.53     | 0.00%             | 2029-06-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1209950000 | PA      | $8394974.81    | 0.12%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $734970.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNZL FINANCE PLC                                         | Bunzl Finance PLC                                                                | CUSIP: 000000000<br>LEI: 549300G276IH2GSE0E88 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $222230.24     | 0.00%             | 2032-04-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $531621.81     | 0.01%             | 2033-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $276150.18     | 0.00%             | 2026-06-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6868000 | PA      | $9347994.33    | 0.13%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    40110000 | PA      | $7691801.33    | 0.11%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      500000 | PA      | $501604.42     | 0.01%             | 2030-07-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    92006000 | PA      | $4430841.28    | 0.06%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $386597.11     | 0.01%             | 2028-01-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4000000000 | PA      | $2916460.53    | 0.04%             | 2028-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $669011.91     | 0.01%             | 2026-05-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     5600000 | PA      | $3559550.06    | 0.05%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $133449.02     | 0.00%             | 2028-10-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      423000 | PA      | $481013.20     | 0.01%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1790000 | PA      | $2033594.16    | 0.03%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      350000 | PA      | $381982.92     | 0.01%             | 2028-08-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of Israel                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      500000 | PA      | $531274.79     | 0.01%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $548639.17     | 0.01%             | 2027-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      630000 | PA      | $356600.22     | 0.01%             | 2052-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      455000 | PA      | $506147.56     | 0.01%             | 2026-07-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $693923.68     | 0.01%             | 2029-07-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $109662.25     | 0.00%             | 2041-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      370000 | PA      | $417695.06     | 0.01%             | 2025-10-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $993429.84     | 0.01%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1001000 | PA      | $813831.73     | 0.01%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER BANK                                   | Santander Consumer Bank AG                                                       | CUSIP: 000000000<br>LEI: 5299002CRNX7K6KOL397 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $203145.99     | 0.00%             | 2030-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $612915.89     | 0.01%             | 2030-02-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCM0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141210.90     | 0.00%             | 2053-01-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      530000 | PA      | $592038.13     | 0.01%             | 2026-04-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBV8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $179598.16     | 0.00%             | 2051-09-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $247694.05     | 0.00%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117FA33<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $561844.60     | 0.01%             | 2028-03-08      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5760000 | PA      | $6587468.31    | 0.09%             | 2026-05-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BASQUE GOVERNMENT                                         | Basque Government                                                                | CUSIP: 000000000<br>LEI: 959800SNQAKVSTR20G68 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $116340.95     | 0.00%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                          | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      300000 | PA      | $289470.85     | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $586176.87     | 0.01%             | 2038-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    10000000 | PA      | $486051.31     | 0.01%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Roche Finance Europe BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $348918.71     | 0.00%             | 2029-08-27      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                    | Berkshire Hathaway Inc                                                           | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $205312.81     | 0.00%             | 2041-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                  | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $555784.10     | 0.01%             | 2028-01-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $336838.34     | 0.00%             | 2028-04-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      310000 | PA      | $172980.76     | 0.00%             | 2030-11-27      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $224968.17     | 0.00%             | 2026-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCC5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $237694.55     | 0.00%             | 2033-09-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $217593.04     | 0.00%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $45675.21      | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $227947.95     | 0.00%             | 2030-09-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3736900 | PA      | $3788154.68    | 0.05%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRW.Bank                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      132000 | PA      | $145854.99     | 0.00%             | 2026-11-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   131380000 | PA      | $18497084.23   | 0.26%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1400000 | PA      | $812545.08     | 0.01%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                            | Ville de Paris                                                                   | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $331660.07     | 0.00%             | 2048-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      500000 | PA      | $616628.64     | 0.01%             | 2027-10-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                    | VGP NV                                                                           | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $206980.17     | 0.00%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    24040000 | PA      | $3990122.05    | 0.06%             | 2035-09-22      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $566764.99     | 0.01%             | 2034-03-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    97600000 | PA      | $13845842.29   | 0.20%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                     | Time Warner Cable LLC                                                            | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      350000 | PA      | $456568.15     | 0.01%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     5000000 | PA      | $472516.29     | 0.01%             | 2034-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $915935.49     | 0.01%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $404204.47     | 0.01%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1154125.95    | 0.02%             | 2029-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      150000 | PA      | $215352.42     | 0.00%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1008499.00    | 0.01%             | 2030-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCJ7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75985.92      | 0.00%             | 2028-01-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                      | WMG Acquisition Corp                                                             | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103870.17     | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |    14802000 | PA      | $17957832.50   | 0.26%             | 2029-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $234519.05     | 0.00%             | 2036-05-31      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 56344ZQC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $442147.56     | 0.01%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      550000 | PA      | $602209.85     | 0.01%             | 2028-01-14      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   203900000 | PA      | $1461857.00    | 0.02%             | 2027-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $698594.61     | 0.01%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $199170.11     | 0.00%             | 2034-01-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REAL ESTATE IN                                  | First Capital Real Estate Investment Trust                                       | CUSIP: 31890BAC7<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              |  | CA        |      100000 | PA      | $76032.55      | 0.00%             | 2032-06-12      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SP KIINNITYSLUOTTOPANKKI                                  | SP-Kiinnitysluottopankki Oyj                                                     | CUSIP: 000000000<br>LEI: 7437001BISR7R2A9KX89 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $347193.34     | 0.00%             | 2027-11-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AKTIENGESELLSCH                                  | HOCHTIEF AG                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $412883.85     | 0.01%             | 2029-04-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1890000 | PA      | $955315.73     | 0.01%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4700000 | PA      | $4314489.83    | 0.06%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |     1500000 | PA      | $1721320.29    | 0.02%             | 2029-10-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $298618.34     | 0.00%             | 2031-05-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $237450.94     | 0.00%             | 2033-02-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $369713.69     | 0.01%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $742498.05     | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $109035.22     | 0.00%             | 2028-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                         | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $206018.25     | 0.00%             | 2029-08-09      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      150000 | PA      | $34899.53      | 0.00%             | 2025-10-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   267100000 | PA      | $980392.19     | 0.01%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ALTALINK LP                                               | AltaLink LP                                                                      | CUSIP: 021374AE3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $164452.02     | 0.00%             | 2055-10-11      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $515362.76     | 0.01%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      970000 | PA      | $1099962.42    | 0.02%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $790118.99     | 0.01%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    49000000 | PA      | $376617.69     | 0.01%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $395166.87     | 0.01%             | 2033-04-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1761240000 | PA      | $1305266.77    | 0.02%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2417000 | PA      | $2728356.85    | 0.04%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid Electricity Distribution West Midlands PLC                         | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $199925.28     | 0.00%             | 2025-05-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     3739000 | PA      | $3799920.07    | 0.05%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $351257.28     | 0.01%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2600000 | PA      | $378414.40     | 0.01%             | 2030-04-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                              | CCF SFH SACA                                                                     | CUSIP: 000000000<br>LEI: 969500HCJLWDO4YCYT40 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $340812.04     | 0.00%             | 2028-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2650000 | PA      | $707732.93     | 0.01%             | 2026-02-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $114264.05     | 0.00%             | 2033-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3000000 | PA      | $3426709.90    | 0.05%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     4500000 | PA      | $198733.95     | 0.00%             | 2061-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    23160000 | PA      | $721212.53     | 0.01%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $546879.19     | 0.01%             | 2027-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      550000 | PA      | $647736.62     | 0.01%             | 2028-07-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ACHMEA BV                                                 | Achmea BV                                                                        | CUSIP: 000000000<br>LEI: 7245007QUMI1FHIQV531 | Long             | DBT              | CORP              | NL        |      334000 | PA      | $373390.93     | 0.01%             | 2027-05-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KBC BANK NV                                               | KBC Bank NV                                                                      | CUSIP: 000000000<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $223907.52     | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3016000 | PA      | $2244560.19    | 0.03%             | 2045-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7826000 | PA      | $4386621.28    | 0.06%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                 | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $62248.45      | 0.00%             | 2030-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZAQ6<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $110046.71     | 0.00%             | 2027-10-04      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $909110.27     | 0.01%             | 2030-02-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 63306AGT7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $107251.36     | 0.00%             | 2026-06-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   495400000 | PA      | $2936747.87    | 0.04%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      820000 | PA      | $794057.24     | 0.01%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      450000 | PA      | $398983.71     | 0.01%             | 2034-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-913064.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC SEC NZ/LONDON                                     | Westpac Securities NZ Ltd/London                                                 | CUSIP: 000000000<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | DBT              | CORP              | NZ        |      650000 | PA      | $712628.81     | 0.01%             | 2026-12-14      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2629000 | PA      | $1603719.47    | 0.02%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208216.67     | 0.00%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8480000 | PA      | $9729920.45    | 0.14%             | 2026-06-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $219141.32     | 0.00%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $630161.11     | 0.01%             | 2032-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     3320000 | PA      | $2040353.45    | 0.03%             | 2029-03-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $131935.96     | 0.00%             | 2029-11-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1090710 | PA      | $1052623.04    | 0.02%             | 2038-06-22      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAS5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75679.49      | 0.00%             | 2034-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HALEON NL CAPITAL BV                                      | Haleon Netherlands Capital BV                                                    | CUSIP: 000000000<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $215354.29     | 0.00%             | 2030-03-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $608340.96     | 0.01%             | 2030-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      579000 | PA      | $649078.36     | 0.01%             | 2026-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CANADA TORONTO                                   | Royal Bank of Canada/Toronto                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $234985.51     | 0.00%             | 2028-03-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-10504.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $115380.87     | 0.00%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $222345.84     | 0.00%             | 2027-09-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      390000 | PA      | $159235.50     | 0.00%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ENERGIR LP                                                | Energir LP                                                                       | CUSIP: 29280XAD9<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148510.17     | 0.00%             | 2053-06-02      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                     | Argentum Netherlands BV for Zurich Insurance Co Ltd                              | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110180.94     | 0.00%             | 2049-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $517773.22     | 0.01%             | 2032-04-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                                    | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $319615.14     | 0.00%             | 2028-09-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      650000 | PA      | $424368.32     | 0.01%             | 2034-03-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $390079.72     | 0.01%             | 2025-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $567909.19     | 0.01%             | 2030-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $94767.02      | 0.00%             | 2033-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $111037.02     | 0.00%             | 2026-08-28      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      291000 | PA      | $398586.74     | 0.01%             | 2034-01-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $225927.79     | 0.00%             | 2032-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $218802.30     | 0.00%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |     5000000 | PA      | $515986.97     | 0.01%             | 2026-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co. KGaA                                 | Bertelsmann SE & Co. KGaA                                                        | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $463437.88     | 0.01%             | 2029-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113963.80     | 0.00%             | 2032-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $146220.57     | 0.00%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                     | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $336504.59     | 0.00%             | 2026-04-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3803000 | PA      | $3002933.90    | 0.04%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      400000 | PA      | $447337.63     | 0.01%             | 2026-05-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10270000 | PA      | $13004505.82   | 0.19%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   364550000 | PA      | $1577235.24    | 0.02%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                  | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      550000 | PA      | $640392.26     | 0.01%             | 2027-09-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COASTAL GASLINK PIPELINE                                  | Coastal Gaslink Pipeline LP                                                      | CUSIP: 19046FAQ5<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $787001.49     | 0.01%             | 2036-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $243359.98     | 0.00%             | 2029-11-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $714770.68     | 0.01%             | 2030-06-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     9145000 | PA      | $2044124.91    | 0.03%             | 2026-04-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $615532.27     | 0.01%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $725199.04     | 0.01%             | 2026-02-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   114500000 | PA      | $17065642.79   | 0.24%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1095000 | PA      | $678311.62     | 0.01%             | 2052-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1180000 | PA      | $949930.11     | 0.01%             | 2048-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $372892.35     | 0.01%             | 2032-03-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76215.17      | 0.00%             | 2042-05-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $712896.53     | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCT BK/LUX                                    | China Construction Bank Corp Luxembourg Branch                                   | CUSIP: 000000000<br>LEI: 549300MPA2Q2UR7L0F82 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $230677.01     | 0.00%             | 2026-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $353092.12     | 0.01%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      700000 | PA      | $775444.52     | 0.01%             | 2027-05-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $209596.00     | 0.00%             | 2039-10-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 060505FU3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $71083.20      | 0.00%             | 2029-04-04      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $322185.86     | 0.00%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 39000000000 | PA      | $2297338.63    | 0.03%             | 2027-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCE5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144567.50     | 0.00%             | 2054-08-22      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HYPO NOE LB NOE WIEN AG                                   | HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | CUSIP: 000000000<br>LEI: 5493007BWYDPQZLZ0Y27 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $346376.08     | 0.00%             | 2030-02-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AG9<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72320.54      | 0.00%             | 2033-06-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |     1000000 | PA      | $1172002.97    | 0.02%             | 2030-07-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SEGRO CAPITAL SARL                                        | Segro Capital Sarl                                                               | CUSIP: 000000000<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              |  | LU        |      300000 | PA      | $285152.19     | 0.00%             | 2031-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2864600000 | PA      | $589333.32     | 0.01%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA POWER INC                                     | Nova Scotia Power Inc                                                            | CUSIP: 669816AG5<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153327.64     | 0.00%             | 2053-03-24      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4100000 | PA      | $4734431.84    | 0.07%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      300000 | PA      | $368665.11     | 0.01%             | 2034-09-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $439833.29     | 0.01%             | 2028-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Siemens Energy Finance BV                                 | Siemens Energy Finance BV                                                        | CUSIP: 000000000<br>LEI: 529900GXHPSHYHBLHP23 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $472342.15     | 0.01%             | 2029-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $927300.20     | 0.01%             | 2033-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $192758.05     | 0.00%             | 2031-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      341000 | PA      | $393611.30     | 0.01%             | 2028-03-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $114472.21     | 0.00%             | 2036-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   247850000 | PA      | $1662900.64    | 0.02%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RLB OBEROESTERREICH                                       | Raiffeisenlandesbank Oberoesterreich AG                                          | CUSIP: 000000000<br>LEI: I6SS27Q1Q3385V753S50 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $177196.44     | 0.00%             | 2035-01-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866FZ5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       60000 | PA      | $45549.45      | 0.00%             | 2037-03-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4086000 | PA      | $5692055.30    | 0.08%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NAV CANADA                                                | NAV Canada                                                                       | CUSIP: 628957AH5<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $163965.52     | 0.00%             | 2051-09-29      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO INC                                     | Great-West Lifeco Inc                                                            | CUSIP: 39138CAJ5<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $107423.64     | 0.00%             | 2050-07-08      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                       | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      518000 | PA      | $746116.42     | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $808378.30     | 0.01%             | 2028-10-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $307688.27     | 0.00%             | 2026-12-16      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $540558.97     | 0.01%             | 2032-07-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                  | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $227839.93     | 0.00%             | 2030-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAJ8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $111267.67     | 0.00%             | 2050-02-28      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| ZUERCHER KANTONALBANK                                     | Zuercher Kantonalbank                                                            | CUSIP: 000000000<br>LEI: 165GRDQ39W63PHVONY02 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $587541.76     | 0.01%             | 2031-02-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $531737.51     | 0.01%             | 2030-06-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZAZ6<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $248682.65     | 0.00%             | 2027-03-16      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   367180000 | PA      | $876328.17     | 0.01%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   108460000 | PA      | $15934295.74   | 0.23%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      403000 | PA      | $462529.72     | 0.01%             | 2028-07-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DE VOLKSBANK NV                                           | de Volksbank NV                                                                  | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $141520.29     | 0.00%             | 2041-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    33700000 | PA      | $1297748.79    | 0.02%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1483000 | PA      | $1228109.89    | 0.02%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1701000 | PA      | $1969285.50    | 0.03%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $404239.72     | 0.01%             | 2030-01-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      630000 | PA      | $414164.98     | 0.01%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   600000000 | PA      | $669205.24     | 0.01%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $593981.46     | 0.01%             | 2027-11-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      770000 | PA      | $828377.95     | 0.01%             | 2028-09-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $655868.51     | 0.01%             | 2027-03-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $389723.41     | 0.01%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                     | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $264000.66     | 0.00%             | 2048-11-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $655958.39     | 0.01%             | 2028-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $438240.60     | 0.01%             | 2027-01-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4000000 | PA      | $4535499.03    | 0.06%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      750000 | PA      | $477051.41     | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $191963.18     | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE WOHNEN SE                                        | Deutsche Wohnen SE                                                               | CUSIP: 000000000<br>LEI: 529900QE24Q67I3FWZ10 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $211781.57     | 0.00%             | 2030-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                          | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $387135.16     | 0.01%             | 2036-07-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $110756.64     | 0.00%             | 2027-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $3946374.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    56610000 | PA      | $2214678.54    | 0.03%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCOTTISH WIDOWS LTD                                       | Scottish Widows Ltd                                                              | CUSIP: 000000000<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $132579.47     | 0.00%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      200000 | PA      | $199381.69     | 0.00%             | 2033-03-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| NERVAL SAS                                                | Nerval SAS                                                                       | CUSIP: 000000000<br>LEI: 969500J6JIKQCN6GP325 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $213493.42     | 0.00%             | 2032-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $553070.10     | 0.01%             | 2044-01-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225503.90     | 0.00%             | 2026-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $689740.31     | 0.01%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      100000 | PA      | $109035.53     | 0.00%             | 2035-03-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   168300000 | PA      | $948641.87     | 0.01%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1520000 | PA      | $1282483.31    | 0.02%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZEV1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $181399.54     | 0.00%             | 2025-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      596000 | PA      | $541069.67     | 0.01%             | 2035-02-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $224871.14     | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     5000000 | PA      | $6004207.86    | 0.09%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      350000 | PA      | $306433.91     | 0.00%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1574000 | PA      | $1189488.03    | 0.02%             | 2026-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $521045.94     | 0.01%             | 2029-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      860000 | PA      | $913858.12     | 0.01%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                         | IGM Financial Inc                                                                | CUSIP: 449586AE6<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $129021.75     | 0.00%             | 2047-12-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                  | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |      660000 | PA      | $731266.25     | 0.01%             | 2028-05-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   378920000 | PA      | $778740.48     | 0.01%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                           | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $625810.89     | 0.01%             | 2033-02-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                         | CDP Financial Inc                                                                | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $1160356.53    | 0.02%             | 2029-04-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                             | TMX Group Ltd                                                                    | CUSIP: 87262KAJ4<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $306379.04     | 0.00%             | 2034-02-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    16030000 | PA      | $17569492.45   | 0.25%             | 2027-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $290303.31     | 0.00%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    13000000 | PA      | $1983459.61    | 0.03%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110169.71     | 0.00%             | 2026-06-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $527661.71     | 0.01%             | 2028-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PIRELLI & C SPA                                           | Pirelli & C SpA                                                                  | CUSIP: 000000000<br>LEI: 815600A0C9AFC1F2A709 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $407396.78     | 0.01%             | 2029-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1000000 | PA      | $1133407.18    | 0.02%             | 2026-07-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |      853000 | PA      | $944952.07     | 0.01%             | 2027-02-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY WM                                        | National Grid Electricity Distribution West Midlands PLC                         | CUSIP: 000000000<br>LEI: 549300L22M2RCLXON143 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $546050.07     | 0.01%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $923802.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116448.63     | 0.00%             | 2029-01-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $999687.03     | 0.01%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   255650000 | PA      | $595816.32     | 0.01%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $219472.40     | 0.00%             | 2044-05-03      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   102600000 | PA      | $672189.53     | 0.01%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCC9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147771.22     | 0.00%             | 2030-02-22      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3690000 | PA      | $982184.92     | 0.01%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                   | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $225870.00     | 0.00%             | 2035-01-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                                         | Pension Insurance Corp PLC                                                       | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |      563000 | PA      | $736799.39     | 0.01%             | 2030-09-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120469.95     | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1550000 | PA      | $1496367.30    | 0.02%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $80839.70      | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $213061.02     | 0.00%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                            | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $119200.26     | 0.00%             | 2028-06-23      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |           1 | NC      | $27650.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $124399.35     | 0.00%             | 2048-07-03      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                            | Bruce Power LP                                                                   | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143620.35     | 0.00%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                    | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $703766.39     | 0.01%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $86594.25      | 0.00%             | 2036-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 060505GF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $364705.96     | 0.01%             | 2028-03-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $334067.82     | 0.00%             | 2031-06-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $112939.69     | 0.00%             | 2032-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $340798.46     | 0.00%             | 2025-12-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      449000 | PA      | $491173.97     | 0.01%             | 2029-07-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1018460.57    | 0.01%             | 2034-01-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      800000 | PA      | $733606.67     | 0.01%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4160000 | PA      | $5404792.94    | 0.08%             | 2026-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11170000 | PA      | $1658187.95    | 0.02%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $260310.76     | 0.00%             | 2036-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                         | Suncor Energy Inc                                                                | CUSIP: 86721ZAQ2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      188000 | PA      | $141350.09     | 0.00%             | 2030-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1010000 | PA      | $1081884.85    | 0.02%             | 2029-01-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $223953.89     | 0.00%             | 2031-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   535100000 | PA      | $3940899.86    | 0.06%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                   | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $335945.78     | 0.00%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $400164.05     | 0.01%             | 2031-05-29      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      625000 | PA      | $726818.12     | 0.01%             | 2031-05-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1550000 | PA      | $1432182.41    | 0.02%             | 2037-03-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      750000 | PA      | $817522.29     | 0.01%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4160000 | PA      | $4836522.30    | 0.07%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WALES & WEST UTL FIN PLC                                  | Wales & West Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800PMB3SYMEH5NH78 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $156440.01     | 0.00%             | 2041-05-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $509560.92     | 0.01%             | 2030-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $112152.26     | 0.00%             | 2049-05-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3792000 | PA      | $4293501.06    | 0.06%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      620000 | PA      | $792050.53     | 0.01%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      250000 | PA      | $293809.43     | 0.00%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $203721.33     | 0.00%             | 2030-03-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                                      | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $348036.38     | 0.00%             | 2036-03-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $460747.74     | 0.01%             | 2038-04-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1626000 | PA      | $881324.14     | 0.01%             | 2071-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     7492000 | PA      | $1812971.42    | 0.03%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   532500000 | PA      | $3675993.34    | 0.05%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $95260.03      | 0.00%             | 2032-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $946485.93     | 0.01%             | 2028-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $302749.33     | 0.00%             | 2030-06-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $345134.98     | 0.00%             | 2031-05-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO ELECTRICITY FIN                                   | Ontario Electricity Financial Corp                                               | CUSIP: 683078GG8<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $231356.95     | 0.00%             | 2026-06-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   390000000 | PA      | $2875027.36    | 0.04%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FINNING INTL INC                                          | Finning International Inc                                                        | CUSIP: 318071AJ6<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75401.33      | 0.00%             | 2029-02-13      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $393565.13     | 0.01%             | 2034-09-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      526000 | PA      | $576969.56     | 0.01%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   242600000 | PA      | $1712022.16    | 0.02%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                               | Hannover Rueck SE                                                                | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $290738.05     | 0.00%             | 2042-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $219841.62     | 0.00%             | 2037-05-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $431925.81     | 0.01%             | 2029-06-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112287.25     | 0.00%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $481944.40     | 0.01%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $77761.09      | 0.00%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $687697.33     | 0.01%             | 2039-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      200000 | PA      | $195880.12     | 0.00%             | 2034-05-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $237168.46     | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229544.29     | 0.00%             | 2044-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $305157.65     | 0.00%             | 2032-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $124837.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      180000 | PA      | $159052.21     | 0.00%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $451514.90     | 0.01%             | 2026-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      550000 | PA      | $593675.54     | 0.01%             | 2028-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    18100000 | PA      | $2668202.92    | 0.04%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                               | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1010558.87    | 0.01%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                    | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $312519.96     | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $355353.66     | 0.01%             | 2054-07-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $423339.38     | 0.01%             | 2028-04-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6448000 | PA      | $7126107.24    | 0.10%             | 2027-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      850000 | PA      | $884543.64     | 0.01%             | 2029-06-20      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| KNAB NV                                                   | Knab NV                                                                          | CUSIP: 000000000<br>LEI: 549300772D1G8JPIUR96 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $168799.35     | 0.00%             | 2036-06-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $319242.62     | 0.00%             | 2026-03-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $594088.73     | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SERVICIOS MEDIO AMBIENTE                                  | FCC Servicios Medio Ambiente Holding SA                                          | CUSIP: 000000000<br>LEI: 959800JMZW3HYQVLKG81 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $224074.31     | 0.00%             | 2026-12-04      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $425608.98     | 0.01%             | 2028-10-28      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CNY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $11205.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                         | Mondi Finance PLC                                                                | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $114660.46     | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      500000 | PA      | $572676.05     | 0.01%             | 2034-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $114564.35     | 0.00%             | 2030-02-25      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      860000 | PA      | $1018877.39    | 0.01%             | 2043-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086TY0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140140.97     | 0.00%             | 2028-07-31      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    13597000 | PA      | $3390860.10    | 0.05%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $1137167.86    | 0.02%             | 2029-10-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAG4<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142127.49     | 0.00%             | 2027-06-16      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      808000 | PA      | $893081.30     | 0.01%             | 2026-06-18      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      500000 | PA      | $550980.10     | 0.01%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      250000 | PA      | $270318.08     | 0.00%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      200000 | PA      | $196901.21     | 0.00%             | 2031-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    24150000 | PA      | $938122.32     | 0.01%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1089000 | PA      | $1116214.24    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      450000 | PA      | $330735.74     | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                         | OMERS Realty Corp                                                                | CUSIP: 68214WAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $289600.62     | 0.00%             | 2030-06-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      250000 | PA      | $279849.06     | 0.00%             | 2032-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4591000 | PA      | $4063732.26    | 0.06%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RJU7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $440534.56     | 0.01%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     6460000 | PA      | $1682824.78    | 0.02%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   109000000 | PA      | $15416068.95   | 0.22%             | 2028-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $442210.77     | 0.01%             | 2028-12-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $308464.31     | 0.00%             | 2032-01-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      980000 | PA      | $786564.54     | 0.01%             | 2053-07-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109AT8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $165244.09     | 0.00%             | 2041-03-22      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     4300000 | PA      | $597266.95     | 0.01%             | 2027-03-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ARKEA PUBLIC SECTOR SCF                                   | Arkea Public Sector SCF SA                                                       | CUSIP: 000000000<br>LEI: 9695002BGH4R9KJFC936 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1049053.92    | 0.02%             | 2031-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                           | Citigroup, Inc.                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      600000 | PA      | $652282.55     | 0.01%             | 2028-10-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCD8<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $126922.60     | 0.00%             | 2049-10-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2019610000 | PA      | $1555900.09    | 0.02%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      950000 | PA      | $888338.13     | 0.01%             | 2036-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                                  | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      105000 | PA      | $118821.71     | 0.00%             | 2025-05-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LONDON & QUADRANT HOUSIN                                  | London & Quadrant Housing Trust                                                  | CUSIP: 000000000<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $251719.46     | 0.00%             | 2028-02-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $324169.80     | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJA2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1285951.58    | 0.02%             | 2026-12-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $171631.62     | 0.00%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      521000 | PA      | $550305.97     | 0.01%             | 2045-08-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $399002.97     | 0.01%             | 2034-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      490000 | PA      | $552249.20     | 0.01%             | 2025-09-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                              | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $306913.07     | 0.00%             | 2029-03-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1299000 | PA      | $1585789.00    | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3210000 | PA      | $1803374.65    | 0.03%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $667754.36     | 0.01%             | 2026-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   249450000 | PA      | $1582217.94    | 0.02%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                              | 3i Group PLC                                                                     | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203036.11     | 0.00%             | 2040-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $349152.92     | 0.00%             | 2034-06-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    41420000 | PA      | $1279511.79    | 0.02%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $1216126.51    | 0.02%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $143055.47     | 0.00%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3918600000 | PA      | $3088567.36    | 0.04%             | 2052-09-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 458182EL2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $309597.88     | 0.00%             | 2029-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      125000 | PA      | $80228.17      | 0.00%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                 | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      300000 | PA      | $331339.56     | 0.00%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5771000 | PA      | $6745081.15    | 0.10%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1353000 | PA      | $1484649.50    | 0.02%             | 2027-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS FORTIS SA                                     | BNP Paribas Fortis SA                                                            | CUSIP: 000000000<br>LEI: KGCEPHLVVKVRZYO1T647 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $112493.36     | 0.00%             | 2025-10-04      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| OMNICOM CAPITAL HOLDINGS                                  | Omnicom Capital Holdings PLC                                                     | CUSIP: 68217QAA6<br>LEI: 984500F16BDDD57A5502 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209048.17     | 0.00%             | 2033-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7373000 | PA      | $6636726.78    | 0.09%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                             | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $114791.91     | 0.00%             | 2027-05-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    64600000 | PA      | $11485727.64   | 0.16%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1970000 | PA      | $1470688.98    | 0.02%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     2950000 | PA      | $1880697.78    | 0.03%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      413000 | PA      | $430616.24     | 0.01%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL 1 CREDIT UNION                                    | Central 1 Credit Union                                                           | CUSIP: 154728AR0<br>LEI: 549300XXHOD8SXSZKY72 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143288.06     | 0.00%             | 2026-01-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $731836.95     | 0.01%             | 2028-10-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2744010000 | PA      | $2291775.96    | 0.03%             | 2043-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368DPC2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $215790.34     | 0.00%             | 2026-03-10      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                     | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $228503.26     | 0.00%             | 2041-09-21      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $534212.40     | 0.01%             | 2030-03-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 1107098Y1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1510000 | PA      | $1093003.01    | 0.02%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      780000 | PA      | $769688.30     | 0.01%             | 2034-03-13      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                      | Republic of Italy Government International Bond                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      950000 | PA      | $1194288.81    | 0.02%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $125927.77     | 0.00%             | 2054-09-04      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $772724.41     | 0.01%             | 2027-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1760000 | PA      | $1103413.59    | 0.02%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDEROESTERREICH                                    | State of Lower Austria                                                           | CUSIP: 000000000<br>LEI: 5299004G9AWNN3D3E825 | Long             | DBT              | NUSS              | AT        |      300000 | PA      | $339724.24     | 0.00%             | 2036-10-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $499462.43     | 0.01%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |     1000000 | PA      | $1157052.78    | 0.02%             | 2029-08-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LOUIS DREYFUS FINANCE BV                                  | Louis Dreyfus Co Finance BV                                                      | CUSIP: 000000000<br>LEI: 5493001HHX62PQCEEH95 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $109603.13     | 0.00%             | 2028-04-28      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL FINANCE LU                                      | Whirlpool Finance Luxembourg Sarl                                                | CUSIP: 000000000<br>LEI: 549300W5K7SGG3H6B058 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $661946.23     | 0.01%             | 2026-11-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $548523.22     | 0.01%             | 2028-01-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7797000 | PA      | $8653674.84    | 0.12%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REGIONAL MUNI OF YORK                                     | Regional Municipality of York                                                    | CUSIP: 98704CRD0<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $153713.17     | 0.00%             | 2033-12-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $367595.34     | 0.01%             | 2035-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                    | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $427062.76     | 0.01%             | 2028-10-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   113000000 | PA      | $15805167.86   | 0.23%             | 2026-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3500000 | PA      | $645555.64     | 0.01%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1439214.94    | 0.02%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                  | Hera SpA                                                                         | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $775626.21     | 0.01%             | 2026-10-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPOTEK AB                                         | Danske Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 549300R24NNCTGT7CW53 | Long             | DBT              | CORP              | SE        |     6000000 | PA      | $616143.58     | 0.01%             | 2025-12-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $501312.79     | 0.01%             | 2030-06-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   535100000 | PA      | $2656608.07    | 0.04%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $439859.10     | 0.01%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                               | Swiss Confederation Government Bond                                              | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     6159000 | PA      | $7031313.65    | 0.10%             | 2039-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5523070000 | PA      | $3439417.38    | 0.05%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   639950000 | PA      | $3784158.76    | 0.05%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| INDIGO GROUP SAS                                          | Indigo Group SAS                                                                 | CUSIP: 000000000<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $218899.63     | 0.00%             | 2028-04-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430W3J1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $219980.39     | 0.00%             | 2029-09-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $573794.82     | 0.01%             | 2029-01-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      450000 | PA      | $451373.74     | 0.01%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      650000 | PA      | $659695.29     | 0.01%             | 2033-05-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      650000 | PA      | $354481.65     | 0.01%             | 2031-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7997000 | PA      | $9201506.03    | 0.13%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1034000 | PA      | $1159828.51    | 0.02%             | 2027-01-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $514649.25     | 0.01%             | 2032-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARVAL SERVICE LEASE SA/F                                  | Arval Service Lease SA/France                                                    | CUSIP: 000000000<br>LEI: 969500UCL6ROAHVXQV60 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $353155.82     | 0.01%             | 2027-05-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $599603.96     | 0.01%             | 2032-03-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $272150.99     | 0.00%             | 2030-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                                    | BMW International Investment BV                                                  | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $222469.57     | 0.00%             | 2034-08-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10695000 | PA      | $14443991.35   | 0.21%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       50000 | PA      | $37049.51      | 0.00%             | 2037-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPH FIN INTERNATIONAL AS                                  | EPH Financing International AS                                                   | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $239130.04     | 0.00%             | 2029-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      786000 | PA      | $845804.22     | 0.01%             | 2029-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $343474.19     | 0.00%             | 2032-06-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 7800863G7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $302503.85     | 0.00%             | 2034-04-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $645664.71     | 0.01%             | 2060-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                    | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $324728.38     | 0.00%             | 2028-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIZEN TREASURY PLC                                      | Citizen Treasury PLC                                                             | CUSIP: 000000000<br>LEI: 213800U87S2B5BF1RO21 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $86901.96      | 0.00%             | 2048-10-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $209489.25     | 0.00%             | 2038-06-23      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $298687.76     | 0.00%             | 2030-08-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2620000 | PA      | $2756581.84    | 0.04%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3150000 | PA      | $1997183.69    | 0.03%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2030000 | PA      | $1004957.79    | 0.01%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SERVICIOS MEDIO AMBIENTE                                  | FCC Servicios Medio Ambiente Holding SA                                          | CUSIP: 000000000<br>LEI: 959800JMZW3HYQVLKG81 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $343136.48     | 0.00%             | 2031-10-08      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6375000 | PA      | $8650659.33    | 0.12%             | 2032-07-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113655.56     | 0.00%             | 2045-04-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $669487.93     | 0.01%             | 2027-01-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   160550000 | PA      | $820875.34     | 0.01%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                        | Burberry Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $128875.11     | 0.00%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $799191.05     | 0.01%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                        | Cenovus Energy Inc                                                               | CUSIP: 15135UAU3<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145455.74     | 0.00%             | 2027-03-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      100000 | PA      | $113407.68     | 0.00%             | 2031-11-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $191329.65     | 0.00%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      240000 | PA      | $281062.61     | 0.00%             | 2029-11-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $489305.05     | 0.01%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1630000 | PA      | $1625768.38    | 0.02%             | 2032-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $451016.27     | 0.01%             | 2026-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $236778.56     | 0.00%             | 2033-04-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1502000 | PA      | $1175548.39    | 0.02%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1500000 | PA      | $1749307.06    | 0.03%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $214383.09     | 0.00%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                   | Illinois Tool Works Inc                                                          | CUSIP: 000000000<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229899.62     | 0.00%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    40000000 | PA      | $1236559.81    | 0.02%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SR-BOLIGKREDITT AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $220290.24     | 0.00%             | 2026-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $1015810.30    | 0.01%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      390000 | PA      | $438025.83     | 0.01%             | 2034-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4113770000 | PA      | $2835067.73    | 0.04%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $312379.25     | 0.00%             | 2029-07-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   505000000 | PA      | $3495199.41    | 0.05%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $470376.73     | 0.01%             | 2037-02-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VIENNA INSURANCE GRP AGW                                  | Vienna Insurance Group AG Wiener Versicherung Gruppe                             | CUSIP: 000000000<br>LEI: 549300JCRU23I1THU176 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $173317.17     | 0.00%             | 2036-03-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $124684.78     | 0.00%             | 2051-09-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1460000 | PA      | $1054453.02    | 0.02%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      700000 | PA      | $803093.16     | 0.01%             | 2027-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $585008.41     | 0.01%             | 2032-11-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                             | P3 Group Sarl                                                                    | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      375000 | PA      | $423931.90     | 0.01%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $550722.91     | 0.01%             | 2036-10-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $213355.32     | 0.00%             | 2028-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $442208.58     | 0.01%             | 2027-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $233196.76     | 0.00%             | 2031-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBR4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $129320.40     | 0.00%             | 2045-12-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    26100000 | PA      | $3724082.03    | 0.05%             | 2027-01-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                   | Oesterreichische Kontrollbank AG                                                 | CUSIP: 000000000<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $668532.76     | 0.01%             | 2027-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $216515.57     | 0.00%             | 2037-09-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $797247.93     | 0.01%             | 2028-06-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $468174.07     | 0.01%             | 2032-04-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    41200000 | PA      | $7547308.41    | 0.11%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $234104.09     | 0.00%             | 2032-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1372593.37    | 0.02%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $553968.92     | 0.01%             | 2026-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                                  | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $176735.96     | 0.00%             | 2031-11-25      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                      | Experian Finance PLC                                                             | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $224251.29     | 0.00%             | 2026-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1200000 | PA      | $764731.64     | 0.01%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     4580000 | PA      | $5423054.26    | 0.08%             | 2027-04-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      950000 | PA      | $599693.11     | 0.01%             | 2027-08-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGIR LP                                                | Energir LP                                                                       | CUSIP: 29280XAA5<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138794.18     | 0.00%             | 2032-02-09      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $815487.99     | 0.01%             | 2029-02-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    18200000 | PA      | $573880.79     | 0.01%             | 2027-12-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                                     | Airservices Australia                                                            | CUSIP: 000000000<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $133263.76     | 0.00%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $305176.70     | 0.00%             | 2030-10-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $338027.21     | 0.00%             | 2025-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $520196.38     | 0.01%             | 2033-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    90000000 | PA      | $628334.32     | 0.01%             | 2026-06-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2590000 | PA      | $1827574.94    | 0.03%             | 2029-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $228161.04     | 0.00%             | 2031-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELIA TRANSMISSION BE                                      | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $453182.15     | 0.01%             | 2036-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      393000 | PA      | $363867.88     | 0.01%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                  | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $441535.08     | 0.01%             | 2027-03-04      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $327297.43     | 0.00%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CRH FIN UK PLC                                            | Crh Finance UK PLC                                                               | CUSIP: 000000000<br>LEI: 549300MQJDHXCWSM5880 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $390644.07     | 0.01%             | 2029-12-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CROMBIE REAL ESTATE INV                                   | Crombie Real Estate Investment Trust                                             | CUSIP: 227107AV1<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              |  | CA        |      400000 | PA      | $293314.33     | 0.00%             | 2032-01-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $346115.48     | 0.00%             | 2036-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN VEST BOLIGKR                                  | Sparebanken Vest Boligkreditt AS                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      400000 | PA      | $447802.87     | 0.01%             | 2026-02-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     1250000 | PA      | $638113.09     | 0.01%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $288343.60     | 0.00%             | 2032-07-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      670000 | PA      | $831145.99     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $693345.17     | 0.01%             | 2029-10-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $595162.15     | 0.01%             | 2030-03-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1500000000 | PA      | $1148772.12    | 0.02%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2586000 | PA      | $2940891.13    | 0.04%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $204423.18     | 0.00%             | 2032-10-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                           | Microsoft Corp.                                                                  | CUSIP: 000000000<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      250000 | PA      | $282601.78     | 0.00%             | 2033-05-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $529670.43     | 0.01%             | 2028-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                                     | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $252118.19     | 0.00%             | 2030-04-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18000000000 | PA      | $1189966.41    | 0.02%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                             | Videotron Ltd                                                                    | CUSIP: 92660FAS3<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149627.69     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $582315.89     | 0.01%             | 2029-06-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE                                     | Origin Energy Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |      230000 | PA      | $236391.85     | 0.00%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1191056.86    | 0.02%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R71<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      480000 | PA      | $361024.28     | 0.01%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHORA HOLDING LTD                                        | Athora Holding Ltd                                                               | CUSIP: 000000000<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $244116.68     | 0.00%             | 2028-06-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-452789.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DX7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $134516.62     | 0.00%             | 2051-04-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $112298.15     | 0.00%             | 2032-02-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $227751.09     | 0.00%             | 2030-01-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                  | Coca-Cola HBC Finance BV                                                         | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110200.28     | 0.00%             | 2027-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3550000 | PA      | $3878235.00    | 0.06%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY NL                                  | Reckitt Benckiser Treasury Services Nederland BV                                 | CUSIP: 000000000<br>LEI: 54930007FVPKN1NNHV37 | Long             | DBT              | CORP              | NL        |      416000 | PA      | $427694.00     | 0.01%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAM0<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36370.54      | 0.00%             | 2040-04-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   800000000 | PA      | $852225.68     | 0.01%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $194333.30     | 0.00%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      400000 | PA      | $466250.30     | 0.01%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    17000000 | PA      | $2501007.15    | 0.04%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6361000 | PA      | $8072988.86    | 0.12%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $97193.23      | 0.00%             | 2031-02-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      320000 | PA      | $264633.88     | 0.00%             | 2049-04-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $24215.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $342250.52     | 0.00%             | 2034-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      730000 | PA      | $845292.54     | 0.01%             | 2033-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      488000 | PA      | $555769.11     | 0.01%             | 2026-06-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2946000 | PA      | $3060361.75    | 0.04%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $336622.85     | 0.00%             | 2031-05-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $856932.03     | 0.01%             | 2028-07-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $595766.25     | 0.01%             | 2035-01-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH HOLDINGS L                                  | Global Switch Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400NTV7KC9RQ3ZL20 | Long             | DBT              | CORP              | VG        |      360000 | PA      | $404838.85     | 0.01%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    10100000 | PA      | $1371793.24    | 0.02%             | 2030-01-06      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| K+S AG                                                    | K+S AG                                                                           | CUSIP: 000000000<br>LEI: 529900YURAYD4IJX2J91 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116798.20     | 0.00%             | 2029-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $220208.08     | 0.00%             | 2033-02-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556BU5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      200000 | PA      | $224646.31     | 0.00%             | 2026-01-23      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      724000 | PA      | $811676.52     | 0.01%             | 2027-03-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      350000 | PA      | $458891.18     | 0.01%             | 2026-12-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $205288.40     | 0.00%             | 2030-02-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                              | Statkraft AS                                                                     | CUSIP: 000000000<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |      800000 | PA      | $856216.87     | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      123000 | PA      | $111558.44     | 0.00%             | 2040-11-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |      250000 | PA      | $275038.23     | 0.00%             | 2027-01-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1850000 | PA      | $1957219.79    | 0.03%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5672.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCR9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150082.89     | 0.00%             | 2034-03-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   411100000 | PA      | $3147927.61    | 0.05%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $748169.51     | 0.01%             | 2031-08-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $582023.64     | 0.01%             | 2030-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4000000 | PA      | $930125.05     | 0.01%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1035965.05    | 0.01%             | 2031-01-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $294163.00     | 0.00%             | 2036-05-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   705900000 | PA      | $4400177.69    | 0.06%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $683950.75     | 0.01%             | 2029-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHWEIZ HYPO                                   | Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | CUSIP: 000000000<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |     2700000 | PA      | $3255252.79    | 0.05%             | 2027-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      355000 | PA      | $392772.37     | 0.01%             | 2028-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                         | La Banque Postale SA                                                             | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $537890.03     | 0.01%             | 2028-09-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $133179.87     | 0.00%             | 2039-11-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                    | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3760000 | PA      | $4432151.97    | 0.06%             | 2044-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $110925.70     | 0.00%             | 2026-11-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $338601.03     | 0.00%             | 2032-09-07      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1912000 | PA      | $1499810.98    | 0.02%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6840000 | PA      | $1745598.74    | 0.02%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      750000 | PA      | $836742.62     | 0.01%             | 2027-04-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     2458000 | PA      | $1481783.54    | 0.02%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $653823.90     | 0.01%             | 2027-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     2430000 | PA      | $2833117.07    | 0.04%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $531260.43     | 0.01%             | 2028-02-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2136000 | PA      | $2522536.85    | 0.04%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     8576000 | PA      | $2035252.30    | 0.03%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   108200000 | PA      | $756355.67     | 0.01%             | 2026-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   800300000 | PA      | $5495302.60    | 0.08%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3500000 | PA      | $4043888.79    | 0.06%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $639807.96     | 0.01%             | 2033-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      547000 | PA      | $497226.32     | 0.01%             | 2033-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $386131.93     | 0.01%             | 2027-05-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |      580000 | PA      | $508629.69     | 0.01%             | 2034-10-10      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                  | EDP Servicios Financieros Espana SA                                              | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $241736.88     | 0.00%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    88360000 | PA      | $13170481.75   | 0.19%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $98645.37      | 0.00%             | 2030-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      335000 | PA      | $339897.88     | 0.00%             | 2030-04-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TELEKOM FINANZMANAGEMENT                                  | Telekom Finanzmanagement GmbH                                                    | CUSIP: 000000000<br>LEI: 529900V54UV5XQUK5S85 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $335220.39     | 0.00%             | 2026-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   585350000 | PA      | $3728537.24    | 0.05%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1500000 | PA      | $908805.53     | 0.01%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $427997.36     | 0.01%             | 2030-09-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE UK                                       | Swiss Re Finance UK PLC                                                          | CUSIP: 000000000<br>LEI: 549300C654ZPQWG3JF34 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $104064.19     | 0.00%             | 2052-06-04      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                     | Province of New Brunswick Canada                                                 | CUSIP: 642866GK7<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $145232.55     | 0.00%             | 2026-08-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $479159.55     | 0.01%             | 2034-05-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $578413.85     | 0.01%             | 2029-03-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   175150000 | PA      | $891501.79     | 0.01%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   192750000 | PA      | $684067.11     | 0.01%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      450000 | PA      | $514267.49     | 0.01%             | 2028-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      550000 | PA      | $592717.18     | 0.01%             | 2028-03-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAP2<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154193.25     | 0.00%             | 2030-04-26      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    16490000 | PA      | $4053419.60    | 0.06%             | 2027-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      275000 | PA      | $293903.00     | 0.00%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $587386.87     | 0.01%             | 2028-07-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                 | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      813000 | PA      | $789393.47     | 0.01%             | 2035-03-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $114238.95     | 0.00%             | 2026-02-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $253167.58     | 0.00%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   401300000 | PA      | $2785301.01    | 0.04%             | 2029-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                           | LCR Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008GSNH2EM5YC581 | Long             | DBT              | NUSS              | GB        |      200000 | PA      | $255063.50     | 0.00%             | 2038-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     8500000 | PA      | $1223558.98    | 0.02%             | 2029-08-11      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| EDENRED SE                                                | Edenred SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $338555.28     | 0.00%             | 2032-08-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1000000000 | PA      | $697982.69     | 0.01%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $531715.97     | 0.01%             | 2029-06-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      370000 | PA      | $262417.67     | 0.00%             | 2068-06-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    29550000 | PA      | $3019010.15    | 0.04%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $644371.33     | 0.01%             | 2029-03-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $754140.00     | 0.01%             | 2033-02-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $550200.20     | 0.01%             | 2028-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $450068.65     | 0.01%             | 2025-09-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $1009502.88    | 0.01%             | 2026-03-27      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4300000 | PA      | $4945986.63    | 0.07%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |           1 | NC      | $-1078097.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBP7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $113019.38     | 0.00%             | 2051-09-05      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      250000 | PA      | $283212.63     | 0.00%             | 2025-04-30      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                 | Nokia Oyj                                                                        | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $571539.29     | 0.01%             | 2028-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $437494.02     | 0.01%             | 2027-10-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $116624.71     | 0.00%             | 2030-01-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NIE Finance PLC                                           | NIE Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 2138009A8DWW2RUSXJ76 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $526538.16     | 0.01%             | 2025-10-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  6268700000 | PA      | $1457766.98    | 0.02%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAM0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148371.70     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      550000 | PA      | $663567.19     | 0.01%             | 2029-09-27      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $586720.34     | 0.01%             | 2032-01-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ANIMA HOLDING SPA                                         | Anima Holding SpA                                                                | CUSIP: 000000000<br>LEI: 549300T1EREIRH8ICX03 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $108361.99     | 0.00%             | 2028-04-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL EURO FUNDING                                   | GE Capital European Funding Unlimited Co                                         | CUSIP: 000000000<br>LEI: YHZHHIVHTKEV7XROHS46 | Long             | DBT              | CORP              | IE        |       50000 | PA      | $58593.18      | 0.00%             | 2027-02-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                    | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |      500000 | PA      | $581201.89     | 0.01%             | 2028-05-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1400000 | PA      | $1585250.15    | 0.02%             | 2029-12-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     8007000 | PA      | $745231.32     | 0.01%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1565250000 | PA      | $10709333.98   | 0.15%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      900000 | PA      | $1212826.46    | 0.02%             | 2029-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $342069.87     | 0.00%             | 2034-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   775600000 | PA      | $3548513.26    | 0.05%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| State of Israel                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      300000 | PA      | $331237.91     | 0.00%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      345000 | PA      | $364160.22     | 0.01%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FIRST CAP REAL ESTATE IN                                  | First Capital Real Estate Investment Trust                                       | CUSIP: 31943BBZ2<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              |  | CA        |      100000 | PA      | $72495.72      | 0.00%             | 2027-01-22      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1530000 | PA      | $1254348.26    | 0.02%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $226041.80     | 0.00%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      492000 | PA      | $547352.12     | 0.01%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7176000 | PA      | $4458938.13    | 0.06%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   817750000 | PA      | $5630338.64    | 0.08%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-489427.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                                | CUSIP: 49456BAL5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      300000 | PA      | $336532.31     | 0.00%             | 2027-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                            | Takeda Pharmaceutical Co. Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      700000 | PA      | $740241.67     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $363058.87     | 0.01%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                             | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $327056.93     | 0.00%             | 2026-07-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SILFIN NV                                                 | Silfin NV                                                                        | CUSIP: 000000000<br>LEI: 213800WDGKCVWZAN1N02 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $237897.92     | 0.00%             | 2030-07-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      800000 | PA      | $928754.60     | 0.01%             | 2030-03-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-474087.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                                        | Daimler Truck International Finance BV                                           | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $334677.96     | 0.00%             | 2027-04-06      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1084197.26    | 0.02%             | 2027-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73955.48      | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $662233.97     | 0.01%             | 2026-08-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $212592.35     | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231595.35     | 0.00%             | 2030-06-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1081250000 | PA      | $849941.30     | 0.01%             | 2074-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   135500000 | PA      | $20664621.27   | 0.30%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| INTERMEDIATE CAPITAL GRO                                  | Intermediate Capital Group PLC                                                   | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $325825.33     | 0.00%             | 2030-01-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $338275.43     | 0.00%             | 2025-10-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469TM7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $281734.26     | 0.00%             | 2041-03-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $747021.18     | 0.01%             | 2028-01-21      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    10250000 | PA      | $1021034.79    | 0.01%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  9000000000 | PA      | $556300.23     | 0.01%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $98750.26      | 0.00%             | 2031-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERLIN PROPERTIES SOCIMI                                  | Merlin Properties Socimi SA                                                      | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              |  | ES        |      325000 | PA      | $364496.73     | 0.01%             | 2026-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4930000 | PA      | $2778781.57    | 0.04%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    12175000 | PA      | $1622575.91    | 0.02%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      300000 | PA      | $315469.42     | 0.00%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $692315.51     | 0.01%             | 2030-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      100000 | PA      | $113412.70     | 0.00%             | 2027-03-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                   | Bundesschatzanweisungen                                                          | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3853000 | PA      | $4422200.22    | 0.06%             | 2026-09-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $79784.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      300000 | PA      | $350824.24     | 0.01%             | 2033-09-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      300000 | PA      | $353774.10     | 0.01%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $227896.01     | 0.00%             | 2029-05-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $339016.23     | 0.00%             | 2025-06-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PRINCE EDWARD ISLAND                                      | Province of Prince Edward Island Canada                                          | CUSIP: 741666DB4<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $153530.15     | 0.00%             | 2051-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $741500.06     | 0.01%             | 2028-10-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      320000 | PA      | $219194.61     | 0.00%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $43943.87      | 0.00%             | 2036-10-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $222476.84     | 0.00%             | 2026-12-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $274333.94     | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4501400000 | PA      | $779418.97     | 0.01%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $238830.67     | 0.00%             | 2030-03-13      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    15310000 | PA      | $1592925.33    | 0.02%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OMNICOM FINANCE HOLD                                      | Omnicom Finance Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $228734.72     | 0.00%             | 2032-03-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $109873.83     | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   100000000 | PA      | $690285.35     | 0.01%             | 2027-06-09      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      599000 | PA      | $639156.42     | 0.01%             | 2027-11-08      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1658000 | PA      | $1417099.60    | 0.02%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $226847.31     | 0.00%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $454747.60     | 0.01%             | 2033-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $594751.28     | 0.01%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $163445.76     | 0.00%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $712819.94     | 0.01%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 22030000000 | PA      | $1345530.46    | 0.02%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2870000 | PA      | $3133351.84    | 0.04%             | 2028-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                         | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $317250.80     | 0.00%             | 2034-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $462380.78     | 0.01%             | 2033-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1076438.71    | 0.02%             | 2032-09-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2999000 | PA      | $2982505.54    | 0.04%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $346904.89     | 0.00%             | 2040-05-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $668096.38     | 0.01%             | 2027-09-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $473194.10     | 0.01%             | 2039-07-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1270000 | PA      | $1188830.48    | 0.02%             | 2035-04-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TELEREAL SECURITISATION                                   | Telereal Securitisation PLC                                                      | CUSIP: 000000000<br>LEI: 213800HO84XTEA5NZO43 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $246194.42     | 0.00%             | 2031-12-10      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                   | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $219874.97     | 0.00%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      700000 | PA      | $876993.60     | 0.01%             | 2026-11-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JL3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $77169.11      | 0.00%             | 2040-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACHMEA BANK NV                                            | Achmea Bank NV                                                                   | CUSIP: 000000000<br>LEI: 724500AH42V5X8BCPE49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $228453.18     | 0.00%             | 2036-06-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $314120.08     | 0.00%             | 2028-10-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      294000 | PA      | $336168.36     | 0.00%             | 2033-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      800000 | PA      | $878255.32     | 0.01%             | 2027-05-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ING-DIBA AG                                               | ING-DiBa AG                                                                      | CUSIP: 000000000<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $772539.57     | 0.01%             | 2026-11-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2010000 | PA      | $1426885.04    | 0.02%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $643230.21     | 0.01%             | 2034-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $213705.63     | 0.00%             | 2031-03-10      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FINNVERA PLC                                              | Finnvera Oyj                                                                     | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |      200000 | PA      | $223337.41     | 0.00%             | 2026-04-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $165612.71     | 0.00%             | 2026-10-07      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                                | Groupe des Assurances du Credit Mutuel SADIR                                     | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $577208.45     | 0.01%             | 2029-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |     1500000 | PA      | $1682371.24    | 0.02%             | 2034-10-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $585654.94     | 0.01%             | 2030-06-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                               | AltaLink LP                                                                      | CUSIP: 02135ZAF3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $134136.07     | 0.00%             | 2042-06-30      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $109015.28     | 0.00%             | 2044-02-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      170000 | PA      | $166186.84     | 0.00%             | 2031-06-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $61566.02      | 0.00%             | 2047-11-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $607913.63     | 0.01%             | 2028-12-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      500000 | PA      | $631893.70     | 0.01%             | 2027-05-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CAPITAL SCA                                       | Tikehau Capital SCA                                                              | CUSIP: 000000000<br>LEI: 969500BY8TEU16U3SJ94 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $379034.89     | 0.01%             | 2030-03-14      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                              | Hydro-Quebec                                                                     | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      910000 | PA      | $791447.30     | 0.01%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234LJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $41161.14      | 0.00%             | 2029-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4218700000 | PA      | $976866.63     | 0.01%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      790000 | PA      | $837561.90     | 0.01%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                      | Mitsubishi UFJ Financial Group, Inc.                                             | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $208059.69     | 0.00%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      700000 | PA      | $734360.14     | 0.01%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      617000 | PA      | $657983.84     | 0.01%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BK9<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $147338.02     | 0.00%             | 2029-11-19      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    74870000 | PA      | $10296386.96   | 0.15%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    18200000 | PA      | $2744115.62    | 0.04%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BABCOCK INTL GROUP PLC                                    | Babcock International Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $246933.49     | 0.00%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $268020.53     | 0.00%             | 2028-02-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1045000 | PA      | $203162.94     | 0.00%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     8600000 | PA      | $888383.43     | 0.01%             | 2025-06-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WUESTENROT BAUSPARKASSE                                   | Wuestenrot Bausparkasse AG                                                       | CUSIP: 000000000<br>LEI: 529900S1KHKOEQL5CK20 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $469399.68     | 0.01%             | 2028-11-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      650000 | PA      | $795290.03     | 0.01%             | 2033-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   330000000 | PA      | $2441364.95    | 0.03%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $772562.75     | 0.01%             | 2031-02-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                  | Mondelez International Holdings Netherlands BV                                   | CUSIP: 000000000<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $686475.55     | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1212503.06    | 0.02%             | 2027-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      456000 | PA      | $504353.03     | 0.01%             | 2028-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2440000 | PA      | $2799249.79    | 0.04%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      325000 | PA      | $394164.17     | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $570024.42     | 0.01%             | 2033-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 748148RX3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $217624.80     | 0.00%             | 2025-07-06      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1290000 | PA      | $1475131.98    | 0.02%             | 2030-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     1150000 | PA      | $1317975.78    | 0.02%             | 2029-02-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $671213.93     | 0.01%             | 2028-06-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                    | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $997295.16     | 0.01%             | 2027-05-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                                              | DS Smith PLC                                                                     | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $469845.14     | 0.01%             | 2027-07-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2146000 | PA      | $1159576.77    | 0.02%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      500000 | PA      | $567168.19     | 0.01%             | 2026-06-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   313500000 | PA      | $2186677.17    | 0.03%             | 2026-09-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      110000 | PA      | $123098.94     | 0.00%             | 2049-05-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $232896.91     | 0.00%             | 2032-01-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                           | Japan Government Two Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   330250000 | PA      | $2304870.07    | 0.03%             | 2026-07-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5000000 | PA      | $1173713.27    | 0.02%             | 2026-09-30      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                         | General Mills Inc                                                                | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      300000 | PA      | $343129.09     | 0.00%             | 2034-04-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   307200000 | PA      | $1849007.60    | 0.03%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $314353.88     | 0.00%             | 2029-02-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $336738.58     | 0.00%             | 2036-03-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3900000 | PA      | $2904607.18    | 0.04%             | 2032-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6841000 | PA      | $9315767.73    | 0.13%             | 2034-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $333565.71     | 0.00%             | 2037-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7327000 | PA      | $8018985.11    | 0.11%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                         | Kuntarahoitus Oyj                                                                | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      250000 | PA      | $210358.88     | 0.00%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3215000 | PA      | $3386724.42    | 0.05%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                                 | Neste Oyj                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |      350000 | PA      | $400564.69     | 0.01%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $311496.19     | 0.00%             | 2029-12-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     5204000 | PA      | $5712988.24    | 0.08%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      750000 | PA      | $826073.73     | 0.01%             | 2027-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $142817.09     | 0.00%             | 2033-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $333963.18     | 0.00%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                   | Temasek Financial I Ltd                                                          | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      600000 | PA      | $588031.62     | 0.01%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $579482.36     | 0.01%             | 2031-01-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      575000 | PA      | $481408.54     | 0.01%             | 2035-10-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VEREN INC                                                 | Veren Inc                                                                        | CUSIP: 92340VAC1<br>LEI: 549300FTKUHZK8OC7N74 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $112466.03     | 0.00%             | 2034-06-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                     | Intact Financial Corp                                                            | CUSIP: 45823TAN6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $156156.59     | 0.00%             | 2054-09-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $928449.99     | 0.01%             | 2028-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $642825.24     | 0.01%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $265259.51     | 0.00%             | 2034-03-04      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPSOL INTL FINANCE                                       | Repsol International Finance BV                                                  | CUSIP: 000000000<br>LEI: 5493002YCY6HTK0OUR29 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $647758.20     | 0.01%             | 2027-08-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/LUXEMBOURG                                  | Bank of China Ltd/Luxembourg                                                     | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | DBT              | CORP              | CN        |      300000 | PA      | $345527.62     | 0.00%             | 2026-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                     | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $465642.28     | 0.01%             | 2028-12-02      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      300000 | PA      | $380486.80     | 0.01%             | 2034-09-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HALEON NL CAPITAL BV                                      | Haleon Netherlands Capital BV                                                    | CUSIP: 000000000<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $204153.74     | 0.00%             | 2034-03-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $376326.18     | 0.01%             | 2031-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      280000 | PA      | $417508.66     | 0.01%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAT8<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $63180.73      | 0.00%             | 2051-12-10      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20000000 | PA      | $2958085.31    | 0.04%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                     | International Business Machines Corp.                                            | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116263.97     | 0.00%             | 2031-02-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3700000 | PA      | $865154.50     | 0.01%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      800000 | PA      | $951861.14     | 0.01%             | 2029-09-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $837248.82     | 0.01%             | 2029-06-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $340123.91     | 0.00%             | 2032-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333GC4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      870000 | PA      | $629785.56     | 0.01%             | 2029-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $61497.28      | 0.00%             | 2051-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCB1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153670.12     | 0.00%             | 2053-05-26      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $444042.24     | 0.01%             | 2027-05-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VESTAS WIND SYSTEMS FINA                                  | Vestas Wind Systems Finance BV                                                   | CUSIP: 000000000<br>LEI: 635400M3RVFQU3M7HW17 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $296536.05     | 0.00%             | 2034-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1400000 | PA      | $748233.64     | 0.01%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $557529.15     | 0.01%             | 2026-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $489919.57     | 0.01%             | 2027-11-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    32050000 | PA      | $248856.90     | 0.00%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REN FINANCE BV                                            | Ren Finance BV                                                                   | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110043.94     | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $641985.93     | 0.01%             | 2028-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $308492.05     | 0.00%             | 2032-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      460000 | PA      | $464493.16     | 0.01%             | 2031-07-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $524579.66     | 0.01%             | 2032-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LENDLEASE FINANCE LTD                                     | Lendlease Finance Ltd                                                            | CUSIP: 000000000<br>LEI: 5493002EE2IQRQ3JUP44 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $55928.50      | 0.00%             | 2031-03-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      575000 | PA      | $371246.72     | 0.01%             | 2051-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2111769.68    | 0.03%             | 2027-06-16      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $419055.20     | 0.01%             | 2028-12-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $544223.94     | 0.01%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2095000 | PA      | $1755863.46    | 0.03%             | 2035-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $728285.18     | 0.01%             | 2025-11-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |      200000 | PA      | $30155.12      | 0.00%             | 2031-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CIE GENERALE DES ESTABLI                                  | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111868.00     | 0.00%             | 2027-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    61380000 | PA      | $1853679.45    | 0.03%             | 2026-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $213442.64     | 0.00%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     7619000 | PA      | $6529569.72    | 0.09%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 3 PLC                                  | Tesco Property Finance 3 PLC                                                     | CUSIP: 000000000<br>LEI: 213800HCQGDQGFP75D78 | Long             | ABS-CBDO         | CORP              | GB        |      347073 | PA      | $458256.39     | 0.01%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2610000 | PA      | $1943069.80    | 0.03%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ren Finance BV                                            | Ren Finance BV                                                                   | CUSIP: 000000000<br>LEI: 54930019D5P01WQQZF17 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $205753.05     | 0.00%             | 2029-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $552379.16     | 0.01%             | 2026-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                         | Council Of Europe Development Bank                                               | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |       50000 | PA      | $56555.94      | 0.00%             | 2025-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                        | Belfius Bank SA                                                                  | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |      600000 | PA      | $697070.79     | 0.01%             | 2029-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                                           | Stadshypotek AB                                                                  | CUSIP: 000000000<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $1018984.27    | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $199811.14     | 0.00%             | 2033-09-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  8989600000 | PA      | $1652236.79    | 0.02%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   400000000 | PA      | $431562.57     | 0.01%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1465000 | PA      | $1595488.41    | 0.02%             | 2028-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $206615.43     | 0.00%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     4600000 | PA      | $669502.40     | 0.01%             | 2030-04-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      300000 | PA      | $353173.14     | 0.01%             | 2029-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAIFFEISENBANK AS                                         | Raiffeisenbank AS                                                                | CUSIP: 000000000<br>LEI: 31570010000000004460 | Long             | DBT              | CORP              | CZ        |      300000 | PA      | $351416.35     | 0.01%             | 2030-06-05      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8495000 | PA      | $2151801.12    | 0.03%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $186799.71     | 0.00%             | 2033-07-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $1032375.09    | 0.01%             | 2031-04-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $570780.41     | 0.01%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                      | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237480.87     | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                     | OeBB-Infrastruktur AG                                                            | CUSIP: 000000000<br>LEI: 529900UUANUJ60MNMX97 | Long             | DBT              | CORP              | AT        |      475000 | PA      | $547762.61     | 0.01%             | 2033-10-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $446540.38     | 0.01%             | 2026-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $348404.82     | 0.00%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $225883.37     | 0.00%             | 2031-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                       | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $339196.51     | 0.00%             | 2030-09-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                 | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $203924.56     | 0.00%             | 2052-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                   | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |      300000 | PA      | $333388.54     | 0.00%             | 2027-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                              | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      400000 | PA      | $385165.91     | 0.01%             | 2032-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                       | American International Group Inc                                                 | CUSIP: 000000000<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      250000 | PA      | $279289.68     | 0.00%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EAST JAPAN RAILWAY CO                                     | East Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $240806.17     | 0.00%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                    | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $306166.93     | 0.00%             | 2029-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $224574.02     | 0.00%             | 2027-05-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AN2<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74831.28      | 0.00%             | 2041-06-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Balder Finland OYJ                                        | Balder Finland OYJ                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $208165.75     | 0.00%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $350828.29     | 0.01%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      739000 | PA      | $836195.13     | 0.01%             | 2033-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIBC BANK NV                                              | NIBC Bank NV                                                                     | CUSIP: 000000000<br>LEI: B64D6Y3LBJS4ANNPCU93 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $97250.13      | 0.00%             | 2031-04-21      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                       | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $579638.58     | 0.01%             | 2029-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    79920000 | PA      | $212263.43     | 0.00%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OPB Finance Trust                                         | OPB Finance Trust                                                                | CUSIP: 67103MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      400000 | PA      | $291208.01     | 0.00%             | 2027-01-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $502518.40     | 0.01%             | 2026-12-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAC5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67185.57      | 0.00%             | 2043-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      800000 | PA      | $515335.33     | 0.01%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LEY8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $450364.62     | 0.01%             | 2027-12-07      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086WG5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $225519.16     | 0.00%             | 2028-01-17      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      300000 | PA      | $348955.27     | 0.00%             | 2035-11-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5140000 | PA      | $1482613.28    | 0.02%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $668438.65     | 0.01%             | 2026-02-24      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1170000 | PA      | $647085.82     | 0.01%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $353264.17     | 0.01%             | 2028-06-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   374200000 | PA      | $2009887.09    | 0.03%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      300000 | PA      | $332208.41     | 0.00%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    21000000 | PA      | $868991.76     | 0.01%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURE                                  | Holding d'Infrastructures de Transport SASU                                      | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $532841.69     | 0.01%             | 2029-09-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |       50000 | PA      | $37868.79      | 0.00%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $529854.05     | 0.01%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $113688.48     | 0.00%             | 2039-03-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      200000 | PA      | $224175.83     | 0.00%             | 2026-01-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $672202.51     | 0.01%             | 2026-03-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAN1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $128400.52     | 0.00%             | 2049-04-03      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2700000 | PA      | $443867.54     | 0.01%             | 2036-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    28000000 | PA      | $3966619.41    | 0.06%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                         | CUSIP: 000000000<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226104.38     | 0.00%             | 2030-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    66520000 | PA      | $9838591.75    | 0.14%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 22136000000 | PA      | $1322991.15    | 0.02%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COVIVIO                                                   | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              |  | FR        |      100000 | PA      | $119907.93     | 0.00%             | 2032-06-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $214297.32     | 0.00%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   240000000 | PA      | $1207468.74    | 0.02%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3060000 | PA      | $3366876.10    | 0.05%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GREATER TORONTO AIRPORTS                                  | Greater Toronto Airports Authority                                               | CUSIP: 39191ZBB4<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $228229.46     | 0.00%             | 2037-06-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                   | Region of Ile de France                                                          | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $564879.61     | 0.01%             | 2034-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $500739.52     | 0.01%             | 2032-07-06      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $85094.78      | 0.00%             | 2036-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 27269000000 | PA      | $1681568.30    | 0.02%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $370677.83     | 0.01%             | 2050-05-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      500000 | PA      | $580654.10     | 0.01%             | 2032-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $333874.12     | 0.00%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9380000 | PA      | $2202937.54    | 0.03%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $704075.11     | 0.01%             | 2027-07-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $228468.13     | 0.00%             | 2034-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UP8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $145141.92     | 0.00%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $887618.57     | 0.01%             | 2026-07-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAU0<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152833.07     | 0.00%             | 2036-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   432300000 | PA      | $2430578.69    | 0.03%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $330661.60     | 0.00%             | 2035-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1754000 | PA      | $2032901.98    | 0.03%             | 2028-07-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   293650000 | PA      | $1907081.69    | 0.03%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $261439.26     | 0.00%             | 2029-01-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $268040.86     | 0.00%             | 2029-10-09      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      375000 | PA      | $415624.73     | 0.01%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                         | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |      250000 | PA      | $258875.51     | 0.00%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    25000000 | PA      | $3736087.70    | 0.05%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                              | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $343910.32     | 0.00%             | 2031-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   614100000 | PA      | $3365619.37    | 0.05%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $182700.81     | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $296874.00     | 0.00%             | 2032-11-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $186745.34     | 0.00%             | 2030-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                                  | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $443538.81     | 0.01%             | 2026-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $69586.26      | 0.00%             | 2040-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TDC Net AS                                                | TDC Net AS                                                                       | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $247785.14     | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      275000 | PA      | $210833.88     | 0.00%             | 2041-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAH2<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $142388.21     | 0.00%             | 2026-06-19      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $439020.36     | 0.01%             | 2034-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GIBSON ENERGY INC                                         | Gibson Energy Inc                                                                | CUSIP: 374825AL1<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73301.92      | 0.00%             | 2031-11-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                            | Jyske Bank A/S                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $114886.11     | 0.00%             | 2031-04-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS FIN                                  | Heidelberg Materials Finance Luxembourg SA                                       | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |      320000 | PA      | $350904.21     | 0.01%             | 2027-12-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DE VOLKSBANK NV                                           | de Volksbank NV                                                                  | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $346266.18     | 0.00%             | 2031-03-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                    | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |      650000 | PA      | $686678.35     | 0.01%             | 2038-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      300000 | PA      | $293465.85     | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      120000 | PA      | $135941.99     | 0.00%             | 2035-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    57415000 | PA      | $1627611.59    | 0.02%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                               | Keyera Corp                                                                      | CUSIP: 49327ZAD7<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149795.91     | 0.00%             | 2054-01-04      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ CA FIN INC                                  | Mercedes-Benz Finance Canada Inc                                                 | CUSIP: 58769CAA0<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $296379.95     | 0.00%             | 2026-06-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6360000 | PA      | $6913989.82    | 0.10%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $223124.78     | 0.00%             | 2032-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $14178.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $737764.91     | 0.01%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MAW3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $69376.10      | 0.00%             | 2044-04-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $428044.89     | 0.01%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $342013.02     | 0.00%             | 2032-10-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                 | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      380000 | PA      | $415448.94     | 0.01%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1029990.40    | 0.01%             | 2030-04-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      450000 | PA      | $507498.99     | 0.01%             | 2030-12-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1510000 | PA      | $1542217.42    | 0.02%             | 2029-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      300000 | PA      | $343380.56     | 0.00%             | 2031-04-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2311000 | PA      | $2697380.71    | 0.04%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $283223.30     | 0.00%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freshwater Finance PLC                                    | Freshwater Finance PLC                                                           | CUSIP: 000000000<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $123811.74     | 0.00%             | 2035-04-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      550000 | PA      | $634390.61     | 0.01%             | 2027-10-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $92530.40      | 0.00%             | 2036-06-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2400000 | PA      | $1431842.19    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4340000 | PA      | $5610291.36    | 0.08%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $493186.15     | 0.01%             | 2036-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      500000 | PA      | $579169.82     | 0.01%             | 2032-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4970000 | PA      | $6598791.40    | 0.09%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4516410000 | PA      | $3087061.55    | 0.04%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $260608.70     | 0.00%             | 2025-12-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $437778.56     | 0.01%             | 2028-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $49883.17      | 0.00%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $126195.77     | 0.00%             | 2071-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      800000 | PA      | $879311.97     | 0.01%             | 2027-10-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     1200000 | PA      | $780751.21     | 0.01%             | 2027-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      400000 | PA      | $363011.45     | 0.01%             | 2037-06-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                      | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $468812.47     | 0.01%             | 2031-08-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1021000 | PA      | $986506.66     | 0.01%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1022120.21    | 0.01%             | 2027-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1750000 | PA      | $1926123.42    | 0.03%             | 2027-06-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $219135.30     | 0.00%             | 2027-09-27      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                       | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $549000.66     | 0.01%             | 2027-02-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1132600000 | PA      | $7811538.79    | 0.11%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AUCKLAND COUNCIL                                          | Auckland Council                                                                 | CUSIP: 000000000<br>LEI: 213800RWHTSELJS5LA96 | Long             | DBT              | NUSS              | NZ        |      400000 | PA      | $385490.21     | 0.01%             | 2031-11-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WESTCOAST ENERGY INC                                      | Westcoast Energy Inc                                                             | CUSIP: 95751ZAN3<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140495.15     | 0.00%             | 2041-10-28      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $721868.77     | 0.01%             | 2030-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      685000 | PA      | $617709.91     | 0.01%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                   | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $219461.41     | 0.00%             | 2029-03-12      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $572049.90     | 0.01%             | 2034-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                                  | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      100000 | PA      | $95846.64      | 0.00%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $324425.76     | 0.00%             | 2029-04-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      800000 | PA      | $936959.28     | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $602286.05     | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $311817.10     | 0.00%             | 2030-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCD7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73560.55      | 0.00%             | 2034-08-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      730000 | PA      | $745922.68     | 0.01%             | 2030-05-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROFIMA                                                  | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |      700000 | PA      | $783675.44     | 0.01%             | 2035-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZAT5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108839.42     | 0.00%             | 2025-09-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAP6<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $460451.37     | 0.01%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      500000 | PA      | $510688.90     | 0.01%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    95000000 | PA      | $13366536.23   | 0.19%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $575748.79     | 0.01%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2667340 | PA      | $2032447.55    | 0.03%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      100000 | PA      | $130966.93     | 0.00%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE SA                                            | WPP Finance SA                                                                   | CUSIP: 000000000<br>LEI: 549300KWN0W6L03WNN80 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $351776.76     | 0.01%             | 2028-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SPAREBANKEN VEST BOLIGKR                                  | Sparebanken Vest Boligkreditt AS                                                 | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6AO004 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $559923.92     | 0.01%             | 2025-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $590757.38     | 0.01%             | 2029-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $222068.55     | 0.00%             | 2033-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     5568000 | PA      | $1511038.88    | 0.02%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CBRE GI OPEN END FUND                                     | CBRE Global Investors Open-Ended Funds SCA SICAV-SIF-Pan European Core Fund      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $211612.81     | 0.00%             | 2028-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                                  | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |      550000 | PA      | $610850.95     | 0.01%             | 2026-10-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3300000 | PA      | $836873.65     | 0.01%             | 2049-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| KAF KAERTNER AUSGLEICHSZ                                  | KAF Kaerntner Ausgleichszahlungs-Fonds                                           | CUSIP: 000000000<br>LEI: 5299005K04JUZBZIIE85 | Long             | DBT              | CORP              | AT        |      450000 | PA      | $414576.27     | 0.01%             | 2032-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                             | Stryker Corp.                                                                    | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      560000 | PA      | $621570.48     | 0.01%             | 2030-11-30      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $880267.33     | 0.01%             | 2027-02-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4000000 | PA      | $4412940.87    | 0.06%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   135500000 | PA      | $19974668.28   | 0.29%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| KEYERA CORP                                               | Keyera Corp                                                                      | CUSIP: 49327ZAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146369.44     | 0.00%             | 2028-06-21      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                | LANXESS AG                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |      225000 | PA      | $254722.33     | 0.00%             | 2025-05-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   236950000 | PA      | $1599048.74    | 0.02%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| OP CORPORATE BANK PLC                                     | OP Corporate Bank plc                                                            | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $543186.46     | 0.01%             | 2027-07-27      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1148000 | PA      | $1322989.12    | 0.02%             | 2033-02-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      705000 | PA      | $796456.70     | 0.01%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vattenfall AB                                             | Vattenfall AB                                                                    | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      360000 | PA      | $524144.97     | 0.01%             | 2039-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5410000 | PA      | $5724330.34    | 0.08%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES                                  | Action Logement Services                                                         | CUSIP: 000000000<br>LEI: 969500O2QYH3YW92C551 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $780840.10     | 0.01%             | 2039-10-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   492300000 | PA      | $2796067.09    | 0.04%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $84864.85      | 0.00%             | 2048-10-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $110455.66     | 0.00%             | 2026-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                    | Booking Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $235047.54     | 0.00%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAQ1<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $106529.80     | 0.00%             | 2050-08-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   331550000 | PA      | $880579.81     | 0.01%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $251841.14     | 0.00%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3960000 | PA      | $2524562.93    | 0.04%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $224724.89     | 0.00%             | 2027-01-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $216043.88     | 0.00%             | 2027-07-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      322000 | PA      | $340893.05     | 0.00%             | 2028-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1225000 | PA      | $1346863.00    | 0.02%             | 2026-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                     | CUSIP: 29251ZCH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144574.21     | 0.00%             | 2035-02-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      310000 | PA      | $330747.02     | 0.00%             | 2031-02-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4711000 | PA      | $4816588.09    | 0.07%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BANK GMBH                                       | UniCredit Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $230483.05     | 0.00%             | 2027-05-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $337933.69     | 0.00%             | 2033-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $872390.54     | 0.01%             | 2027-02-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      800000 | PA      | $973026.88     | 0.01%             | 2028-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2754270 | PA      | $3688709.05    | 0.05%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $320366.88     | 0.00%             | 2028-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TATRA BANKA AS                                            | Tatra Banka as                                                                   | CUSIP: 000000000<br>LEI: 3157002JBFAI478MD587 | Long             | DBT              | CORP              | SK        |      400000 | PA      | $471898.40     | 0.01%             | 2030-04-29      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| EMIRATES TELECOM GROUP                                    | Emirates Telecommunications Group Co PJSC                                        | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |      600000 | PA      | $679287.84     | 0.01%             | 2026-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7080000 | PA      | $1697336.85    | 0.02%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Republic of Cyprus                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      300000 | PA      | $343962.60     | 0.00%             | 2025-11-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3839000 | PA      | $4299209.83    | 0.06%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5000000 | PA      | $3571580.30    | 0.05%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1300000 | PA      | $1342327.57    | 0.02%             | 2029-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1400000 | PA      | $1058950.19    | 0.02%             | 2052-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PGS6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      920000 | PA      | $666710.76     | 0.01%             | 2028-12-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109232.00     | 0.00%             | 2028-04-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $231661.38     | 0.00%             | 2030-07-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      150000 | PA      | $98552.86      | 0.00%             | 2044-07-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2000000 | PA      | $1466775.37    | 0.02%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2161650000 | PA      | $14601003.41   | 0.21%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (GIVAUDAN)                                       | Argentum Netherlands BV for Givaudan SA                                          | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $434519.29     | 0.01%             | 2030-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      300000 | PA      | $341129.61     | 0.00%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $804840.98     | 0.01%             | 2026-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $451617.09     | 0.01%             | 2027-11-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                       | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      307000 | PA      | $303882.52     | 0.00%             | 2031-08-05      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4872000 | PA      | $5213230.09    | 0.07%             | 2033-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3405000 | PA      | $4560807.16    | 0.07%             | 2031-01-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                      | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      300000 | PA      | $287361.69     | 0.00%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAR7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $172568.77     | 0.00%             | 2036-11-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                      | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      308000 | PA      | $346501.00     | 0.00%             | 2026-05-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 000000000<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      500000 | PA      | $543319.10     | 0.01%             | 2027-11-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $558868.04     | 0.01%             | 2026-01-19      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614853FB0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $145292.99     | 0.00%             | 2034-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5000000 | PA      | $5578337.12    | 0.08%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $164812.27     | 0.00%             | 2031-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 13638ZDX0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141604.04     | 0.00%             | 2028-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZAX8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $207907.59     | 0.00%             | 2039-03-03      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     5290000 | PA      | $5839741.01    | 0.08%             | 2027-04-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                | NAV Canada                                                                       | CUSIP: 62895ZAQ3<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $58094.32      | 0.00%             | 2050-09-29      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $226835.53     | 0.00%             | 2036-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      500000 | PA      | $370733.95     | 0.01%             | 2042-01-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $144335.51     | 0.00%             | 2041-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      850000 | PA      | $944159.97     | 0.01%             | 2027-01-22      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $361818.54     | 0.01%             | 2034-03-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $111595.70     | 0.00%             | 2036-01-31      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                     | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $230266.33     | 0.00%             | 2034-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT HAMBURG                                  | Free and Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $92686.27      | 0.00%             | 2038-11-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2750000 | PA      | $2064851.58    | 0.03%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     2000000 | PA      | $72507.58      | 0.00%             | 2041-06-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $1137603.98    | 0.02%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086SY1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138563.84     | 0.00%             | 2033-01-28      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $698027.91     | 0.01%             | 2033-05-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LEASYS SPA                                                | Leasys SpA                                                                       | CUSIP: 000000000<br>LEI: 5493009CCXH3RNCA7U43 | Long             | DBT              | CORP              | IT        |      900000 | PA      | $1029842.58    | 0.01%             | 2029-01-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      400000 | PA      | $443104.34     | 0.01%             | 2036-09-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REGIONAL MUNI OF YORK                                     | Regional Municipality of York                                                    | CUSIP: 98704CQX7<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $36274.72      | 0.00%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $110156.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4458000 | PA      | $4643291.68    | 0.07%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VW CREDIT CANADA INC                                      | VW Credit Canada Inc                                                             | CUSIP: 918423BC7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $381070.93     | 0.01%             | 2027-11-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $238716.73     | 0.00%             | 2031-09-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | DBT              | CORP              | NL        |      340000 | PA      | $356510.88     | 0.01%             | 2029-05-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1871000 | PA      | $1279699.30    | 0.02%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                  | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4800000 | PA      | $4726099.88    | 0.07%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3000000000 | PA      | $2176714.67    | 0.03%             | 2029-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HAMMERSON PLC                                             | Hammerson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              |  | GB        |      100000 | PA      | $127713.43     | 0.00%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3593000 | PA      | $3925052.30    | 0.06%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    17300000 | PA      | $2490171.88    | 0.04%             | 2029-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      600000 | PA      | $363049.99     | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                 | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $115019.72     | 0.00%             | 2034-06-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $399798.31     | 0.01%             | 2028-10-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                   | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $258056.67     | 0.00%             | 2033-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $409639.09     | 0.01%             | 2030-01-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    42900000 | PA      | $6389625.10    | 0.09%             | 2033-10-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                     | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $620371.25     | 0.01%             | 2029-03-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $323929.97     | 0.00%             | 2027-10-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $464031.09     | 0.01%             | 2029-02-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1200000 | PA      | $1365741.49    | 0.02%             | 2034-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $497355.30     | 0.01%             | 2040-06-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |     1700000 | PA      | $1916746.85    | 0.03%             | 2029-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      561000 | PA      | $600009.39     | 0.01%             | 2028-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $223994.41     | 0.00%             | 2032-02-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                  | Deutsche Telekom International Finance BV                                        | CUSIP: 000000000<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      289000 | PA      | $356225.95     | 0.01%             | 2029-04-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCC6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $141207.81     | 0.00%             | 2029-09-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                 | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $781712.43     | 0.01%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $319307.22     | 0.00%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1950000 | PA      | $1228662.95    | 0.02%             | 2025-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $652361.90     | 0.01%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      600000 | PA      | $598052.02     | 0.01%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   325300000 | PA      | $1831095.36    | 0.03%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                 | Mapfre SA                                                                        | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $459921.80     | 0.01%             | 2047-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      570000 | PA      | $414597.53     | 0.01%             | 2046-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                              | Hydro-Quebec                                                                     | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1120000 | PA      | $879513.64     | 0.01%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      595000 | PA      | $670925.47     | 0.01%             | 2026-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                             | ArcelorMittal SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      650000 | PA      | $733279.50     | 0.01%             | 2025-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PFL2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1160000 | PA      | $834762.71     | 0.01%             | 2026-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $113779.23     | 0.00%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $674695.89     | 0.01%             | 2026-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                                        | National Grid Electricity Distribution East Midlands PLC                         | CUSIP: 000000000<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $234610.71     | 0.00%             | 2032-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    14100000 | PA      | $3562195.86    | 0.05%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP                                        | CK Hutchison Group Telecom Finance SA                                            | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $290956.85     | 0.00%             | 2034-10-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $106533.31     | 0.00%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOLKSBANK WIEN AG                                         | Volksbank Wien AG                                                                | CUSIP: 000000000<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $336981.04     | 0.00%             | 2035-12-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                    | American Honda Finance Corp                                                      | CUSIP: 000000000<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      300000 | PA      | $343149.99     | 0.00%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   255350000 | PA      | $1340291.31    | 0.02%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                     | Repsol Europe Finance Sarl                                                       | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $223677.18     | 0.00%             | 2034-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    91930000 | PA      | $15879587.94   | 0.23%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                     | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $16875.09      | 0.00%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     6197000 | PA      | $3766885.06    | 0.05%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $283790.29     | 0.00%             | 2032-03-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OPTUS FINANCE PTY LTD                                     | Optus Finance Pty Ltd                                                            | CUSIP: 000000000<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $417190.36     | 0.01%             | 2029-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Greene King Finance PLC                                   | Greene King Finance PLC                                                          | CUSIP: 000000000<br>LEI: 213800QIJMYMW6TSBG41 | Long             | DBT              | CORP              | GB        |      119025 | PA      | $147638.08     | 0.00%             | 2035-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ADM3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2860000 | PA      | $2072549.93    | 0.03%             | 2026-06-02      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      100000 | PA      | $101256.22     | 0.00%             | 2030-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      320000 | PA      | $328102.21     | 0.00%             | 2032-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1346000 | PA      | $1239856.39    | 0.02%             | 2035-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GRENKE FINANCE PLC                                        | Grenke Finance PLC                                                               | CUSIP: 000000000<br>LEI: 635400ILKD2MBMANBG03 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $232794.12     | 0.00%             | 2029-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANTON OF ZURICH                                          | Canton of Zurich                                                                 | CUSIP: 000000000<br>LEI: 5067000JHM0Z8259CW65 | Long             | DBT              | NUSS              | CH        |      300000 | PA      | $346528.88     | 0.00%             | 2033-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2903000 | PA      | $3914229.25    | 0.06%             | 2030-01-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $558794.09     | 0.01%             | 2035-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| H&R REAL ESTATE INVESTME                                  | H&R Real Estate Investment Trust                                                 | CUSIP: 403925BB5<br>LEI: 549300TGNP6B6GUVGW10 | Long             | DBT              |  | CA        |      100000 | PA      | $72576.26      | 0.00%             | 2025-06-16      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $107434.88     | 0.00%             | 2028-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2154000 | PA      | $2329828.66    | 0.03%             | 2027-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $466365.67     | 0.01%             | 2030-01-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      830000 | PA      | $485061.48     | 0.01%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     1630000 | PA      | $1876536.97    | 0.03%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $516000.58     | 0.01%             | 2026-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    22484000 | PA      | $3325761.31    | 0.05%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 592179KA2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $280101.75     | 0.00%             | 2028-03-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE DAC                                           | ESB Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |      757000 | PA      | $784340.36     | 0.01%             | 2033-11-05      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FREISTAAT BAYERN                                          | Free State of Bavaria                                                            | CUSIP: 000000000<br>LEI: 529900HHAI6YR14M3S54 | Long             | DBT              | NUSS              | DE        |      800000 | PA      | $868121.36     | 0.01%             | 2055-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4127000 | PA      | $4872259.03    | 0.07%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                         | CPPIB Capital Inc                                                                | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $304823.07     | 0.00%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      300000 | PA      | $332275.27     | 0.00%             | 2037-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $465661.87     | 0.01%             | 2029-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $362242.79     | 0.01%             | 2030-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     7000000 | PA      | $1036866.34    | 0.01%             | 2032-08-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                   | Societe Des Grands Projets EPIC                                                  | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $578733.28     | 0.01%             | 2031-11-25      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $861145.88     | 0.01%             | 2035-06-10      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SOCIETATEA NATIONALA DE                                   | Societatea Nationala de Gaze Naturale ROMGAZ SA                                  | CUSIP: 000000000<br>LEI: 2549009R7KJ38D9RW354 | Long             | DBT              | CORP              | RO        |      300000 | PA      | $338490.35     | 0.00%             | 2029-10-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $217288.25     | 0.00%             | 2037-02-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2517000 | PA      | $2858507.64    | 0.04%             | 2033-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1607000 | PA      | $1219184.01    | 0.02%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8440000 | PA      | $2214258.63    | 0.03%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    14685000 | PA      | $2237466.44    | 0.03%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                         | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $229457.05     | 0.00%             | 2036-05-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SWEDISH COVERED BOND                                      | Sveriges Sakerstallda Obligationer AB                                            | CUSIP: 000000000<br>LEI: 1JDCK5BUVTXRHQBEPT93 | Long             | DBT              | CORP              | SE        |      350000 | PA      | $388201.53     | 0.01%             | 2027-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $452180.70     | 0.01%             | 2033-02-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTCONNEX FINANCE CO PT                                  | WestConnex Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 254900CGI0XY1HBTHF74 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $86244.77      | 0.00%             | 2031-03-31      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $653715.57     | 0.01%             | 2033-02-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   462250000 | PA      | $2857000.14    | 0.04%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| 407 INTERNATIONAL INC                                     | 407 International Inc                                                            | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $63420.41      | 0.00%             | 2044-09-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $387981.17     | 0.01%             | 2041-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                              | CUSIP: 000000000<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      200000 | PA      | $217013.00     | 0.00%             | 2037-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    14201000 | PA      | $15463484.53   | 0.22%             | 2028-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      300000 | PA      | $282912.82     | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      400000 | PA      | $525387.40     | 0.01%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   628400000 | PA      | $4342653.04    | 0.06%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11960000 | PA      | $1782695.36    | 0.03%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8225000 | PA      | $7201238.06    | 0.10%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1450000 | PA      | $924398.04     | 0.01%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Republic of Lithuania                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      418000 | PA      | $460251.50     | 0.01%             | 2027-05-26      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Republic of Lithuania                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      428000 | PA      | $425546.25     | 0.01%             | 2035-10-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4832000 | PA      | $4870635.19    | 0.07%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    17120000 | PA      | $690909.72     | 0.01%             | 2044-06-29      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $227532.69     | 0.00%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      375000 | PA      | $427058.12     | 0.01%             | 2037-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $177661.11     | 0.00%             | 2035-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAH2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $110741.00     | 0.00%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BRITISH COL INV                                           | British Columbia Investment Management Corp                                      | CUSIP: 110610AC6<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $737254.13     | 0.01%             | 2030-06-02      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $643226.12     | 0.01%             | 2030-09-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $665393.99     | 0.01%             | 2027-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                        | Denmark Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     3160000 | PA      | $421833.83     | 0.01%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | SANOFI SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $225676.66     | 0.00%             | 2031-03-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $567816.61     | 0.01%             | 2031-01-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Republika Slovenija                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     1370000 | PA      | $1512469.29    | 0.02%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $66873.85      | 0.00%             | 2049-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111874.24     | 0.00%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $357275.79     | 0.01%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      400000 | PA      | $458738.31     | 0.01%             | 2034-03-21      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $760324.42     | 0.01%             | 2028-05-29      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1196000 | PA      | $1313161.03    | 0.02%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $101493.52     | 0.00%             | 2026-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                        | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      597000 | PA      | $703010.47     | 0.01%             | 2031-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE BANK SA                                        | John Deere Bank SA                                                               | CUSIP: 000000000<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $231617.10     | 0.00%             | 2029-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $227653.49     | 0.00%             | 2033-01-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |      100000 | PA      | $127555.76     | 0.00%             | 2027-03-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14000000 | PA      | $2645578.04    | 0.04%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $242687.80     | 0.00%             | 2033-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                     | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $320423.01     | 0.00%             | 2028-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $456832.41     | 0.01%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $399832.72     | 0.01%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    64040000 | PA      | $9284052.28    | 0.13%             | 2034-04-12      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                                  | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $403725.01     | 0.01%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |      510000 | PA      | $538741.69     | 0.01%             | 2032-08-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SODEXO SA                                                 | Sodexo SA                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $430945.15     | 0.01%             | 2028-07-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $189758.74     | 0.00%             | 2038-10-11      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                       | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      200000 | PA      | $233326.56     | 0.00%             | 2029-07-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3700000 | PA      | $4823188.23    | 0.07%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $108107.55     | 0.00%             | 2028-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5447000 | PA      | $5858702.66    | 0.08%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                        | Sweden Government Bond                                                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    26085000 | PA      | $2405656.88    | 0.03%             | 2031-05-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      150000 | PA      | $172319.98     | 0.00%             | 2033-07-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $582466.91     | 0.01%             | 2033-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $623038.52     | 0.01%             | 2026-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                       | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $579916.67     | 0.01%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                 | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231361.31     | 0.00%             | 2030-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $638595.91     | 0.01%             | 2032-12-03      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110942.40     | 0.00%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                             | Videotron Ltd                                                                    | CUSIP: 92660FAM6<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $138672.87     | 0.00%             | 2031-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    13000000 | PA      | $2007476.03    | 0.03%             | 2031-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    18267000 | PA      | $755898.69     | 0.01%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $149556.85     | 0.00%             | 2034-01-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111355.97     | 0.00%             | 2037-02-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TELENOR ASA                                               | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | DBT              | CORP              | NO        |      650000 | PA      | $776351.34     | 0.01%             | 2030-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ISS GLOBAL A/S                                            | ISS Global A/S                                                                   | CUSIP: 000000000<br>LEI: 213800W6DPUGWBGTD766 | Long             | DBT              | CORP              | DK        |      350000 | PA      | $386534.24     | 0.01%             | 2027-08-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                      | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $694518.63     | 0.01%             | 2032-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1016150000 | PA      | $550357.10     | 0.01%             | 2066-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    79390000 | PA      | $14080166.62   | 0.20%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2542000 | PA      | $1945863.07    | 0.03%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GRAND DUCHY LUXEMBOURG                                    | State of the Grand-Duchy of Luxembourg                                           | CUSIP: 000000000<br>LEI: 22210065LIUFB00MNF63 | Long             | DBT              | NUSS              | LU        |     1107000 | PA      | $1086857.08    | 0.02%             | 2031-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT CANADA CO/CA                                  | Ford Credit Canada Co/Canada                                                     | CUSIP: 34527ACX6<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $210652.40     | 0.00%             | 2031-05-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    83950000 | PA      | $12611425.85   | 0.18%             | 2033-03-06      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2128000 | PA      | $1788102.45    | 0.03%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    81100000 | PA      | $12223951.49   | 0.17%             | 2033-02-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HOWOGE WOHNUNGS                                           | HOWOGE Wohnungsbaugesellschaft mbH                                               | CUSIP: 000000000<br>LEI: 894500BIY1Z9MG9QB745 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $833815.46     | 0.01%             | 2028-11-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                          | ASB Bank Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      550000 | PA      | $645647.89     | 0.01%             | 2027-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      600000 | PA      | $706195.60     | 0.01%             | 2028-04-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      520000 | PA      | $570657.27     | 0.01%             | 2027-09-05      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6831000 | PA      | $7283693.07    | 0.10%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                      | Perusahaan Penerbit SBSN Indonesia                                               | CUSIP: 000000000<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |  7600000000 | PA      | $505829.66     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 459200JM4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $691610.97     | 0.01%             | 2026-11-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    24500000 | PA      | $3644485.65    | 0.05%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand International Ltd.                        | ANZ New Zealand International Ltd.                                               | CUSIP: 000000000<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |      200000 | PA      | $206583.76     | 0.00%             | 2029-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      100000 | PA      | $80057.20      | 0.00%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MMB SCF                                                   | MMB SCF SACA                                                                     | CUSIP: 000000000<br>LEI: 969500901GY8ZCBR6Y85 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $379308.05     | 0.01%             | 2031-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $228389.66     | 0.00%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                                          | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |      350000 | PA      | $443777.63     | 0.01%             | 2028-08-28      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      500000 | PA      | $572337.86     | 0.01%             | 2028-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JX7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $258895.23     | 0.00%             | 2054-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $804482.60     | 0.01%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      160000 | PA      | $180692.55     | 0.00%             | 2060-03-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68323AEE0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2360000 | PA      | $1713460.59    | 0.02%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                      | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      275000 | PA      | $289907.11     | 0.00%             | 2031-02-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $6441.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSPAR.SCHWAEBISCH HALL                                  | Bausparkasse Schwaebisch Hall AG                                                 | CUSIP: 000000000<br>LEI: 529900JZXXU699FCKK89 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $554099.71     | 0.01%             | 2033-04-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| DE VOLKSBANK NV                                           | de Volksbank NV                                                                  | CUSIP: 000000000<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $338540.56     | 0.00%             | 2027-05-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                     | Prologis International Funding II SA                                             | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $504459.76     | 0.01%             | 2031-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                  | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6150000 | PA      | $7100335.23    | 0.10%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $231327.60     | 0.00%             | 2028-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2865000 | PA      | $832436.07     | 0.01%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854JT6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $64988.25      | 0.00%             | 2042-02-03      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TASMANIAN PUBLIC FINANCE                                  | Tasmanian Public Finance Corp                                                    | CUSIP: 000000000<br>LEI: 254900YGZAI23JWAJW51 | Long             | DBT              | NUSS              | AU        |      550000 | PA      | $322580.05     | 0.00%             | 2030-01-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK CAPITAL FINANCE                                    | Mohawk Capital Finance SA                                                        | CUSIP: 000000000<br>LEI: 549300IXL8ST9Z2BTY31 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $222404.52     | 0.00%             | 2027-06-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1033000 | PA      | $1050448.14    | 0.02%             | 2030-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $841017.35     | 0.01%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      457000 | PA      | $483959.94     | 0.01%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     7378000 | PA      | $655536.19     | 0.01%             | 2029-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ATHORA HOLDING LTD                                        | Athora Holding Ltd                                                               | CUSIP: 000000000<br>LEI: 98450059DQ10TFC4B020 | Long             | DBT              | CORP              | BM        |      300000 | PA      | $353714.06     | 0.01%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                    | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      550000 | PA      | $526507.55     | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1426550000 | PA      | $9549471.87    | 0.14%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117GX51<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $618605.82     | 0.01%             | 2028-09-08      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                       | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $228851.71     | 0.00%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                              | Verizon Communications, Inc.                                                     | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      527000 | PA      | $543563.10     | 0.01%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $106254.41     | 0.00%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $349508.59     | 0.00%             | 2034-06-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BEVCO LUX SARL                                            | Bevco Lux Sarl                                                                   | CUSIP: 000000000<br>LEI: 529900A04GL02604LJ24 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $440422.10     | 0.01%             | 2027-09-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LABRADOR-ISLAND LINK FUN                                  | Labrador-Island Link Funding Trust                                               | CUSIP: 505443AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $222087.44     | 0.00%             | 2033-06-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                         | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $176785.08     | 0.00%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1180000 | PA      | $1297786.06    | 0.02%             | 2028-02-14      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $321725.29     | 0.00%             | 2029-07-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG                                                                           | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |      583000 | PA      | $653154.72     | 0.01%             | 2028-04-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   328700000 | PA      | $2194085.03    | 0.03%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $312029.97     | 0.00%             | 2032-01-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $347768.93     | 0.00%             | 2035-07-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES            | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    44100000 | NS      | $44100000.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $133240.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    72480000 | PA      | $12707922.95   | 0.18%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1550000 | PA      | $1169037.18    | 0.02%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 06368DTH7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $107363.58     | 0.00%             | 2026-05-28      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      350000 | PA      | $328396.79     | 0.00%             | 2037-11-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234NM6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      580000 | PA      | $491439.86     | 0.01%             | 2031-06-02      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OP MORTGAGE BANK                                          | OP Mortgage Bank                                                                 | CUSIP: 000000000<br>LEI: 743700IJXAGL8TGFRC33 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $231230.08     | 0.00%             | 2031-07-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      450000 | PA      | $515435.69     | 0.01%             | 2043-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   388300000 | PA      | $2347769.78    | 0.03%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $675312.93     | 0.01%             | 2035-01-03      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN                                    | Wessex Water Services Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $127790.58     | 0.00%             | 2032-10-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4565000 | PA      | $5361822.21    | 0.08%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                   | Thermo Fisher Scientific Finance I BV                                            | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $485245.27     | 0.01%             | 2041-10-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $568168.28     | 0.01%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MECKLENBURG-VORPOMMERN                                    | State of Mecklenburg-Western Pomerania                                           | CUSIP: 000000000<br>LEI: 529900GS012UFPL73V94 | Long             | DBT              | NUSS              | DE        |      470000 | PA      | $532625.14     | 0.01%             | 2032-01-12      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ALBERTA POWERLINE LP                                      | Alberta Powerline LP                                                             | CUSIP: 013047AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      196335 | PA      | $125265.57     | 0.00%             | 2053-12-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Metro Inc                                                 | Metro Inc/CN                                                                     | CUSIP: 59162NAF6<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $109245.03     | 0.00%             | 2027-12-06      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                   | Metropolitan Life Global Funding I                                               | CUSIP: 592179KJ3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $149075.92     | 0.00%             | 2027-04-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| RELIANCE LP                                               | Reliance LP                                                                      | CUSIP: 759480AN6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76155.61      | 0.00%             | 2031-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      435000 | PA      | $220114.37     | 0.00%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $581832.74     | 0.01%             | 2033-06-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      300000 | PA      | $295792.80     | 0.00%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $772818.74     | 0.01%             | 2031-02-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $464175.92     | 0.01%             | 2033-06-07      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     8994000 | PA      | $9854003.36    | 0.14%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      200000 | PA      | $128682.68     | 0.00%             | 2026-02-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7214000 | PA      | $3815236.75    | 0.05%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                            | DSV Finance BV                                                                   | CUSIP: 000000000<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $318262.66     | 0.00%             | 2030-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      540000 | PA      | $599399.45     | 0.01%             | 2026-05-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1890000 | PA      | $1567525.06    | 0.02%             | 2036-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   519350000 | PA      | $3536439.80    | 0.05%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $241939.59     | 0.00%             | 2029-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                  | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      200000 | PA      | $219380.02     | 0.00%             | 2036-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENEXIS HOLDING NV                                         | Enexis Holding NV                                                                | CUSIP: 000000000<br>LEI: 7245009Q5867Q0YC9Q13 | Long             | DBT              | CORP              | NL        |      825000 | PA      | $823929.44     | 0.01%             | 2031-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    21400000 | PA      | $2974571.36    | 0.04%             | 2026-05-11      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     1200000 | PA      | $1388867.78    | 0.02%             | 2033-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $348966.40     | 0.00%             | 2035-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KERING                                                    | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $331922.84     | 0.00%             | 2034-11-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $342579.17     | 0.00%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $222391.18     | 0.00%             | 2031-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $370410.09     | 0.01%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                   | APRR SA                                                                          | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111441.99     | 0.00%             | 2027-01-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $689037.75     | 0.01%             | 2026-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1699000 | PA      | $958995.19     | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $302843.68     | 0.00%             | 2034-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DEUT PFANDBRIEFBANK AG                                    | Deutsche Pfandbriefbank AG                                                       | CUSIP: 000000000<br>LEI: DZZ47B9A52ZJ6LT6VV95 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $227764.78     | 0.00%             | 2026-08-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2342000 | PA      | $2499232.87    | 0.04%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                    | City of Toronto Canada                                                           | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $33459.34      | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                       | DNB Boligkreditt AS                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $215365.02     | 0.00%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      380000 | PA      | $427073.22     | 0.01%             | 2044-01-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORTEGAS ENERGIA DISTRI                                   | NorteGas Energia Distribucion SA                                                 | CUSIP: 000000000<br>LEI: 959800K24LB8NMVR7K61 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $222139.25     | 0.00%             | 2027-09-28      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    16200000 | PA      | $2414527.63    | 0.03%             | 2029-07-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      575000 | PA      | $646069.75     | 0.01%             | 2032-01-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148852.51     | 0.00%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $514947.61     | 0.01%             | 2032-06-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5500000000 | PA      | $4053899.18    | 0.06%             | 2033-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $221907.01     | 0.00%             | 2030-08-21      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $464419.48     | 0.01%             | 2026-11-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      700000 | PA      | $796231.39     | 0.01%             | 2034-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $171049.37     | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      700000 | PA      | $406924.87     | 0.01%             | 2050-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $111947.68     | 0.00%             | 2026-03-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VFK5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      639000 | PA      | $543597.13     | 0.01%             | 2040-05-18      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2067000 | PA      | $1165182.92    | 0.02%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2950000 | PA      | $442718.72     | 0.01%             | 2028-03-26      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      500000 | PA      | $545763.07     | 0.01%             | 2045-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $485895.94     | 0.01%             | 2031-02-22      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $129754.45     | 0.00%             | 2040-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                   | Shell International Finance BV                                                   | CUSIP: 000000000<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $305485.13     | 0.00%             | 2039-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DANSKE HYPOTEK AB                                         | Danske Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 549300R24NNCTGT7CW53 | Long             | DBT              | CORP              | SE        |     8000000 | PA      | $855271.26     | 0.01%             | 2028-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      750000 | PA      | $958385.30     | 0.01%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1036290.41    | 0.01%             | 2031-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SP TRANSMISSION PLC                                       | SP Transmission PLC                                                              | CUSIP: 000000000<br>LEI: 21380066GRV5QOWJZC71 | Long             | DBT              | CORP              | GB        |      223000 | PA      | $248789.40     | 0.00%             | 2031-11-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $281625.50     | 0.00%             | 2033-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $127157.35     | 0.00%             | 2026-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   155000000 | PA      | $1178319.37    | 0.02%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      400000 | PA      | $443388.17     | 0.01%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      467000 | PA      | $477871.69     | 0.01%             | 2028-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    19800000 | PA      | $2036772.09    | 0.03%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $479942.53     | 0.01%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JUNTA DE ANDALUCIA                                        | Junta de Andalucia                                                               | CUSIP: 000000000<br>LEI: 959800G42HFTN7MWAY79 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $218777.00     | 0.00%             | 2032-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1310193.74    | 0.02%             | 2027-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4290000 | PA      | $4256312.44    | 0.06%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      150000 | PA      | $207023.61     | 0.00%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                   | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $221509.91     | 0.00%             | 2026-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $334255.08     | 0.00%             | 2026-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   700000000 | PA      | $4835860.02    | 0.07%             | 2027-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $195658.28     | 0.00%             | 2032-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CNY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2461618.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |      550000 | PA      | $363347.27     | 0.01%             | 2028-10-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      110000 | PA      | $94013.14      | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     4350000 | PA      | $4986984.85    | 0.07%             | 2029-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1050000 | PA      | $766268.96     | 0.01%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $196584.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE DE SAINT-GOBAIN SA                                    | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $576049.24     | 0.01%             | 2030-04-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE KREDITBANK AG                                    | Deutsche Kreditbank AG                                                           | CUSIP: 000000000<br>LEI: 529900K16YGKC8BES892 | Long             | DBT              | CORP              | DE        |      670000 | PA      | $682413.98     | 0.01%             | 2029-11-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VENTAS CANADA FIN LTD                                     | Ventas Canada Finance Ltd                                                        | CUSIP: 92277LAK2<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              |  | CA        |      400000 | PA      | $302653.76     | 0.00%             | 2029-03-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                         | Kommunalbanken AS                                                                | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |      150000 | PA      | $96104.12      | 0.00%             | 2025-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $351891.36     | 0.01%             | 2031-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      500000 | PA      | $480515.21     | 0.01%             | 2031-07-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                     | Svensk Exportkredit AB                                                           | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |      200000 | PA      | $259842.62     | 0.00%             | 2025-12-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US Capital LLC                                                               | CUSIP: 000000000<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $333572.29     | 0.00%             | 2034-02-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     1440000 | PA      | $643088.57     | 0.01%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $143188.55     | 0.00%             | 2027-06-23      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3370000 | PA      | $3573048.02    | 0.05%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 268317BH6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $137985.10     | 0.00%             | 2055-02-06      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                                   | Western Australian Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $282575.81     | 0.00%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $356679.56     | 0.01%             | 2031-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 12657ZBM4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $109968.05     | 0.00%             | 2049-09-07      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6452020 | PA      | $8733478.76    | 0.12%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3559000 | PA      | $2636697.54    | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $387777.76     | 0.01%             | 2026-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $300937.97     | 0.00%             | 2030-01-17      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   664050000 | PA      | $4166301.16    | 0.06%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-773086.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      100000 | PA      | $127784.71     | 0.00%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    45690000 | PA      | $2017579.31    | 0.03%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $208269.93     | 0.00%             | 2029-01-21      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 48124BAG0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $141766.54     | 0.00%             | 2028-03-05      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   315000000 | PA      | $346368.90     | 0.00%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $321110.95     | 0.00%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $233286.72     | 0.00%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                     | Nova Ljubljanska Banka dd                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |      400000 | PA      | $452669.15     | 0.01%             | 2029-01-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      489000 | PA      | $559898.36     | 0.01%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                         | General Mills Inc                                                                | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      400000 | PA      | $463200.62     | 0.01%             | 2030-10-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                          | Pernod Ricard SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $534623.60     | 0.01%             | 2029-04-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCQ1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $300196.68     | 0.00%             | 2054-11-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F7H6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $228518.48     | 0.00%             | 2027-10-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   971000000 | PA      | $6755016.44    | 0.10%             | 2026-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4120000 | PA      | $4698837.90    | 0.07%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                      | General Electric Co.                                                             | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      225000 | PA      | $243145.72     | 0.00%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 70000000000 | PA      | $4167560.95    | 0.06%             | 2034-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                         | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              |  | LU        |      250000 | PA      | $278162.15     | 0.00%             | 2026-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $455684.88     | 0.01%             | 2039-04-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2170000 | PA      | $558216.55     | 0.01%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1970000 | PA      | $2426465.79    | 0.03%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  5410230000 | PA      | $3608089.58    | 0.05%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                          | City of Montreal Canada                                                          | CUSIP: 614852J93<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $218882.12     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                              | Alliander NV                                                                     | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $870921.64     | 0.01%             | 2028-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      670000 | PA      | $712730.76     | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      450000 | PA      | $495808.68     | 0.01%             | 2029-06-12      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| ARKEA HOME LOANS                                          | Arkea Home Loans SFH SA                                                          | CUSIP: 000000000<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $196685.70     | 0.00%             | 2030-10-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 69363TAS1<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $375275.63     | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827FW2<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $151313.90     | 0.00%             | 2041-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $117849.69     | 0.00%             | 2033-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1090000 | PA      | $1206430.77    | 0.02%             | 2027-05-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $483721.98     | 0.01%             | 2029-07-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $232736.96     | 0.00%             | 2030-10-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-6370.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3759000 | PA      | $4730382.86    | 0.07%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AAREAL BANK AG                                            | Aareal Bank AG                                                                   | CUSIP: 000000000<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $403629.87     | 0.01%             | 2026-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SMARTCENTRES REIT                                         | SmartCentres Real Estate Investment Trust                                        | CUSIP: 83179XAK4<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              |  | CA        |      200000 | PA      | $140877.52     | 0.00%             | 2029-12-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      700000 | PA      | $822305.54     | 0.01%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      891000 | PA      | $1032687.88    | 0.01%             | 2028-04-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $457365.85     | 0.01%             | 2031-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $638917.97     | 0.01%             | 2029-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      650000 | PA      | $753502.19     | 0.01%             | 2032-04-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184443.90     | 0.00%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      350000 | PA      | $380297.84     | 0.01%             | 2028-04-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $466953.69     | 0.01%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    17371000 | PA      | $19336999.83   | 0.28%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $214658.19     | 0.00%             | 2040-09-14      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $336361.19     | 0.00%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                   | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $112115.96     | 0.00%             | 2028-10-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                                  | Malaysia Government Investment Issue                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9750000 | PA      | $2295086.21    | 0.03%             | 2031-10-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $341585.97     | 0.00%             | 2037-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                     | Aeroports de Paris SA                                                            | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1120747.78    | 0.02%             | 2030-04-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2263000 | PA      | $2469569.89    | 0.04%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6383000 | PA      | $6300082.88    | 0.09%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $239956.26     | 0.00%             | 2031-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                  | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      830000 | PA      | $895888.81     | 0.01%             | 2027-06-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31430WGC2<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $107430.81     | 0.00%             | 2031-05-28      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                  | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $269126.71     | 0.00%             | 2033-05-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     8123000 | PA      | $9736088.77    | 0.14%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EPCOR UTILITIES                                           | EPCOR Utilities Inc                                                              | CUSIP: 29410ZAP0<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $56351.00      | 0.00%             | 2049-07-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE MONTREAL                                     | Aeroports de Montreal                                                            | CUSIP: 007863AM5<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $90094.92      | 0.00%             | 2051-04-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     2790000 | PA      | $2072668.56    | 0.03%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $552530.94     | 0.01%             | 2026-09-14      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    15500000 | PA      | $2173983.71    | 0.03%             | 2027-02-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                        | Helvetia Europe SA                                                               | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $209748.30     | 0.00%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRIT COL MUNI FIN AUTH                                    | Municipal Finance Authority of British Columbia                                  | CUSIP: 62620DAT8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $144811.99     | 0.00%             | 2034-12-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                   | Manulife Financial Corp                                                          | CUSIP: 56501RAQ9<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $456148.57     | 0.01%             | 2033-03-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1370000 | PA      | $1079657.80    | 0.02%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087R55<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9860000 | PA      | $7257228.14    | 0.10%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                     | Canadian National Railway Co                                                     | CUSIP: 136375DM1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76754.98      | 0.00%             | 2054-05-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $363983.66     | 0.01%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $106997.65     | 0.00%             | 2028-09-20      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     6204000 | PA      | $7163009.20    | 0.10%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LANSFORSAKRINGAR HYPOTEK                                  | Lansforsakringar Hypotek AB                                                      | CUSIP: 000000000<br>LEI: 5493001P7BX1N0JAG961 | Long             | DBT              | CORP              | SE        |    18000000 | PA      | $1888844.07    | 0.03%             | 2029-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                    | Sun Life Financial Inc                                                           | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $212125.37     | 0.00%             | 2033-11-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $459110.77     | 0.01%             | 2034-07-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $388821.36     | 0.01%             | 2027-03-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $666709.59     | 0.01%             | 2026-02-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                | AT&T, Inc.                                                                       | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $221636.90     | 0.00%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $226181.49     | 0.00%             | 2030-08-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                             | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229327.90     | 0.00%             | 2029-02-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      500000 | PA      | $641795.31     | 0.01%             | 2027-03-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     4290000 | PA      | $3020934.23    | 0.04%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1074065.74    | 0.02%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    49680000 | PA      | $2121421.41    | 0.03%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1898000 | PA      | $1415498.73    | 0.02%             | 2066-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NETWORK RAIL INFRA FIN                                    | Network Rail Infrastructure Finance PLC                                          | CUSIP: 000000000<br>LEI: 213800H88F5EE4B1D697 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $598936.18     | 0.01%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2117950 | PA      | $2693245.76    | 0.04%             | 2029-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   448850000 | PA      | $2609498.44    | 0.04%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $59516.05      | 0.00%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    31250000 | PA      | $240811.89     | 0.00%             | 2034-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      277000 | PA      | $265443.46     | 0.00%             | 2033-04-29      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                 | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $343317.76     | 0.00%             | 2026-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                      | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      450000 | PA      | $503878.93     | 0.01%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      400000 | PA      | $354786.85     | 0.01%             | 2036-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $896225.32     | 0.01%             | 2027-02-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY                                    | Australian Capital Territory                                                     | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |      170000 | PA      | $108720.96     | 0.00%             | 2025-05-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Alfa Laval Treasury International AB                      | Alfa Laval Treasury International AB                                             | CUSIP: 000000000<br>LEI: 549300JCAG8ICQAUC638 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $214103.17     | 0.00%             | 2029-02-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      900000 | PA      | $782516.49     | 0.01%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                    | CTP NV                                                                           | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      267000 | PA      | $298305.22     | 0.00%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      250000 | PA      | $210041.44     | 0.00%             | 2056-02-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                  | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      300000 | PA      | $323156.98     | 0.00%             | 2028-09-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115896.70     | 0.00%             | 2027-05-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      200000 | PA      | $132770.58     | 0.00%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      755000 | PA      | $842743.22     | 0.01%             | 2029-12-17      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    19500000 | PA      | $2727311.97    | 0.04%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $216783.08     | 0.00%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES SACA                                       | CNP Assurances SACA                                                              | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $839264.61     | 0.01%             | 2051-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                     | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $135324.42     | 0.00%             | 2043-01-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $68391.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Gemeinsame Deutsche Bundeslaender                                                | CUSIP: 000000000<br>LEI: 529900LKF4CC6BHG3L37 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $217530.41     | 0.00%             | 2029-05-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                         | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     1799000 | PA      | $1855835.08    | 0.03%             | 2030-10-18      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $183972.43     | 0.00%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      320000 | PA      | $365011.10     | 0.01%             | 2026-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO HYDRO CORP                                        | Toronto Hydro Corp                                                               | CUSIP: 89119ZAR4<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152606.44     | 0.00%             | 2052-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNICREDIT BK AUSTRIA AG                                   | UniCredit Bank Austria AG                                                        | CUSIP: 000000000<br>LEI: D1HEB8VEU6D9M8ZUXG17 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $442546.57     | 0.01%             | 2028-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                             | Assa Abloy AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $237394.52     | 0.00%             | 2035-09-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                                    | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $469851.85     | 0.01%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   188000000 | PA      | $27546556.85   | 0.39%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                     | CUSIP: 64953BBE7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      400000 | PA      | $297647.56     | 0.00%             | 2026-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $381830.58     | 0.01%             | 2026-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $288616.49     | 0.00%             | 2030-03-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                      | Amcor UK Finance PLC                                                             | CUSIP: 0234EVAA9<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $218646.03     | 0.00%             | 2027-06-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086WK6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $300190.80     | 0.00%             | 2033-02-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     5801000 | PA      | $3193335.95    | 0.05%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    60800000 | PA      | $449056.71     | 0.01%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4097000 | PA      | $4147747.52    | 0.06%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $229317.40     | 0.00%             | 2036-06-07      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   537000000 | PA      | $3309388.99    | 0.05%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $692846.24     | 0.01%             | 2030-12-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL FIN EUR S                                  | CNH Industrial Finance Europe SA                                                 | CUSIP: 000000000<br>LEI: 5493007GVB1I2FDSS786 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $501113.95     | 0.01%             | 2027-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1580000 | PA      | $1213598.96    | 0.02%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    12990000 | PA      | $1810289.82    | 0.03%             | 2026-10-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $327525.64     | 0.00%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      550000 | PA      | $652438.55     | 0.01%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     3100000 | PA      | $2356901.44    | 0.03%             | 2041-06-02      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CCEP FINANCE IRELAND DAC                                  | CCEP Finance Ireland DAC                                                         | CUSIP: 000000000<br>LEI: 549300C3FJ5JIMZNEN16 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $162167.82     | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DANFOSS FIN 2 BV                                          | Danfoss Finance II BV                                                            | CUSIP: 000000000<br>LEI: 549300NZCU7GI52SSK89 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $295115.85     | 0.00%             | 2031-04-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Imerys SA                                                 | Imerys SA                                                                        | CUSIP: 000000000<br>LEI: 54930075MZSSIB2TGC64 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $666667.50     | 0.01%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5468000 | PA      | $6349888.62    | 0.09%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      200000 | PA      | $116830.03     | 0.00%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                   | Magna International Inc                                                          | CUSIP: 000000000<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $353988.27     | 0.01%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $220221.33     | 0.00%             | 2027-02-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    61680000 | PA      | $9217675.57    | 0.13%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      500000 | PA      | $451289.90     | 0.01%             | 2036-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $849280.29     | 0.01%             | 2032-11-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN LB NIEDEROEST                                  | Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | CUSIP: 000000000<br>LEI: 529900GPOO9ISPD1EE83 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $438292.05     | 0.01%             | 2032-08-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                          | Iccrea Banca SpA                                                                 | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |      825000 | PA      | $936837.43     | 0.01%             | 2030-01-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBODEN                                    | Bayerische Landesbodenkreditanstalt                                              | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |      980000 | PA      | $1132480.87    | 0.02%             | 2031-02-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DELL BANK INTERNATIONAL                                   | Dell Bank International DAC                                                      | CUSIP: 000000000<br>LEI: 9P9HXM53DT5S724JQ665 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $330062.03     | 0.00%             | 2026-10-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1527000 | PA      | $1492454.97    | 0.02%             | 2031-09-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $192553.98     | 0.00%             | 2038-09-27      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Simon International Finance SCA                           | Simon International Finance SCA                                                  | CUSIP: 000000000<br>LEI: 549300KMCOJGU910PF77 | Long             | DBT              |  | LU        |      200000 | PA      | $190465.39     | 0.00%             | 2033-03-19      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHURCH COMMISSIONERS                                      | Church Commissioners for England                                                 | CUSIP: 000000000<br>LEI: 5493003JNKYFJ5I03G97 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $94913.05      | 0.00%             | 2052-07-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S                                          | Novo Nordisk Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $401200.33     | 0.01%             | 2034-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CU INC                                                    | CU Inc                                                                           | CUSIP: 22944CAA4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $232785.21     | 0.00%             | 2053-09-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2225000 | PA      | $1200507.96    | 0.02%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $230041.71     | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                          | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     9125000 | PA      | $10007992.08   | 0.14%             | 2027-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SFH                                      | Societe Generale SFH SA                                                          | CUSIP: 000000000<br>LEI: 969500KN90DZLHUN3566 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $306045.91     | 0.00%             | 2034-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8V4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146522.79     | 0.00%             | 2026-01-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      510000 | PA      | $584833.77     | 0.01%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                  | Regie Autonome des Transports Parisiens EPIC                                     | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $442009.81     | 0.01%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $335904.35     | 0.00%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                                     | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $63616.42      | 0.00%             | 2042-08-27      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                  | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $351207.71     | 0.01%             | 2031-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   458600000 | PA      | $1870947.96    | 0.03%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      550000 | PA      | $570686.35     | 0.01%             | 2029-06-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   488000000 | PA      | $3401801.41    | 0.05%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3261000 | PA      | $3665730.97    | 0.05%             | 2034-10-22      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      531000 | PA      | $585673.30     | 0.01%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                                  | Brookfield Renewable Partners ULC                                                | CUSIP: 11282ZAA6<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145131.45     | 0.00%             | 2025-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $497620.24     | 0.01%             | 2031-05-13      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| LAND BRANDENBURG                                          | State of Brandenburg                                                             | CUSIP: 000000000<br>LEI: 967600V011J0F1GJ4789 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $457323.26     | 0.01%             | 2029-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2330000 | PA      | $1519176.77    | 0.02%             | 2053-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIRCLE ANGLIA SOCIAL HOU                                  | Circle Anglia Social Housing PLC                                                 | CUSIP: 000000000<br>LEI: 213800LLT17R5JUEIB78 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $380264.07     | 0.01%             | 2038-11-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $540936.12     | 0.01%             | 2031-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    14929000 | PA      | $1233341.86    | 0.02%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                               | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $187188.28     | 0.00%             | 2036-11-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      930000 | PA      | $636332.06     | 0.01%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-198085.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    84200000 | PA      | $12575337.47   | 0.18%             | 2029-05-20      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $459965.70     | 0.01%             | 2027-10-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHX4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $709262.64     | 0.01%             | 2026-12-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                                    | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $345160.68     | 0.00%             | 2029-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | National Bank of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $880646.65     | 0.01%             | 2026-09-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109AQ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $19756.87      | 0.00%             | 2040-08-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $427175.37     | 0.01%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     9619000 | PA      | $10661149.16   | 0.15%             | 2027-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $229782.14     | 0.00%             | 2034-09-09      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $257826.56     | 0.00%             | 2028-05-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $325580.87     | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                  | International Business Machines Corp                                             | CUSIP: 000000000<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $225708.14     | 0.00%             | 2030-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $583257.50     | 0.01%             | 2029-03-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     1300000 | PA      | $1519466.39    | 0.02%             | 2030-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      500000 | PA      | $483491.68     | 0.01%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2300000 | PA      | $1227199.54    | 0.02%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $81883.99      | 0.00%             | 2039-10-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $589441.82     | 0.01%             | 2036-02-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GEMEINSAME BUNDESLAENDER                                  | Emissionskonsortium Der Gemeinsamen Laenderschatzanweisungen Bestehend Aus Den   | CUSIP: 000000000<br>LEI: 529900QAEEZOGUK5F293 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $319683.22     | 0.00%             | 2029-02-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KA5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $167604.24     | 0.00%             | 2046-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NDD0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $243829.77     | 0.00%             | 2040-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                          | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $262934.39     | 0.00%             | 2043-12-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $436180.68     | 0.01%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $277774.56     | 0.00%             | 2038-04-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $582028.03     | 0.01%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $110202.27     | 0.00%             | 2028-05-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                  | Province of Saskatchewan Canada                                                  | CUSIP: 803854KP2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $342805.31     | 0.00%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LAND SECURITIES CM PLC                                    | Land Securities Capital Markets PLC                                              | CUSIP: 000000000<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              |  | GB        |      100000 | PA      | $126905.34     | 0.00%             | 2034-09-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086UA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $213817.51     | 0.00%             | 2031-11-03      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                         | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $224489.58     | 0.00%             | 2033-09-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIMCO REALTY INVESTORS                                    | AIMCo Realty Investors LP                                                        | CUSIP: 00889YAF8<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $227180.92     | 0.00%             | 2030-02-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BRISBANE AIRPORT CORP                                     | Brisbane Airport Corp Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 213800C7HCV4YHQ1B159 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $187174.78     | 0.00%             | 2030-12-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $216905.85     | 0.00%             | 2029-06-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                      | Molnlycke Holding AB                                                             | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $233722.04     | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1452000 | PA      | $1604937.82    | 0.02%             | 2044-06-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2190000 | PA      | $526102.63     | 0.01%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $306419.00     | 0.00%             | 2044-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1/Scentre Group Trust 2               | Scentre Group Trust 1/Scentre Group Trust 2                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |      200000 | PA      | $215324.90     | 0.00%             | 2029-03-28      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $186353.91     | 0.00%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAGEN MI CANADA INC                                       | Sagen MI Canada Inc                                                              | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $134118.37     | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| DREAM INDUSTRIAL REIT                                     | Dream Industrial Real Estate Investment Trust                                    | CUSIP: 26153WAH2<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              |  | CA        |      400000 | PA      | $291834.32     | 0.00%             | 2026-04-13      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                      | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $773011.20     | 0.01%             | 2027-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAF9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      350000 | PA      | $309386.55     | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                    | UNEDIC ASSEO                                                                     | CUSIP: 000000000<br>LEI: 969500V3L9W19NIA5E82 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $660983.82     | 0.01%             | 2026-11-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                      | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      145000 | PA      | $206507.44     | 0.00%             | 2030-12-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBC7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $285815.96     | 0.00%             | 2028-02-28      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $127633.40     | 0.00%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                       | Nestle Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      600000 | PA      | $419915.71     | 0.01%             | 2029-01-26      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $763726.13     | 0.01%             | 2028-04-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ROCHE FINANCE EUROPE BV                                   | Roche Finance Europe BV                                                          | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $578496.62     | 0.01%             | 2036-12-04      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| TEREGA SA                                                 | Terega SA                                                                        | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114203.12     | 0.00%             | 2034-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $163999.80     | 0.00%             | 2036-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3000000 | PA      | $705070.16     | 0.01%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                  | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118865.99     | 0.00%             | 2031-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $791246.29     | 0.01%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN                                    | Wessex Water Services Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $255581.16     | 0.00%             | 2032-10-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |       60000 | PA      | $58321.92      | 0.00%             | 2033-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZBY9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $146067.34     | 0.00%             | 2027-09-29      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1083000 | PA      | $1141216.45    | 0.02%             | 2029-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN II INC                                     | Brookfield Finance II Inc                                                        | CUSIP: 11271ZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $155095.14     | 0.00%             | 2032-12-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      860000 | PA      | $874249.31     | 0.01%             | 2033-04-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    63300000 | PA      | $9657922.55    | 0.14%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJN4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $376942.54     | 0.01%             | 2028-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $216760.02     | 0.00%             | 2032-12-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $965297.47     | 0.01%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                             | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      300000 | PA      | $306581.77     | 0.00%             | 2029-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1250000 | PA      | $785839.46     | 0.01%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $231130.27     | 0.00%             | 2026-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $149737.02     | 0.00%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                       | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      150000 | PA      | $156964.76     | 0.00%             | 2030-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4000000000 | PA      | $3145132.35    | 0.04%             | 2033-12-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $441.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTL NV                                     | Lonza Finance International NV                                                   | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $345401.15     | 0.00%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                                       | CUSIP: 87971MBC6<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $109194.12     | 0.00%             | 2026-03-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $572129.25     | 0.01%             | 2031-04-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $566207.73     | 0.01%             | 2047-07-06      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      650000 | PA      | $618100.07     | 0.01%             | 2036-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GRANITE REIT HOLDINGS LP                                  | Granite REIT Holdings LP                                                         | CUSIP: 387427AL1<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              |  | CA        |      200000 | PA      | $138165.07     | 0.00%             | 2028-08-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                      | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      600000 | PA      | $693149.20     | 0.01%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MUSKRAT FALLS/LABRADOR T                                  | Muskrat Falls / Labrador Transmission Assets Funding Trust                       | CUSIP: 628153DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $121597.98     | 0.00%             | 2057-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                         | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      850000 | PA      | $898081.82     | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                     | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   885000000 | PA      | $905318.56     | 0.01%             | 2037-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 045167FD0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $140121.22     | 0.00%             | 2028-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                               | ING Bank NV                                                                      | CUSIP: 000000000<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1496489.38    | 0.02%             | 2029-02-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2412270000 | PA      | $1758585.56    | 0.03%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $197776.91     | 0.00%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                             | Comcast Corp.                                                                    | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      500000 | PA      | $508176.72     | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BV2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145336.97     | 0.00%             | 2032-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                  | Province of British Columbia Canada                                              | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $451601.10     | 0.01%             | 2034-07-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3856000 | PA      | $2857689.54    | 0.04%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6092000 | PA      | $7406674.34    | 0.11%             | 2028-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $396936.12     | 0.01%             | 2029-05-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      540000 | PA      | $321528.73     | 0.00%             | 2051-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $168526.91     | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBA1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $54851.33      | 0.00%             | 2050-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      350000 | PA      | $407220.85     | 0.01%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      300000 | PA      | $324231.93     | 0.00%             | 2033-04-27      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| TERANET HOLDINGS LP                                       | Teranet Holdings LP                                                              | CUSIP: 880789AS1<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $71881.93      | 0.00%             | 2029-02-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                  | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $127169.08     | 0.00%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $501707.40     | 0.01%             | 2026-06-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $219793.25     | 0.00%             | 2026-11-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $437927.27     | 0.01%             | 2027-12-02      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                          | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $232862.58     | 0.00%             | 2030-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                                     | National Grid Electricity Transmission PLC                                       | CUSIP: 636273AC8<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $138564.27     | 0.00%             | 2029-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     5508000 | PA      | $160178.37     | 0.00%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                  | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $225163.24     | 0.00%             | 2030-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9230000 | PA      | $6792425.22    | 0.10%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      900000 | PA      | $1040335.11    | 0.01%             | 2031-07-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $180603.02     | 0.00%             | 2028-07-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2980000 | PA      | $2409634.72    | 0.03%             | 2040-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3699000 | PA      | $4531420.42    | 0.06%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                               | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $914507.73     | 0.01%             | 2027-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 BOLIGKREDITT                                  | SpareBank 1 Boligkreditt AS                                                      | CUSIP: 000000000<br>LEI: 549300M6HRHPF3NQBP83 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $222336.33     | 0.00%             | 2026-05-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      840000 | PA      | $936832.67     | 0.01%             | 2026-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |      785000 | PA      | $846712.73     | 0.01%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                      | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $323772.22     | 0.00%             | 2027-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $128809.51     | 0.00%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      125000 | PA      | $140865.97     | 0.00%             | 2036-11-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DW9<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $218650.04     | 0.00%             | 2040-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UF0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      590000 | PA      | $331265.76     | 0.00%             | 2046-09-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6122000 | PA      | $3901897.77    | 0.06%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $111746.80     | 0.00%             | 2034-08-25      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    10620000 | PA      | $376402.80     | 0.01%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6000000 | PA      | $5781103.24    | 0.08%             | 2054-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FIN SERVICES                                  | Kerry Group Financial Services Unltd Co                                          | CUSIP: 000000000<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $114217.95     | 0.00%             | 2036-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    19021000 | PA      | $12530115.76   | 0.18%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCD3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $401143.99     | 0.01%             | 2053-09-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $655654.86     | 0.01%             | 2028-05-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      600000 | PA      | $669839.85     | 0.01%             | 2026-03-07      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $109946.47     | 0.00%             | 2031-12-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5120000 | PA      | $6764008.24    | 0.10%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $330814.28     | 0.00%             | 2028-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      100000 | PA      | $116734.25     | 0.00%             | 2027-09-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1088750000 | PA      | $7225270.30    | 0.10%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      350000 | PA      | $386407.05     | 0.01%             | 2026-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LAND SCHLESWIG-HOLSTEIN                                   | State of Schleswig-Holstein Germany                                              | CUSIP: 000000000<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |      450000 | PA      | $520393.36     | 0.01%             | 2028-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   216850000 | PA      | $1396480.25    | 0.02%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   308710000 | PA      | $569212.02     | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    64500000 | PA      | $12263518.09   | 0.18%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      450000 | PA      | $361110.83     | 0.01%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 459058KM4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $745415.56     | 0.01%             | 2028-01-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      800000 | PA      | $859769.53     | 0.01%             | 2028-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      200000 | PA      | $233531.36     | 0.00%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2955000 | PA      | $2864955.50    | 0.04%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1600000 | PA      | $1841918.12    | 0.03%             | 2028-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $176986.11     | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREIE HANSESTADT BREMEN                                   | State of Bremen                                                                  | CUSIP: 000000000<br>LEI: 5299000FMNZDQIMTS006 | Long             | DBT              | NUSS              | DE        |      100000 | PA      | $114789.09     | 0.00%             | 2032-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                        | Metropolitan Life Global Funding I                                               | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $234335.77     | 0.00%             | 2030-12-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      375000 | PA      | $311863.15     | 0.00%             | 2037-11-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      230000 | PA      | $257984.83     | 0.00%             | 2026-01-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1628800000 | PA      | $1148379.56    | 0.02%             | 2035-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      565000 | PA      | $580579.34     | 0.01%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    31000000 | PA      | $1228540.23    | 0.02%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   125891000 | PA      | $3840555.93    | 0.05%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   260850000 | PA      | $1643930.88    | 0.02%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $361537.97     | 0.01%             | 2032-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                  | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $438627.48     | 0.01%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                             | CUSIP: 194162AG8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      360000 | PA      | $401705.50     | 0.01%             | 2026-03-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1452231.00    | 0.02%             | 2029-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   105000000 | PA      | $14896816.01   | 0.21%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |      716000 | PA      | $794818.70     | 0.01%             | 2027-06-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $223957.70     | 0.00%             | 2034-03-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     8200000 | PA      | $1155149.95    | 0.02%             | 2026-08-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      926000 | PA      | $1004782.51    | 0.01%             | 2038-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                     | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 07589LAC1<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $335382.54     | 0.00%             | 2026-06-04      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     5740000 | PA      | $881894.91     | 0.01%             | 2026-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                                  | John Deere Financial Inc                                                         | CUSIP: 47788ZAF8<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144263.59     | 0.00%             | 2026-10-16      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| NORDDEUTSCHE LANDESBANK                                   | Norddeutsche Landesbank-Girozentrale                                             | CUSIP: 000000000<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |      944000 | PA      | $1029256.76    | 0.01%             | 2028-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                   | Barry Callebaut Services NV                                                      | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $226628.16     | 0.00%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                             | Hydro One Inc                                                                    | CUSIP: 44810ZCA6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $185936.90     | 0.00%             | 2050-04-05      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAZ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $296523.73     | 0.00%             | 2028-09-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                  | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     1000000 | PA      | $529787.43     | 0.01%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 815600DEEE5337E9A213 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $230814.49     | 0.00%             | 2047-12-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      774000 | PA      | $810840.98     | 0.01%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                   | Barry Callebaut Services NV                                                      | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $224883.04     | 0.00%             | 2029-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                  | Credit Agricole Assurances SA                                                    | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $351212.86     | 0.01%             | 2048-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYDRO ONE INC                                             | Hydro One Inc                                                                    | CUSIP: 44810ZBS8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $131211.99     | 0.00%             | 2046-02-23      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $565954.65     | 0.01%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      600000 | PA      | $731673.12     | 0.01%             | 2031-07-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                    | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $606515.10     | 0.01%             | 2028-07-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9859000 | PA      | $6322594.01    | 0.09%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OSB GROUP PLC                                             | OSB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $290340.60     | 0.00%             | 2030-01-16      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    50000000 | PA      | $2534947.32    | 0.04%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                        | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |      460000 | PA      | $536924.63     | 0.01%             | 2030-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                               | Aker BP ASA                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $227668.19     | 0.00%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $551537.89     | 0.01%             | 2028-01-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2650000 | PA      | $3164634.92    | 0.05%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      694000 | PA      | $745593.02     | 0.01%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      500000 | PA      | $560143.01     | 0.01%             | 2031-10-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $535803.98     | 0.01%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                             | PepsiCo, Inc.                                                                    | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      300000 | PA      | $281682.83     | 0.00%             | 2032-10-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CA IMMOBILIEN ANLAGEN AG                                  | CA Immobilien Anlagen AG                                                         | CUSIP: 000000000<br>LEI: 5299003ICAPV07J0R180 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $341159.79     | 0.00%             | 2030-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $217832.20     | 0.00%             | 2033-04-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ARKEMA                                                    | Arkema SA                                                                        | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $555620.28     | 0.01%             | 2027-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $214257.75     | 0.00%             | 2027-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Neste OYJ                                                 | Neste OYJ                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $349649.13     | 0.01%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $133325.39     | 0.00%             | 2028-11-16      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     2700000 | PA      | $1435262.16    | 0.02%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $447154.85     | 0.01%             | 2027-01-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                               | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $493014.45     | 0.01%             | 2032-06-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                          | General Motors Financial of Canada Ltd                                           | CUSIP: 37045YAK0<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $186327.79     | 0.00%             | 2028-02-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    34400000 | PA      | $5215625.66    | 0.07%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6676000 | PA      | $8030580.11    | 0.11%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER HYPOTHEKENBNK                                  | Muenchener Hypothekenbank eG                                                     | CUSIP: 000000000<br>LEI: 529900GM944JT8YIRL63 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $537713.43     | 0.01%             | 2032-08-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                                    | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      355000 | PA      | $324605.58     | 0.00%             | 2034-08-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                                  | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $268936.50     | 0.00%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $137249.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMBURGER SPARKASSE                                       | Hamburger Sparkasse AG                                                           | CUSIP: 000000000<br>LEI: 529900F5KTT6ZUPA8N40 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $695930.86     | 0.01%             | 2031-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $32957.38      | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 580135CF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      200000 | PA      | $153101.37     | 0.00%             | 2031-05-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      980000 | PA      | $946549.24     | 0.01%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      480000 | PA      | $364000.21     | 0.01%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $440632.62     | 0.01%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                       | Novartis Finance SA                                                              | CUSIP: 000000000<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |      520000 | PA      | $551824.65     | 0.01%             | 2030-08-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $506281.09     | 0.01%             | 2030-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3620000 | PA      | $4736698.82    | 0.07%             | 2040-07-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     5600000 | PA      | $4079225.52    | 0.06%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHT3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1287716.78    | 0.02%             | 2026-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2650000 | PA      | $2664254.35    | 0.04%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                                        | Capital Power Corp                                                               | CUSIP: 14046ZAR0<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $313780.40     | 0.00%             | 2034-01-25      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                     | Nippon Life Insurance Co                                                         | CUSIP: 000000000<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $110709.05     | 0.00%             | 2055-01-23      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1800000 | PA      | $1231137.76    | 0.02%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $351114.55     | 0.01%             | 2029-06-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     9812000 | PA      | $6626194.70    | 0.09%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INSTITUT CREDITO OFICIAL                                  | Instituto de Credito Oficial                                                     | CUSIP: 000000000<br>LEI: PJQDPSI1D8J2Q1IM3G17 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $597990.54     | 0.01%             | 2029-05-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $113864.28     | 0.00%             | 2037-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                       | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      653000 | PA      | $356808.54     | 0.01%             | 2050-10-20      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2020000 | PA      | $900862.30     | 0.01%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAD4<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      100000 | PA      | $64124.06      | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF NEWFOUNDLAND                                  | Government of Newfoundland and Labrador                                          | CUSIP: 651333FV3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      130000 | PA      | $94751.10      | 0.00%             | 2026-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                 | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              |  | GB        |      310000 | PA      | $375088.10     | 0.01%             | 2029-10-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      215000 | PA      | $235095.07     | 0.00%             | 2029-05-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      600000 | PA      | $702180.58     | 0.01%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                    | Kommuninvest I Sverige AB                                                        | CUSIP: 000000000<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |      500000 | PA      | $578626.27     | 0.01%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AKTIA BANK                                                | Aktia Bank Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700GC62JLHFBUND16 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $232670.76     | 0.00%             | 2029-10-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3773110000 | PA      | $2690908.37    | 0.04%             | 2048-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   196060000 | PA      | $28461542.24   | 0.41%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HOUSING NEW ZEALAND LTD                                   | Housing New Zealand Ltd                                                          | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |      500000 | PA      | $293757.50     | 0.00%             | 2028-10-18      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7593000 | PA      | $8758157.51    | 0.13%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $335308.97     | 0.00%             | 2036-02-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                    | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HC34<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $250429.28     | 0.00%             | 2027-01-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                     | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $464526.04     | 0.01%             | 2032-03-12      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10518000 | PA      | $2270435.35    | 0.03%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $426650.08     | 0.01%             | 2037-01-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     1099000 | PA      | $775584.47     | 0.01%             | 2043-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $304587.98     | 0.00%             | 2034-08-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                         | International Finance Corp                                                       | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     7000000 | PA      | $710251.03     | 0.01%             | 2029-09-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GRAINGER PLC                                              | Grainger PLC                                                                     | CUSIP: 000000000<br>LEI: 2138007CEIRKZMNI2979 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $358875.35     | 0.01%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                   | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $621280.19     | 0.01%             | 2030-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LANDBK HESSEN-THUERINGEN                                  | Landesbank Hessen-Thueringen Girozentrale                                        | CUSIP: 000000000<br>LEI: DIZES5CFO5K3I5R58746 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229289.41     | 0.00%             | 2031-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                       | OMERS Finance Trust                                                              | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      400000 | PA      | $464151.24     | 0.01%             | 2029-01-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2854000 | PA      | $2950885.50    | 0.04%             | 2038-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $134203.88     | 0.00%             | 2055-01-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PJB0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $698572.87     | 0.01%             | 2031-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                   | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $413891.74     | 0.01%             | 2029-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1250000 | PA      | $1431848.21    | 0.02%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                             | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115782.48     | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                    | CU Inc                                                                           | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $123093.04     | 0.00%             | 2047-11-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   179800000 | PA      | $839549.50     | 0.01%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2500000 | PA      | $1835057.70    | 0.03%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     4961000 | PA      | $2594201.40    | 0.04%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                     | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $454486.98     | 0.01%             | 2029-10-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE PIPELINES INC                                    | Enbridge Pipelines Inc                                                           | CUSIP: 29250ZBB3<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $77917.21      | 0.00%             | 2053-08-17      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                        | SR-Boligkreditt AS                                                               | CUSIP: 000000000<br>LEI: 5493005EFLOPQ4K0ZF42 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $337688.57     | 0.00%             | 2025-10-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   574800000 | PA      | $3228145.14    | 0.05%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                     | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      430000 | PA      | $479613.94     | 0.01%             | 2026-04-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   905800000 | PA      | $6294615.22    | 0.09%             | 2026-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                                                          | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $199861.27     | 0.00%             | 2031-01-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $120996.92     | 0.00%             | 2033-02-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    50000000 | PA      | $7213776.64    | 0.10%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4079000 | PA      | $3846589.56    | 0.06%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $188399.40     | 0.00%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      300000 | PA      | $190543.17     | 0.00%             | 2028-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GECINA                                                    | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              |  | FR        |      300000 | PA      | $328707.81     | 0.00%             | 2028-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5010000 | PA      | $5117201.28    | 0.07%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $921104.91     | 0.01%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1423583.64    | 0.02%             | 2031-03-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $133238.00     | 0.00%             | 2026-02-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAWAG P.S.K.                                              | BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | CUSIP: 000000000<br>LEI: 529900ICA8XQYGIKR372 | Long             | DBT              | CORP              | AT        |      600000 | PA      | $641222.38     | 0.01%             | 2032-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $225339.07     | 0.00%             | 2025-09-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $234418.63     | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $594627.47     | 0.01%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                             | Vattenfall AB                                                                    | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      300000 | PA      | $312646.37     | 0.00%             | 2029-02-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                    | Mediobanca Banca di Credito Finanziario SpA                                      | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $338200.66     | 0.00%             | 2025-11-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-684199.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| POSTE ITALIANE SPA                                        | Poste Italiane SpA                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $313652.81     | 0.00%             | 2028-12-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                                         | Nordea Hypotek AB                                                                | CUSIP: 000000000<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |    18000000 | PA      | $1813009.28    | 0.03%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    25000000 | PA      | $4753301.58    | 0.07%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $526775.49     | 0.01%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $431844.35     | 0.01%             | 2029-08-11      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                           | PSP Capital Inc                                                                  | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      450000 | PA      | $315743.20     | 0.00%             | 2028-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $253303.72     | 0.00%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $217599.69     | 0.00%             | 2029-03-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $353092.73     | 0.01%             | 2030-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EIKA BOLIGKREDITT AS                                      | Eika Boligkreditt AS                                                             | CUSIP: 000000000<br>LEI: 549300T7MMTBQXCJOQ79 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $218187.64     | 0.00%             | 2027-03-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1230000 | PA      | $1372064.22    | 0.02%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Martlet Homes Ltd                                         | Martlet Homes Ltd                                                                | CUSIP: 000000000<br>LEI: 2138001TCZGXYSUJLZ52 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $156023.22     | 0.00%             | 2052-05-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3860000 | PA      | $856991.08     | 0.01%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       65000 | PA      | $72622.57      | 0.00%             | 2026-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMMUNAUTE FRANCAISE BEL                                  | Communaute Francaise de Belgique                                                 | CUSIP: 000000000<br>LEI: 529900LT593XA93OL092 | Long             | DBT              | NUSS              | BE        |      300000 | PA      | $311310.18     | 0.00%             | 2032-05-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $449393.91     | 0.01%             | 2026-05-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |     1140000 | PA      | $1308828.69    | 0.02%             | 2029-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                                    | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      280000 | PA      | $318310.14     | 0.00%             | 2038-01-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                                   | Hamburg Commercial Bank AG                                                       | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $407302.46     | 0.01%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                                | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $390517.63     | 0.01%             | 2027-03-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      600000 | PA      | $695321.64     | 0.01%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |      450000 | PA      | $507701.29     | 0.01%             | 2038-04-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $110781.33     | 0.00%             | 2050-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    11520000 | PA      | $2411209.01    | 0.03%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                   | Cie de Financement Foncier SA                                                    | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $580906.56     | 0.01%             | 2030-06-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                      | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   624950000 | PA      | $4307742.67    | 0.06%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $903448.48     | 0.01%             | 2032-11-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                   | GlaxoSmithKline Capital PLC                                                      | CUSIP: 000000000<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $501698.54     | 0.01%             | 2039-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      830000 | PA      | $934340.68     | 0.01%             | 2026-10-23      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $224883.66     | 0.00%             | 2032-02-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      600000 | PA      | $693533.83     | 0.01%             | 2043-02-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1150000 | PA      | $1357868.66    | 0.02%             | 2030-09-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBP7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $181590.16     | 0.00%             | 2050-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $441811.70     | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1350000 | PA      | $1446246.04    | 0.02%             | 2055-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                                          | CUSIP: 06415FFT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $571078.70     | 0.01%             | 2026-11-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| JCDECAUX SE                                               | JCDecaux SE                                                                      | CUSIP: 000000000<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $210253.78     | 0.00%             | 2030-02-07      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $831239.32     | 0.01%             | 2030-02-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086RZ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $108806.04     | 0.00%             | 2025-05-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $369569.39     | 0.01%             | 2043-07-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6500000 | PA      | $7408488.20    | 0.11%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                 | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      200000 | PA      | $211744.08     | 0.00%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      250000 | PA      | $129346.91     | 0.00%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $563672.94     | 0.01%             | 2025-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $210263.70     | 0.00%             | 2032-11-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NORSK HYDRO ASA                                           | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $112980.59     | 0.00%             | 2032-01-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      600000 | PA      | $669268.69     | 0.01%             | 2026-10-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    40000000 | PA      | $73753.62      | 0.00%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $221403.93     | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                   | Richemont International Holding SA                                               | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $298047.63     | 0.00%             | 2032-05-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $847975.83     | 0.01%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $317424.24     | 0.00%             | 2029-05-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   170900000 | PA      | $25107607.80   | 0.36%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |      530000 | PA      | $543079.94     | 0.01%             | 2030-04-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108949.96     | 0.00%             | 2037-02-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      884000 | PA      | $1007743.42    | 0.01%             | 2054-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1145000 | PA      | $1308818.98    | 0.02%             | 2028-04-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      250000 | PA      | $328163.49     | 0.00%             | 2039-02-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      560000 | PA      | $680390.02     | 0.01%             | 2031-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 19700000000 | PA      | $1164489.62    | 0.02%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   131750000 | PA      | $573041.95     | 0.01%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      300000 | PA      | $293253.29     | 0.00%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KIINNITYSLUOTTO                                    | Nordea Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437001LESKGLAEOEU84 | Long             | DBT              | CORP              | FI        |      700000 | PA      | $772520.60     | 0.01%             | 2027-03-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $502350.62     | 0.01%             | 2053-07-25      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $230709.22     | 0.00%             | 2038-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      200000 | PA      | $105770.46     | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE PUBLIC S                                  | Credit Agricole Public Sector SCF SA                                             | CUSIP: 000000000<br>LEI: 969500CN2FOU71HFHW51 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110089.59     | 0.00%             | 2027-08-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VEREN INC                                                 | Veren Inc                                                                        | CUSIP: 92340VAA5<br>LEI: 549300FTKUHZK8OC7N74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149611.02     | 0.00%             | 2029-06-21      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $550923.01     | 0.01%             | 2027-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                  | Export Development Canada                                                        | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $1155332.66    | 0.02%             | 2028-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT MUTUEL ARKEA                                       | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $692258.72     | 0.01%             | 2027-09-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     5000000 | PA      | $1374003.79    | 0.02%             | 2025-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $486932.25     | 0.01%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELEREAL SECURITISATION                                   | Telereal Securitisation PLC                                                      | CUSIP: 000000000<br>LEI: 213800HO84XTEA5NZO43 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $130242.98     | 0.00%             | 2033-12-10      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1318400000 | PA      | $973776.95     | 0.01%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $343647.81     | 0.00%             | 2032-05-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANCA POPOLARE SONDRIO                                    | Banca Popolare di Sondrio SPA                                                    | CUSIP: 000000000<br>LEI: J48C8PCSJVUBR8KCW529 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $352453.88     | 0.01%             | 2030-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |       25000 | PA      | $29260.88      | 0.00%             | 2032-04-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     1580000 | PA      | $1808527.36    | 0.03%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $555656.18     | 0.01%             | 2028-04-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZBY3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $217624.33     | 0.00%             | 2025-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FLEMISH COMMUNITY                                         | Ministeries Van de Vlaamse Gemeenschap                                           | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |      100000 | PA      | $110433.34     | 0.00%             | 2026-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE BANK OF CANADA                                   | Manulife Bank of Canada                                                          | CUSIP: 565018DH8<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $144511.81     | 0.00%             | 2027-02-16      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   600000000 | PA      | $4429481.83    | 0.06%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Telstra Corp. Ltd.                                        | Telstra Corp. Ltd.                                                               | CUSIP: 000000000<br>LEI: PCTXNQGRJVR3OG33JG65 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $323919.25     | 0.00%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    67000000 | PA      | $10994439.67   | 0.16%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                    | Credit Mutuel Arkea SA                                                           | CUSIP: 000000000<br>LEI: 96950041VJ1QP0B69503 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $222978.48     | 0.00%             | 2031-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                    | City of Toronto Canada                                                           | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $106060.37     | 0.00%             | 2049-11-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113083.45     | 0.00%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                 | Alstom SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $506501.40     | 0.01%             | 2029-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111117.93     | 0.00%             | 2026-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      820000 | PA      | $913265.50     | 0.01%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1241300000 | PA      | $8334598.51    | 0.12%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4000000 | PA      | $4589615.52    | 0.07%             | 2027-09-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      852000 | PA      | $912994.42     | 0.01%             | 2031-01-21      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5577000 | PA      | $3926679.65    | 0.06%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |    12000000 | PA      | $1213023.40    | 0.02%             | 2027-03-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8000000 | PA      | $1126325.73    | 0.02%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      370000 | PA      | $413574.96     | 0.01%             | 2026-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CALGARY AIRPORT AUTHORIT                                  | Calgary Airport Authority/The                                                    | CUSIP: 12959CAA7<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $326443.20     | 0.00%             | 2036-10-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Stedin Holding NV                                         | Stedin Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $763204.60     | 0.01%             | 2028-09-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                 | DZ HYP AG                                                                        | CUSIP: 000000000<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $601654.90     | 0.01%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $252767.27     | 0.00%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     9600000 | PA      | $1442164.24    | 0.02%             | 2033-03-06      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                     | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |      250000 | PA      | $274615.49     | 0.00%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $349317.13     | 0.00%             | 2036-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2140277.03    | 0.03%             | 2027-01-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115507.98     | 0.00%             | 2027-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     6300000 | PA      | $938431.17     | 0.01%             | 2032-10-14      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2906000 | PA      | $2839739.94    | 0.04%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      200000 | PA      | $229328.85     | 0.00%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                    | Nordic Investment Bank                                                           | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |      430000 | PA      | $491615.05     | 0.01%             | 2031-01-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                      | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $272607.55     | 0.00%             | 2043-10-05      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TECHNIP ENERGIES NV                                       | Technip Energies NV                                                              | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $324276.87     | 0.00%             | 2028-05-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                   | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $687207.25     | 0.01%             | 2029-10-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                                   | Land Baden-Wuerttemberg                                                          | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $463705.17     | 0.01%             | 2033-06-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      200000 | PA      | $219686.57     | 0.00%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                                       | Swedbank Hypotek AB                                                              | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $558578.20     | 0.01%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                         | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $324659.32     | 0.00%             | 2027-11-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    51800000 | PA      | $7692446.92    | 0.11%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    38300000 | PA      | $5322438.43    | 0.08%             | 2026-09-07      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                  | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |      300000 | PA      | $331984.30     | 0.00%             | 2027-09-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $670257.24     | 0.01%             | 2026-05-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $230981.22     | 0.00%             | 2030-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $521033.86     | 0.01%             | 2032-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 12964400000 | PA      | $2336393.13    | 0.03%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2450000 | PA      | $2874400.75    | 0.04%             | 2030-12-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURE                                  | Holding d'Infrastructures de Transport SASU                                      | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114999.50     | 0.00%             | 2029-04-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $777682.44     | 0.01%             | 2029-11-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                                    | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      862000 | PA      | $933222.03     | 0.01%             | 2028-12-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $345058.97     | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                           | IHG Finance LLC                                                                  | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226589.25     | 0.00%             | 2031-09-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     7067000 | PA      | $8494807.42    | 0.12%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DANSKE KIINNITYSLUOTTOPA                                  | Danske Kiinnitysluottopankki Oyj                                                 | CUSIP: 000000000<br>LEI: 7437003G88EHT2TMK409 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $346197.93     | 0.00%             | 2027-01-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $223358.49     | 0.00%             | 2026-04-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OPTIVO FINANCE PLC                                        | Optivo Finance PLC                                                               | CUSIP: 000000000<br>LEI: 213800DU46CL9M2ZRN02 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $130640.72     | 0.00%             | 2048-03-22      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| INVESTOR AB                                               | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $171020.01     | 0.00%             | 2039-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT AS                                    | Nykredit Realkredit AS                                                           | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     4000000 | PA      | $578088.48     | 0.01%             | 2029-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      843000 | PA      | $949394.97     | 0.01%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $356046.50     | 0.01%             | 2029-07-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1221000 | PA      | $1459248.93    | 0.02%             | 2030-10-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1350000 | PA      | $1514328.38    | 0.02%             | 2029-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                  | Siemens Financieringsmaatschappij NV                                             | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111172.58     | 0.00%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATES OF JERSEY                                          | Jersey International Bond                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |      100000 | PA      | $82462.12      | 0.00%             | 2052-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $321087.07     | 0.00%             | 2028-01-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $859736.50     | 0.01%             | 2027-11-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                     | Province of Ontario Canada                                                       | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     4070000 | PA      | $3065670.32    | 0.04%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                       | CUSIP: 000000000<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      300000 | PA      | $439163.61     | 0.01%             | 2038-06-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER FINANCE                                          | Unilever Finance Netherlands BV                                                  | CUSIP: 000000000<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |      620000 | PA      | $675575.80     | 0.01%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   858100000 | PA      | $5938209.12    | 0.08%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      300000 | PA      | $316578.85     | 0.00%             | 2028-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10390000 | PA      | $2691142.41    | 0.04%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      200000 | PA      | $151562.01     | 0.00%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                  | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $324977.37     | 0.00%             | 2051-02-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ELM BV (SWISS LIFE)                                       | ELM BV for Swiss Life Insurance & Pension Group                                  | CUSIP: 000000000<br>LEI: 724500DHUNQ9NF3A7D24 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $344580.31     | 0.00%             | 2027-05-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | Toyota Motor Credit Corp                                                         | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      200000 | PA      | $272627.47     | 0.00%             | 2028-10-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7400000 | PA      | $1744745.93    | 0.02%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115372.54     | 0.00%             | 2032-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                  | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $329171.86     | 0.00%             | 2028-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ADECCO INT FINANCIAL SVS                                  | Adecco International Financial Services BV                                       | CUSIP: 000000000<br>LEI: 549300PDNGPM4PIAUK57 | Long             | DBT              | CORP              | NL        |      225000 | PA      | $237375.17     | 0.00%             | 2029-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $223958.54     | 0.00%             | 2026-05-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                      | Canada Housing Trust No 1                                                        | CUSIP: 13509PHZ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1500000 | PA      | $1028441.73    | 0.01%             | 2031-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LOBLAW COS LTD                                            | Loblaw Cos Ltd                                                                   | CUSIP: 539481AR2<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145417.10     | 0.00%             | 2054-03-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      200000 | PA      | $230245.21     | 0.00%             | 2029-10-31      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| LAND HESSEN                                               | State of Hesse                                                                   | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |      950000 | PA      | $1093179.54    | 0.02%             | 2033-01-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9773000 | PA      | $13168940.50   | 0.19%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      690000 | PA      | $419596.69     | 0.01%             | 2048-09-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                   | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    14621000 | PA      | $1260742.63    | 0.02%             | 2032-05-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     1100000 | PA      | $1258457.27    | 0.02%             | 2027-09-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     6630000 | PA      | $4765785.16    | 0.07%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3280000000 | PA      | $2444361.54    | 0.03%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     4430000 | PA      | $1186975.26    | 0.02%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                          | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $206907.67     | 0.00%             | 2029-02-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $334696.66     | 0.00%             | 2026-06-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                    | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $225749.28     | 0.00%             | 2035-03-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2680000 | PA      | $2050325.43    | 0.03%             | 2026-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                      | Raiffeisen Bank International AG                                                 | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $342766.31     | 0.00%             | 2026-09-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $213797.36     | 0.00%             | 2030-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NAV CANADA                                                | NAV Canada                                                                       | CUSIP: 628957AG7<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $136574.63     | 0.00%             | 2030-05-29      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                   | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      304000 | PA      | $320211.62     | 0.00%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LAND NIEDERSACHSEN                                        | State of Lower Saxony                                                            | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $437414.35     | 0.01%             | 2027-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   900800000 | PA      | $6245360.81    | 0.09%             | 2026-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $334317.86     | 0.00%             | 2026-08-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LAND SACHSEN-ANHALT                                       | State of Saxony-Anhalt                                                           | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |      300000 | PA      | $294903.36     | 0.00%             | 2031-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic Of Philippines                                   | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $218073.72     | 0.00%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CZECH GAS NETWORKS INV                                    | Czech Gas Networks Investments Sarl                                              | CUSIP: 000000000<br>LEI: 549300K11JPENR1PEH43 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $201780.68     | 0.00%             | 2029-09-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $571148.01     | 0.01%             | 2032-09-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109BX8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $145313.14     | 0.00%             | 2052-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $183972.43     | 0.00%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      500000 | PA      | $536773.88     | 0.01%             | 2028-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URENCO FINANCE NV                                         | Urenco Finance NV                                                                | CUSIP: 000000000<br>LEI: 549300424FNJMWD3CO80 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $451204.27     | 0.01%             | 2032-06-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $331819.13     | 0.00%             | 2027-02-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1750000 | PA      | $462880.99     | 0.01%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    46000000 | PA      | $6745353.85    | 0.10%             | 2028-11-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1030000 | PA      | $408275.21     | 0.01%             | 2071-06-22      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                          | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    10978000 | PA      | $12636287.65   | 0.18%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $811068.04     | 0.01%             | 2029-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   295250000 | PA      | $1936846.59    | 0.03%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $268138.75     | 0.00%             | 2030-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115175.48     | 0.00%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                           | CUSIP: 084670BN7<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      440000 | PA      | $487656.88     | 0.01%             | 2027-03-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       20000 | PA      | $13336.34      | 0.00%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SOR-NORGE                                     | SpareBank 1 Sor-Norge ASA                                                        | CUSIP: 000000000<br>LEI: 549300Q3OIWRHQUQM052 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $361920.28     | 0.01%             | 2028-08-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1779000 | PA      | $1127474.95    | 0.02%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                  | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      872000 | PA      | $433674.43     | 0.01%             | 2052-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $61367.39      | 0.00%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329BQ5<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $148857.78     | 0.00%             | 2028-01-24      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     4000000 | PA      | $383313.99     | 0.01%             | 2029-12-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ACEA SPA                                                  | ACEA SpA                                                                         | CUSIP: 000000000<br>LEI: 549300Q3448N041CTH56 | Long             | DBT              | CORP              | IT        |      950000 | PA      | $939085.38     | 0.01%             | 2030-07-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                       | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $323030.95     | 0.00%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UE3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       50000 | PA      | $36264.41      | 0.00%             | 2025-06-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $714413.33     | 0.01%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK                                     | Bayerische Landesbank                                                            | CUSIP: 000000000<br>LEI: VDYMYTQGZZ6DU0912C88 | Long             | DBT              | CORP              | DE        |      250000 | PA      | $244353.69     | 0.00%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111441.57     | 0.00%             | 2035-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALECTRA INC                                               | Alectra Inc                                                                      | CUSIP: 014443AG0<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $107690.93     | 0.00%             | 2027-05-17      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $469480.20     | 0.01%             | 2027-08-31      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   238300000 | PA      | $1081672.92    | 0.02%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                  | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $326739.11     | 0.00%             | 2027-04-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      400000 | PA      | $395255.87     | 0.01%             | 2030-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                   | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $287106.60     | 0.00%             | 2031-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL CANADA                                    | Hyundai Capital Canada Inc                                                       | CUSIP: 44932WAD2<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $152209.74     | 0.00%             | 2028-03-08      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $596608.59     | 0.01%             | 2036-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA CREDIT CANADA INC                                  | Toyota Credit Canada Inc                                                         | CUSIP: 892329BM4<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $143297.35     | 0.00%             | 2026-02-23      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $758726.39     | 0.01%             | 2027-02-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      430000 | PA      | $509815.24     | 0.01%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                          | Japan Government Five Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   455350000 | PA      | $3151703.11    | 0.05%             | 2027-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   250350000 | PA      | $1144781.28    | 0.02%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LAND THUERINGEN                                           | Land Thueringen                                                                  | CUSIP: 000000000<br>LEI: 529900T1ZDSQA2OKWE72 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $530349.76     | 0.01%             | 2029-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $757323.13     | 0.01%             | 2030-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      225000 | PA      | $316035.84     | 0.00%             | 2032-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2687000 | PA      | $3094973.26    | 0.04%             | 2033-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                   | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BF7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $216788.92     | 0.00%             | 2031-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 000000000<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $328839.52     | 0.00%             | 2027-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      150000 | PA      | $177792.71     | 0.00%             | 2032-04-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      455000 | PA      | $510675.26     | 0.01%             | 2026-07-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NOTTING HILL GENESIS                                      | Notting Hill Genesis                                                             | CUSIP: 000000000<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $299677.81     | 0.00%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051DS3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1390000 | PA      | $851397.56     | 0.01%             | 2046-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $529902.21     | 0.01%             | 2028-04-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8330000 | PA      | $4176123.71    | 0.06%             | 2050-10-22      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2660000 | PA      | $1562647.37    | 0.02%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                    | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $447935.84     | 0.01%             | 2027-05-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                             | PepsiCo, Inc.                                                                    | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      500000 | PA      | $512516.19     | 0.01%             | 2031-03-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $671159.94     | 0.01%             | 2026-02-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2263000 | PA      | $3070101.65    | 0.04%             | 2044-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                            | ING Belgium SA                                                                   | CUSIP: 000000000<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $445060.55     | 0.01%             | 2026-09-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SKY LTD                                                   | Sky Ltd                                                                          | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $678776.31     | 0.01%             | 2025-11-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALIAXIS FINANCE SA                                        | Aliaxis Finance SA                                                               | CUSIP: 000000000<br>LEI: 549300ZQUFZTQGVPBD44 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $207360.89     | 0.00%             | 2028-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     7108000 | PA      | $3853647.47    | 0.06%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                   | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     1300000 | PA      | $1588681.24    | 0.02%             | 2035-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $343077.41     | 0.00%             | 2033-07-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                   | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      825000 | PA      | $906599.73     | 0.01%             | 2026-11-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                     | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      500000 | PA      | $578816.49     | 0.01%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                                    | Highland Holdings Sarl                                                           | CUSIP: 000000000<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $342288.23     | 0.00%             | 2027-11-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $556484.74     | 0.01%             | 2026-06-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     1500000 | PA      | $1541072.11    | 0.02%             | 2029-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $244931.13     | 0.00%             | 2032-12-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| RIOCAN REAL ESTATE INVST                                  | RioCan Real Estate Investment Trust                                              | CUSIP: 766910BJ1<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              |  | CA        |      200000 | PA      | $147887.20     | 0.00%             | 2029-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                     | Nederlandse Waterschapsbank NV                                                   | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      200000 | PA      | $213114.27     | 0.00%             | 2029-02-06      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229468.22     | 0.00%             | 2052-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                   | Development Bank of Japan Inc                                                    | CUSIP: 000000000<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      100000 | PA      | $114406.21     | 0.00%             | 2028-09-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      195000 | PA      | $269633.89     | 0.00%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                          | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $349275.25     | 0.00%             | 2031-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2905000 | PA      | $3873745.82    | 0.06%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1752210000 | PA      | $1265260.60    | 0.02%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                   | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $113622.35     | 0.00%             | 2032-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                                  | European Stability Mechanism                                                     | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | XX        |     1198000 | PA      | $1387324.05    | 0.02%             | 2033-08-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                   | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $220713.43     | 0.00%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION                                  | Ontario Power Generation Inc                                                     | CUSIP: 68321ZAE1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $60367.53      | 0.00%             | 2050-09-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      250000 | PA      | $188483.69     | 0.00%             | 2049-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWER MATTAGAMI ENERGY                                    | Lower Mattagami Energy LP                                                        | CUSIP: 548243AM6<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $292787.49     | 0.00%             | 2054-06-07      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                           | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1154000 | PA      | $1290200.46    | 0.02%             | 2043-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                     | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 000000000<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $328313.68     | 0.00%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                  | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1710000 | PA      | $1747206.57    | 0.02%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     6650000 | PA      | $943110.18     | 0.01%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                                | Saputo Inc                                                                       | CUSIP: 80310ZAJ8<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140537.05     | 0.00%             | 2028-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL BV                                         | Diageo Capital BV                                                                | CUSIP: 000000000<br>LEI: 213800YHFC48VOL6JY40 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $201213.19     | 0.00%             | 2034-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $427882.71     | 0.01%             | 2029-02-24      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                            | BMW Finance NV                                                                   | CUSIP: 000000000<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $342843.68     | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $456455.72     | 0.01%             | 2030-11-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1125000 | PA      | $1215313.78    | 0.02%             | 2037-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      700000 | PA      | $811938.96     | 0.01%             | 2034-05-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $705418.91     | 0.01%             | 2027-05-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      850000 | PA      | $978472.36     | 0.01%             | 2029-07-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                               | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      800000 | PA      | $840047.06     | 0.01%             | 2030-05-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      297000 | PA      | $218767.94     | 0.00%             | 2031-07-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $234168.86     | 0.00%             | 2027-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                              | Netherlands Government Bond                                                      | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1370000 | PA      | $1527393.71    | 0.02%             | 2035-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                  | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      300000 | PA      | $349150.16     | 0.00%             | 2027-04-11      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2877000 | PA      | $2909471.25    | 0.04%             | 2030-06-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                      | CUSIP: 02138ZBK8<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151013.82     | 0.00%             | 2054-03-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    84500000 | PA      | $525486.64     | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCH4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $149562.82     | 0.00%             | 2031-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 780086XL3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $225887.14     | 0.00%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                  | Regie Autonome des Transports Parisiens EPIC                                     | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $104814.34     | 0.00%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                  | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      575000 | PA      | $615793.84     | 0.01%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                        | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      340000 | PA      | $270412.02     | 0.00%             | 2049-02-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $125865.78     | 0.00%             | 2049-09-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FLUVIUS SYSTEM OP                                         | FLUVIUS System Operator CV                                                       | CUSIP: 000000000<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |      400000 | PA      | $447466.97     | 0.01%             | 2026-12-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $172452.11     | 0.00%             | 2039-04-23      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                    | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    31200000 | PA      | $4593489.51    | 0.07%             | 2034-01-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $684390.27     | 0.01%             | 2028-05-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4702000 | PA      | $4671068.44    | 0.07%             | 2046-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18400000 | PA      | $3503675.24    | 0.05%             | 2047-07-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REDEXIS SA                                                | Redexis SA                                                                       | CUSIP: 000000000<br>LEI: 635400DYWVUY8IC5MR90 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $229147.13     | 0.00%             | 2031-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $213831.35     | 0.00%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                        | Cadent Finance PLC                                                               | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $376477.94     | 0.01%             | 2040-03-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                  | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |      350000 | PA      | $385007.21     | 0.01%             | 2029-04-30      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE GAS INC                                          | Enbridge Gas Inc                                                                 | CUSIP: 29260ZAK2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $331243.47     | 0.00%             | 2053-10-06      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                            | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1109377.11    | 0.02%             | 2027-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                      | Province of Nova Scotia Canada                                                   | CUSIP: 669827GC5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $344729.22     | 0.00%             | 2030-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1704000 | PA      | $1757235.71    | 0.03%             | 2040-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                      | CUSIP: 000000000<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      550000 | PA      | $775952.55     | 0.01%             | 2034-03-27      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5023000 | PA      | $3527159.68    | 0.05%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $335079.54     | 0.00%             | 2026-01-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                   | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $406458.20     | 0.01%             | 2029-11-13      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2726000 | PA      | $2969403.85    | 0.04%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     2068000 | PA      | $1611500.42    | 0.02%             | 2032-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                  | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       80000 | PA      | $76386.73      | 0.00%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $262236.86     | 0.00%             | 2034-02-09      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Credito Emiliano SpA                                      | Credito Emiliano SpA                                                             | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $481551.13     | 0.01%             | 2030-03-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      890000 | PA      | $942504.03     | 0.01%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                               | Abertis Infraestructuras SA                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $442597.65     | 0.01%             | 2029-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PLUXEE NV                                                 | Pluxee NV                                                                        | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $344261.09     | 0.00%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      432000 | PA      | $461002.82     | 0.01%             | 2029-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1094977.11    | 0.02%             | 2030-04-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FERROVIAL EMISIONES SA                                    | Ferrovial Emisiones SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005209562 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $335824.99     | 0.00%             | 2026-05-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              |  | FR        |      400000 | PA      | $440272.94     | 0.01%             | 2029-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $141655.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                              | Elia Transmission Belgium SA                                                     | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $228820.52     | 0.00%             | 2029-04-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                        | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   674900000 | PA      | $4051756.25    | 0.06%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WATER SERVICES                                   | Southern Water Services Finance Ltd                                              | CUSIP: 000000000<br>LEI: 213800BTY35K1724Z452 | Long             | ABS-O            | CORP              | KY        |      240000 | PA      | $312065.71     | 0.00%             | 2026-03-31      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                  | African Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $220321.65     | 0.00%             | 2027-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                            | EDP Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $225906.08     | 0.00%             | 2025-10-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EFSF                                                      | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     1096000 | PA      | $1240422.20    | 0.02%             | 2035-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                           | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $98516.06      | 0.00%             | 2071-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4289000 | PA      | $1191663.53    | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $321231.77     | 0.00%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $471038.42     | 0.01%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                  | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $634506.73     | 0.01%             | 2030-04-12      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                        | Province of Quebec Canada                                                        | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1590000 | PA      | $1154916.45    | 0.02%             | 2028-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1050000 | PA      | $1146261.32    | 0.02%             | 2027-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $544903.74     | 0.01%             | 2027-04-26      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3690000 | PA      | $717388.74     | 0.01%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                        | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1050000 | PA      | $1201475.45    | 0.02%             | 2031-10-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                      | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      436000 | PA      | $459826.99     | 0.01%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $502579.85     | 0.01%             | 2032-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      700000 | PA      | $749054.84     | 0.01%             | 2033-06-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DOLLARAMA INC.                                            | Dollarama Inc                                                                    | CUSIP: 25675TAQ0<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154532.32     | 0.00%             | 2028-09-26      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2410000 | PA      | $1720166.51    | 0.02%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4873000 | PA      | $5216411.89    | 0.07%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                           | Japan Government Ten Year Bonds                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   278150000 | PA      | $1860083.83    | 0.03%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                         | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      300000 | PA      | $337974.29     | 0.00%             | 2026-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    10090000 | PA      | $2751287.37    | 0.04%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $649682.73     | 0.01%             | 2027-07-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                    | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $123724.58     | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2270000 | PA      | $2270734.26    | 0.03%             | 2049-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $640245.69     | 0.01%             | 2027-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Generali                                                  | Generali                                                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $212150.73     | 0.00%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1000000 | PA      | $1150926.12    | 0.02%             | 2034-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREAS                                  | Northern Territory Treasury Corp                                                 | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $129771.14     | 0.00%             | 2034-03-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $812309.76     | 0.01%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $656446.96     | 0.01%             | 2029-03-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $1142032.16    | 0.02%             | 2031-01-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                             | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $325992.24     | 0.00%             | 2034-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $223637.33     | 0.00%             | 2035-09-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      400000 | PA      | $459831.50     | 0.01%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                              | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $228297.55     | 0.00%             | 2032-10-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89353ZCK2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $154886.65     | 0.00%             | 2032-05-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                    | Province of Manitoba Canada                                                      | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $346665.07     | 0.00%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NRW.Bank                                                  | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $55755.54      | 0.00%             | 2026-05-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                    | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $213342.78     | 0.00%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PEABODY CAPITAL NO TWO                                    | Peabody Capital No 2 Plc                                                         | CUSIP: 000000000<br>LEI: 213800K1DLWVMZFBYD79 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $108060.89     | 0.00%             | 2034-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                      | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1210000 | PA      | $1305758.88    | 0.02%             | 2053-10-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 44413000000 | PA      | $2706965.93    | 0.04%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6446000 | PA      | $8638152.17    | 0.12%             | 2027-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                           | JAB Holdings BV                                                                  | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $668103.70     | 0.01%             | 2029-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                    | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAW6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              |  | CA        |      200000 | PA      | $158794.68     | 0.00%             | 2032-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $839973.96     | 0.01%             | 2029-10-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENAGAS FINANCIACIONES SA                                  | Enagas Financiaciones SA                                                         | CUSIP: 000000000<br>LEI: 213800H2FQSU5E19V152 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $664218.84     | 0.01%             | 2026-10-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-31670177.84  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                         | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      594000 | PA      | $549547.47     | 0.01%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $241696.82     | 0.00%             | 2035-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      725000 | PA      | $716798.64     | 0.01%             | 2031-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    82600000 | PA      | $12458392.82   | 0.18%             | 2033-02-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8390000 | PA      | $10438352.45   | 0.15%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| F VAN LANSCHOT BANKIERS                                   | Van Lanschot Kempen NV                                                           | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $221287.19     | 0.00%             | 2027-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      700000 | PA      | $438669.42     | 0.01%             | 2030-08-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113652.34     | 0.00%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                   | America Movil SAB de CV                                                          | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      520000 | PA      | $712981.72     | 0.01%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $284679.25     | 0.00%             | 2031-09-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| STANTEC INC                                               | Stantec Inc                                                                      | CUSIP: 85472NAC3<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $140963.80     | 0.00%             | 2027-10-08      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                                  | Credit Agricole Home Loan SFH SA                                                 | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231779.79     | 0.00%             | 2033-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  2600000000 | PA      | $1804866.21    | 0.03%             | 2026-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1650000 | PA      | $1141799.84    | 0.02%             | 2040-10-04      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 43000000000 | PA      | $2544429.39    | 0.04%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1710000 | PA      | $1278343.14    | 0.02%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $880604.78     | 0.01%             | 2026-10-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                   | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      235000 | PA      | $301814.95     | 0.00%             | 2051-10-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                     | Nova Scotia Power Inc                                                            | CUSIP: 66988ZBC2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $68555.22      | 0.00%             | 2043-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWER MATTAGAMI ENERGY                                    | Lower Mattagami Energy LP                                                        | CUSIP: 548243AJ3<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $204847.87     | 0.00%             | 2031-05-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5000000000 | PA      | $959858.24     | 0.01%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $220251.76     | 0.00%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      225000 | PA      | $269839.12     | 0.00%             | 2028-06-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2250000 | PA      | $490741.55     | 0.01%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2283000 | PA      | $1665405.05    | 0.02%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                             | McKesson Corp                                                                    | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      200000 | PA      | $253280.91     | 0.00%             | 2029-02-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                     | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      350000 | PA      | $385315.90     | 0.01%             | 2040-01-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SATO-OYJ                                                  | SATO Oyj                                                                         | CUSIP: 000000000<br>LEI: 7437009ELUGUOA45V564 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $108179.63     | 0.00%             | 2028-02-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IG GROUP HOLDINGS PLC                                     | IG Group Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 2138003A5Q1M7ANOUD76 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $123660.09     | 0.00%             | 2028-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      850000 | PA      | $1007539.12    | 0.01%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $511032.24     | 0.01%             | 2029-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $221698.18     | 0.00%             | 2026-07-30      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3890900000 | PA      | $827746.31     | 0.01%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     7800000 | PA      | $9734940.97    | 0.14%             | 2028-10-22      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SOUTH AUST GOVT FIN AUTH                                  | South Australian Government Financing Authority                                  | CUSIP: 000000000<br>LEI: 254900TDPILDN6AUAD69 | Long             | DBT              | NUSS              | AU        |     1550000 | PA      | $835431.81     | 0.01%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                      | Swiss Re Finance Luxembourg SA                                                   | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $323971.46     | 0.00%             | 2050-04-30      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali del Tesoro                         | Italy Buoni Poliennali del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2400000 | PA      | $2817282.99    | 0.04%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTISALBERTA INC                                         | FortisAlberta Inc                                                                | CUSIP: 34957ZAY0<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $100749.78     | 0.00%             | 2051-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd.                         | Nestle Finance International Ltd.                                                | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      336000 | PA      | $349629.27     | 0.01%             | 2029-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                  | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      900000 | PA      | $1038911.19    | 0.01%             | 2027-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding PLC                                     | Eversholt Funding PLC                                                            | CUSIP: 000000000<br>LEI: 5493002X7O83FCJVYO69 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $260500.34     | 0.00%             | 2042-08-07      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                  | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1000000 | PA      | $414390.69     | 0.01%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MBJ1<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $215461.04     | 0.00%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2124254.14    | 0.03%             | 2027-02-24      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                        | Macquarie Bank Ltd                                                               | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $344632.97     | 0.00%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    13000000 | PA      | $3078414.82    | 0.04%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     8000000 | PA      | $1123063.79    | 0.02%             | 2027-02-23      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| VSEOBECNA UVEROVA BANKA                                   | Vseobecna Uverova Banka AS                                                       | CUSIP: 000000000<br>LEI: 549300JB1P61FUTPEZ75 | Long             | DBT              | CORP              | SK        |      300000 | PA      | $345600.35     | 0.00%             | 2026-10-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LA BANQUE POST HOME LOAN                                  | La Banque Postale Home Loan SFH SA                                               | CUSIP: 000000000<br>LEI: 969500D5PFMTWUYSUF61 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $303884.67     | 0.00%             | 2029-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |           1 | NC      | $66844.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $552039.54     | 0.01%             | 2030-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                               | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      400000 | PA      | $259094.40     | 0.00%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                    | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $1048727.09    | 0.01%             | 2029-12-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   206300000 | PA      | $1431713.39    | 0.02%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE BANK PLC                                       | Clydesdale Bank PLC                                                              | CUSIP: 000000000<br>LEI: NHXOBHMY8K53VRC7MZ54 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $440638.02     | 0.01%             | 2026-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                                            | ABB Finance BV                                                                   | CUSIP: 000000000<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $342912.64     | 0.00%             | 2034-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUT APOTHEKE AERZTEBANK                                  | Deutsche Apotheker-und Aerztebank eG                                             | CUSIP: 000000000<br>LEI: 5299007S3UH5RKUYDA52 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $437589.53     | 0.01%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $127344.95     | 0.00%             | 2026-10-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                       | Province of Alberta Canada                                                       | CUSIP: 013051EQ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      770000 | PA      | $430262.93     | 0.01%             | 2052-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                    | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $130970.09     | 0.00%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $269518.38     | 0.00%             | 2060-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDA5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      200000 | PA      | $152941.70     | 0.00%             | 2031-04-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     4600000 | PA      | $5325845.52    | 0.08%             | 2027-12-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BERLIN HYP AG                                             | Berlin Hyp AG                                                                    | CUSIP: 000000000<br>LEI: 529900C4RSSBWXBSY931 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $655557.47     | 0.01%             | 2027-02-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $225338.10     | 0.00%             | 2025-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      300000 | PA      | $335086.08     | 0.00%             | 2034-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LAND BERLIN                                               | Land Berlin                                                                      | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |      400000 | PA      | $400455.58     | 0.01%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HALEON UK CAPITAL PLC                                     | Haleon UK Capital PLC                                                            | CUSIP: 000000000<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $213711.17     | 0.00%             | 2038-03-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                            | City of Ottawa Ontario                                                           | CUSIP: 689551FH7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $133425.92     | 0.00%             | 2052-12-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   395350000 | PA      | $1732226.00    | 0.02%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-33372.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      350000 | PA      | $235867.83     | 0.00%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                  | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $100316.00     | 0.00%             | 2030-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      325000 | PA      | $365511.83     | 0.01%             | 2026-05-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON GROUP                                        | CK Hutchison Group Telecom Finance SA                                            | CUSIP: 000000000<br>LEI: 254900OM17Q9YNDIUG82 | Long             | DBT              | CORP              | LU        |      210000 | PA      | $233667.20     | 0.00%             | 2026-04-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1750000 | PA      | $1932390.91    | 0.03%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                              | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $706230.08     | 0.01%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $424896.71     | 0.01%             | 2038-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| INTER PIPELINE LTD                                        | Inter Pipeline Ltd/AB                                                            | CUSIP: 45833VAH2<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $459575.14     | 0.01%             | 2030-05-29      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| INVESTITIONSBANK BERLIN                                   | Investitionsbank Berlin                                                          | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $223164.26     | 0.00%             | 2026-04-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $124815.04     | 0.00%             | 2027-01-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    19000000 | PA      | $2885664.69    | 0.04%             | 2025-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      600000 | PA      | $695024.74     | 0.01%             | 2031-03-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    30000000 | PA      | $4195864.57    | 0.06%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                   | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $263824.48     | 0.00%             | 2030-04-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                  | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BM3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $214463.96     | 0.00%             | 2030-03-21      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $109747.27     | 0.00%             | 2028-01-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ITALIA                                    | Credit Agricole Italia SpA                                                       | CUSIP: 000000000<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $144092.69     | 0.00%             | 2045-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    10950000 | PA      | $10431023.15   | 0.15%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                 | Hong Kong Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      200000 | PA      | $236390.77     | 0.00%             | 2032-06-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1000000 | PA      | $982398.94     | 0.01%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Transport for London                                      | Transport for London                                                             | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $373202.32     | 0.01%             | 2042-07-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                  | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |       75000 | PA      | $58200.75      | 0.00%             | 2041-08-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASSURA FIN PLC                                            | Assura Financing PLC                                                             | CUSIP: 000000000<br>LEI: 549300YH2O3CNDZSO632 | Long             | DBT              |  | GB        |      550000 | PA      | $692311.01     | 0.01%             | 2028-07-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFANDBRIEF SCHW KANTBK                                    | Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | CUSIP: 000000000<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |     1600000 | PA      | $1911555.41    | 0.03%             | 2029-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   100000000 | PA      | $3082506.18    | 0.04%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                        | Diageo Finance PLC                                                               | CUSIP: 000000000<br>LEI: BPF79TJMIH3DK8XCKI50 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $111061.16     | 0.00%             | 2035-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $228947.75     | 0.00%             | 2055-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                        | Province of Quebec Canada                                                        | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      800000 | PA      | $1093586.30    | 0.02%             | 2030-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     3912000 | PA      | $3255341.96    | 0.05%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| SALTAIRE FINANCE PLC                                      | Saltaire Finance PLC                                                             | CUSIP: 000000000<br>LEI: 2138005HL9O4VFW2HY47 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $672889.12     | 0.01%             | 2033-12-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                   | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     1020000 | PA      | $994040.06     | 0.01%             | 2031-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTH WEST REDWATER PRT/                                  | North West Redwater Partnership / NWR Financing Co Ltd                           | CUSIP: 663307AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $150763.34     | 0.00%             | 2054-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $434397.01     | 0.01%             | 2029-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                  | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $187900.84     | 0.00%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      569000 | PA      | $620341.57     | 0.01%             | 2029-10-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                   | Ireland Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     1105000 | PA      | $986965.83     | 0.01%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     2000000 | PA      | $287262.01     | 0.00%             | 2029-09-05      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                  | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    33250000 | PA      | $4995307.85    | 0.07%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                  | European Investment Bank                                                         | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     2187000 | PA      | $2474715.33    | 0.04%             | 2030-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                 | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $562476.97     | 0.01%             | 2026-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    32650000 | PA      | $4828615.95    | 0.07%             | 2029-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5430000 | PA      | $1582952.75    | 0.02%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                    | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    32000000 | PA      | $4497056.21    | 0.06%             | 2029-04-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2700000 | PA      | $2999552.17    | 0.04%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $472149.23     | 0.01%             | 2031-04-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $771992.29     | 0.01%             | 2028-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5793000 | PA      | $6514456.28    | 0.09%             | 2026-10-31      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    10865000 | PA      | $7709280.92    | 0.11%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     6733000 | PA      | $1529702.35    | 0.02%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    77969000 | PA      | $3792419.79    | 0.05%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $278273.24     | 0.00%             | 2035-01-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      950000 | PA      | $1073107.14    | 0.02%             | 2042-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $450919.95     | 0.01%             | 2025-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer